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        <name>IMPAC CMB TRUST</name>
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        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AZ4793</title>
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        <name>DEVON ENERGY CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BANQUE NATIONALE DU CANADA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MFA TRUST</name>
        <lei>N/A</lei>
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          <isin value="US55283WAA99"/>
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        <balance>166462.31000000</balance>
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        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
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        <identifiers>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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        <title>AFFIRM ASSET SECURITIZATION TRUST 2020-Z2 AFFRM 2020-Z2 A</title>
        <cusip>00834AAA7</cusip>
        <identifiers>
          <isin value="US00834AAA79"/>
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        <balance>10348.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10290.93000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WORLD OMNI SELECT AUTO TRUST</name>
        <lei>N/A</lei>
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        <name>GCAT TRUST</name>
        <lei>N/A</lei>
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        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K043 A2</title>
        <cusip>3137BGK24</cusip>
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          <isin value="US3137BGK246"/>
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        <valUSD>1680554.61000000</valUSD>
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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>PACIFIC GAS AND ELECTRIC COMPANY</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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        <name>CREDIT SUISSE AG (NEW YORK BRANCH)</name>
        <lei>549300D0YARF5HYP1809</lei>
        <title>CREDIT SUISSE AG/NEW YORK NY VARIABLE RATE 02/02/2024</title>
        <cusip>22550UAB7</cusip>
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          <isin value="US22550UAB70"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.73055920</annualizedRt>
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      <invstOrSec>
        <name>KKR FINANCIAL CLO, LTD.</name>
        <lei>N/A</lei>
        <title>KKR CLO 21 LTD KKR 21 A</title>
        <cusip>48252KAA7</cusip>
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          <isin value="US48252KAA79"/>
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        <balance>442183.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>439670.03000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.65547840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO RECEIVABLES 2023-A OWNER TRUST NAROT 2023-A A2A</title>
        <cusip>65480WAB7</cusip>
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          <isin value="US65480WAB72"/>
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        <balance>235000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>234084.39000000</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>2026-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.34000000</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>
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        <invCountry>SA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
        <lei>N/A</lei>
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        <cusip>14311DBN5</cusip>
        <identifiers>
          <isin value="US14311DBN57"/>
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        <balance>394996.65000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.65742960</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>NEUBERGER BERMAN CLO LTD</name>
        <lei>N/A</lei>
        <title>NEUBERGER BERMAN LOAN ADVISERS CLO 26 LTD NEUB 2017-26A AR</title>
        <cusip>64131QAJ9</cusip>
        <identifiers>
          <isin value="US64131QAJ94"/>
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        <balance>577119.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>574442.03000000</valUSD>
        <pctVal>0.231962091981</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.57664920</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NISSAN AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO LEASE TRUST 2023-A NALT 2023-A A2A</title>
        <cusip>65480VAB9</cusip>
        <identifiers>
          <isin value="US65480VAB99"/>
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        <balance>451836.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>450225.67000000</valUSD>
        <pctVal>0.181803006783</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>2025-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE-ACES FNA 2015-M13 A2</title>
        <cusip>3136AQHL7</cusip>
        <identifiers>
          <isin value="US3136AQHL72"/>
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        <balance>201301.42650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>192616.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69867880</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>DELL EQUIPMENT FINANCE TRUST</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2021-2 DEFT 2021-2 A3</title>
        <cusip>24702VAE2</cusip>
        <identifiers>
          <isin value="US24702VAE20"/>
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        <balance>353089.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>348396.64000000</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>2026-12-22</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>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP MTN 5.080000% 10/25/2024</title>
        <cusip>3134GX4M3</cusip>
        <identifiers>
          <isin value="US3134GX4M33"/>
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        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1344295.85000000</valUSD>
        <pctVal>0.542832281279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.08000000</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>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM NRZT 2020-NQM2 A1</title>
        <cusip>64830UAA3</cusip>
        <identifiers>
          <isin value="US64830UAA34"/>
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        <balance>54273.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50176.31000000</valUSD>
        <pctVal>0.020261403636</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>2060-05-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.65017160</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>JPMORGAN CHASE &amp; CO.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO 3.845000% 06/14/2025</title>
        <cusip>46647PDE3</cusip>
        <identifiers>
          <isin value="US46647PDE34"/>
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        <balance>2090000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2057899.84000000</valUSD>
        <pctVal>0.830988554188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.84500000</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>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-2 A2</title>
        <cusip>35104AAB4</cusip>
        <identifiers>
          <isin value="US35104AAB44"/>
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        <balance>340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>338105.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.99000000</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>GE HEALTHCARE TECHNOLOGIES INC.</name>
        <lei>549300OI9J7XOWZMUN85</lei>
        <title>GE HEALTHCARE TECHNOLOGIES INC 5.550000% 11/15/2024</title>
        <cusip>36267VAB9</cusip>
        <identifiers>
          <isin value="US36267VAB99"/>
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        <balance>1935000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1925721.42000000</valUSD>
        <pctVal>0.777614355893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.55000000</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>USAA AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>USAA AUTO OWNER TRUST 2023-A USAOT 2023-A A2</title>
        <cusip>90291VAB6</cusip>
        <identifiers>
          <isin value="US90291VAB62"/>
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        <balance>215000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214671.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.83000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2002-64 FG</title>
        <cusip>31392EP61</cusip>
        <identifiers>
          <isin value="US31392EP616"/>
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        <balance>147.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147.87000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.68577160</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>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-R2 VERUS 2021-R2 A1</title>
        <cusip>92538DAA7</cusip>
        <identifiers>
          <isin value="US92538DAA72"/>
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        <balance>188699.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>159618.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.91800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SBNA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>SBNA AUTO LEASE TRUST 2023-A SBALT 2023-A A2</title>
        <cusip>78436TAB2</cusip>
        <identifiers>
          <isin value="US78436TAB26"/>
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        <balance>1070000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1068612.21000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.27000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2013-2 LTD INGIM 2013-2A A1R</title>
        <cusip>92916WAA7</cusip>
        <identifiers>
          <isin value="US92916WAA71"/>
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        <balance>417907.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>414926.51000000</valUSD>
        <pctVal>0.167549058480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.60983040</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>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ENERGY TRANSFER LP 5.875000% 01/15/2024</title>
        <cusip>29278NAM5</cusip>
        <identifiers>
          <isin value="US29278NAM56"/>
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        <balance>870000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>869766.39000000</valUSD>
        <pctVal>0.351215302542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
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        <name>Federal National Mortgage Association</name>
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        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A</name>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Government National Mortgage Association</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DELL EQUIPMENT FINANCE TRUST</name>
        <lei>N/A</lei>
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        <cusip>24702EAB6</cusip>
        <identifiers>
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        <balance>215000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.10000000</annualizedRt>
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      <invstOrSec>
        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
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        <cusip>92290BAC5</cusip>
        <identifiers>
          <isin value="US92290BAC54"/>
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        <balance>142625.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>142362.81000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.68000000</annualizedRt>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <cusip>03066EAF1</cusip>
        <identifiers>
          <isin value="US03066EAF16"/>
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        <balance>675000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>659890.67000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Nationwide Building Society</name>
        <lei>549300XFX12G42QIKN82</lei>
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        <cusip>63859UBG7</cusip>
