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        <name>Federal National Mortgage Association</name>
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        <name>Freddie Mac</name>
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        <name>NXP B.V.</name>
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        <name>CITIGROUP INC.</name>
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        <name>COMM MORTGAGE TRUST</name>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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        <name>CREDIT SUISSE AG</name>
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        <name>ALLY MASTER OWNER TRUST</name>
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        <name>KKR FINANCIAL CLO, LTD.</name>
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        <name>KUBOTA CREDIT OWNER TRUST</name>
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        <name>VOLKSWAGEN AUTO LOAN ENHANCED TRUST</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ANTHEM, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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          <isin value="US31392EP616"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>VERUS SECURITIZATION TRUST</name>
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          <isin value="US92538DAA72"/>
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        <name>CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV</name>
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        <title>CHICAGO IL TRANSIT AUTH SALES CHICAGO TRANSIT AUTHORITY SALES TAX RECEIPTS FUND</title>
        <cusip>16772PCH7</cusip>
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          <isin value="US16772PCH73"/>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
        <lei>5493007PTFULNYZJ1R12</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <title>ENTERPRISE FLEET FINANCING 2019-1 LLC EFF 2019-1 A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 493805</title>
        <cusip>31382VR22</cusip>
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          <isin value="US31382VR229"/>
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        <balance>3492.28000000</balance>
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        <valUSD>3485.88000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.34000000</annualizedRt>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2019-3 GCAR 2019-3A A</title>
        <cusip>36258AAA8</cusip>
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          <isin value="US36258AAA88"/>
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        <balance>86058.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>86485.83000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.58000000</annualizedRt>
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        <name>LENNAR CORPORATION</name>
        <lei>529900G61XVRLX5TJX09</lei>
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        <cusip>526057BN3</cusip>
        <identifiers>
          <isin value="US526057BN32"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>733768.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2017-RC1 WFCM 2017-RC1 A2</title>
        <cusip>95001FAV7</cusip>
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          <isin value="US95001FAV76"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2011-18 LA</title>
        <cusip>31397QJ90</cusip>
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          <isin value="US31397QJ901"/>
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        <curCd>USD</curCd>
        <valUSD>23312.16000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <name>ATMOS ENERGY CORPORATION</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
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          <isin value="US049560AU94"/>
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        <curCd>USD</curCd>
        <valUSD>425394.05000000</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>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2018-2 LLC EFF 2018-2 A2</title>
        <cusip>29373FAB0</cusip>
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          <isin value="US29373FAB04"/>
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        <balance>136990.57000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>ROYALTY PHARMA PLC 144A 0.750000% 09/02/2023</title>
        <cusip>78081BAA1</cusip>
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          <isin value="US78081BAA17"/>
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        <curCd>USD</curCd>
        <valUSD>699804.82000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Mizuho Financial Group, Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO FINANCIAL GROUP INC VARIABLE RATE 05/25/2024</title>
        <cusip>60687YBC2</cusip>
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          <isin value="US60687YBC21"/>
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        <balance>775000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>778373.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>TIDEWATER AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <name>Government National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Nationwide Building Society</name>
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        <invCountry>GB</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SANTANDER RETAIL AUTO LEASE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DIRECTOR ST NEV DEPT BUSINESS &amp; INDUSTRY</name>
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        <cusip>25457VBP0</cusip>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <cusip>80285RAF5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE-ACES FNA 2012-M4 1A2</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AON CORPORATION</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CORE MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CORE 2019-CORE MORTGAGE TRUST BCORE 2019-CORE A</title>
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          <isin value="US21871FAA66"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.99500040</annualizedRt>
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        <name>CIFC FUNDING LTD</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING 2015-III LTD CIFC 2015-3A AR</title>
        <cusip>12550MAJ9</cusip>
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          <isin value="US12550MAJ99"/>
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        <balance>375000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <title>CPS AUTO TRUST CPS 2021-A B</title>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC VARIABLE RATE 11/04/2022</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE 2005-J TRUST BOAMS 2005-J 2A1</title>
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        <identifiers>
          <isin value="US05949CKQ86"/>
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        <balance>5521.04000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>GMACM MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GMACM MORTGAGE LOAN TRUST 2005-AR6 GMACM 2005-AR6 2A1</title>
        <cusip>36185MBJ0</cusip>
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          <isin value="US36185MBJ09"/>
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        <balance>78593.93000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.30852960</annualizedRt>
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      <invstOrSec>
        <name>HPS LOAN MANAGEMENT LTD</name>
        <lei>N/A</lei>
        <title>HPS LOAN MANAGEMENT 14-2019 LTD HLM 14A-19 XR</title>
        <cusip>40437WAN8</cusip>
        <identifiers>
          <isin value="US40437WAN83"/>
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        <balance>430000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>429892.50000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77574960</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AFFIRM ASSET SECURITIZATION TRUST 2020-Z1 AFFRM 2021-Z1 A</title>
        <cusip>00834CAA3</cusip>
        <identifiers>
          <isin value="US00834CAA36"/>
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        <balance>450000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BANQUE DE MONTREAL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
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        <cusip>06367WYH0</cusip>
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          <isin value="US06367WYH05"/>
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        <balance>1340000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Mondelez International, Inc.</name>
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        <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>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY MTN 2.750000% 05/19/2022</title>
        <cusip>61744YAH1</cusip>
        <identifiers>
          <isin value="US61744YAH18"/>
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        <balance>1145000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2021-2 DTAOT 2021-2A A</title>
        <cusip>23345EAA3</cusip>
        <identifiers>
          <isin value="US23345EAA38"/>
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        <balance>335000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>334976.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.41000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>MFA TRUST</name>
        <lei>N/A</lei>
        <title>MFA 2021-NQM1 TRUST MFRA 2021-NQM1 A1</title>
        <cusip>55283FAA6</cusip>
        <identifiers>
          <isin value="US55283FAA66"/>
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        <balance>466210.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>466189.55000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.15300080</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 555561</title>
        <cusip>31385XFA0</cusip>
        <identifiers>
          <isin value="US31385XFA00"/>
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        <balance>7531.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7559.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GCAT LLC</name>
        <lei>N/A</lei>
        <title>GCAT 2020-NQM2 TRUST GCAT 2020-NQM2 A1</title>
        <cusip>36166RAA2</cusip>
        <identifiers>
          <isin value="US36166RAA23"/>
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        <balance>210564.88000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.55499840</annualizedRt>
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      <invstOrSec>
        <name>OTIS WORLDWIDE CORPORATION</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>OTIS WORLDWIDE CORP VARIABLE RATE 04/05/2023</title>
        <cusip>68902VAG2</cusip>
        <identifiers>
          <isin value="US68902VAG23"/>
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        <balance>1995000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1993870.57000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.64424880</annualizedRt>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST 2005-AR4 GSR 2005-AR4 2A1</title>
        <cusip>362341FH7</cusip>
        <identifiers>
          <isin value="US362341FH73"/>
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        <balance>90574.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>66943.26000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.32094960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CROSSROADS ASSET TRUST</name>
        <lei>N/A</lei>
        <title>CROSSROADS ASSET TRUST 2021-A XROAD 2021-A A1</title>
        <cusip>22767CAA8</cusip>
        <identifiers>
          <isin value="US22767CAA80"/>
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        <balance>470308.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>470362.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37362000</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>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE23 MORTGAGE TRUST COMM 2015-CR23 A2</title>
        <cusip>12593AAX3</cusip>
        <identifiers>
          <isin value="US12593AAX37"/>
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        <balance>295308.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>295298.60000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85200000</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>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2019-4 DTAOT 2019-4A B</title>
        <cusip>23343JAC0</cusip>
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          <isin value="US23343JAC09"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>756333.00000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.36000000</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>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2014-5 JPMMT 2014-5 A1</title>
        <cusip>46643KAA9</cusip>
        <identifiers>
          <isin value="US46643KAA97"/>
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        <balance>225192.45000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PHILLIPS 66</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MERIT HILL</name>
        <lei>N/A</lei>
        <title>MERIT 2020-HILL MHP 2020-HILL A</title>
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          <isin value="US590027AA64"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
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          <isin value="US38378WUY73"/>
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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>2041-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <cusip>36192HAA2</cusip>
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          <isin value="US36192HAA23"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BENEFIT STREET PARTNERS CLO LTD</name>
        <lei>N/A</lei>
        <title>BENEFIT STREET PARTNERS CLO X LTD BSP 2016-10A X</title>
        <cusip>08181LAS6</cusip>
        <identifiers>
          <isin value="US08181LAS60"/>
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        <balance>288750.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MFA TRUST</name>
        <lei>N/A</lei>
        <title>MFA 2020-NQM3 TRUST MFRA 2020-NQM3 A1</title>
        <cusip>552757AA4</cusip>
        <identifiers>
          <isin value="US552757AA45"/>
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        <balance>230710.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>231206.86000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.01400120</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>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2019-3 LLC EFF 2019-3 A2</title>
        <cusip>29374WAB2</cusip>
        <identifiers>
          <isin value="US29374WAB28"/>
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        <balance>573565.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>581602.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.06000000</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>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2018-EXP2 TRUST OBX 2018-EXP2 2A1A</title>
        <cusip>67097XAR1</cusip>
        <identifiers>
          <isin value="US67097XAR17"/>
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        <balance>107114.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>107216.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.85613040</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE-ACES FNA 2012-M9 A2</title>
        <cusip>3136A72D3</cusip>
        <identifiers>
          <isin value="US3136A72D33"/>
