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        <name>GCAT</name>
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        <name>Verus Securitization Trust</name>
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        <name>TARGA RESOURCES CORP 4/2 144A CP 3.2000 20220906</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hyundai Auto Lease Securitizat</name>
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        <name>Avis Budget Rental Car Funding</name>
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        <name>Deephaven Residential Mortgage</name>
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      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK</name>
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        <name>New Residential Mortgage Loan</name>
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        <name>Navient Student Loan Trust</name>
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        <title>United States Treasury Bill</title>
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        <name>MHC Commercial Mortgage Trust</name>
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        <name>SOUTH DAKOTA ST EDUCTNL ENHANC</name>
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      <invstOrSec>
        <name>INTL FLAVOR &amp; FRAGRANCES</name>
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        <title>International Flavors &amp; Fragrances Inc</title>
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        <curCd>USD</curCd>
        <valUSD>4254556.83000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>TRINITY ACQUISITION PLC</name>
        <lei>549300FJZWZN6MJNGB63</lei>
        <title>Trinity Acquisition PLC</title>
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          <isin value="US89641UAA97"/>
          <other otherDesc="SEDOL" value="BCZTL91"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding</title>
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          <isin value="US04685A2X87"/>
          <other otherDesc="SEDOL" value="BN453B3"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4891350.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-24</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Onslow Bay Financial LLC</name>
        <lei>N/A</lei>
        <title>OBX 2018-EXP1 Trust</title>
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          <isin value="US67097VAS34"/>
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        <balance>215702.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>214260.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CROWN CASTLE INTL CORP 4/2 144A CP 0.0000 20220906</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="INTERNAL" value="22823QJ69"/>
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        <balance>19550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19540954.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-06</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>Magnetite CLO Ltd</name>
        <lei>549300Z3WHVYABE20I45</lei>
        <title>Magnetite XVI Ltd</title>
        <cusip>55953RAL5</cusip>
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          <isin value="US55953RAL50"/>
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        <balance>771361.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>760824.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-18</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP</title>
        <cusip>55336VAE0</cusip>
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          <isin value="US55336VAE02"/>
          <other otherDesc="SEDOL" value="BDCVWY9"/>
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        <balance>4725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4730906.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>Ally Financial Inc</title>
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        <balance>6400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6470617.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>KKR Industrial Portfolio Trust</name>
        <lei>N/A</lei>
        <title>KKR Industrial Portfolio Trust 2021-KDIP</title>
        <cusip>48254CAA3</cusip>
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          <isin value="US48254CAA36"/>
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        <balance>2840375.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2744368.17000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.94100000</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61747YEP6</cusip>
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          <isin value="US61747YEP60"/>
          <other otherDesc="SEDOL" value="BNRR4G8"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9927620.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.28145700</annualizedRt>
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      <invstOrSec>
        <name>SPRINT CORP</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>Sprint Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
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      <invstOrSec>
        <name>NATURE CONSERVANCY (THE)</name>
        <lei>549300GJ1IZME7V1JJ28</lei>
        <title>Nature Conservancy/The</title>
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          <isin value="US63902HAF64"/>
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        <balance>850000.00000000</balance>
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        <valUSD>826102.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>JPMORGAN CHASE &amp; CO</name>
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        <title>JPMorgan Chase &amp; Co</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>Societe Generale SA</title>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Santander Consumer Auto Receiv</name>
        <lei>N/A</lei>
        <title>Santander Consumer Auto Receivables Trust 2021-B</title>
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          <isin value="US802824AB83"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
        <title>Freddie Mac STACR REMIC Trust 2021-DNA6</title>
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          <isin value="US35564KKR94"/>
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        <balance>20800000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>Ally Financial Inc</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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      <invstOrSec>
        <name>BRAVO Residential Funding Trus</name>
        <lei>N/A</lei>
        <title>BRAVO Residential Funding Trust 2021-NQM3</title>
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      <invstOrSec>
        <name>Deephaven Residential Mortgage</name>
        <lei>N/A</lei>