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          <isin value="US63859UBG76"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>395156.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.55000000</annualizedRt>
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        <name>CVS HEALTH CORPORATION</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 5.000000% 02/20/2026</title>
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        <balance>275000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WELLS FARGO BANK, NATIONAL ASSOCIATION</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>WELLS FARGO BANK NA 5.550000% 08/01/2025</title>
        <cusip>94988J6B8</cusip>
        <identifiers>
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        <balance>325000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>323840.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.55000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2022-2 A2</title>
        <cusip>34660DAB7</cusip>
        <identifiers>
          <isin value="US34660DAB73"/>
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        <balance>179148.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>178406.93000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.49000000</annualizedRt>
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        <securityLending>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC 5.300000% 01/27/2026</title>
        <cusip>3134GYEA6</cusip>
        <identifiers>
          <isin value="US3134GYEA66"/>
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        <balance>1475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1459995.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CIFC FUNDING LTD</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING 2015-III LTD CIFC 2015-3A AR</title>
        <cusip>12550MAJ9</cusip>
        <identifiers>
          <isin value="US12550MAJ99"/>
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        <balance>269874.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>269003.27000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.52842000</annualizedRt>
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        <name>BRIDGECREST LENDING AUTO SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023 BLAST 2023-1 A2</title>
        <cusip>108056AB8</cusip>
        <identifiers>
          <isin value="US108056AB84"/>
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        <balance>170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>169960.34000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.34000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE 2005-J TRUST BOAMS 2005-J 2A1</title>
        <cusip>05949CKQ8</cusip>
        <identifiers>
          <isin value="US05949CKQ86"/>
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        <balance>3880.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3394.03000000</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>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.62842280</annualizedRt>
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      <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>
        <identifiers>
          <isin value="US36185MBJ09"/>
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        <balance>63315.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52137.07000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.51172080</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.505000% 07/26/2024</title>
        <cusip>3135G07C1</cusip>
        <identifiers>
          <isin value="US3135G07C13"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>798399.05000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>AFFIRM ASSET SECURITIZATION TRUST 2021-Z1 AFFRM 2021-Z1 A</title>
        <cusip>00834CAA3</cusip>
        <identifiers>
          <isin value="US00834CAA36"/>
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        <balance>92018.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>90622.91000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.07000000</annualizedRt>
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      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Company</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.100000% 01/15/2027</title>
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          <isin value="US00774MBD65"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>245899.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.10000000</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>FORD CREDIT AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO LEASE TRUST 2021-B FORDL 2021-B B</title>
        <cusip>345329AE6</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DAIMLER TRUCKS RETAIL 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>MFA TRUST</name>
        <lei>N/A</lei>
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          <isin value="US55283FAA66"/>
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        <balance>122914.73000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 555561</title>
        <cusip>31385XFA0</cusip>
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          <isin value="US31385XFA00"/>
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        <balance>1215.67000000</balance>
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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>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.05400040</annualizedRt>
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      <invstOrSec>
        <name>MANUFACTURERS AND TRADERS TRUST COMPANY.</name>
        <lei>WWB2V0FCW3A0EE3ZJN75</lei>
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          <isin value="US55279HAV24"/>
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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>GCAT TRUST</name>
        <lei>N/A</lei>
        <title>GCAT 2020-NQM2 TRUST GCAT 2020-NQM2 A1</title>
        <cusip>36166RAA2</cusip>
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          <isin value="US36166RAA23"/>
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        <balance>57453.38000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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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>68406.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35660.38000000</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>5.09780160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>TRK TRUST</name>
        <lei>N/A</lei>
        <title>TRK 2021-INV1 TRUST TRK 2021-INV1 A1</title>
        <cusip>89688WAA9</cusip>
        <identifiers>
          <isin value="US89688WAA99"/>
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        <balance>179232.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>148832.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.15300080</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>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2023-1 A2</title>
        <cusip>35105NAB5</cusip>
        <identifiers>
          <isin value="US35105NAB55"/>
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        <balance>228845.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>227542.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.43000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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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>773821.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>727559.86000000</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>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
        <lei>UMI46YPGBLUE4VGNNT48</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>DLLAA LLC</name>
        <lei>N/A</lei>
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          <isin value="US23292HAB78"/>
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          <couponKind>Fixed</couponKind>
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        <name>MFA TRUST</name>
        <lei>N/A</lei>
        <title>MFA 2020-NQM3 TRUST MFRA 2020-NQM3 A1</title>
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          <isin value="US552757AA45"/>
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        <name>OZLM FUNDING LTD</name>
        <lei>N/A</lei>
        <title>OZLM VIII LTD OZLM 2014-8A A1R3</title>
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          <isin value="US67107FBL04"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>STRYKER CORPORATION</name>
        <lei>5493002F0SC4JTBU5137</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BRIDGECREST LENDING AUTO SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>BRIDGECREST LENDING AUTO SECURITIZATION TRUST 2023 BLAST 2023-1 A3</title>
        <cusip>108056AC6</cusip>
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          <isin value="US108056AC67"/>
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        <valUSD>1180762.99000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.51000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC VARIABLE RATE 10/15/2024</title>
        <cusip>37045XDN3</cusip>
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          <isin value="US37045XDN30"/>
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        <balance>2170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2164384.71000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.96410920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>Federal National Mortgage Association</name>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>VERIZON COMMUNICATIONS INC.</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <name>EXTENDED STAY AMERICA TRUST</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>The Bank of New York Mellon</name>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>BENCHMARK MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <title>UNITED AUTO CREDIT SECURITIZATION TRUST 2023-1 UACST 2023-1 A</title>
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      <invstOrSec>
        <name>THE FEDERAL HOME LOAN BANKS</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOUTHERN CALIFORNIA EDISON COMPANY</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LAD AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US89173UAA51"/>
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        <balance>124964.59000000</balance>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST 2018-RP2 CMLTI 2018-RP2 A1</title>
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        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KBX1 A2</title>
        <cusip>3137F4CZ3</cusip>
        <identifiers>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LSTAR COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>LSTAR COMMERCIAL MORTGAGE TRUST 2016-4 LNSTR 2016-4 A2</title>
        <cusip>50219QAC8</cusip>
        <identifiers>
          <isin value="US50219QAC87"/>
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        <balance>298266.17000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 374614</title>
        <cusip>31377EDT3</cusip>
        <identifiers>
          <isin value="US31377EDT38"/>
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        <balance>189.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>188.89000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.98200040</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2014-C19 ASB</title>
        <cusip>61764PBS0</cusip>
        <identifiers>
          <isin value="US61764PBS02"/>
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        <balance>35277.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34855.96000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.32600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>ALLY AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>ALLY AUTO RECEIVABLES TRUST 2023-1 ALLYA 2023-1 A2</title>
        <cusip>02007WAB4</cusip>
        <identifiers>
          <isin value="US02007WAB46"/>
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        <balance>585000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583750.56000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.76000000</annualizedRt>
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      <invstOrSec>
        <name>VOLKSWAGEN AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>VOLKSWAGEN AUTO LEASE TRUST 2023-A VWALT 2023-A A2A</title>
        <cusip>92867UAB8</cusip>
        <identifiers>
          <isin value="US92867UAB89"/>