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        <balance>125304.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>126797.18000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.48200000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>STRYKER CORPORATION</name>
        <lei>5493002F0SC4JTBU5137</lei>
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        <identifiers>
          <isin value="US863667BB68"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.60000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 928005</title>
        <cusip>31412LAE0</cusip>
        <identifiers>
          <isin value="US31412LAE02"/>
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        <balance>7123.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8000.18000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND (CLUB) CREDIT TRUST</name>
        <lei>N/A</lei>
        <title>CONSUMER LOAN UNDERLYING BOND CLUB CREDIT TRUST 20 CLUB 2020-P1 A</title>
        <cusip>21055JAA6</cusip>
        <identifiers>
          <isin value="US21055JAA60"/>
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        <balance>232236.78000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE HOWARD UNIVERSITY</name>
        <lei>N/A</lei>
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        <cusip>442851AE1</cusip>
        <identifiers>
          <isin value="US442851AE16"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80100000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-6 TPMT 2017-6 A1</title>
        <cusip>89175JAA8</cusip>
        <identifiers>
          <isin value="US89175JAA88"/>
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        <balance>129199.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>132828.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</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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        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC VARIABLE RATE 03/20/2026</title>
        <cusip>92343VGE8</cusip>
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          <isin value="US92343VGE83"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <name>EQUITABLE FINANCIAL LIFE GLOBAL FUNDING</name>
        <lei>635400B4JJBON4TCHF02</lei>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMERISOURCEBERGEN CORPORATION</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
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        <cusip>03073EAS4</cusip>
        <identifiers>
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        <balance>450000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.73700000</annualizedRt>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2018-3 AOMT 2018-3 A1</title>
        <cusip>03464NAA0</cusip>
        <identifiers>
          <isin value="US03464NAA00"/>
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        <balance>87846.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>88580.96000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.64899960</annualizedRt>
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        <name>BANQUE ROYALE DU CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA MTN VARIABLE RATE 10/26/2023</title>
        <cusip>78015K7K4</cusip>
        <identifiers>
          <isin value="US78015K7K46"/>
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        <balance>400000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN CALIFORNIA EDISON COMPANY</name>
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        <cusip>842400HC0</cusip>
        <identifiers>
          <isin value="US842400HC00"/>
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        <balance>960000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 A1</title>
        <cusip>89173UAA5</cusip>
        <identifiers>
          <isin value="US89173UAA51"/>
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        <balance>313675.76000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HEWLETT PACKARD ENTERPRISE CO 4.450000% 10/02/2023</title>
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          <isin value="US42824CBG33"/>
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        <balance>250000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 CMLTI 2018-RP2 A1</title>
        <cusip>17326UAA2</cusip>
        <identifiers>
          <isin value="US17326UAA25"/>
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        <balance>226532.42000000</balance>
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          <couponKind>Floating</couponKind>
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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2021-1 MFT 2021-1A A</title>
        <cusip>57110NAA4</cusip>
        <identifiers>
          <isin value="US57110NAA46"/>
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          <couponKind>Fixed</couponKind>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2019-3 TRUST SCLP 2019-3 A</title>
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          <isin value="US83405TAA16"/>
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          <couponKind>Fixed</couponKind>
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        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NORTH AMERICA LLC 144A 2.550000% 08/15/2022</title>
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        <balance>1610000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CAMPBELL SOUP COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MAGNETITE CLO, LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>State of California</name>
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          <couponKind>Floating</couponKind>
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        <name>DE LAGE LANDEN FINANCE (DLL)</name>
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        <name>LSTAR COMMERCIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
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          <isin value="US31377EDT38"/>
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        <valUSD>3579.82000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CALIFORNIA CMNTY COLLEGE DISTS TAX &amp; REV ANTIC NT PROG</name>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TOYOTA MOTOR CREDIT CORPORATION</name>
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        <name>NEW YORK TRANSN DEV CORP SPL FAC REV</name>
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        <name>CITIBANK NATIONAL ASSOCIATION</name>
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          <couponKind>Fixed</couponKind>
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        <name>HSBC BANK CANADA</name>
        <lei>DMB80L5QKUQ124HSYW98</lei>
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          <isin value="US40427HTL77"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

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        <name>DELL EQUIPMENT FINANCE TRUST</name>
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        <cusip>24703QAB8</cusip>
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          <isin value="US24703QAB86"/>
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          <couponKind>Fixed</couponKind>
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        <name>CSMC TRUST</name>
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        <title>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 A</title>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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        <name>NATWEST MARKETS PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NATWEST MARETS PLC COMMERCIAL PAPER (ISITC)</title>
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        <debtSec>
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      <invstOrSec>
        <name>Keybank National Association</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KEYBANK NA/CLEVELAND OH VARIABLE RATE 01/03/2024</title>
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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>Floating</couponKind>
          <annualizedRt>0.34999920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HARLEY DAVIDSON MOTORCYCLE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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          <isin value="US83407AAA07"/>
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      <invstOrSec>
        <name>UBS AG LONDON BRANCH</name>
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        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US88165GAB68"/>
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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2013-97 KA</title>
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          <isin value="US3136AGCX83"/>
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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>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <identifiers>
          <isin value="US90945BAA26"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2020-2 DRIVE 2020-2 A2A</title>
        <cusip>26208VAB2</cusip>
        <identifiers>
          <isin value="US26208VAB27"/>
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        <balance>83692.53000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
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          <isin value="US76119CAA99"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
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          <isin value="US29374EAB20"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2019-4 DRIVE 2019-4 B</title>
        <cusip>26209AAE1</cusip>
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          <isin value="US26209AAE10"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ROPER TECHNOLOGIES, INC.</name>
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        <issuerCat>CORP</issuerCat>
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        <name>MFA LLC</name>
        <lei>N/A</lei>
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          <isin value="US552759AA01"/>
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          <couponKind>Floating</couponKind>
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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BARINGS CLO LTD</name>
        <lei>N/A</lei>
        <title>BARINGS CLO LTD 2018-III BABSN 2018-3A A1</title>
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          <isin value="US06760PAC59"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER COMPANY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US94989MAB54"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <cusip>3137AXXS7</cusip>
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          <isin value="US3137AXXS75"/>
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        <balance>140449.76000000</balance>
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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>2040-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DONLEN FLEET LEASE FUNDING 2</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Saudi Arabian Oil Company</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PROTECTIVE LIFE GLOBAL FUNDING</name>
        <lei>635400EVYITCJYWL2I50</lei>
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        <cusip>74368CAR5</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <title>GM FINANCIAL AUTOMOBILE LEASING TRUST 2019-3 GMALT 2019-3 A3</title>
        <cusip>38013TAD3</cusip>
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          <isin value="US38013TAD37"/>
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        <balance>324072.06000000</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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      <invstOrSec>
        <name>MFA TRUST</name>
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        <title>MFRA 2020-NQM1 A1 144A SERIES  CLASS</title>
        <cusip>552754AA1</cusip>
        <identifiers>
          <isin value="US552754AA14"/>
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        <balance>174153.26000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <title>GENERAL MOTORS FINANCIAL CO INC 3.550000% 07/08/2022</title>
        <cusip>37045XCU8</cusip>
        <identifiers>
          <isin value="US37045XCU81"/>
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        <balance>225000.00000000</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>2022-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MTRO COMMERCIAL MORTGAGE TRUST</name>
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        <title>MTRO COMMERCIAL MORTGAGE TRUST 2019-TECH MTRO 2019-TECH A</title>
        <cusip>55378MAA7</cusip>
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          <isin value="US55378MAA71"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>CIGNA CORPORATION</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP VARIABLE RATE 04/22/2025</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SCF EQUIPMENT LEASING LLC</name>
        <lei>N/A</lei>
        <title>SCF EQUIPMENT LEASING 2021-1 LLC SCFET 2021-1A A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BANQUE DE MONTREAL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BANK OF MONTREAL VARIABLE RATE 12/08/2023</title>
        <cusip>06368EA44</cusip>
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          <isin value="US06368EA445"/>
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        <balance>600000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST</name>
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        <title>JPMORGAN CHASE BANK NA - JPMWM JPMWM 2021-CL1 M1</title>
        <cusip>46591HBK5</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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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>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1</title>
        <cusip>92537QAA9</cusip>
        <identifiers>
          <isin value="US92537QAA94"/>
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        <balance>283915.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>282706.84000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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      <invstOrSec>
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      <invstOrSec>
        <name>BMW US CAPITAL, LLC</name>
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        <name>Freddie Mac</name>
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        <invCountry>US</invCountry>

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        <name>Federal National Mortgage Association</name>
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          <couponKind>Fixed</couponKind>
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        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2016-1 TPMT 2016-1 A1B</title>
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        <invCountry>US</invCountry>

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          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
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        <name>PIONEER NATURAL RESOURCES COMPANY</name>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>MAGNETITE CLO, LIMITED</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2020-1 CARMX 2020-1 A2</title>
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          <couponKind>Fixed</couponKind>
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        <name>GILEAD SCIENCES, INC.</name>
        <lei>549300WTZWR07K8MNV44</lei>
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        <name>CHESAPEAKE FUNDING LLC</name>
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          <couponKind>Fixed</couponKind>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <title>ENTERPRISE FLEET FINANCING 2019-2 LLC EFF 2019-2 A2</title>