        <title>Deephaven Residential Mortgage Trust 2021-1</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
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        <title>Citigroup Mortgage Loan Trust Inc</title>
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          <isin value="US17328PAX15"/>
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        <balance>1671756.46000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MPLX LP</name>
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        <title>MPLX LP</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHENIERE CORP CHRISTI HD</name>
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        <title>Cheniere Corpus Christi Holdings LLC</title>
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          <isin value="US16412XAC92"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PLAINS ALL AMER PIPELINE</name>
        <lei>N/A</lei>
        <title>Plains All American Pipeline LP / PAA Finance Corp</title>
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          <isin value="US72650RBD35"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United Wholesale Mortgage LLC</name>
        <lei>N/A</lei>
        <title>UWM Mortgage Trust 2021-INV2</title>
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          <isin value="US90354TAD19"/>
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        <balance>4896441.88000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2017-4</title>
        <cusip>89173UAA5</cusip>
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          <isin value="US89173UAA51"/>
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        <balance>179145.13000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Sierra Receivables Funding Co</name>
        <lei>N/A</lei>
        <title>Sierra Timeshare 2020-2 Receivables Funding LLC</title>
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          <isin value="US826525AA51"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2021-3</title>
        <cusip>92539LAA8</cusip>
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        <balance>7850618.04000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CROWN CASTLE INTL CORP 4/2 144A CP 3.1800 20220901</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>World Omni Automobile Lease Se</name>
        <lei>N/A</lei>
        <title>World Omni Automobile Lease Securitization Trust 2020-B</title>
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          <isin value="US98163GAF81"/>
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      <invstOrSec>
        <name>Angel Oak Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust I LLC 2019-2</title>
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          <isin value="US03463WAA18"/>
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        <name>DAIMLER TRUCKS FINAN NA</name>
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        <title>Daimler Trucks Finance North America LLC</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CONTINENTAL RESOURCES</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
        <title>Continental Resources Inc/OK</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Carvana Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>Carvana Auto Receivables Trust 2021-N4</title>
        <cusip>14687HAC7</cusip>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>WESTERN UNION CO/THE</name>
        <lei>28ID94QU1140NC23S047</lei>
        <title>Western Union Co/The</title>
        <cusip>959802AY5</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SES SA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAUDI ELECTRICITY GLOBAL</name>
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        <title>Saudi Electricity Global Sukuk Co 2</title>
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      <invstOrSec>
        <name>Onslow Bay Financial LLC</name>
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        <name>Homeward Opportunities Fund I</name>
        <lei>N/A</lei>
        <title>Homeward Opportunities Fund I Trust 2020-2</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ellington Financial Mortgage T</name>
        <lei>N/A</lei>
        <title>Ellington Financial Mortgage Trust 2021-2</title>
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        <name>NATURE CONSERVANCY (THE)</name>
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        <title>Nature Conservancy/The</title>
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          <isin value="US63902HAG48"/>
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        <name>BANK OF AMERICA CORP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MYLAN INC</name>
        <lei>30ZMPDNA1RHIBH89C294</lei>
        <title>Mylan Inc</title>
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        <name>SOUTHERN CAL EDISON</name>
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        <title>Southern California Edison Co</title>
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        <name>Freddie Mac - STACR</name>
        <lei>N/A</lei>
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        <name>Great Wolf Trust</name>
        <lei>N/A</lei>
        <title>Great Wolf Trust 2019-WOLF</title>
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          <isin value="US39152TAA88"/>
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        <name>Angel Oak Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust I LLC 2019-2</title>
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        <name>BX Trust</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust 2021-SOAR</title>
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          <isin value="US05608WAA27"/>
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        <name>SBA TOWER TRUST</name>
        <lei>N/A</lei>
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        <name>Fannie Mae - CAS</name>
        <lei>N/A</lei>
        <title>Connecticut Avenue Securities Trust 2021-R01</title>
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      <invstOrSec>
        <name>Angel Oak Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust I LLC 2019-1</title>
        <cusip>03464MAA2</cusip>
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          <isin value="US03464MAA27"/>
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        <balance>86264.35000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>404280CZ0</cusip>
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        <name>Freddie Mac - STACR</name>
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        <name>DANSKE BANK A/S</name>
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        <name>World OMNI Select Auto Trust</name>
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        <name>Hyundai Auto Lease Securitizat</name>
