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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>Blackrock Limited</name>
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        <fairValLevel>1</fairValLevel>
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        <name>BLACKROCK MUNIHOLDINGS FD INC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>The Hartford Financial Services Group, Inc.</name>
        <lei>IU7C3FTM7Y3BQM112U94</lei>
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        <name>BLACKROCK MUNIVEST FD INC</name>
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        <name>BLACKROCK MUNIYIELD QUALITY FD III INC</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Blackrock Debt Str</name>
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        <cusip>09255R202</cusip>
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          <ticker value="XDSUX"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>Cohen &amp; Steers Ltd Duration Pfd</name>
        <lei>FB4GVFNX9R92BO4AY061</lei>
        <title>Cohen &amp; Steers Ltd Duration Pfd COM USD0.001</title>
        <cusip>19248C105</cusip>
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          <ticker value="XLDPX"/>
          <other otherDesc="SEDOL" value="B7W1GS9"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>Brookfield Renewable Partners L P</name>
        <lei>VA8DFMRI2GY8Y7V79H93</lei>
        <title>Brookfield Renewable Partners L P 5.25% CLASS A PREFERRED LIMITED PARTNERSHIP UNITS, SERIES 17</title>
        <cusip>G16258231</cusip>
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          <ticker value="BEPUCN"/>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

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        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>Agnc Investment Corp</name>
        <lei>5TRACI5HRMELWV32OF39</lei>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
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        <cusip>00206R300</cusip>
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          <ticker value="T"/>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Annaly Capital Management, Inc.</name>
        <lei>2DTL0G3FPRYUT58TI025</lei>
        <title>Annaly Capital Management, Inc. 6.750% FXD TO FTG RATE CUM RED PRF SR I</title>
        <cusip>035710847</cusip>
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          <isin value="US0357108473"/>
          <ticker value="NLY"/>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <name>FS KKR Capital Corp</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <name>FRESB MORTGAGE TRUST</name>
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        <title>FRESB 2020-SB79 X1</title>
        <cusip>30316VAF4</cusip>
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          <ticker value="FRESB"/>
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        <issuerCat>CORP</issuerCat>
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        <name>FRESB MORTGAGE TRUST</name>
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        <title>FRESB 2020-SB81 X1</title>
        <cusip>30317QAJ6</cusip>
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        <name>FRESB MORTGAGE TRUST</name>
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        <name>FRESB MORTGAGE TRUST</name>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Floating</couponKind>
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        <name>FRESB MORTGAGE TRUST</name>
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        <cusip>30320MAH4</cusip>
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          <isin value="US30320MAH43"/>
          <ticker value="FRESB"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <annualizedRt>0.468192500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>ARIVO 2019-1 A</title>
        <cusip>04046LAA9</cusip>
        <identifiers>
          <isin value="US04046LAA98"/>
          <ticker value="ARIVO"/>
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        <balance>201207.63</balance>
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        <curCd>USD</curCd>
        <valUSD>202961.72</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
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          <isin value="US064058AH32"/>
          <ticker value="BK"/>
          <other otherDesc="SEDOL" value="BMF32J0"/>
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        <balance>3378000</balance>
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        <curCd>USD</curCd>
        <valUSD>3707355</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK 2020-BNK26</name>
        <lei>N/A</lei>
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          <isin value="US06540JBM36"/>
          <ticker value="BANK"/>
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        <balance>29860353.73</balance>
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        <curCd>USD</curCd>
        <valUSD>2499666.95</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bear Stearns Asset Backed Securities Trust</name>
        <lei>N/A</lei>
        <title>BSABS 2003-AC7 A2</title>
        <cusip>07384YPJ9</cusip>
        <identifiers>
          <isin value="US07384YPJ90"/>
          <ticker value="BSABS"/>
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        <balance>65233.85</balance>
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        <curCd>USD</curCd>
        <valUSD>66396.93</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FRESB MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FRESB 2021-SB89 X1</title>
        <cusip>30320QAE2</cusip>
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          <isin value="US30320QAE26"/>
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        <balance>67959581.15</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.716395200000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FRESB MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FRESB 2021-SB87 X1</title>