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          <couponKind>Fixed</couponKind>
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        <name>NASDAQ, INC.</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>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2020-1 A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST 2021-1 HPEFS 2021-1A A2</title>
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        <identifiers>
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        <name>United States of America</name>
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        <name>THE CHARLES SCHWAB CORPORATION</name>
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        <name>United States of America</name>
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          <ticker value="1TUM1"/>
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                <issuerName>U.S. Treasury Futures</issuerName>
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        <name>CIM TRUST</name>
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      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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          <isin value="US89173FAA84"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2021-1 DTAOT 2021-1A B</title>
        <cusip>23344GAC5</cusip>
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          <isin value="US23344GAC50"/>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2018-CH3 SEMT 2018-CH3 A1</title>
        <cusip>81746WAA6</cusip>
        <identifiers>
          <isin value="US81746WAA62"/>
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        <balance>93415.76000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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          <isin value="US30166RAC16"/>
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        <name>Capital One Bank (USA), National Association</name>
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        <name>AT&amp;T INC.</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <title>STRUCTURED ASSET INVESTMENT LOAN TRUST 2005-6 SAIL 2005-6 M2</title>
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      <invstOrSec>
        <name>SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-15</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2005-6 BSARM 2005-6 3A1</title>
        <cusip>07387ADJ1</cusip>
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          <isin value="US07387ADJ16"/>
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        <balance>48945.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49651.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81356200</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2021-2 DTAOT 2021-2A B</title>
        <cusip>23345EAC9</cusip>
        <identifiers>
          <isin value="US23345EAC93"/>
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        <balance>220000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>220303.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.81000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MORTGAGEIT TRUST</name>
        <lei>N/A</lei>
        <title>MORTGAGEIT TRUST 2005-5 MHL 2005-5 A1</title>
        <cusip>61915RAU0</cusip>
        <identifiers>
          <isin value="US61915RAU05"/>
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        <balance>57462.79000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62613000</annualizedRt>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1</title>
        <cusip>64828MAA5</cusip>
        <identifiers>
          <isin value="US64828MAA53"/>
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        <balance>158881.63000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 1993-58 H</title>
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        <identifiers>
          <isin value="US31358UC959"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MFA LLC</name>
        <lei>N/A</lei>
        <title>MFA 2021-INV1 TRUST MFRA 2021-INV1 A1</title>
        <cusip>552747AA5</cusip>
        <identifiers>
          <isin value="US552747AA55"/>
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        <balance>361162.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>360321.33000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2056-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.85200120</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Z CAPITAL CREDIT PARTNERS CLO LTD</name>
        <lei>N/A</lei>
        <title>Z CAPITAL CREDIT PARTNERS CLO 2015-1 LTD ZCCP 2015-1A A1R</title>
        <cusip>98877EAG8</cusip>
        <identifiers>
          <isin value="US98877EAG89"/>
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        <balance>168642.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>168254.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.13362920</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>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1 DRMT 2021-1 A1</title>
        <cusip>24380VAA9</cusip>
        <identifiers>
          <isin value="US24380VAA98"/>
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        <balance>206810.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206780.81000000</valUSD>
        <pctVal>0.062569050199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.71499960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MERCEDES-BENZ MASTER OWNER TRUST</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ MASTER OWNER TRUST 2019-BA MBMOT 2019-AA A</title>
        <cusip>58768UAL7</cusip>
        <identifiers>
          <isin value="US58768UAL70"/>
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        <balance>955000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>955144.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.46463040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2020-A CPS 2020-A A</title>
        <cusip>12597JAA0</cusip>
        <identifiers>
          <isin value="US12597JAA07"/>
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        <balance>80186.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>80413.07000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.09000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MICRON TECHNOLOGY, INC.</name>
        <lei>B3DXGBC8GAIYWI2Z0172</lei>
        <title>MICRON TECHNOLOGY INC 2.497000% 04/24/2023</title>
        <cusip>595112BR3</cusip>
        <identifiers>
          <isin value="US595112BR36"/>
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        <balance>545000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564621.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.49700000</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>BA MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2</title>
        <cusip>05949CCA2</cusip>
        <identifiers>
          <isin value="US05949CCA27"/>
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        <balance>41678.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41681.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18152520</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>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
        <lei>N/A</lei>
        <title>AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC AXIS 2021-1A A2</title>
        <cusip>03237KAB0</cusip>
        <identifiers>
          <isin value="US03237KAB08"/>
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        <balance>440000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440073.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC 2.150000% 11/19/2021</title>
        <cusip>00287YBH1</cusip>
        <identifiers>
          <isin value="US00287YBH18"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1009880.00000000</valUSD>
        <pctVal>0.305575901433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2019-4 AOMT 2019-4 A1</title>
        <cusip>03463UAA5</cusip>
        <identifiers>
          <isin value="US03463UAA51"/>
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        <balance>254265.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256791.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99300040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2020-1 FCAT 2020-1 A</title>
        <cusip>33843FAA6</cusip>
        <identifiers>
          <isin value="US33843FAA66"/>
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        <balance>269169.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272058.14000000</valUSD>
        <pctVal>0.082321079111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC VARIABLE RATE 03/22/2024</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2019-3 CAALT 2019-3A A</title>
        <cusip>22535KAA1</cusip>
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          <isin value="US22535KAA16"/>
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        <balance>1525000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>METLIFE SECURITIZATION TRUST</name>
        <lei>N/A</lei>
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          <isin value="US59166BAA98"/>
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        <balance>103086.24000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2019-2 AOMT 2019-2 A1</title>
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          <isin value="US03463WAA18"/>
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        <balance>319150.70000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>NAVISTAR FINANCIAL DEALER NOTE MASTER TRUST</name>
        <lei>N/A</lei>
        <title>NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST NAVMT 2019-1 A</title>
        <cusip>63938PBH1</cusip>
        <identifiers>
          <isin value="US63938PBH10"/>
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        <balance>1100000.00000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Deutsche Bank AG (New York Branch)</name>
        <lei>N/A</lei>
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          <isin value="US251526BX61"/>
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        <curCd>USD</curCd>
        <valUSD>660998.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-14</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4379 CB</title>
        <cusip>3137BCZG6</cusip>
        <identifiers>
          <isin value="US3137BCZG63"/>
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        <balance>489755.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>504477.55000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2021-1A A2</title>
        <cusip>165183CT9</cusip>
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          <isin value="US165183CT96"/>
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        <balance>288482.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>288482.20000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>MELLO WAREHOUSE SECURITIZATION TRUST</name>
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        <title>MELLO WAREHOUSE SECURITIZATION TRUST 2021-2 MWST 2021-2 A</title>
        <cusip>58552NAA7</cusip>
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          <isin value="US58552NAA72"/>
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        <balance>830000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2055-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.86024880</annualizedRt>
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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2020-1 MFT 2020-1A A</title>
        <cusip>57109JAA6</cusip>
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          <isin value="US57109JAA60"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.24000000</annualizedRt>
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        <name>PUGET ENERGY, INC.</name>
        <lei>SYBSJ96YIDMIUY7WDR33</lei>
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        <curCd>USD</curCd>
        <valUSD>475256.04000000</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>6.00000000</annualizedRt>
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        <name>PACIFIC LIFE GLOBAL FUNDING II</name>
        <lei>6354003EUPCHXTWUU869</lei>
        <title>PACIFIC LIFE GLOBAL FUNDING II 144A 0.500000% 09/23/2023</title>
        <cusip>6944PL2C2</cusip>
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          <isin value="US6944PL2C24"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400710.94000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MORGAN STANLEY CAPITAL I TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST 2014-MP MSC 2014-MP A</title>
        <cusip>61764JAA4</cusip>
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          <isin value="US61764JAA43"/>
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        <balance>590000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>590043.60000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.46900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CALIFORNIA INFRASTRUCTURE &amp; ECONOMIC DEV BK REV</name>
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        <title>CALIFORNIA ST INFRASTRUCTURE &amp; CALIFORNIA INFRASTRUCTURE &amp; ECONOMIC DEVELOPMENT B</title>
        <cusip>13034AK90</cusip>
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          <isin value="US13034AK904"/>
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        <curCd>USD</curCd>
        <valUSD>530049.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.45750000</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>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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          <isin value="US85573GAA04"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nordea Bank Abp</name>
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        <invCountry>FI</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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          <isin value="US31410GXU20"/>
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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>CENTERPOINT ENERGY RESOURCES CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
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        <title>BAYVIEW OPPORTUNITY MASTER FUND IVB TRUST 2017-RT6 BOMFT 2017-RT6 A</title>
        <cusip>07332GAA6</cusip>
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          <isin value="US07332GAA67"/>
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        <balance>202757.61000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019-2 WLAKE 2019-2A A2B</title>
        <cusip>96041LAC6</cusip>
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          <isin value="US96041LAC63"/>
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        <balance>13093.35000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020- ACAR 2020-1 A</title>
        <cusip>02529VAA7</cusip>
        <identifiers>
          <isin value="US02529VAA70"/>
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        <balance>58728.06000000</balance>
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        <valUSD>58801.77000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
        <title>PFS FINANCING CORP PFSFC 2020-B A</title>
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        <identifiers>
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          <couponKind>Fixed</couponKind>
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        <name>MACQUARIE BANK LIMITED</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN MA2474</title>
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        <issuerCat>USGA</issuerCat>
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        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <name>FIDELITY NATIONAL INFORMATION SERVICES, INC.</name>