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        <balance>950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>948719.40000000</valUSD>
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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>
          <annualizedRt>5.87000000</annualizedRt>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2022-1 CARMX 2022-1 A3</title>
        <cusip>14317CAC6</cusip>
        <identifiers>
          <isin value="US14317CAC64"/>
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        <balance>1575561.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1512694.53000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.47000000</annualizedRt>
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        <name>KINDER MORGAN ENERGY PARTNERS, L.P.</name>
        <lei>549300PDHUGWPWGOT525</lei>
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        <cusip>28370TAG4</cusip>
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        <balance>1350000.00000000</balance>
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        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-P3 CGCMT 2016-P3 AAB</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2021-1 MORTGAGE LOAN TRUST COLT 2021-1 A1</title>
        <cusip>19688EAA6</cusip>
        <identifiers>
          <isin value="US19688EAA64"/>
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        <balance>186096.54000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC 4.000000% 12/30/2024</title>
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          <isin value="US3134GXA610"/>
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        <valUSD>934375.79000000</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>2024-12-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC 2.600000% 11/21/2024</title>
        <cusip>00287YBZ1</cusip>
        <identifiers>
          <isin value="US00287YBZ16"/>
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        <balance>1735000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1676461.48000000</valUSD>
        <pctVal>0.676962150605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <name>THE BOEING COMPANY</name>
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        <name>SANTANDER RETAIL AUTO LEASE TRUST</name>
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        <name>CHASE MORTGAGE REFERENCE NOTES</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>ARI FLEET LEASE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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        <name>BANQUE FEDERATIVE DU CREDIT MUTUEL SA</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>BENEFIT STREET PARTNERS CLO LTD</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NATIONAL SECURITIES CLEARING CORPORATION</name>
        <lei>549300RYC9NELN2ICA34</lei>
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        <cusip>637639AJ4</cusip>
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          <isin value="US637639AJ49"/>
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        <balance>250000.00000000</balance>
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        <valUSD>248190.44000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST</name>
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        <cusip>61764XBG9</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UBS AG LONDON BRANCH</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US902674YK00"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>383833.37000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.70000000</annualizedRt>
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      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2022-1 FIAOT 2022-1A A</title>
        <cusip>32057KAA8</cusip>
        <identifiers>
          <isin value="US32057KAA88"/>
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        <balance>864923.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>845712.90000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BARINGS CLO LTD</name>
        <lei>N/A</lei>
        <title>BARINGS CLO LTD 2018-III BABSN 2018-3A A1</title>
        <cusip>06760PAC5</cusip>
        <identifiers>
          <isin value="US06760PAC59"/>
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        <balance>110364.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>110090.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.62743080</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX TRUST 2021-LGCY BX 2021-LGCY A</title>
        <cusip>12434DAA0</cusip>
        <identifiers>
          <isin value="US12434DAA00"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>579117.18000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>M&amp;T EQUIPTMENT LLC</name>
        <lei>N/A</lei>
        <title>M&amp;T EQUIPMENT 2023-LEAF1 NOTES MTLRF 2023-1A A2</title>
        <cusip>551925AA8</cusip>
        <identifiers>
          <isin value="US551925AA85"/>
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        <balance>640000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>638212.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.09000000</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>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT FUNDING LLC COLT 2021-3R A1</title>
        <cusip>19688DAA8</cusip>
        <identifiers>
          <isin value="US19688DAA81"/>
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        <balance>119709.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101866.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.05099840</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>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 WFCM 2015-NXS2 A2</title>
        <cusip>94989MAB5</cusip>
        <identifiers>
          <isin value="US94989MAB54"/>
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        <balance>117757.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>113560.22000000</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>2058-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.02000000</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>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2023-A TESLA 2023-A A2</title>
        <cusip>88167PAB4</cusip>
        <identifiers>
          <isin value="US88167PAB40"/>
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        <balance>185000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>184697.75000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.86000000</annualizedRt>
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      <invstOrSec>
        <name>Saudi Arabian Oil Company</name>
        <lei>5586006WD91QHB7J4X50</lei>
        <title>SAUDI ARABIAN OIL CO 144A 1.250000% 11/24/2023</title>
        <cusip>80414L2G9</cusip>
        <identifiers>
          <isin value="US80414L2G95"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199333.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>AMERICAN EXPRESS COMPANY</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO 4.990000% 05/01/2026</title>
        <cusip>025816DE6</cusip>
        <identifiers>
          <isin value="US025816DE69"/>
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        <balance>275000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>269724.12000000</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>4.99000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MFA TRUST</name>
        <lei>N/A</lei>
        <title>MFA 2020-NQM1 TRUST MFRA 2020-NQM1 A1</title>
        <cusip>552754AA1</cusip>
        <identifiers>
          <isin value="US552754AA14"/>
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        <balance>49046.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44631.69000000</valUSD>
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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>
          <annualizedRt>1.47899880</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-NQM4 CSMC 2021-NQM4 A1</title>
        <cusip>12659PAA1</cusip>
        <identifiers>
          <isin value="US12659PAA12"/>
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        <balance>337217.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>267489.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.10099880</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>BPR TRUST</name>
        <lei>N/A</lei>
        <title>BPR TRUST 2021-TY BPR 2021-TY A</title>
        <cusip>05592AAA8</cusip>
        <identifiers>
          <isin value="US05592AAA88"/>
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        <balance>960000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>923655.17000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.49947960</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>THE PNC FINANCIAL SERVICES GROUP, INC.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC FINANCIAL SERVICES GROUP INC/THE 5.671000% 10/28/2025</title>
        <cusip>693475BH7</cusip>
        <identifiers>
          <isin value="US693475BH73"/>
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        <balance>425000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420703.25000000</valUSD>
        <pctVal>0.169881730230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.67100000</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>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <name>THE CIGNA GROUP</name>
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        <name>J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>ARROYO MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <name>JACKSON FINANCIAL INC.</name>
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        <name>DANSKE BANK A/S</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>THE FEDERAL HOME LOAN BANKS</name>
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        <name>DT AUTO OWNER TRUST</name>
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        <name>MORGAN STANLEY CAPITAL I TRUST</name>
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        <name>SANTANDER BANK, N.A.</name>
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        <name>MAGNETITE CLO, LIMITED</name>
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        <name>CITIZENS AUTO RECEIVABLES TRUST</name>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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        <name>Freddie Mac</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <name>GRANITE PARK EQUIPMENT LEASING LLC</name>
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        <name>NATWEST MARKETS PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>SOCIETE GENERALE SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MASSMUTUAL GLOBAL FUNDING II</name>
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        <balance>705000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
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        <cusip>674599EB7</cusip>
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        <balance>375000.00000000</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>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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        <name>NORDSTROM, INC.</name>
        <lei>549300S3IZB5P35KNV16</lei>
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        <cusip>655664AX8</cusip>
        <identifiers>
          <isin value="US655664AX82"/>
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        <balance>210000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>205012.50000000</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>METLIFE SECURITIZATION TRUST</name>
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        <cusip>59166BAA9</cusip>
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        <balance>53818.68000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>TAMPA ELECTRIC COMPANY</name>
        <lei>WS423EPRKJIIJUITXD73</lei>
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        <cusip>875127BK7</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2023-B TESLA 2023-B A2</title>
        <cusip>88167QAB2</cusip>
        <identifiers>
          <isin value="US88167QAB23"/>
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        <balance>310000.00000000</balance>
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        <valUSD>309681.82000000</valUSD>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.02000000</annualizedRt>
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        <name>KUBOTA CREDIT OWNER TRUST</name>