        <cusip>30320VAE1</cusip>
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          <isin value="US30320VAE11"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.082268100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Wells Fargo Income Opportunities Fund</name>
        <lei>N/A</lei>
        <title>Wells Fargo Income Opportunities Fund COM NPV</title>
        <cusip>94987B105</cusip>
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          <isin value="US94987B1052"/>
          <ticker value="XEADX"/>
          <other otherDesc="SEDOL" value="2430069"/>
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        <balance>248476</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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          <isin value="US94988U1512"/>
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        <assetCat>EP</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FRESB MORTGAGE TRUST</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FRESB 2021-SB84 X1</title>
        <cusip>30320WAR0</cusip>
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          <isin value="US30320WAR07"/>
          <ticker value="FRESB"/>
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        <balance>33365377.25</balance>
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        <curCd>USD</curCd>
        <valUSD>1692895.85</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.006641100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FRESB MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FRESB 2021-SB88 X1</title>
        <cusip>30321CAU6</cusip>
        <identifiers>
          <isin value="US30321CAU62"/>
          <ticker value="FRESB"/>
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        <balance>89894032.68</balance>
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        <curCd>USD</curCd>
        <valUSD>4620022.9</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.833132200000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mplx Lp</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX V6.875 PERP B</title>
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          <ticker value="MPLX"/>
          <other otherDesc="SEDOL" value="BKFGXH0"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
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          <annualizedRt>6.875000000000</annualizedRt>
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      <invstOrSec>
        <name>Western Asset High Income Opportunity Fd Inc</name>
        <lei>549300S7N70O2ERKYG47</lei>
        <title>Western Asset High Income Opportunity Fd Inc COM STK USD0.001</title>
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          <ticker value="XHIOX"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Western Asset High Yield Defined Opportunity Fund Inc</name>
        <lei>549300MT3R4UXA0DZF65</lei>
        <title>Western Asset High Yield Defined Opportunity Fund Inc COM USD0.001</title>
        <cusip>95768B107</cusip>
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          <ticker value="XHYIX"/>
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        <curCd>USD</curCd>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FRESB MORTGAGE TRUST</name>
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        <cusip>30321KAJ3</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FHMS K118 X3</title>
        <cusip>3137F62Q9</cusip>
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          <isin value="US3137F62Q91"/>
          <ticker value="FHLMC"/>
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        <balance>24034533</balance>
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        <curCd>USD</curCd>
        <valUSD>4876154.9</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FHMS K739 X3</title>
        <cusip>3137F64S3</cusip>
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          <isin value="US3137F64S30"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>2224579.14</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.946801000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FHMS K120 X3</title>
        <cusip>3137F72S3</cusip>
        <identifiers>
          <isin value="US3137F72S30"/>
          <ticker value="FHLMC"/>
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        <balance>11576808</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2407482.89</valUSD>
        <pctVal>0.2672541689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.834768000000</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>Marriott Ownership Resorts Inc</name>
        <lei>BW4532OH033VURR0IT68</lei>
        <title>VAC 6.125 09/15/25 144A</title>
        <cusip>57164PAG1</cusip>
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          <isin value="US57164PAG19"/>
          <ticker value="VAC"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Merrill Lynch Mortgage Investors, Inc.</name>
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      <invstOrSec>
        <name>Mid-State Capital</name>
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      <invstOrSec>
        <name>Morgan Stanley ML</name>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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          <ticker value="FHLMC"/>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <ticker value="FHLMC"/>
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        <issuerCat>USGSE</issuerCat>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TFC V5.1 PERP Q</title>
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          <ticker value="TFC"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FHMS K741 X3</title>
        <cusip>3137FF4A2</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K104 X1</title>