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        <name>STANDARD CHARTERED PLC</name>
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        <name>TARRANT CNTY TX CULTURAL EDU F</name>
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        <title>Tarrant County Cultural Education Facilities Finance Corp</title>
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        <name>Towd Point Mortgage Trust</name>
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        <name>NISSAN MOTOR ACCEPTANCE</name>
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        <name>Navient Student Loan Trust</name>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
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          <isin value="US92537HAA95"/>
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        <fairValLevel>2</fairValLevel>
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        <name>INTESA SANPAOLO SPA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Onslow Bay Financial LLC</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GREAT LAKES MI WTR AUTH SEWAGE</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, NA - CACL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SMBC AVIATION CAPITAL FI</name>
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        <title>SMBC Aviation Capital Finance DAC</title>
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        <invCountry>IE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CREDIT SUISSE GROUP AG</name>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GENERAL MOTORS FINL CO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>ATHENE GLOBAL FUNDING</name>
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        <title>Athene Global Funding</title>
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        <name>SANTANDER UK PLC</name>
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        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2020-4</title>
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        <name>SG Capital Partners</name>
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        <title>SG Residential Mortgage Trust 2021-1</title>
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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <name>BANCO SANTANDER SA</name>
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        <name>HYUNDAI CAPITAL AMERICA</name>
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        <name>Starwood Mortgage Residential</name>
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        <name>Avis Budget Rental Car Funding</name>
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        <name>Fannie Mae - CAS</name>
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        <title>Fannie Mae Connecticut Avenue Securities</title>
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        <name>CHICAGO IL TRANSIT AUTH SALES</name>
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        <name>GS Mortgage Securities Trust</name>
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        <title>GS Mortgage Securities Corp Trust 2021-ROSS</title>
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        <name>Onslow Bay Financial LLC</name>
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        <name>WELLS FARGO &amp; COMPANY</name>
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        <title>Wells Fargo &amp; Co</title>
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        <name>Santander Bank Auto Credit-Lin</name>
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        <name>ARROW ELECTRONICS IN</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>Angel Oak Mortgage Trust</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ford Credit Auto Lease Trust</name>
        <lei>N/A</lei>
        <title>Ford Credit Auto Lease Trust 2021-A</title>
        <cusip>34532QAE8</cusip>
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          <isin value="US34532QAE89"/>
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        <balance>17400000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TRITON CONTAINER</name>
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        <title>Triton Container International Ltd</title>
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          <isin value="US89680YAD76"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP INC</name>
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        <title>Citigroup Inc</title>
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          <isin value="US172967MW89"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Santander Drive Auto Receivabl</name>
        <lei>N/A</lei>
        <title>Santander Drive Auto Receivables Trust 2021-3</title>
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          <isin value="US80287EAD76"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.60000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SYNGENTA WILMINGTON INC 4/2 144A CP 3.3000 20220913</name>
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          <other otherDesc="INTERNAL" value="8716A3JD8"/>
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        <balance>32275000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-13</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OVINTIV INC 4/2 CP 0.0000 20220920</name>
        <lei>N/A</lei>
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          <other otherDesc="INTERNAL" value="69047KJL0"/>
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        <balance>275000.00000000</balance>
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        <valUSD>274558.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>ENERGY TRANSFER LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</lei>
        <title>Energy Transfer LP</title>
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          <isin value="US29278NAL73"/>
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        <fairValLevel>2</fairValLevel>
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        <title>Baidu Inc</title>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <name>Angel Oak Mortgage Trust</name>
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        <name>HYATT HOTELS CORP</name>
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        <title>Hyatt Hotels Corp</title>
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      <invstOrSec>
        <name>Ellington Financial Mortgage T</name>
        <lei>N/A</lei>
        <title>Ellington Financial Mortgage Trust 2017-1</title>
        <cusip>31574XAA6</cusip>
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        <balance>5254915.07000000</balance>
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        <curCd>USD</curCd>