        <lei>N/A</lei>
        <title>KUBOTA CREDIT OWNER TRUST 2023-2 KCOT 2023-2A A2</title>
        <cusip>500945AB6</cusip>
        <identifiers>
          <isin value="US500945AB61"/>
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        <balance>650000.00000000</balance>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.61000000</annualizedRt>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 4379 CB</title>
        <cusip>3137BCZG6</cusip>
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          <isin value="US3137BCZG63"/>
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        <balance>137006.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>132244.55000000</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>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <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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        <curCd>USD</curCd>
        <valUSD>89953.86000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.66479080</annualizedRt>
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        <name>AMERICAN EXPRESS COMPANY</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO 3.375000% 05/03/2024</title>
        <cusip>025816CV9</cusip>
        <identifiers>
          <isin value="US025816CV93"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>345681.00000000</valUSD>
        <pctVal>0.139587432204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SEMPRA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>MIAMI-DADE CNTY FLA AVIATION REV</name>
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        <name>ONEOK, INC.</name>
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        <name>United States of America</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN MA2474</title>
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        <issuerCat>USGA</issuerCat>
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        <name>GECU AUTO RECEIVABLES TRUST</name>
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        <name>HPEFS EQUIPMENT TRUST</name>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.43000000</annualizedRt>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>BPCE SA</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <name>THE FEDERAL HOME LOAN BANKS</name>
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        <name>STANDARD CHARTERED PLC</name>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOLDENTREE LOAN MANAGEMENT US CLO LTD</name>
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        <title>GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD GLM 2017-2A AR</title>
        <cusip>38136MAU2</cusip>
        <identifiers>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <cusip>46644YAW0</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <cusip>80287HAC2</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>LCM LTD.</name>
        <lei>N/A</lei>
        <title>LCM XXIII LTD LCM 23A A1R</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</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>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <name>Cooperatieve Rabobank UA (New York Branch)</name>
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        <cusip>21688AAW2</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <name>WHEELS FLEET LEASE FUNDING LLC</name>
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          <couponKind>Fixed</couponKind>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS AND ELECTRIC CO 1.700000% 11/15/2023</title>
        <cusip>694308JY4</cusip>
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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>1.70000000</annualizedRt>
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      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2023-1 FIAOT 2023-1A A</title>
        <cusip>320986AA0</cusip>
        <identifiers>
          <isin value="US320986AA08"/>
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        <balance>525000.00000000</balance>
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        <valUSD>525473.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Company</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 1.650000% 10/29/2024</title>
        <cusip>00774MAU9</cusip>
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          <isin value="US00774MAU99"/>
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        <curCd>USD</curCd>
        <valUSD>1578119.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.65000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>VFI ABS LLC</name>
        <lei>N/A</lei>
        <title>VFI ABS 2023-1 LLC VFI 2023-1A A</title>
        <cusip>92555QAA6</cusip>
        <identifiers>
          <isin value="US92555QAA67"/>
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        <balance>305000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>304970.36000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.27000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FHF TRUST</name>
        <lei>N/A</lei>
        <title>FHF TRUST 2022-1 FHF 2022-1A A</title>
        <cusip>30327CAA4</cusip>
        <identifiers>
          <isin value="US30327CAA45"/>
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        <balance>205755.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201621.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.43000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER TRUCK FINANCE NORTH AMERICA LLC</name>
        <lei>5493003HSDTSCZRXBA58</lei>
        <title>DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A VARIABLE RATE 12/13/2024</title>
        <cusip>233853AE0</cusip>
        <identifiers>
          <isin value="US233853AE09"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>599220.37000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.09335640</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>ONSLOW BAY MORTGAGE LOAN TRUST OBX 2021-NQM4 A1</title>
        <cusip>67115DAA0</cusip>
        <identifiers>
          <isin value="US67115DAA00"/>
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        <balance>466674.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>360170.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.95699960</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>TOYOTA LEASE OWNER TRUST</name>
        <lei>N/A</lei>
        <title>TOYOTA LEASE OWNER TRUST 2023-A TLOT 2023-A A2</title>
        <cusip>89239MAB3</cusip>
        <identifiers>
          <isin value="US89239MAB37"/>
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        <balance>215217.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>213980.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</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>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 0.250000% 06/15/2024(MATURITY DATE)</title>
        <cusip>91282CCG4</cusip>
        <identifiers>
          <isin value="US91282CCG42"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1645812.50000000</valUSD>
        <pctVal>0.664585964417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</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>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 EFMT 2020-2 A1</title>
        <cusip>31573WAA9</cusip>
        <identifiers>
          <isin value="US31573WAA99"/>
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        <balance>36613.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31938.72000000</valUSD>
        <pctVal>0.012896988589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.17799920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2023-1A A1</title>
        <cusip>165183CU6</cusip>
        <identifiers>
          <isin value="US165183CU69"/>
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        <balance>353997.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>351334.02000000</valUSD>
        <pctVal>0.141870145301</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>2035-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.65000000</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>Pfizer Investment Enterprises PTE Ltd</name>
        <lei>5493000FQO8XF9C0RT95</lei>
        <title>PFIZER INVESTMENT ENTERPRISES PTE LTD 4.650000% 05/19/2025</title>
        <cusip>716973AA0</cusip>
        <identifiers>
          <isin value="US716973AA02"/>
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        <balance>1730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1708083.56000000</valUSD>
        <pctVal>0.689731278640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</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>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2023-4 CARMX 2023-4 A2A</title>
        <cusip>14318XAB1</cusip>
        <identifiers>
          <isin value="US14318XAB10"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399979.92000000</valUSD>
        <pctVal>0.161513562985</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>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.08000000</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>EQUITABLE FINANCIAL LIFE GLOBAL FUNDING</name>
        <lei>635400B4JJBON4TCHF02</lei>
        <title>EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 144A 5.500000% 12/02/2025</title>
        <cusip>29449WAP2</cusip>
        <identifiers>
          <isin value="US29449WAP23"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295314.64000000</valUSD>
        <pctVal>0.119249285584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 3.875000% 03/31/2025</title>
        <cusip>91282CGU9</cusip>
        <identifiers>
          <isin value="US91282CGU99"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2453320.30000000</valUSD>
        <pctVal>0.990660988174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING 144A VARIABLE RATE 05/24/2024</title>
        <cusip>04685A2X8</cusip>
        <identifiers>
          <isin value="US04685A2X87"/>
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        <balance>825000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>822124.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.04233360</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>FHF TRUST</name>
        <lei>N/A</lei>
        <title>FHF TRUST 2021-2 FHF 2021-2A A</title>
        <cusip>30322JAA4</cusip>
        <identifiers>
          <isin value="US30322JAA43"/>
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        <balance>76697.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73620.39000000</valUSD>
        <pctVal>0.029728221099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.83000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL HOLDINGS INC 5.749000% 09/01/2025</title>
        <cusip>65339KBS8</cusip>
        <identifiers>
          <isin value="US65339KBS87"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223942.28000000</valUSD>
        <pctVal>0.090428828391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.74900000</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>CCG RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CCG RECEIVABLES TRUST 2023-1 CCG 2023-1 A2</title>
        <cusip>12512XAB9</cusip>
        <identifiers>
          <isin value="US12512XAB91"/>
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        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>373758.23000000</valUSD>
        <pctVal>0.150925134997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>ARI FLEET LEASE TRUST</name>
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        <name>PROSPER MARKETPLACE ISSUANCE TRUST</name>
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        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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 2021-B A</title>
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          <isin value="US69335PED33"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>United States of America</name>
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        <title>US 2YR NOTE (CBT) DEC23 FINANCIAL COMMODITY FUTURE.</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GLS AUTO SELECT RECEIVABLES TRUST</name>
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        <name>Morgan Stanley Bank, National Association</name>
        <lei>G1MLHIS0N32I3QPILB75</lei>
        <title>MORGAN STANLEY BANK NA 5.479000% 07/16/2025</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AQUA FINANCE TRUST</name>
        <lei>N/A</lei>