        <cusip>3137FREK3</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Ally Financial Inc.</name>
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        <title>ALLY V4.7 PERP B</title>
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          <ticker value="ALLY"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K109 X1</title>
        <cusip>3137FTG27</cusip>
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          <ticker value="FHLMC"/>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K-1515 X1</title>
        <cusip>3137FTZM2</cusip>
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          <ticker value="FHLMC"/>
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        <valUSD>5526387.13</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>United States Treasury Notes</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Ally Financial Inc.</name>
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        <name>Stifel Financial Corporation</name>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K112 X3</title>
        <cusip>3137FUZY3</cusip>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FHMS K112 XAM</title>
        <cusip>3137FUZZ0</cusip>
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          <isin value="US3137FUZZ07"/>
          <ticker value="FHLMC"/>
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        <curCd>USD</curCd>
        <valUSD>1396795.82</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Dreyfus Govt Cash</name>
        <lei>549300F7IDB6WRO7VJ11</lei>
        <title>Dreyfus Govt Cash SH BEN INT</title>
        <cusip>262006208</cusip>
        <identifiers>
          <isin value="US2620062081"/>
          <ticker value="DGCXX"/>
          <other otherDesc="SEDOL" value="B125RB9"/>
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        <balance>56366191.56</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56366191.56</valUSD>
        <pctVal>6.2571990620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PRPM LLC</name>
        <lei>N/A</lei>
        <title>PRPM 2020-2 A1</title>
        <cusip>693590AA9</cusip>
        <identifiers>
          <isin value="US693590AA97"/>
          <ticker value="PRPM"/>
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        <balance>2437167.42</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2452752.37</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD</name>
        <lei>N/A</lei>
        <title>PSTAT 2021-1A D</title>
        <cusip>69701VAA6</cusip>
        <identifiers>
          <isin value="US69701VAA61"/>
          <ticker value="PSTAT"/>
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        <balance>3000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3017052</valUSD>
        <pctVal>0.3349223075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.000000000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FHMS K113 X1</title>
        <cusip>3137FV5Q1</cusip>
        <identifiers>
          <isin value="US3137FV5Q11"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>55696680.32</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5856879.1</valUSD>
        <pctVal>0.6501709162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FHMS K113 XAM</title>
        <cusip>3137FV5S7</cusip>
        <identifiers>
          <isin value="US3137FV5S76"/>
          <ticker value="FHLMC"/>
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        <balance>10743000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1361827.8</valUSD>
        <pctVal>0.1511762175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.692681000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K114 X3</title>
        <cusip>3137FVNK4</cusip>
        <identifiers>
          <isin value="US3137FVNK49"/>
          <ticker value="FHLMC"/>
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        <balance>19500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3904471.35</valUSD>
        <pctVal>0.4334345428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.830231000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FHMS K115 X3</title>
        <cusip>3137FWGA2</cusip>
        <identifiers>
          <isin value="US3137FWGA23"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>21702896</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4734866.56</valUSD>
        <pctVal>0.5256165403</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.060270000000</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>Edison International</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>EIX V5.375 PERP A</title>
        <cusip>281020AS6</cusip>
        <identifiers>
          <isin value="US281020AS67"/>
          <ticker value="EIX"/>
          <other otherDesc="SEDOL" value="BMCDH43"/>
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        <balance>15630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16162201.5</valUSD>
        <pctVal>1.7941625869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ET F 11/01/66 *</title>
        <cusip>29273RBA6</cusip>
        <identifiers>
          <isin value="US29273RBA68"/>
          <ticker value="ET"/>
          <other otherDesc="SEDOL" value="BHBFCH3"/>
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        <balance>4302000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3548289.6</valUSD>
        <pctVal>0.3938948817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.143250000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K-1517 X1</title>
        <cusip>3137FWHG8</cusip>
        <identifiers>
          <isin value="US3137FWHG83"/>
          <ticker value="FHLMC"/>
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        <balance>34965852.49</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5075356.43</valUSD>
        <pctVal>0.5634142491</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K-1517 X3</title>
        <cusip>3137FWHH6</cusip>
        <identifiers>
          <isin value="US3137FWHH66"/>