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          <couponKind>Fixed</couponKind>
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        <name>NRZ MSR</name>
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          <couponKind>Fixed</couponKind>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <title>VERUS SECURITIZATION TRUST 2021-R1 VERUS 2021-R1 A1</title>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <name>NEW YORK CITY TAX LIEN COLLATERALIZED BONDS</name>
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        <name>THE BANK OF NOVA SCOTIA</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
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        <name>LCM LTD.</name>
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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <name>PNC BANK, NATIONAL ASSOCIATION</name>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2021-1 A2</title>
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        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY MTN VARIABLE RATE 01/20/2023</title>
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          <isin value="US6174468K89"/>
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        <curCd>USD</curCd>
        <valUSD>776535.06000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>EL PASO NATURAL GAS CO LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
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        <balance>261116.35000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DTE ENERGY COMPANY</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY CO 0.550000% 11/01/2022</title>
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          <isin value="US233331BH98"/>
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        <balance>1050000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BANQUE NATIONALE DU CANADA</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
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        <balance>475000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2018-B TESLA 2018-B A</title>
        <cusip>88161NAA7</cusip>
        <identifiers>
          <isin value="US88161NAA72"/>
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        <balance>160386.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>160849.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <cusip>36257NAA1</cusip>
        <identifiers>
          <isin value="US36257NAA19"/>
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        <balance>35506.64000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 WLAKE 2021-1A B</title>
        <cusip>96043FAD5</cusip>
        <identifiers>
          <isin value="US96043FAD50"/>
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        <balance>400000.00000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
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        <cusip>57109HAA0</cusip>
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        <balance>221360.73000000</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>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
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        <balance>132093.51000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC VARIABLE RATE 09/15/2023</title>
        <cusip>25746UDH9</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST HPEFS 2020-2A A2</title>
        <cusip>40438PAB8</cusip>
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          <isin value="US40438PAB85"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2020-2 MFT 2020-2A A</title>
        <cusip>57108RAA9</cusip>
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          <isin value="US57108RAA95"/>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-B NAVSL 2020-BA A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC 0.200000% 12/30/2022</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</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>THE BOEING COMPANY</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE 2.700000% 05/01/2022</title>
        <cusip>097023CG8</cusip>
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          <isin value="US097023CG82"/>
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        <balance>325000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>332116.18000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2020-1 DRIVE 2020-1 A3</title>
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        <identifiers>
          <isin value="US26208QAD97"/>
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        <balance>282819.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>283752.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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          <isin value="US06051GHJ13"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
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        <cusip>110122CK2</cusip>
        <identifiers>
          <isin value="US110122CK20"/>
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        <balance>470000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>470312.29000000</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>2021-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <cusip>034651AA7</cusip>
        <identifiers>
          <isin value="US034651AA74"/>
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        <balance>270843.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>271215.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.99000000</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>HOUSTON TEX ARPT SYS REV</name>
        <lei>N/A</lei>
        <title>HOUSTON TX ARPT SYS REVENUE CITY OF HOUSTON TX AIRPORT SYSTEM REVENUE</title>
        <cusip>442349EJ1</cusip>
        <identifiers>
          <isin value="US442349EJ17"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100540.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.88300000</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>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2019-C CNH 2019-C A2</title>
        <cusip>12597CAB3</cusip>
        <identifiers>
          <isin value="US12597CAB37"/>
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        <balance>467246.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>468350.12000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO LEASE TRUST 2020-B MBALT 2020-B A3</title>
        <cusip>58769EAC2</cusip>
        <identifiers>
          <isin value="US58769EAC21"/>
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        <balance>490000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.40000000</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>AIG GLOBAL FUNDING</name>
        <lei>54930057MDZ7KOVOTV71</lei>
        <title>AIG GLOBAL FUNDING 144A 0.800000% 07/07/2023</title>
        <cusip>00138CAM0</cusip>
        <identifiers>
          <isin value="US00138CAM01"/>
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        <balance>315000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317247.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.80000000</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>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2020-1 CAALT 2020-1A A</title>
        <cusip>22534GAA1</cusip>
        <identifiers>
          <isin value="US22534GAA13"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>662459.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.01000000</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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2015-46 BA</title>
        <cusip>3136APPM8</cusip>
        <identifiers>
          <isin value="US3136APPM80"/>
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        <balance>187189.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189884.19000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Saudi Arabian Oil Company</name>
        <lei>5586006WD91QHB7J4X50</lei>
        <title>SAUDI ARABIAN OIL CO MTN 2.750000% 04/16/2022</title>
        <cusip>80414L2A2</cusip>
        <identifiers>
          <isin value="US80414L2A26"/>
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        <balance>1580000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1613146.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</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>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2020-3 DTAOT 2020-3A A</title>
        <cusip>26253AAA4</cusip>
        <identifiers>
          <isin value="US26253AAA43"/>
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        <balance>358975.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>359402.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.54000000</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>SPRUCE HILL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SPRUCE HILL MORTGAGE LOAN TRUST 2019-SH1 SHMLT 2019-SH1 A1</title>
        <cusip>85211XAA1</cusip>
        <identifiers>
          <isin value="US85211XAA19"/>
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        <balance>117606.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>119225.34000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.39500160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2005-3 BSARM 2005-3 2A1</title>
        <cusip>07387AAW5</cusip>
        <identifiers>
          <isin value="US07387AAW53"/>
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        <balance>22457.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22822.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18401280</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>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-190 GA</title>
        <cusip>38378PPK8</cusip>
        <identifiers>
          <isin value="US38378PPK83"/>
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        <balance>492434.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>500339.01000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>WORLD OMNI SELECT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>WORLD OMNI SELECT AUTO TRUST 2018-1 WOSAT 2018-1A B</title>
        <cusip>98162DAG4</cusip>
        <identifiers>
          <isin value="US98162DAG43"/>
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        <balance>137209.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>137490.57000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.68000000</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>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2018-2 DRIVE 2018-2 D</title>
        <cusip>26208JAG8</cusip>
        <identifiers>
          <isin value="US26208JAG85"/>
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        <balance>251835.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>257654.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.14000000</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>STATE STREET CORPORATION</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STATE STREET CORP 2.825000% 03/30/2023</title>
        <cusip>857477BL6</cusip>
        <identifiers>
          <isin value="US857477BL68"/>
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        <balance>660000.00000000</balance>
        <units>PA</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <cusip>92925CDQ2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
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        <balance>375000.00000000</balance>
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        <valUSD>375067.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <cusip>12656QAB0</cusip>
        <identifiers>
          <isin value="US12656QAB05"/>
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        <balance>455000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>455153.34000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.81000000</annualizedRt>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2019-3 MORTGAGE LOAN TRUST COLT 2019-3 A1</title>
        <cusip>19688CAA0</cusip>
        <identifiers>
          <isin value="US19688CAA09"/>
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        <balance>59844.84000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
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        <cusip>00217TAC9</cusip>
        <identifiers>
          <isin value="US00217TAC99"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</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>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2021-1 FIAOT 2021-1A A</title>
        <cusip>32059FAA7</cusip>
        <identifiers>
          <isin value="US32059FAA75"/>
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        <balance>1115254.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1116141.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.45000000</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>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2019-2A A1</title>
        <cusip>165183CD4</cusip>
        <identifiers>
          <isin value="US165183CD45"/>
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        <balance>611381.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>618500.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>N/A TTN 2021-MHC A</title>
        <cusip>87303TAA5</cusip>
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          <isin value="US87303TAA51"/>
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        <balance>440000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>439999.74000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>International Bank for Reconstruction and Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>INTERNATIONAL BANK FOR RECONSTRUCTION &amp; DEVELOPMEN VARIABLE RATE 01/13/2023</title>
        <cusip>459058JQ7</cusip>
        <identifiers>
          <isin value="US459058JQ75"/>
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        <balance>410000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>410176.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.14000040</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 01/27/2023</title>
        <cusip>89114QCF3</cusip>
        <identifiers>
          <isin value="US89114QCF37"/>
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        <balance>1160000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1165336.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.48999960</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2020-4 VERUS 2020-4 A1</title>
        <cusip>92538LAA9</cusip>
        <identifiers>
          <isin value="US92538LAA98"/>
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        <balance>243011.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>245528.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.50199920</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>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-1 A</title>
        <cusip>02528BAA2</cusip>
        <identifiers>
          <isin value="US02528BAA26"/>
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        <balance>630960.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>630931.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 03/04/2024</title>
        <cusip>89114QCR7</cusip>
        <identifiers>
          <isin value="US89114QCR74"/>
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        <balance>575000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>575902.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.37542960</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>VALERO ENERGY CORPORATION</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VALERO ENERGY CORP 2.700000% 04/15/2023</title>
        <cusip>91913YAX8</cusip>
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          <isin value="US91913YAX85"/>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>233913.52000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 0.731000% 04/05/2024</title>