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        <cusip>03842VAA5</cusip>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2005-3 BSARM 2005-3 2A1</title>
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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>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GENERAL MILLS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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          <isin value="US92925CDQ24"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Enbridge Inc.</name>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <name>MARLETTE FUNDING TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OHA CREDIT FUNDING LTD</name>
        <lei>N/A</lei>
        <title>OHA CREDIT FUNDING 10 LTD OAKC 2021-10A X</title>
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          <isin value="US67707LAA61"/>
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        <valUSD>79249.01000000</valUSD>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1</title>
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        <identifiers>
          <isin value="US92538EAA55"/>
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        <balance>99977.53000000</balance>
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        <valUSD>87245.35000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <debtSec>
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        <name>SREIT COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SREIT TRUST 2021-MFP SREIT 2021-MFP B</title>
        <cusip>78472UAC2</cusip>
        <identifiers>
          <isin value="US78472UAC27"/>
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        <balance>475000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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          <isin value="US29374GAB77"/>
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        <name>Deutsche Bank AG (New York Branch)</name>
        <lei>N/A</lei>
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          <isin value="US251526CL15"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>CITIZENS BANK, NATIONAL ASSOCIATION</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2021-2 FCAT 2021-2 A</title>
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          <isin value="US33844WAA80"/>
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          <couponKind>Fixed</couponKind>
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        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2019-AFC1 TRUST CSMC 2019-AFC1 A1</title>
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          <isin value="US12596XAA00"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>COREBRIDGE GLOBAL FUNDING</name>
        <lei>54930057MDZ7KOVOTV71</lei>
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          <isin value="US00138CAU27"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>UBS AG LONDON BRANCH</name>
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        <name>Federal National Mortgage Association</name>
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        <name>CNH EQUIPMENT TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>Freddie Mac</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
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        <name>OCCU AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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          <isin value="US14686KAC18"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KENVUE INC.</name>
        <lei>5493008HSF8L4M2LIJ82</lei>
        <title>KENVUE INC 5.500000% 03/22/2025</title>
        <cusip>49177JAB8</cusip>
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          <isin value="US49177JAB89"/>
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        <balance>275000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DNB BANK ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
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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>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX TRUST 2022-LBA6 BX 2022-LBA6 A</title>
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          <isin value="US12433EAA91"/>
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        <balance>375000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MASSMUTUAL GLOBAL FUNDING II</name>
        <lei>549300K1IE3K7YU6VG29</lei>
        <title>MASSMUTUAL GLOBAL FUNDING II 144A VARIABLE RATE 04/12/2024</title>
        <cusip>57629WDC1</cusip>
        <identifiers>
          <isin value="US57629WDC10"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>399904.37000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.70451680</annualizedRt>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2018-7FRB JPMMT 2018-7FRB A2</title>
        <cusip>46650AAD5</cusip>
        <identifiers>
          <isin value="US46650AAD54"/>
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        <balance>78189.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>74885.29000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>CITIZENS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CITIZENS AUTO RECEIVABLES TRUST 2023-1 CITZN 2023-1 A2A</title>
        <cusip>17331KAB5</cusip>
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          <isin value="US17331KAB52"/>
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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>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.13000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST SER MLMBS 2007-3 2A1</title>
        <cusip>59025JAB1</cusip>
        <identifiers>
          <isin value="US59025JAB17"/>
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        <balance>40476.82000000</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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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-3 SDART 2023-3 A2</title>
        <cusip>80285XAB1</cusip>
        <identifiers>
          <isin value="US80285XAB10"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.08000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2023-2 FCAT 2023-2 A2</title>
        <cusip>33843EAC5</cusip>
        <identifiers>
          <isin value="US33843EAC57"/>
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        <curCd>USD</curCd>
        <valUSD>264733.51000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CASCADE FUNDING MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CFMT 2022-EBO2 LLC CFMT 2022-EBO2 A</title>
        <cusip>12527QAA9</cusip>
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          <isin value="US12527QAA94"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>COMMONWEALTH BANK OF AUSTRALIA</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
        <title>COMMONWEALTH BANK OF AUSTRALIA 144A VARIABLE RATE 06/15/2026</title>
        <cusip>2027A0KE8</cusip>
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          <isin value="US2027A0KE81"/>
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        <curCd>USD</curCd>
        <valUSD>423529.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.86402200</annualizedRt>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912828X70</cusip>
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          <isin value="US912828X703"/>
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        <curCd>USD</curCd>
        <valUSD>343998.05000000</valUSD>
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        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC VARIABLE RATE 11/22/2024</title>
        <cusip>404280CZ0</cusip>
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          <isin value="US404280CZ02"/>
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        <balance>425000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>424991.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.92221240</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>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2021-2R MORTGAGE LOAN TRUST COLT 2021-2R A1</title>
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        <curCd>USD</curCd>
        <valUSD>61659.51000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AE0285</title>
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        <curCd>USD</curCd>
        <valUSD>0.84000000</valUSD>
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        <assetCat>DBT</assetCat>
        <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>GS MORTGAGE SECURITIES 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>BX TRUST</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US05608VAE65"/>
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        <balance>421444.01000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TD SYNNEX CORPORATION</name>
        <lei>5493004HI6PFLF46NS53</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>2024-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1</title>
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        <identifiers>
          <isin value="US19685WAA99"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <cusip>10569EAA9</cusip>
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          <isin value="US10569EAA91"/>
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        <curCd>USD</curCd>
        <valUSD>75471.43000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN MA3098</title>
        <cusip>31418CNQ3</cusip>
        <identifiers>
          <isin value="US31418CNQ32"/>
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        <balance>253117.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>239294.46000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 2.852000% 05/07/2026</title>
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        <identifiers>
          <isin value="US06738EBL83"/>
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        <balance>235000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>221680.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85200000</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>HALEON US CAPITAL LLC</name>
        <lei>549300N8C3A3L0UVQB07</lei>
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        <cusip>36264FAH4</cusip>
        <identifiers>
          <isin value="US36264FAH47"/>
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        <balance>420000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>414520.78000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.02400000</annualizedRt>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1</title>
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        <identifiers>
          <isin value="US03464LAA44"/>
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        <balance>81704.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>74426.36000000</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>2065-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.46900160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2015-K49 MORTGAGE TRUST FREMF 2015-K49 B</title>
        <cusip>30287TAN7</cusip>
        <identifiers>
          <isin value="US30287TAN72"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>286962.15000000</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>2048-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.72114000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BBCMS TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS MORTGAGE TRUST 2020-C8 BBCMS 2020-C8 A1</title>
        <cusip>05552AAY4</cusip>
        <identifiers>
          <isin value="US05552AAY47"/>
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        <balance>179420.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>173143.99000000</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>0.60100000</annualizedRt>
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      <invstOrSec>
        <name>SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY</name>
        <lei>N/A</lei>
        <title>SYNCHRONY CARD FUNDING LLC SYNIT 2022-A1 A</title>
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          <isin value="US87166PAG63"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2022-3 GCAR 2022-3A A2</title>
        <cusip>38014QAB2</cusip>
        <identifiers>
          <isin value="US38014QAB23"/>
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        <curCd>USD</curCd>