          <ticker value="FHLMC"/>
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        <balance>52485811</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17933635.33</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET V7.125 PERP G</title>
        <cusip>29273VAM2</cusip>
        <identifiers>
          <isin value="US29273VAM28"/>
          <ticker value="ET"/>
          <other otherDesc="SEDOL" value="BMHR7W8"/>
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        <curCd>USD</curCd>
        <valUSD>5795597.5</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>N/A</maturityDt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>ET V6.5 PERP H</title>
        <cusip>29273VAN0</cusip>
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          <ticker value="ET"/>
          <other otherDesc="SEDOL" value="BN2CHF8"/>
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        <curCd>USD</curCd>
        <valUSD>10022144.88</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>REDWOOD FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>REDWOOD FUNDING TRUST 2020-1</title>
        <cusip>75806DAA7</cusip>
        <identifiers>
          <isin value="US75806DAA72"/>
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        <balance>10109220.77</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10124627.22</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-07-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.75</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Regions Financial Corporation</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>RF V5.75 PERP D</title>
        <cusip>7591EPAR1</cusip>
        <identifiers>
          <isin value="US7591EPAR12"/>
          <ticker value="RF"/>
          <other otherDesc="SEDOL" value="BM9SDM1"/>
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        <balance>13936000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15542820.8</valUSD>
        <pctVal>1.7254052658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.750000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Residential Accredit Loans Inc</name>
        <lei>N/A</lei>
        <title>RALI 2004-QS6 A1</title>
        <cusip>76110HTG4</cusip>
        <identifiers>
          <isin value="US76110HTG47"/>
          <ticker value="RALI"/>
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        <balance>9764.21</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9179.66</valUSD>
        <pctVal>0.0010190321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K116 X3</title>
        <cusip>3137FWHW3</cusip>
        <identifiers>
          <isin value="US3137FWHW34"/>
          <ticker value="FHLMC"/>
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        <balance>26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5856424.6</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.125011000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>N/A</lei>
        <title>FHMS K117 XAM</title>
        <cusip>3137FX3V8</cusip>
        <identifiers>
          <isin value="US3137FX3V87"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>39700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4586715.68</valUSD>
        <pctVal>0.5091703423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.533124000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V4.7 PERP V</title>
        <cusip>172967MK4</cusip>
        <identifiers>
          <isin value="US172967MK42"/>
          <ticker value="C"/>
          <other otherDesc="SEDOL" value="BKX99Z1"/>
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        <balance>4775000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4882437.5</valUSD>
        <pctVal>0.5419983593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.700000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>C V4 PERP W</title>
        <cusip>172967MU2</cusip>
        <identifiers>
          <isin value="US172967MU24"/>
          <ticker value="C"/>
          <other otherDesc="SEDOL" value="BM9GMM8"/>
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        <balance>6134000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6356050.8</valUSD>
        <pctVal>0.7055838616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.000000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citizens Financial Group Inc</name>
        <lei>2138004JDDA4ZQUPFW65</lei>
        <title>CFG V5.65 PERP F</title>
        <cusip>174610AU9</cusip>
        <identifiers>
          <isin value="US174610AU90"/>
          <ticker value="CFG"/>
          <other otherDesc="SEDOL" value="BMXXNH7"/>
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        <balance>12391000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13925005.8</valUSD>
        <pctVal>1.5458119631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.650000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Coinbase Global Inc</name>
        <lei>N/A</lei>
        <title>COIN 3.375 10/01/28 144A</title>
        <cusip>19260QAC1</cusip>
        <identifiers>
          <isin value="US19260QAC15"/>
          <ticker value="COIN"/>
          <other otherDesc="SEDOL" value="BN6KWY2"/>
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        <balance>8935000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8599937.5</valUSD>
        <pctVal>0.9546772519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K127 X3</title>
        <cusip>3137FXZ68</cusip>
        <identifiers>
          <isin value="US3137FXZ687"/>
          <ticker value="FHLMC"/>
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        <balance>38058448</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7910246.71</valUSD>
        <pctVal>0.8781148225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.745660000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K-1520 X1</title>
        <cusip>3137FYTY2</cusip>
        <identifiers>
          <isin value="US3137FYTY28"/>