        <cusip>61772BAA1</cusip>
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          <isin value="US61772BAA17"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250580.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.73100000</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>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2017-CH2 SEMT 2017-CH2 A10</title>
        <cusip>81746JAK3</cusip>
        <identifiers>
          <isin value="US81746JAK34"/>
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        <balance>32662.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32676.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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        <cusip>3136AAL29</cusip>
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          <isin value="US3136AAL290"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>KNDL KNSQ MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US482598AA71"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BMW VEHICLE LEASE TRUST</name>
        <lei>N/A</lei>
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        <cusip>05591RAB0</cusip>
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          <isin value="US05591RAB06"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIZENS BANK, NATIONAL ASSOCIATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ONEMAIN FINANCIAL ISSUANCE TRUST</name>
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        <identifiers>
          <isin value="US68267DAA46"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ABN AMRO Bank N.V.</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
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        <cusip>00084DAS9</cusip>
        <identifiers>
          <isin value="US00084DAS99"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>UBS AG LONDON BRANCH</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US902674YC83"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE-ACES FNA 2017-M13 FA</title>
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          <isin value="US3136AYP317"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
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          <isin value="US44891AAV98"/>
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        <name>COX COMMUNICATIONS, INC.</name>
        <lei>5493001NEDZNIFRP2R92</lei>
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          <isin value="US224044BW62"/>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2017-3 DRIVE 2017-3 D</title>
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          <isin value="US26207KAG67"/>
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        <balance>254738.08000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CLOUD PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>CLOUD PASS-THROUGH TRUST 2019-1 CLOUD 2019-1A CLOU</title>
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        <identifiers>
          <isin value="US18913AAA34"/>
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        <balance>178521.30000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
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        <name>STANDARD CHARTERED PLC</name>
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        <name>European Investment Bank</name>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>MHC COMMERCIAL MORTGAGE TRUST</name>
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        <name>Freddie Mac</name>
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        <name>DANSKE BANK A/S</name>
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        <name>The Bank of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <name>PPL ELECTRIC UTILITIES CORPORATION</name>
        <lei>549300GCZLSGYEYPIR35</lei>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>CATERPILLAR FINANCIAL SERVICES CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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          <isin value="US02530QAA58"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SOUTHERN NATURAL GAS COMPANY, L.L.C.</name>
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          <isin value="US84346LAC46"/>
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        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>CROSSROADS ASSET TRUST</name>
        <lei>N/A</lei>
        <title>CROSSROADS ASSET TRUST 2021-A XROAD 2021-A A2</title>
        <cusip>22767CAB6</cusip>
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          <isin value="US22767CAB63"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
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        <cusip>07274NAA1</cusip>
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          <isin value="US07274NAA19"/>
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        <balance>425000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1 CMLTI 2019-IMC1 A1</title>
        <cusip>17328BAA2</cusip>
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          <isin value="US17328BAA26"/>
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        <balance>100239.29000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>Standard Chartered Bank (New York Branch)</name>
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        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <title>MILL CITY MORTGAGE LOAN TRUST 2021-NMR1 MCMLT 2021-NMR1 A1</title>
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        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2020-A CNH 2020-A A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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      <invstOrSec>
        <name>BWAY MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BWAY 2013-1515 MORTGAGE TRUST BWAY 2013-1515 A1</title>
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      <invstOrSec>
        <name>TIDEWATER AUTO RECEIVABLES TRUST</name>
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        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JPMORGAN CHASE &amp; CO.</name>
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        <name>HSBC BANK CANADA</name>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <name>GALAXY CLO, LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SEQUOIA INFRASTRUCTURE FUNDING LTD</name>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <name>CENT CLO LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Province de Quebec</name>
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        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A</name>
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        <name>Federal National Mortgage Association</name>
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        <name>MPLX LP</name>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <name>DT AUTO OWNER TRUST</name>
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        <name>MASSMUTUAL GLOBAL FUNDING, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST</name>
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        <identifiers>
          <isin value="US59025JAB17"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NEXTGEAR FLOORPLAN MASTER OWNER TRUST</name>
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        <name>SOUTHERN CALIFORNIA GAS COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <isin value="US12656YAA55"/>
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          <couponKind>Floating</couponKind>
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        <name>Keybank National Association</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KEYBANK NA/CLEVELAND OH VARIABLE RATE 02/01/2022</title>
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        <identifiers>
          <isin value="US49327M2Y95"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.86500080</annualizedRt>
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        <name>Federal National Mortgage Association</name>
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        <cusip>31419AJ73</cusip>
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          <isin value="US31419AJ733"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1 AMCAR 2021-1 A2</title>
        <cusip>03063FAB0</cusip>
        <identifiers>
          <isin value="US03063FAB04"/>
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        <balance>295000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.28000000</annualizedRt>
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      <invstOrSec>
        <name>MERCURY FINANCIAL CREDIT CARD MASTER TRUST</name>
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        <title>MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2021-1A A</title>
        <cusip>58940BAA4</cusip>
        <identifiers>
          <isin value="US58940BAA44"/>
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        <balance>510000.00000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2018-3 EART 2018-3A D</title>
        <cusip>30166PAG6</cusip>
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          <isin value="US30166PAG63"/>
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        <balance>450000.00000000</balance>
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          <couponKind>Fixed</couponKind>
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        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX 2021-MFM1 BX 2021-MFM1 B</title>
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          <isin value="US05608VAE65"/>
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        <balance>550000.00000000</balance>
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          <couponKind>Floating</couponKind>
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        <name>OHIOHEALTH CORPORATION</name>
        <lei>JGYGIL4QGKKPZU7C1D18</lei>
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          <isin value="US67777JAB44"/>
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        <balance>295000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>295594.55000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2018-4 A3</title>
        <cusip>38013FAD3</cusip>
        <identifiers>
          <isin value="US38013FAD33"/>
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        <balance>285287.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>289203.07000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.21000000</annualizedRt>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 2020-B MMAF 2020-BA A2</title>
        <cusip>60700KAB8</cusip>
        <identifiers>
          <isin value="US60700KAB89"/>
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        <balance>645000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>645554.89000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.38000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>DIAMONDBACK ENERGY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE POOL FN MA3098</title>
        <cusip>31418CNQ3</cusip>
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          <isin value="US31418CNQ32"/>
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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>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC VARIABLE RATE 11/19/2021</title>
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          <isin value="US00287YBK47"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VIATRIS INC.</name>
        <lei>254900ZZTSW7NL773X71</lei>
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        <cusip>91533BAA8</cusip>
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          <isin value="US91533BAA89"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AE0381</title>
        <cusip>31419AM79</cusip>
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          <isin value="US31419AM794"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 2.700000% 09/26/2022</title>
        <cusip>928668AZ5</cusip>
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          <isin value="US928668AZ53"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BPCE S.A.</name>
        <lei>9695005MSX1OYEMGDF46</lei>
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        <cusip>05583JAA0</cusip>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>COCA-COLA EUROPEAN PARTNERS PLC</name>
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        <cusip>19123MAD5</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>NUTRITION &amp; BIOSCIENCES, INC.</name>
        <lei>N/A</lei>
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        <name>SOFI PROFESSIONAL LOAN PROGRAM</name>
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          <isin value="US83406TAA07"/>
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        <name>UPSTART SECURITIZATION TRUST</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <issuerCat>NUSS</issuerCat>
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      </invstOrSec>
      <invstOrSec>
        <name>BBCMS TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS MORTGAGE TRUST 2020-C8 BBCMS 2020-C8 A1</title>
        <cusip>05552AAY4</cusip>
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          <isin value="US05552AAY47"/>
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        <curCd>USD</curCd>
        <valUSD>503204.41000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
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        <cusip>78472CAA6</cusip>
        <identifiers>
          <isin value="US78472CAA62"/>
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        <balance>63286.87000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1</title>
        <cusip>64830BAA5</cusip>
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          <isin value="US64830BAA52"/>
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        <balance>364116.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>390560.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2057-08-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2015-119 TG</title>
        <cusip>38379MVW1</cusip>
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          <isin value="US38379MVW18"/>
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        <balance>573832.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>579394.16000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</annualizedRt>
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      <invstOrSec>
        <name>COLD STORAGE TRUST</name>
        <lei>N/A</lei>
        <title>COLD STORAGE TRUST 2020-ICE5 COLD 2020-ICE5 A</title>
        <cusip>193051AA7</cusip>
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          <isin value="US193051AA74"/>
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        <balance>98299.05000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-11-15</maturityDt>
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      <invstOrSec>
        <name>NEUBERGER BERMAN CLO LTD</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARABELLA FINANCE LIMITED</name>
        <lei>213800K6AD4EJPK3IP83</lei>
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          <isin value="US03846XTE93"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED</name>
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        <title>RFMSI SERIES 2007-SA3 TRUST RFMSI 2007-SA3 2A1</title>
        <cusip>74958TAB9</cusip>
        <identifiers>
          <isin value="US74958TAB98"/>
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        <balance>60281.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52747.03000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.67281080</annualizedRt>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2021-1 DRIVE 2021-1 A2</title>