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        <name>KINDER MORGAN ENER PART</name>
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        <title>Kinder Morgan Energy Partners LP</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>NORDSTROM INC</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>Nordstrom Inc</title>
        <cusip>655664AX8</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>CYTEC INDUSTRIES INC</name>
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        <name>Onslow Bay Financial LLC</name>
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        <name>MICHIGAN ST FIN AUTH REVENUE</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BAYVIEW OPPORTUNITY MASTER FUN</name>
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        <name>DEUTSCHE BANK NY</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-08</maturityDt>
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      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Connecticut Avenue Securities</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AmeriCredit Automobile Receiva</name>
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        <name>T. ROWE PRICE GOVERNMENT RESERVE FUND</name>
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        <fairValLevel>1</fairValLevel>
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        <name>7-ELEVEN INC</name>
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        <title>7-Eleven Inc</title>
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        <name>CELANESE US HOLDINGS LLC</name>
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        <title>Celanese US Holdings LLC</title>
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        <name>PACIFIC GAS &amp; ELECTRIC</name>
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        <name>TORONTO-DOMINION BANK</name>
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        <name>Towd Point Mortgage Trust</name>
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        <name>MVW Owner Trust</name>
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        <name>ESSEX PORTFOLIO LP</name>
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        <title>Essex Portfolio LP</title>
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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
        <lei>5493000F4ZO33MV32P92</lei>
        <title>CDS DEVON ENERGY CORP</title>
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        <name>BRITISH TELECOMMUNICATIO</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SG Capital Partners</name>
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      <invstOrSec>
        <name>ARI Fleet Lease Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Santander Consumer Auto Receiv</name>
        <lei>N/A</lei>
        <title>Santander Consumer Auto Receivables Trust 2021-C</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Santander Retail Auto Lease Tr</name>
        <lei>N/A</lei>
        <title>Santander Retail Auto Lease Trust 2019-C</title>
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          <isin value="US80284NAH17"/>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PLAINS ALL AMER PIPELINE 4/2 144A CP 2.8000 20220901</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>NATWEST GROUP PLC</name>
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        <title>NatWest Group PLC</title>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>ONE Park Mortgage Trust</name>
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        <title>ONE 2021-PARK Mortgage Trust</title>
        <cusip>682413AA7</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>DANSKE BANK A/S</name>
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        <title>Danske Bank A/S</title>
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        <invCountry>DK</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>MAGALLANES INC</name>
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        <title>Magallanes Inc</title>
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        <name>JPMorgan Chase Bank, NA - CACL</name>
        <lei>N/A</lei>
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        <name>PACIFIC GAS &amp; ELECTRIC</name>
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        <name>WESTERN UNION CO/THE</name>
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      <invstOrSec>
        <name>TOBACCO SETTLEMENT AUTH IA TOB</name>
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        <title>Iowa Tobacco Settlement Authority</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
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      <invstOrSec>
        <name>GM Financial Automobile Leasin</name>
        <lei>N/A</lei>
        <title>GM Financial Automobile Leasing Trust 2020-3</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SABINE PASS LIQUEFACTION</name>
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        <name>Freddie Mac - STACR</name>
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        <name>ANALOG DEVICES INC</name>
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        <title>Analog Devices Inc</title>
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      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUN</name>
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        <name>HUMANA INC</name>
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        <title>Humana Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hyundai Auto Lease Securitizat</name>
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        <title>Hyundai Auto Lease Securitization Trust 2021-A</title>
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        <fairValLevel>2</fairValLevel>
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        <name>STELLANTIS NV</name>
        <lei>549300LKT9PW7ZIBDF31</lei>
        <title>Stellantis NV</title>
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        <fairValLevel>2</fairValLevel>
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        <name>POSCO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SYDNEY AIRPORT FINANCE</name>
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        <title>Sydney Airport Finance Co Pty Ltd</title>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>CAPITAL ONE FINANCIAL CO</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corp</title>
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        <name>NEW JERSEY ST TURNPIKE AUTH TU</name>
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        <title>New Jersey Turnpike Authority</title>
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        <name>JP Morgan Chase Commercial Mor</name>
        <lei>N/A</lei>
        <title>JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD</title>