        <valUSD>80676.86000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.59000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>SOUTH CAROLINA ST PUB SVCS AUTH REV</name>
        <lei>N/A</lei>
        <title>SOUTH CAROLINA ST PUBLIC SVC A SOUTH CAROLINA PUBLIC SERVICE AUTHORITY</title>
        <cusip>837151WF2</cusip>
        <identifiers>
          <isin value="US837151WF25"/>
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        <curCd>USD</curCd>
        <valUSD>1098160.47000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.72200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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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>
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        <identifiers>
          <isin value="US64830BAA52"/>
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        <balance>197432.41000000</balance>
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        <curCd>USD</curCd>
        <valUSD>181024.43000000</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>2057-08-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</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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        <lei>N/A</lei>
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        <name>RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED</name>
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        <name>PARAGON MORTGAGES PLC</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>BANK OF AMERICA CORPORATION</name>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <identifiers>
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        <name>BANK OF AMERICA, NATIONAL ASSOCIATION</name>
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        <name>Freddie Mac</name>
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        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST</name>
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        <name>IMPAC CMB TRUST</name>
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        <name>SOCIETE GENERALE SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>CREDIT AGRICOLE SA</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>THE WILLIAMS COMPANIES, INC.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE 5.400000% 03/02/2026</title>
        <cusip>969457CH1</cusip>
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          <isin value="US969457CH11"/>
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        <balance>485000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>479495.96000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.40000000</annualizedRt>
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      <invstOrSec>
        <name>WORLD OMNI AUTO RECEIVABLE TRUST</name>
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        <title>WORLD OMNI AUTO RECEIVABLES TRUST 2021-C WOART 2021-C A3</title>
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          <couponKind>Fixed</couponKind>
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        <name>STARBUCKS CORPORATION</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>STARBUCKS CORP VARIABLE RATE 02/14/2024</title>
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          <isin value="US855244BB41"/>
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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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      <invstOrSec>
        <name>Nutrien Ltd.</name>
        <lei>5493002QQ7GD21OWF963</lei>
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        <cusip>67077MAZ1</cusip>
        <identifiers>
          <isin value="US67077MAZ14"/>
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        <curCd>USD</curCd>
        <valUSD>174623.38000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
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          <isin value="US60700KAD46"/>
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        <curCd>USD</curCd>
        <valUSD>233149.53000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
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          <isin value="US31574XAA63"/>
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        <name>THE PNC FINANCIAL SERVICES GROUP, INC.</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
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        <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>GCAT TRUST</name>
        <lei>N/A</lei>
        <title>GCAT 2021-NQM1 TRUST GCAT 2021-NQM1 A1</title>
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          <isin value="US36167TAA79"/>
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        <name>PACIFIC LIFE GLOBAL FUNDING II</name>
        <lei>6354003EUPCHXTWUU869</lei>
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        <cusip>6944PL2W8</cusip>
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          <isin value="US6944PL2W87"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CARDS II TRUST</name>
        <lei>N/A</lei>
        <title>CARDS II TRUST CARD2 2021-1A A</title>
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          <isin value="US14161GBY52"/>
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        <name>CIFC FUNDING LTD</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING 2015-I LTD CIFC 2015-1A ARR</title>
        <cusip>12548MBF1</cusip>
        <identifiers>
          <isin value="US12548MBF14"/>
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        <curCd>USD</curCd>
        <valUSD>301367.19000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>U.S. Bank National Association</name>
        <lei>6BYL5QZYBDK8S7L73M02</lei>
        <title>US BANK NA/CINCINNATI OH 2.050000% 01/21/2025</title>
        <cusip>90331HPL1</cusip>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1</title>
        <cusip>64828EAA3</cusip>
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        <valUSD>25389.35000000</valUSD>
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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>BRIGHTHOUSE FINANCIAL GLOBAL FUNDING</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>FCI FUNDING LIMITED</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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          <isin value="US83407EAA29"/>
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        <name>CAPITAL ONE FINANCIAL CORPORATION</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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          <isin value="US14040HCL78"/>
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        <balance>425000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-06</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>APIDOS CLO</name>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>AT&amp;T INC.</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <balance>300000.00000000</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>
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          <couponKind>Fixed</couponKind>
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        <name>THE WILLIAMS COMPANIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-04</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>THE CHARLES SCHWAB CORPORATION</name>
        <lei>549300VSGCJ7E698NM85</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
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        <name>ELP COMMERCIAL MORTGAGE TRUST</name>
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        <name>MARLETTE FUNDING TRUST</name>
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        <name>AMERICAN EXPRESS COMPANY</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2021-5 AOMT 2021-5 A1</title>
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          <isin value="US03465HAA23"/>
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        <curCd>USD</curCd>
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        <name>Sumitomo Mitsui Trust Bank, Limited</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANQUE DE MONTREAL</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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          <isin value="US89169EAA73"/>
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        <name>VULCAN MATERIALS COMPANY</name>
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        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2021-1 CARMX 2021-1 A3</title>
        <cusip>14316NAC3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2016-GS3 GSMS 2016-GS3 AAB</title>
        <cusip>36251PAE4</cusip>
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          <isin value="US36251PAE43"/>
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        <balance>140975.69000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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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>
        <cusip>17307GJX7</cusip>
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          <isin value="US17307GJX79"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DISCOVER CARD EXECUTION NOTE TRUST</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DISCOVER CARD EXECUTION NOTE TRUST DCENT 2022-A2 A</title>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <name>ATALAYA EQUIPMENT LEASING TRUST LLC.</name>
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        <name>CAPITAL ONE FINANCIAL CORPORATION</name>
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        <name>CFMT TRUST</name>
        <lei>N/A</lei>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <title>TOWD POINT MORTGAGE TRUST 2022-EBO1 TPMT 2022-EBO1 A</title>
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          <isin value="US89180EAA29"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>JDE Peet's N.V.</name>
        <lei>724500EHG519SE5ZRT89</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 7.336000% 11/03/2026</title>
        <cusip>404280DQ9</cusip>
        <identifiers>
          <isin value="US404280DQ93"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>305177.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.33600000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA 144A 1.000000% 09/17/2024</title>
        <cusip>44891ABY2</cusip>
        <identifiers>
          <isin value="US44891ABY29"/>
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        <balance>1250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1194511.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMGEN INC.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC 5.250000% 03/02/2025</title>
        <cusip>031162DM9</cusip>
        <identifiers>
          <isin value="US031162DM91"/>
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        <balance>275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272781.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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 2018-1 TPMT 2018-1 A1</title>
        <cusip>89176EAA8</cusip>
        <identifiers>
          <isin value="US89176EAA82"/>
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        <balance>29217.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28038.97000000</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>2058-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99999880</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>TRICOLOR AUTO SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>TRICOLOR AUTO SECURITIZATION TRUST 2023-1 TAST 2023-1A A</title>
        <cusip>89616KAA2</cusip>
        <identifiers>
          <isin value="US89616KAA25"/>
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        <balance>111003.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110648.20000000</valUSD>
        <pctVal>0.044680205496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.48000000</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>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2 GMALT 2023-3 A2A</title>
        <cusip>379929AB8</cusip>
        <identifiers>
          <isin value="US379929AB86"/>
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        <balance>295000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293845.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.58000000</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>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>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400000.00000000</valUSD>