          <ticker value="FHLMC"/>
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        <balance>54972136.14</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2940371.61</valUSD>
        <pctVal>0.3264100336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.578149000000</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>Green Tree Financial Corporation</name>
        <lei>N/A</lei>
        <title>GT 1998-4 A7</title>
        <cusip>393505F98</cusip>
        <identifiers>
          <isin value="US393505F983"/>
          <ticker value="GT"/>
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        <balance>30120.64</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30262.36</valUSD>
        <pctVal>0.0033594182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.870004300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Charles Schwab Corporation</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>SCHW V5.375 PERP G</title>
        <cusip>808513BD6</cusip>
        <identifiers>
          <isin value="US808513BD67"/>
          <ticker value="SCHW"/>
          <other otherDesc="SEDOL" value="BMDWQR5"/>
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        <balance>18593000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20661471.25</valUSD>
        <pctVal>2.2936255750</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.375000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K-1520 X3</title>
        <cusip>3137FYTZ9</cusip>
        <identifiers>
          <isin value="US3137FYTZ92"/>
          <ticker value="FHLMC"/>
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        <balance>5000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1651661.5</valUSD>
        <pctVal>0.1833505955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.198314000000</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K128 X3</title>
        <cusip>3137FYUM6</cusip>
        <identifiers>
          <isin value="US3137FYUM60"/>
          <ticker value="FHLMC"/>
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        <balance>18230000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3960859.45</valUSD>
        <pctVal>0.4396941739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.885779000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K742 X3</title>
        <cusip>3137H0GY8</cusip>
        <identifiers>
          <isin value="US3137H0GY84"/>
          <ticker value="FHLMC"/>
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        <balance>16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2397404.8</valUSD>
        <pctVal>0.2661354023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.685282000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FHMS K743 X3</title>
        <cusip>3137H14E3</cusip>
        <identifiers>
          <isin value="US3137H14E35"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>9500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1643751.75</valUSD>
        <pctVal>0.1824725358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.056342000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K130 X3</title>
        <cusip>3137H1YY6</cusip>
        <identifiers>
          <isin value="US3137H1YY65"/>
          <ticker value="FHLMC"/>
        </identifiers>
        <balance>6628509</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1650787.74</valUSD>
        <pctVal>0.1832535996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.202770000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FHMS K130 XAM</title>
        <cusip>3137H1YZ3</cusip>
        <identifiers>
          <isin value="US3137H1YZ31"/>
          <ticker value="FHLMC"/>
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        <balance>41864611</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4539894.71</valUSD>
        <pctVal>0.5039727563</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.320770000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FHMS K744 X3</title>
        <cusip>3137H1Z66</cusip>
        <identifiers>
          <isin value="US3137H1Z668"/>
          <ticker value="FHLMC"/>
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        <balance>39018396</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6863882.11</valUSD>
        <pctVal>0.7619581084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.059830000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <valUSD>2487688.11</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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          <ticker value="FHLMC"/>
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        <valUSD>7639775.92</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <cusip>3137H2NJ9</cusip>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>NEW Residential Invt Corp</name>
        <lei>549300WNTHGEO5LP2G31</lei>
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          <isin value="US64828T7063"/>
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        <fairValLevel>1</fairValLevel>
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        <name>Bank of America Corporation</name>
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          <ticker value="BAC"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Blackrock Credit Allocation Income Trust</name>
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          <ticker value="XBTZX"/>
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        <invCountry>US</invCountry>
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        <name>Blackrock Corporate High Yield Fund Incorporation</name>
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        <name>Fifth Third Bancorp</name>
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        <name>INVESCO SR INCOME TR</name>
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        <name>INVESCO VAN KAMPEN TR INVT GRADE MUNS</name>
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        <name>INVESCO VAN KAMPEN MUN OPPORTUNITY TR</name>