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        <name>CENTRL TX REGL MOBILITY AUTH R</name>
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        <name>GILEAD SCIENCES INC</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>Gilead Sciences Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-29</maturityDt>
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        <name>Towd Point Mortgage Trust</name>
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        <name>EQUITABLE FINANCIAL LIFE</name>
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        <name>Santander Drive Auto Receivabl</name>
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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <name>EQUIFAX INC</name>
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        <title>Equifax Inc</title>
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        <name>NEXTERA ENERGY CAPITAL</name>
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        <title>NextEra Energy Capital Holdings Inc</title>
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        <name>UBS AG LONDON</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG/London</title>
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        <name>Bank of America, National Association</name>
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        <name>KINDER MORGAN INC</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>Kinder Morgan Inc</title>
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        <name>Towd Point Mortgage Trust</name>
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        <name>AERCAP IRELAND CAP/GLOBA</name>
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        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
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        <name>ENRGY TRANS LP/REG FIN</name>
        <lei>N/A</lei>
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        <name>Santander Retail Auto Lease Tr</name>
        <lei>N/A</lei>
        <title>Santander Retail Auto Lease Trust 2021-B</title>
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        <name>TORONTO-DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank/The</title>
        <cusip>89114TZC9</cusip>
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        <balance>10000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Navient Student Loan Trust</name>
        <lei>549300JSCKIU587G1R13</lei>
        <title>Navient Private Education Loan Trust 2016-A</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Vista Point Securitization Tru</name>
        <lei>N/A</lei>
        <title>Vista Point Securitization Trust 2020-2</title>
        <cusip>92838TAA9</cusip>
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          <isin value="US92838TAA97"/>
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        <balance>3254969.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3065288.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.47500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>Public Storage</title>
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          <isin value="US74460WAB37"/>
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        <balance>6305000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.62119300</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>General Motors</name>
        <lei>N/A</lei>
        <title>GMF Floorplan Owner Revolving Trust</title>
        <cusip>361886CJ1</cusip>
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          <isin value="US361886CJ10"/>
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        <balance>1435000.00000000</balance>
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        <curCd>USD</curCd>
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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>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.03000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VISTRA OPERATIONS CO LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>Vistra Operations Co LLC</title>
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          <isin value="US92840VAD47"/>
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        <balance>24655000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23730437.50000000</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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          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TREASURY BILL</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill</title>
        <cusip>912796XV6</cusip>
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          <isin value="US912796XV67"/>
          <other otherDesc="SEDOL" value="BPQDWM3"/>
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        <balance>21000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20984880.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-13</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fannie Mae - CAS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae Connecticut Avenue Securities</title>
        <cusip>20754KAA9</cusip>
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          <isin value="US20754KAA97"/>
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        <balance>19845060.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19644196.43000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.08319000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NORDEA BANK ABP</name>
        <lei>529900ODI3047E2LIV03</lei>
        <title>Nordea Bank Abp</title>
        <cusip>65557FAD8</cusip>
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          <isin value="US65557FAD87"/>
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        <balance>14848000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14849054.21000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AIB GROUP PLC</name>
        <lei>635400AKJBGNS5WNQL34</lei>
        <title>AIB Group PLC</title>
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          <isin value="US00135TAA25"/>
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        <balance>21035000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>404280AP4</cusip>
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          <isin value="US404280AP48"/>
          <other otherDesc="SEDOL" value="BKJLDZ9"/>
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        <balance>20041000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19951557.02000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROGERS COMMUNICATIONS 4/2 144A CP 3.0000 20220929</name>
        <lei>N/A</lei>
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          <other otherDesc="INTERNAL" value="77511MJV4"/>