        <pctVal>0.161521671373</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>
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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              <principalCd>USD</principalCd>
              <collateralVal>306114.30000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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            <repurchaseCollateral>
              <principalAmt>100000.13413800</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>102000.14000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>EDISON INTERNATIONAL 3.550000% 11/15/2024</title>
        <cusip>281020AQ0</cusip>
        <identifiers>
          <isin value="US281020AQ02"/>
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        <balance>275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267162.47000000</valUSD>
        <pctVal>0.107881321706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</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>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2023-1 GCAR 2023-1A A2</title>
        <cusip>36266XAB6</cusip>
        <identifiers>
          <isin value="US36266XAB64"/>
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        <balance>344989.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344485.30000000</valUSD>
        <pctVal>0.139104603548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.98000000</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>ILLUMINA, INC.</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>ILLUMINA INC 5.800000% 12/12/2025</title>
        <cusip>452327AN9</cusip>
        <identifiers>
          <isin value="US452327AN93"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>296976.95000000</valUSD>
        <pctVal>0.119920533308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80000000</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>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2023-3 LLC EFF 2023-3 A2</title>
        <cusip>29374LAB6</cusip>
        <identifiers>
          <isin value="US29374LAB62"/>
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        <balance>905000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>905887.81000000</valUSD>
        <pctVal>0.365801282869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 0.375000% 04/15/2024</title>
        <cusip>91282CBV2</cusip>
        <identifiers>
          <isin value="US91282CBV28"/>
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        <balance>6925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6768105.47000000</valUSD>
        <pctVal>2.732989268860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</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>DEWOLF PARK CLO, LTD.</name>
        <lei>N/A</lei>
        <title>DEWOLF PARK CLO LTD DWOLF 2017-1A AR</title>
        <cusip>25211AAE9</cusip>
        <identifiers>
          <isin value="US25211AAE91"/>
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        <balance>586965.29000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>584024.59000000</valUSD>
        <pctVal>0.235831569749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.57547920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FIFTH THIRD BANK, NATIONAL ASSOCIATION</name>
        <lei>QFROUN1UWUYU0DVIWD51</lei>
        <title>FIFTH THIRD BANK NA 5.852000% 10/27/2025</title>
        <cusip>31677QBT5</cusip>
        <identifiers>
          <isin value="US31677QBT58"/>
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        <balance>470000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>457863.52000000</valUSD>
        <pctVal>0.184887202527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85200000</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>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>32404.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28822.74000000</valUSD>
        <pctVal>0.011638742845</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>5.95892160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 3.620000% 04/17/2025</title>
        <cusip>61747YEQ4</cusip>
        <identifiers>
          <isin value="US61747YEQ44"/>
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        <balance>2130000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2102488.00000000</valUSD>
        <pctVal>0.848993439504</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62000000</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>OVINTIV INC.</name>
        <lei>2549003MEX7YMKLGI239</lei>
        <title>OVINTIV INC 5.650000% 05/15/2025</title>
        <cusip>69047QAA0</cusip>
        <identifiers>
          <isin value="US69047QAA04"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>397810.19000000</valUSD>
        <pctVal>0.160637416945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DEXT ABS LLC</name>
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      <invstOrSec>
        <name>KEURIG DR PEPPER INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>CENTERPOINT ENERGY, INC.</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2019-1 LTD VOYA 2019-1A AR</title>
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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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        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2018-1 TRUST OBX 2018-1 A2</title>
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          <isin value="US67112FAD24"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>LENDBUZZ SECURITIZATION TRUST</name>
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        <cusip>525931AB7</cusip>
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          <isin value="US525931AB72"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1</title>
        <cusip>92538FAA2</cusip>
        <identifiers>
          <isin value="US92538FAA21"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dae Funding LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC MTN 1.550000% 08/01/2024</title>
        <cusip>23371DAJ3</cusip>
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          <isin value="US23371DAJ37"/>
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        <curCd>USD</curCd>
        <valUSD>432730.93000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 WLAKE 2023-1A A2A</title>
        <cusip>96042XAB1</cusip>
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          <isin value="US96042XAB10"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
        <title>HYUNDAI CAPITAL AMERICA 144A 6.250000% 11/03/2025</title>
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        <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>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GZH0</cusip>
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          <isin value="US38141GZH00"/>
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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>SPRINT LLC</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>SPRINT LLC 7.125000% 06/15/2024</title>
        <cusip>85207UAH8</cusip>
        <identifiers>
          <isin value="US85207UAH86"/>
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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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B HALST 2023-B A2A</title>
        <cusip>448980AB8</cusip>
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          <isin value="US448980AB85"/>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FIFTH THIRD AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FIFTH THIRD AUTO TRUST 2023-1 FITAT 2023-1 A2A</title>
        <cusip>31680EAB7</cusip>
        <identifiers>
          <isin value="US31680EAB74"/>
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        <balance>495000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>494049.20000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-4 SDART 2022-4 B</title>
        <cusip>80286FAD5</cusip>
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          <isin value="US80286FAD50"/>
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        <balance>825000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIZENS BANK, NATIONAL ASSOCIATION</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
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        <cusip>75524KNQ3</cusip>
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          <isin value="US75524KNQ30"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>The Huntington National Bank</name>
        <lei>2WHM8VNJH63UN14OL754</lei>
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          <isin value="US44644MAD39"/>
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        <curCd>USD</curCd>
        <valUSD>242801.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00800000</annualizedRt>
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      <invstOrSec>
        <name>DLLAD LLC</name>
        <lei>N/A</lei>
        <title>DLLAD 2023-1 LLC DLLAD 2023-1A A2</title>
        <cusip>233258AB8</cusip>
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          <isin value="US233258AB86"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-20</maturityDt>
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          <annualizedRt>5.19000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <cusip>39154TCB2</cusip>
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          <isin value="US39154TCB26"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.35000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-P1 CGCMT 2015-P1 AAB</title>
        <cusip>17324DAV6</cusip>
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          <isin value="US17324DAV64"/>
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        <balance>195700.23000000</balance>
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        <valUSD>190579.91000000</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>2048-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2023-2 CARMX 2023-2 A2A</title>
        <cusip>142921AB1</cusip>
        <identifiers>
          <isin value="US142921AB11"/>
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        <balance>920000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>916378.33000000</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>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2023-4 EART 2023-4A A2</title>
        <cusip>30166TAB9</cusip>
        <identifiers>
          <isin value="US30166TAB98"/>
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        <balance>110000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>109887.73000000</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>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.07000000</annualizedRt>
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        <securityLending>
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      <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"/>
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        <balance>95472.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85866.97000000</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>2057-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.87937440</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>Deutsche Bank AG (New York Branch)</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 11/16/2027</title>
        <cusip>251526CN7</cusip>
        <identifiers>
          <isin value="US251526CN70"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>527959.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.56088120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INC 0.972000% 02/15/2024</title>
        <cusip>595017BB9</cusip>
        <identifiers>
          <isin value="US595017BB97"/>
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        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369218.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.97200000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE FEDERAL HOME LOAN BANKS</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LOAN BANK 5.620000% 07/30/2024</title>
        <cusip>3130AWKF6</cusip>
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          <isin value="US3130AWKF65"/>
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        <balance>1325000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1321908.75000000</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>2024-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62000000</annualizedRt>