        <cusip>262108AB9</cusip>
        <identifiers>
          <isin value="US262108AB95"/>
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        <balance>490000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>490168.02000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.36000000</annualizedRt>
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      <invstOrSec>
        <name>PARAGON MORTGAGES PLC</name>
        <lei>N/A</lei>
        <title>PARAGON MORTGAGES NO 12 PLC PARGN 12A A2C</title>
        <cusip>69913BAB2</cusip>
        <identifiers>
          <isin value="US69913BAB27"/>
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        <balance>71883.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>69797.72000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.44100000</annualizedRt>
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      <invstOrSec>
        <name>SANTANDER RETAIL AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER RETAIL AUTO LEASE TRUST 2020-B SRT 2020-B A2</title>
        <cusip>80286RAB3</cusip>
        <identifiers>
          <isin value="US80286RAB33"/>
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        <balance>514728.81000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2020-2 LLC EFF 2020-2 A1</title>
        <cusip>29375MAA5</cusip>
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          <isin value="US29375MAA53"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.23992000</annualizedRt>
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        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A VARIABLE RATE 11/12/2021</title>
        <cusip>928668AQ5</cusip>
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          <isin value="US928668AQ54"/>
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        <balance>750000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2005-3 IMM 2005-3 A1</title>
        <cusip>45254NNP8</cusip>
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          <isin value="US45254NNP86"/>
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        <balance>24775.28000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>BASF SE</name>
        <lei>529900PM64WH8AF1E917</lei>
        <title>BASF SE 06/28/2021</title>
        <cusip>05526LTU1</cusip>
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          <isin value="US05526LTU16"/>
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        <balance>1650000.00000000</balance>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-27</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>SOUTHERN CALIFORNIA EDISON COMPANY</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CALIFORNIA EDISON CO VARIABLE RATE 12/03/2021</title>
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          <isin value="US842400GX55"/>
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        <balance>1485000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>LSTAR SECURITIES INVESTMENT LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <name>TRYON PARK CLO, LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ILLUMINA, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>OZLM FUNDING LTD</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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        <name>Freddie Mac</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LCM LTD.</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MADISON PARK FUNDING, LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
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        <name>JACKSON NATIONAL LIFE GLOBAL FUNDING</name>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <name>NISSAN MASTER OWNER TRUST RECEIVABLES</name>
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        <name>DALLAS FT WORTH TEX INTL ARPT REV SUB LIEN TAXABLE IAM COML PAPER NTS 3/A4 SER I JEFFERIES</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>GCAT LLC</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>GALTON FUNDING MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>N/A</name>
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        <name>AVANT LOANS FUNDING TRUST</name>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
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        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <name>ING Groep N.V.</name>
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        <name>THE BOEING COMPANY</name>
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        <name>FCI FUNDING LIMITED</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>APIDOS CLO</name>
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          <isin value="US03764DAH44"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UPSTART SECURITIZATION TRUST</name>
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          <isin value="US916780AA76"/>
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        <name>RMF BUYOUT ISSUANCE TRUST</name>
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          <isin value="US74968QAA58"/>
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        <name>CONSOLIDATED EDISON COMPANY OF NEW YORK, INC.</name>
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        <name>EQUIFAX INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CHASE AUTO CREDIT LINKED NOTES</name>
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        <title>JPMORGAN CHASE BANK NA - CACLN CACLN 2020-1 B</title>
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        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MASSMUTUAL GLOBAL FUNDING II</name>
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        <name>HPEFS EQUIPMENT TRUST</name>
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        <name>United States of America</name>
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        <name>Freddie Mac</name>
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        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2021-N1 CRVNA 2021-N1 A</title>
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          <isin value="US14687DAA00"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-5 TPMT 2017-5 A1</title>
        <cusip>89169EAA7</cusip>
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          <isin value="US89169EAA73"/>
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        <balance>325061.24000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2020-1 MORTGAGE LOAN TRUST COLT 2020-1 A1</title>
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          <isin value="US12597KAA79"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SKY LIMITED</name>
        <lei>2138003TS48MQKF4BZ29</lei>
        <title>SKY LTD 144A 3.125000% 11/26/2022</title>
        <cusip>111013AK4</cusip>
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          <isin value="US111013AK48"/>
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        <balance>350000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST INC CMLTI 2004-HYB3 1A</title>
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        <identifiers>
          <isin value="US17307GJX79"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2007-A3 JPMMT 2007-A3 1A1</title>
        <cusip>46630UAA2</cusip>
        <identifiers>
          <isin value="US46630UAA25"/>
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        <balance>47922.74000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-3 DRMT 2019-3A A1</title>
        <cusip>24381NAA6</cusip>
        <identifiers>
          <isin value="US24381NAA63"/>
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        <balance>219337.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>220238.33000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.96399880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HECM LOAN TRUST 2019-2 NHLT 2019-2A A</title>
        <cusip>63862UAA6</cusip>
        <identifiers>
          <isin value="US63862UAA60"/>
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        <balance>147369.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147636.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27220120</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>NEXTGEAR FLOORPLAN MASTER OWNER TRUST</name>
        <lei>N/A</lei>
        <title>NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT 2019-1A A1</title>
        <cusip>65341KBF2</cusip>
        <identifiers>
          <isin value="US65341KBF21"/>
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        <balance>770000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>772243.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.76462920</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>LYB INTERNATIONAL FINANCE III, LLC</name>
        <lei>N/A</lei>
        <title>LYB INTERNATIONAL FINANCE III LLC VARIABLE RATE 10/01/2023</title>
        <cusip>50249AAE3</cusip>
        <identifiers>
          <isin value="US50249AAE38"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501138.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.20162960</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Skandinaviska Enskilda Banken AB</name>
        <lei>F3JS33DEI6XQ4ZBPTN86</lei>
        <title>SKANDINAVISKA ENSKILDA BANKEN AB 144A 0.550000% 09/01/2023</title>
        <cusip>83051GAN8</cusip>
        <identifiers>
          <isin value="US83051GAN88"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250090.00000000</valUSD>
        <pctVal>0.075673819849</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.55000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SHACKLETON CLO LTD</name>
        <lei>N/A</lei>
        <title>SHACKLETON 2014-VI-R CLO LTD SHACK 2014-6RA A</title>
        <cusip>81881GAC2</cusip>
        <identifiers>
          <isin value="US81881GAC24"/>
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        <balance>424841.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>424924.87000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.20975120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2018-1 TPMT 2018-1 A1</title>
        <cusip>89176EAA8</cusip>
        <identifiers>
          <isin value="US89176EAA82"/>
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        <balance>89878.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>92671.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.99999880</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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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2019-3 MFT 2019-3A A</title>
        <cusip>57109MAA9</cusip>
        <identifiers>
          <isin value="US57109MAA99"/>
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        <balance>93385.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>93820.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.69000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>ANTHEM, INC.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM INC 2.950000% 12/01/2022</title>
        <cusip>036752AF0</cusip>
        <identifiers>
          <isin value="US036752AF07"/>
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        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>596909.08000000</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>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2020-2 DTAOT 2020-2A A</title>
        <cusip>23343RAA6</cusip>
        <identifiers>
          <isin value="US23343RAA68"/>
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        <balance>252268.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253129.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.14000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS, LTD.</name>
        <lei>N/A</lei>
        <title>OCTAGON INVESTMENT PARTNERS XVI LTD OCT16 2013-1A A1R</title>
        <cusip>67590BAQ3</cusip>
        <identifiers>
          <isin value="US67590BAQ32"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250114.75000000</valUSD>
        <pctVal>0.075681308861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.20975120</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>FOX CORPORATION</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>FOX CORP 3.666000% 01/25/2022</title>
        <cusip>35137LAF2</cusip>
        <identifiers>
          <isin value="US35137LAF22"/>
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        <balance>85000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87053.17000000</valUSD>
        <pctVal>0.026341100819</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.66600000</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>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-C NAVSL 2020-CA A1</title>
        <cusip>63941KAA3</cusip>
        <identifiers>
          <isin value="US63941KAA34"/>
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        <balance>610111.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>611341.99000000</valUSD>
        <pctVal>0.184983740324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.86463000</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>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019-3 WLAKE 2019-3A B</title>
        <cusip>96042HAG5</cusip>
        <identifiers>
          <isin value="US96042HAG56"/>
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        <balance>1389000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1404328.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.41000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TRI-PARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET  PARIBAS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="PARIBAS41"/>
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        <balance>3200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3200000.00000000</valUSD>
        <pctVal>0.968276314600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="BNP PARIBAS SECURITIES BOND" isCleared="Y"/>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.00500040</repurchaseRt>
          <maturityDt>N/A</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>88989.31474000</principalAmt>
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              <collateralVal>90769.10000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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            <repurchaseCollateral>
              <principalAmt>3111057.83673000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>3173278.99000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2020-A ARIFL 2020-A A2</title>
        <cusip>00217TAB1</cusip>
        <identifiers>
          <isin value="US00217TAB17"/>
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        <balance>395515.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>398290.90000000</valUSD>
        <pctVal>0.120517388997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.77000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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 MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES CORP TRUST 2021-RENT GSMS 2021-RENT A</title>
        <cusip>36260XAA4</cusip>
        <identifiers>
          <isin value="US36260XAA46"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>450230.63000000</valUSD>
        <pctVal>0.136233642230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.81399960</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>TEXAS TRANSN COMMN CENT TEX TPK SYS REV</name>
        <lei>N/A</lei>
        <title>TEXAS ST TRANSPRTN COMMISSION CENTRAL TEXAS TURNPIKE SYSTEM</title>
        <cusip>88283KBK3</cusip>
        <identifiers>
          <isin value="US88283KBK34"/>
        </identifiers>
        <balance>245000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250037.74000000</valUSD>