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        <title>INVESCO VAN KAMPEN MUN OPPORTUNITY TR COM STK NPV</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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        <name>Government National Mortgage Association</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2016-110 IO</title>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GNR 2016-158 IO</title>
        <cusip>38379UX35</cusip>
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          <isin value="US38379UX350"/>
          <ticker value="GNR"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-06-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.766490000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Corp</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corp 5.75% DEP SHS REPSTG 1/1000TH PREP PFD A</title>
        <cusip>26441C501</cusip>
        <identifiers>
          <isin value="US26441C5013"/>
          <ticker value="DUK"/>
          <other otherDesc="SEDOL" value="BJXH6L3"/>
        </identifiers>
        <balance>241181</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6680713.7</valUSD>
        <pctVal>0.7416246218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Eaton Vance Insured Municipal Bond Fund</name>
        <lei>5493006Q4EBOXVQBQD12</lei>
        <title>Eaton Vance Insured Municipal Bond Fund COM USD0.01</title>
        <cusip>27827X101</cusip>
        <identifiers>
          <isin value="US27827X1019"/>
          <ticker value="XEIMX"/>
          <other otherDesc="SEDOL" value="2979119"/>
        </identifiers>
        <balance>190899</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2554228.62</valUSD>
        <pctVal>0.2835443815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="55432.000000000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Incorporation</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge Incorporation CUMULATIVE REDEEMABLE PREFERENCE SHARES, SERIES J</title>
        <cusip>29250N824</cusip>
        <identifiers>
          <isin value="CA29250N8246"/>
          <ticker value="ENBCN"/>
          <other otherDesc="SEDOL" value="B828NH5"/>
        </identifiers>
        <balance>46849</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>969774.3</valUSD>
        <pctVal>0.1076544409</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Incorporation</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge Incorporation CUMULATIVE REDEEMABLE PREFERENCE SHARES, SERIES L</title>
        <cusip>29250N790</cusip>
        <identifiers>
          <isin value="CA29250N7909"/>
          <ticker value="ENBCN"/>
          <other otherDesc="SEDOL" value="B8G1KT1"/>
        </identifiers>
        <balance>32865</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>692465.55</valUSD>
        <pctVal>0.0768704550</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Incorporation</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge Incorporation CUMULATIVE REDEEMABLE PREFERENCE SHARES, SERIES 1</title>
        <cusip>29250N717</cusip>
        <identifiers>
          <isin value="CA29250N7172"/>
          <ticker value="ENBCN"/>
          <other otherDesc="SEDOL" value="B9M3032"/>
        </identifiers>
        <balance>22839</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>507254.19</valUSD>
        <pctVal>0.0563101809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Incorporation</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge Incorporation CUMULATIVE REDEEMABLE PREFERENCE SHARES, SERIES 5</title>
        <cusip>29250N667</cusip>
        <identifiers>
          <isin value="CA29250N6679"/>
          <ticker value="ENBCN"/>
          <other otherDesc="SEDOL" value="BF67P82"/>
        </identifiers>
        <balance>90996</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2001912</valUSD>
        <pctVal>0.2222318298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SDART 2021-3 A1</title>
        <cusip>80287EAA3</cusip>
        <identifiers>
          <isin value="US80287EAA38"/>
          <ticker value="SDART"/>
        </identifiers>
        <balance>1874379.06</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1874365.38</valUSD>
        <pctVal>0.2080729063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.141330000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sempra</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>SRE V4.875 PERP</title>
        <cusip>816851BK4</cusip>
        <identifiers>
          <isin value="US816851BK46"/>
          <ticker value="SRE"/>
          <other otherDesc="SEDOL" value="BMVT1B7"/>
        </identifiers>
        <balance>25813000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28007105</valUSD>
        <pctVal>3.1090628316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.875000000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Virtus AllianzGI Convertible &amp; Income Fund</name>
        <lei>549300WT3ICVH2Z06O49</lei>
        <title>Virtus AllianzGI Convertible &amp; Income Fund 5.625% CUM PREF SHS SERIES A USD25</title>
        <cusip>018828707</cusip>
        <identifiers>
          <isin value="US0188287074"/>
          <ticker value="NCV"/>
          <other otherDesc="SEDOL" value="BDZ4FP7"/>
        </identifiers>
        <balance>190829</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5064601.66</valUSD>
        <pctVal>0.5622203644</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Total returns reported in Item B.5(a) do not reflect the effect of sales loads or contingent deferred sales charges." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2021-11-24</ncom:dateSigned>
      <ncom:nameOfApplicant>Touchstone Strategic Trust</ncom:nameOfApplicant>
      <ncom:signature>Terrie A. Wiedenheft</ncom:signature>
      <ncom:signerName>Terrie A. Wiedenheft</ncom:signerName>
      <ncom:title>Controller &amp; Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