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      <invstOrSec>
        <name>DAIMLER TRUCK FINANCE NORTH AMERICA LLC</name>
        <lei>5493003HSDTSCZRXBA58</lei>
        <title>DAIMLER TRUCK FINANCE NORTH AMERICA LLC 144A VARIABLE RATE 04/05/2024</title>
        <cusip>233853AK6</cusip>
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          <isin value="US233853AK68"/>
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        <balance>450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>450527.96000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.34493160</annualizedRt>
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      <invstOrSec>
        <name>MF1 LTD</name>
        <lei>N/A</lei>
        <title>MF1 2022-FL8 LTD MF1 2022-FL8 A</title>
        <cusip>55284JAA7</cusip>
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          <isin value="US55284JAA79"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>392098.40000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.68351160</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Banco Santander, S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>BANCO SANTANDER SA 3.892000% 05/24/2024</title>
        <cusip>05971KAM1</cusip>
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          <isin value="US05971KAM18"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394503.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.89200000</annualizedRt>
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        <name>CCG RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CCG RECEIVABLES TRUST 2021-1 CCG 2021-1 A2</title>
        <cusip>12510KAC7</cusip>
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          <isin value="US12510KAC71"/>
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        <balance>41814.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41147.62000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-NQM3 CSMC 2021-NQM3 A1</title>
        <cusip>12660LAA7</cusip>
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          <isin value="US12660LAA70"/>
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        <balance>312000.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>249594.68000000</valUSD>
        <pctVal>0.100787374698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.01499840</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>DLLMT LLC</name>
        <lei>N/A</lei>
        <title>DLLMT 2023-1 LLC DLLMT 2023-1A A2</title>
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        <name>Federal National Mortgage Association</name>
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        <name>CITIGROUP INC.</name>
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        <name>BAXTER INTERNATIONAL INC.</name>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <name>Freddie Mac</name>
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        <name>DONLEN FLEET LEASE FUNDING 2</name>
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        <name>SANTANDER BANK, N.A.</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>FORD CREDIT AUTO OWNER TRUST</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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      <invstOrSec>
        <name>NEXTGEAR FLOORPLAN MASTER OWNER TRUST</name>
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      <invstOrSec>
        <name>DLLAD LLC</name>
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      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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          <isin value="US63941HAA05"/>
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        <balance>379393.81000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>MISSISSIPPI POWER COMPANY</name>
        <lei>LNZ0J6YZ5SC6ILIRU850</lei>
        <title>MISSISSIPPI POWER CO VARIABLE RATE 06/28/2024</title>
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          <isin value="US605417CC64"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-28</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <cusip>105690AA9</cusip>
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          <isin value="US105690AA91"/>
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        <balance>191824.27000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <annualizedRt>1.69899840</annualizedRt>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2021-HX1 MORTGAGE LOAN TRUST COLT 2021-HX1 A1</title>
        <cusip>19688KAA2</cusip>
        <identifiers>
          <isin value="US19688KAA25"/>
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        <balance>413224.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>329078.44000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <maturityDt>2066-10-25</maturityDt>
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        <name>PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED</name>
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          <isin value="US744573AT31"/>
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        <valUSD>414626.87000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>HONDA AUTO RECEIVABLES OWNER TRUST</name>
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        <title>HONDA AUTO RECEIVABLES 2023-2 OWNER TRUST HAROT 2023-2 A2</title>
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          <couponKind>Fixed</couponKind>
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        <name>WHEELS FLEET LEASE FUNDING LLC</name>
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        <title>WHEELS FLEET LEASE FUNDING 1 LLC WFLF 2023-2A A</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.46000000</annualizedRt>
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        <name>BANK OF AMERICA AUTO TRUST</name>
        <lei>N/A</lei>
        <title>BANK OF AMERICA AUTO TRUST 2023-1 BAAT 2023-1A A2</title>
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        <name>GCAT TRUST</name>
        <lei>N/A</lei>
        <title>GCAT 2021-CM1 TRUST GCAT 2021-CM1 A</title>
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        <name>TAKE-TWO INTERACTIVE SOFTWARE, INC.</name>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>OCTANE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>OCTANE RECEIVABLES TRUST 2023-3 OCTL 2023-3A A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>VERIZON MASTER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON MASTER TRUST VZMT 2022-7 A1A</title>
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          <isin value="US92348KBC62"/>
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        <curCd>USD</curCd>
        <valUSD>1313270.70000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>BUNKER HILL LOAN DEPOSITARY TRUST</name>
        <lei>N/A</lei>
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          <isin value="US12062RAA86"/>
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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>2055-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.72400040</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3137BJQ71</cusip>
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          <isin value="US3137BJQ718"/>
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        <curCd>USD</curCd>
        <valUSD>482999.02000000</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>2025-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DUNKIN BRANDS</name>
        <lei>N/A</lei>
        <title>DB MASTER FINANCE LLC DNKN 2019-1A A2II</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 344313</title>
        <cusip>31375TN61</cusip>
        <identifiers>
          <isin value="US31375TN614"/>
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        <curCd>USD</curCd>
        <valUSD>11.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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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>56166.02000000</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>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.68188560</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>HUMANA INC.</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>HUMANA INC 5.700000% 03/13/2026</title>
        <cusip>444859BW1</cusip>
        <identifiers>
          <isin value="US444859BW11"/>
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        <balance>275000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>273312.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WORLD OMNI AUTO RECEIVABLE TRUST</name>
        <lei>N/A</lei>
        <title>WORLD OMNI AUTO RECEIVABLES TRUST 2023-C WOART 2023-C A2A</title>
        <cusip>98164FAB8</cusip>
        <identifiers>
          <isin value="US98164FAB85"/>
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        <balance>1025000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1022062.56000000</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>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.57000000</annualizedRt>
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        <securityLending>
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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>59522.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>55780.00000000</valUSD>
        <pctVal>0.022524197072</pctVal>
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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>2060-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.44900000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>PRESTIGE AUTO RECEIVABLES TRUST 2023-1 PART 2023-1A B</title>
        <cusip>74113GAG8</cusip>
        <identifiers>
          <isin value="US74113GAG82"/>
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        <balance>1360000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1340186.70000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.55000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.875000% 08/28/2024</title>
        <cusip>3135G06W8</cusip>
        <identifiers>
          <isin value="US3135G06W85"/>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1676096.74000000</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>2024-08-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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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>434623.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>432158.41000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.36897960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE SHERWIN-WILLIAMS COMPANY</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>SHERWIN-WILLIAMS CO/THE 4.050000% 08/08/2024</title>
        <cusip>824348BQ8</cusip>
        <identifiers>
          <isin value="US824348BQ86"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246279.47000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.05000000</annualizedRt>
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      <invstOrSec>
        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2 UACST 2022-2 A</title>
        <cusip>90944KAA3</cusip>
        <identifiers>
          <isin value="US90944KAA34"/>
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        <balance>50263.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50228.55000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.39000000</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>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2021-2 LLC EFF 2021-2 A2</title>
        <cusip>29374YAB8</cusip>
        <identifiers>
          <isin value="US29374YAB83"/>
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        <balance>92987.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>90384.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.48000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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"/>
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        <balance>282515.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>281863.34000000</valUSD>
        <pctVal>0.113817594439</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>6.83547840</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>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2023-10-31</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI DAILY INCOME TRUST</ncom:nameOfApplicant>
      <ncom:signature>Glenn Kurdziel</ncom:signature>
      <ncom:signerName>Glenn Kurdziel</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