        <pctVal>0.075658006686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.98000000</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>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/28/2023</title>
        <cusip>89114QCL0</cusip>
        <identifiers>
          <isin value="US89114QCL05"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401558.24000000</valUSD>
        <pctVal>0.121506041476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.49728960</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>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2020-4 FCAT 2020-4 A</title>
        <cusip>33845XAA5</cusip>
        <identifiers>
          <isin value="US33845XAA54"/>
        </identifiers>
        <balance>743891.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>745140.31000000</valUSD>
        <pctVal>0.225469285383</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.53000000</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>ONE GAS, INC.</name>
        <lei>549300HXDWI0LATTX840</lei>
        <title>ONE GAS INC VARIABLE RATE 03/11/2023</title>
        <cusip>68235PAK4</cusip>
        <identifiers>
          <isin value="US68235PAK49"/>
        </identifiers>
        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575143.53000000</valUSD>
        <pctVal>0.174030580498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.78725160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2005-8 IMM 2005-8 1A</title>
        <cusip>45254NRG4</cusip>
        <identifiers>
          <isin value="US45254NRG42"/>
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        <balance>62049.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62681.76000000</valUSD>
        <pctVal>0.018966644864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62613000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>BRISTOL-MYERS SQUIBB COMPANY</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYERS SQUIBB CO 3.250000% 02/20/2023</title>
        <cusip>110122CZ9</cusip>
        <identifiers>
          <isin value="US110122CZ98"/>
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        <balance>409000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>429067.96000000</valUSD>
        <pctVal>0.129830107194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>MERCEDES-BENZ AUTO LEASE TRUST 2020-A MBALT 2020-A A2</title>
        <cusip>58770FAB8</cusip>
        <identifiers>
          <isin value="US58770FAB85"/>
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        <balance>40402.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40465.34000000</valUSD>
        <pctVal>0.012244259463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.82000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>KEURIG DR PEPPER INC.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KEURIG DR PEPPER INC 0.750000% 03/15/2024</title>
        <cusip>49271VAL4</cusip>
        <identifiers>
          <isin value="US49271VAL45"/>
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        <balance>1510000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1510468.12000000</valUSD>
        <pctVal>0.457047032673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2016-4 TPMT 2016-4 A1</title>
        <cusip>89172UAA6</cusip>
        <identifiers>
          <isin value="US89172UAA60"/>
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        <balance>100883.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101886.75000000</valUSD>
        <pctVal>0.030829539623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OKLAHOMA TRANSN AUTH OK F/K/A OKLAHOMA ST TPK AUTH</name>
        <lei>N/A</lei>
        <title>OKLAHOMA ST TURNPIKE AUTH OKLAHOMA TURNPIKE AUTHORITY</title>
        <cusip>679111ZP2</cusip>
        <identifiers>
          <isin value="US679111ZP25"/>
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        <balance>745000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>745993.38000000</valUSD>
        <pctVal>0.225727412719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.49100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>OZLM FUNDING LTD</name>
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        <name>BANQUE ROYALE DU CANADA</name>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>SYMPHONY CLO, LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UNIVERSITY CALIF REVS</name>
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        <name>THE BOEING COMPANY</name>
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        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
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        <name>Siemens Financieringsmaatschappij N.V.</name>
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        <name>TREMAN PARK CLO, LTD</name>
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        <name>SLM STUDENT LOAN TRUST</name>
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        <name>WORLD OMNI AUTO RECEIVABLE TRUST</name>
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        <title>WORLD OMNI AUTO RECEIVABLES TRUST 2020-B WOART 2020-B A2A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.55000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 2.900000% 05/13/2022</title>
        <cusip>928668BC5</cusip>
        <identifiers>
          <isin value="US928668BC59"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>461297.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP Morgan Chase Commercial Mortgage Securities Corp</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES COR JPMCC 2021-MHC A</title>
        <cusip>466330AA5</cusip>
        <identifiers>
          <isin value="US466330AA51"/>
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        <balance>510000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>510315.13000000</valUSD>
        <pctVal>0.154414391675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.90000000</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>UBS-CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>UBS-CITIGROUP COMMERCIAL MORTGAGE TRUST 2011-C1 UBSC 2011-C1 A3</title>
        <cusip>90268TAC8</cusip>
        <identifiers>
          <isin value="US90268TAC80"/>
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        <balance>400239.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401853.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.59500000</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>USAA CAPITAL CORPORATION</name>
        <lei>5493007XLF4LU3U2W757</lei>
        <title>USAA CAPITAL CORP 144A 1.500000% 05/01/2023</title>
        <cusip>90327QD48</cusip>
        <identifiers>
          <isin value="US90327QD487"/>
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        <balance>525000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>536542.03000000</valUSD>
        <pctVal>0.162350293573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC 144A 5.250000% 11/15/2021</title>
        <cusip>23371DAD6</cusip>
        <identifiers>
          <isin value="US23371DAD66"/>
        </identifiers>
        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>582906.25000000</valUSD>
        <pctVal>0.176379473596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-1 NRZT 2019-1A A1</title>
        <cusip>64830CAA3</cusip>
        <identifiers>
          <isin value="US64830CAA36"/>
        </identifiers>
        <balance>189855.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200745.74000000</valUSD>
        <pctVal>0.060742920405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2019-4 DRIVE 2019-4 A3</title>
        <cusip>26209AAD3</cusip>
        <identifiers>
          <isin value="US26209AAD37"/>
        </identifiers>
        <balance>18905.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18921.12000000</valUSD>
        <pctVal>0.005725272606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.16000000</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>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FINANCIAL GROUP INC VARIABLE RATE 09/13/2021</title>
        <cusip>606822AF1</cusip>
        <identifiers>
          <isin value="US606822AF11"/>
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        <balance>405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>406462.59000000</valUSD>
        <pctVal>0.122990030833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.24387920</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>CCG RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CCG RECEIVABLES TRUST 2021-1 CCG 2021-1 A2</title>
        <cusip>12510KAC7</cusip>
        <identifiers>
          <isin value="US12510KAC71"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299892.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2021-1 GCAR 2021-1A B</title>
        <cusip>36261AAC9</cusip>
        <identifiers>
          <isin value="US36261AAC99"/>
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        <balance>515000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>515781.36000000</valUSD>
        <pctVal>0.156068398250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.82000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WORLD OMNI SELECT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>WORLD OMNI SELECT AUTO TRUST 2019-A WOSAT 2019-A A2A</title>
        <cusip>98163BAB8</cusip>
        <identifiers>
          <isin value="US98163BAB80"/>
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        <balance>72937.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73093.79000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.06000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-3 SDART 2020-3 A3</title>
        <cusip>80285WAD9</cusip>
        <identifiers>
          <isin value="US80285WAD92"/>
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        <balance>1275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1276827.20000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.52000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST 2019-1 HPEFS 2019-1A A2</title>
        <cusip>40438DAB5</cusip>
        <identifiers>
          <isin value="US40438DAB55"/>
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        <balance>59046.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59099.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.19000000</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>CENTERPOINT ENERGY RESOURCES CORP.</name>
        <lei>2JADVB0458J06WCD4N56</lei>
        <title>CENTERPOINT ENERGY RESOURCES CORP VARIABLE RATE 03/02/2023</title>
        <cusip>15189WAN0</cusip>
        <identifiers>
          <isin value="US15189WAN02"/>
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        <balance>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>650144.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.68429880</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>HSBC USA INC.</name>
        <lei>549300LBOHZ4QSIWU288</lei>
        <title>HSBC USA INC 0 2/4/22 CP 0% 2/4/22 CP</title>
        <cusip>40434RB43</cusip>
        <identifiers>
          <isin value="US40434RB435"/>
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        <balance>2150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2144113.77000000</valUSD>
        <pctVal>0.648779556030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-APCP</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-04</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>AFFIRM ASSET SECURITIZATION TRUST 2020-Z1 AFFRM 2020-Z1 A</title>
        <cusip>00832PAA6</cusip>
        <identifiers>
          <isin value="US00832PAA66"/>
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        <balance>139431.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141281.26000000</valUSD>
        <pctVal>0.042749780548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.46000000</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>ALIMENTATION COUCHE-TARD INC.</name>
        <lei>549300OSW32RVX8CCZ87</lei>
        <title>ALIMENTATION COUCHE-TARD INC 144A 2.700000% 07/26/2022</title>
        <cusip>01626PAJ5</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>CARGILL, INCORPORATED</name>
        <lei>QXZYQNMR4JZ5RIRN4T31</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HOME PARTNERS OF AMERICA TRUST</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
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          <isin value="US36260CAA09"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNIFY AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>UNIFY AUTO RECEIVABLES TRUST 2021-1 UART 2021-1A A2</title>
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          <isin value="US90775QAB23"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-DNA3 M3</title>
        <cusip>3137G0GW3</cusip>
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          <isin value="US3137G0GW39"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 B</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PENSKE TRUCK LEASING CO., L.P.</name>
        <lei>549300ZX07JYMI8GHQ39</lei>
        <title>PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 144A 3.650000% 07/29/2021</title>
        <cusip>709599BD5</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>V.F. CORPORATION</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
        <title>VF CORP 2.050000% 04/23/2022</title>
        <cusip>918204AZ1</cusip>
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          <isin value="US918204AZ14"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2013-100 CA</title>
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        <identifiers>
          <isin value="US3136AGWH14"/>
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        <issuerCat>USGA</issuerCat>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2015-5 TPMT 2015-5 A1B</title>
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      <invstOrSec>
        <name>7-ELEVEN, INC.</name>
        <lei>549300K23JPL0SS3LB18</lei>
        <title>7-ELEVEN INC 144A 0.625000% 02/10/2023</title>
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        <fairValLevel>2</fairValLevel>
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        <name>NRZ MSR</name>
        <lei>N/A</lei>
        <title>NRZ EXCESS SPREAD-COLLATERALIZED NOTES NZES 2018-FNT1 A</title>
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        <name>NEW YORK TAX LIEN NYCTL</name>
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        <title>NYCTL 2018-A TRUST NYCTL 2018-A A</title>
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        <name>PORT AUTH N Y &amp; N J</name>
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        <title>PORT AUTH OF NEW YORK &amp; NEW JE PORT AUTHORITY OF NEW YORK &amp; NEW JERSEY</title>
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        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 09/16/2022</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2019-2 FCAT 2019-2 A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isin value="US30167HAA68"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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          <isin value="US31359S6L96"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
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          <isin value="US12597QAA40"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US94989YBA01"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PUBLIC STORAGE</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BBVA USA</name>
        <lei>C90VT034M03BN29IRA40</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
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        <name>SCF EQUIPMENT TRUST LLC</name>
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        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <issuerCat>NUSS</issuerCat>
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      <invstOrSec>
        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
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        <title>PRESTIGE AUTO RECEIVABLES TRUST 2020-1 PART 2020-1A A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DONLEN FLEET LEASE FUNDING 2</name>
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      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
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          <isin value="US69335PDV40"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JOHN DEERE OWNER TRUST</name>
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        <name>Freddie Mac</name>
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          <isin value="US3128HDEQ86"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CANADIAN PACER AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <title>VERUS SECURITIZATION TRUST 2019-4 VERUS 2019-4 A1</title>
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        <name>CVS HEALTH CORPORATION</name>
        <lei>549300EJG376EN5NQE29</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2018-C03 1EA2</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE AG</name>
        <lei>549300D0YARF5HYP1809</lei>
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        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-04</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <cusip>63941HAA0</cusip>
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          <isin value="US63941HAA05"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2069-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
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        <cusip>38377NMJ0</cusip>
        <identifiers>
          <isin value="US38377NMJ09"/>
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        <curCd>USD</curCd>
        <valUSD>45728.60000000</valUSD>
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        <assetCat>DBT</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>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2020-3 FCAT 2020-3 A</title>
        <cusip>33844TAA5</cusip>
        <identifiers>
          <isin value="US33844TAA51"/>
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        <balance>123595.38000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.70000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 995253</title>
        <cusip>31416BTJ7</cusip>
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          <isin value="US31416BTJ79"/>
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        <balance>24870.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25318.07000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
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        <cusip>65339KBV1</cusip>
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          <isin value="US65339KBV17"/>
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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2019-4 FCAT 2019-4 A</title>
        <cusip>33845FAA4</cusip>
        <identifiers>
          <isin value="US33845FAA49"/>
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        <balance>222202.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>224617.51000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.17000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>MORTGAGE-LINKED AMORTIZING NOTES MLAN 2012-1 A10</title>
        <cusip>3134G3KS8</cusip>
        <identifiers>
          <isin value="US3134G3KS82"/>
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        <balance>130842.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>132467.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.06000000</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>LONG IS PWR AUTH N Y ELEC SYS REV</name>
        <lei>N/A</lei>
        <title>LONG ISLAND NY PWR AUTH ELEC S LONG ISLAND POWER AUTHORITY</title>
        <cusip>542691DN7</cusip>
        <identifiers>
          <isin value="US542691DN70"/>
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        <balance>440000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>440153.16000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.65900000</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>HONEYWELL INTERNATIONAL INC.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HONEYWELL INTERNATIONAL INC 0.483000% 08/19/2022</title>
        <cusip>438516CC8</cusip>
        <identifiers>
          <isin value="US438516CC86"/>
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        <balance>865000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>865746.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.48300000</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>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2020-A TESLA 2020-A A2</title>
        <cusip>88167HAB2</cusip>
        <identifiers>
          <isin value="US88167HAB24"/>
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        <balance>474077.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>474804.53000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.55000000</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 INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 2.312000% 11/04/2022</title>
        <cusip>17308CC46</cusip>
        <identifiers>
          <isin value="US17308CC463"/>
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        <balance>650000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>655989.67000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.31200000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>GCAT LLC</name>
        <lei>N/A</lei>
        <title>GCAT SERIES - 2021-CM1  CLASS - A</title>
        <cusip>36168AAA7</cusip>
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          <isin value="US36168AAA79"/>
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        <balance>825000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.46900160</annualizedRt>
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      <invstOrSec>
        <name>NTT FINANCE CORPORATION</name>
        <lei>3538007PR116187GD960</lei>
        <title>NTT FINANCE CORP 144A 0.373000% 03/03/2023</title>
        <cusip>62954WAA3</cusip>
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          <isin value="US62954WAA36"/>
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        <curCd>USD</curCd>
        <valUSD>1901311.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37300000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
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        <cusip>927804FJ8</cusip>
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          <isin value="US927804FJ89"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ORACLE CORPORATION</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP 2.500000% 05/15/2022</title>
        <cusip>68389XBB0</cusip>
        <identifiers>
          <isin value="US68389XBB01"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>509519.42000000</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>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHASE AUTO CREDIT LINKED NOTES</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA - CACLN CACLN 2020-2 B</title>
        <cusip>46591HAU4</cusip>
        <identifiers>
          <isin value="US46591HAU41"/>
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        <balance>1358088.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1359655.84000000</valUSD>
        <pctVal>0.411413295587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
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        <cusip>29250NBD6</cusip>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BUNKER HILL LOAN DEPOSITARY TRUST</name>
        <lei>N/A</lei>
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        <cusip>12062RAA8</cusip>
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          <isin value="US12062RAA86"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.72400040</annualizedRt>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-2 A</title>
        <cusip>025291AA3</cusip>
        <identifiers>
          <isin value="US025291AA37"/>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HYUNDAI CAPITAL AMERICA MTN 0.800000% 04/03/2023</title>
        <cusip>44891ABU0</cusip>
        <identifiers>
          <isin value="US44891ABU07"/>
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        <balance>450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>449746.60000000</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>2023-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.80000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>KKR INDUSTRIAL PORTFOLIO TRUST</name>
        <lei>N/A</lei>
        <title>KKR INDUSTRIAL PORTFOLIO TRUST 2021-KDIP KIND 2021-KDIP A</title>
        <cusip>48254CAA3</cusip>
        <identifiers>
          <isin value="US48254CAA36"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 344313</title>
        <cusip>31375TN61</cusip>
        <identifiers>
          <isin value="US31375TN614"/>
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        <balance>516.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>519.26000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25200160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST 2007-AR2 GSR 2007-AR2 1A1</title>
        <cusip>3622N6AA7</cusip>
        <identifiers>
          <isin value="US3622N6AA73"/>
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        <balance>77153.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57643.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.93789520</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>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>Nationwide Building Society</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>NATIONWIDE BUILDING SOCIETY 144A 2.000000% 01/27/2023</title>
        <cusip>63859UBE2</cusip>
        <identifiers>
          <isin value="US63859UBE29"/>
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        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>385321.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AD0054</title>
        <cusip>31418MBY7</cusip>
        <identifiers>
          <isin value="US31418MBY75"/>
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        <balance>1108.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1162.38000000</valUSD>
        <pctVal>0.000351720319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSPORTATION FINANCE EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>TRANSPORTATION FINANCE EQUIPMENT TRUST 2019-1 TFET 2019-1 A2</title>
        <cusip>89389JAB8</cusip>
        <identifiers>
          <isin value="US89389JAB89"/>
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        <balance>399848.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400763.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.90000000</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>KINDER MORGAN ENERGY PARTNERS, L.P.</name>
        <lei>549300PDHUGWPWGOT525</lei>
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        <cusip>28370TAE9</cusip>
        <identifiers>
          <isin value="US28370TAE91"/>
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        <balance>130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>130943.83000000</valUSD>
        <pctVal>0.039621815353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WHEELS SPV, LLC</name>
        <lei>N/A</lei>
        <title>WHEELS SPV 2 LLC WHLS 2020-1A A2</title>
        <cusip>96328DBT0</cusip>
        <identifiers>
          <isin value="US96328DBT00"/>
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        <balance>280000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>280388.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.51000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CAPITAL ONE, NATIONAL ASSOCIATION</name>
        <lei>207ALC1P1YM0OVDV0K75</lei>
        <title>CAPITAL ONE NA 2.150000% 09/06/2022</title>
        <cusip>14042RNW7</cusip>
        <identifiers>
          <isin value="US14042RNW78"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>255569.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.15000000</annualizedRt>
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        <name>THE HOWARD UNIVERSITY</name>
        <lei>N/A</lei>
        <title>HOWARD UNIVERSITY 2.638000% 10/01/2021</title>
        <cusip>442851AC5</cusip>
        <identifiers>
          <isin value="US442851AC59"/>
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        <balance>160000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63800000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2012-6 E</title>
        <cusip>3136A3EZ0</cusip>
        <identifiers>
          <isin value="US3136A3EZ06"/>
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        <balance>154621.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>155256.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1 BRAVO 2020-NQM1 A1</title>
        <cusip>105699AA0</cusip>
        <identifiers>
          <isin value="US105699AA01"/>
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        <balance>332076.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>335049.11000000</valUSD>
        <pctVal>0.101381286700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.44900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A</title>
        <cusip>056054AA7</cusip>
        <identifiers>
          <isin value="US056054AA70"/>
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        <balance>879377.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>880203.99000000</valUSD>
        <pctVal>0.266337711104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.03500000</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>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST</name>
        <lei>N/A</lei>
        <title>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST MRAFT 2021-1 A1</title>
        <cusip>61916BBC3</cusip>
        <identifiers>
          <isin value="US61916BBC37"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300573.90000000</valUSD>
        <pctVal>0.090949558799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.61049880</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>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2021-1 FCAT 2021-1 A</title>
        <cusip>33843WAA9</cusip>
        <identifiers>
          <isin value="US33843WAA99"/>
        </identifiers>
        <balance>585140.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>584682.69000000</valUSD>
        <pctVal>0.176917000088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.31000000</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>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2020-C CPS 2020-C A</title>
        <cusip>12597TAA8</cusip>
        <identifiers>
          <isin value="US12597TAA88"/>
        </identifiers>
        <balance>278931.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>279209.62000000</valUSD>
        <pctVal>0.084485019329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.63000000</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>KKR CLO LTD/LLC</name>
        <lei>N/A</lei>
        <title>KKR CLO 11 LTD KKR 11 AR</title>
        <cusip>48250MAK3</cusip>
        <identifiers>
          <isin value="US48250MAK36"/>
        </identifiers>
        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>325225.88000000</valUSD>
        <pctVal>0.098408911405</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.36374840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-04-30</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI DAILY INCOME TRUST</ncom:nameOfApplicant>
      <ncom:signature>Peter Rodriguez</ncom:signature>
      <ncom:signerName>Peter Rodriguez</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