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        <balance>30000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29934194.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-29</maturityDt>
          <couponKind>None</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Symphony Static CLO Ltd</name>
        <lei>N/A</lei>
        <title>Symphony Static CLO I Ltd</title>
        <cusip>87190TAA1</cusip>
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          <isin value="US87190TAA16"/>
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        <balance>14924130.54000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC</title>
        <cusip>06738EAC9</cusip>
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          <isin value="US06738EAC93"/>
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        <balance>11420000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Navient Student Loan Trust</name>
        <lei>N/A</lei>
        <title>Navient Private Education Loan Trust 2017-A</title>
        <cusip>63939XAC5</cusip>
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          <isin value="US63939XAC56"/>
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        <balance>431307.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>429709.78000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-12-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.29100000</annualizedRt>
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      <invstOrSec>
        <name>Navient Student Loan Trust</name>
        <lei>N/A</lei>
        <title>Navient Private Education Refi Loan Trust 2020-F</title>
        <cusip>63941XAA5</cusip>
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          <isin value="US63941XAA54"/>
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        <balance>2875970.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2637553.09000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.22000000</annualizedRt>
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        <name>MARRIOTT INTERNATIONAL</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>Marriott International Inc/MD</title>
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        <balance>8984000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
        <lei>549300EX04Q2QBFQTQ27</lei>
        <title>CBOT 5 Year US Treasury Note</title>
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          <ticker value="FVZ2"/>
          <other otherDesc="ID_BB_GLOBAL" value="BBG014ZV7CF3"/>
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        <balance>-393.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>149890.20000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</counterpartyName>
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                <issuerName>US TREASURY N/B</issuerName>
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      <invstOrSec>
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      <invstOrSec>
        <name>Santander Bank Auto Credit-Lin</name>
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        <name>STANDARD CHARTERED PLC</name>
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        <name>EDISON INTERNATIONAL</name>
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        <name>ONEOK INC 4/2 144A CP 2.7500 20220901</name>
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        <name>BPCE SA</name>
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        <name>Hilton Grand Vacations Trust</name>
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        <name>HERO ASIA INVESTMENT LTD</name>
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        <name>DANSKE BANK A/S</name>
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        <name>Ford Credit Auto Lease Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>New Residential Mortgage Loan</name>
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        <name>NATIONWIDE BLDG SOCIETY</name>
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      <invstOrSec>
        <name>BX Commercial Mortgage Trust 2</name>
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        <name>Santander Retail Auto Lease Tr</name>
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        <name>STATE GRID OVERSEAS INV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Navient Student Loan Trust</name>
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        <name>PENSKE TRUCK LEASING/PTL</name>
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        <name>HPEFS Equipment Trust</name>
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        <name>Angel Oak Mortgage Trust</name>
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        <name>Verus Securitization Trust</name>
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        <name>Starwood Mortgage Residential</name>
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        <name>NMLT Trust</name>
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        <name>Freddie Mac - STACR</name>
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        <name>CREDIT SUISSE GROUP AG</name>
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        <name>SMB Private Education Loan Tru</name>
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        <name>PLAINS ALL AMER PIPELINE</name>
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        <name>GCT Commercial Mortgage Trust</name>
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        <name>GC TREASURY CENTRE CO</name>
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        <name>STANDARD CHARTERED PLC</name>
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        <name>PSMC Trust</name>
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        <name>Nelnet Student Loan Trust</name>
        <lei>N/A</lei>
        <title>Nelnet Student Loan Trust 2021-D</title>
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        <name>Santander Retail Auto Lease Tr</name>
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        <name>QVC INC</name>
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        <name>AERCAP IRELAND CAP/GLOBA</name>
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        <name>Verus Securitization Trust</name>
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        <name>BOARD OF TRADE OF THE CITY OF CHICAGO, INC.</name>
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        <name>INTESA SANPAOLO SPA</name>
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        <name>BINOM Securitization Trust</name>
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        <name>ELARA HGV TIMESHARE ISSUER</name>
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        <name>GM Financial Automobile Leasin</name>
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        <name>CENTRL TX REGL MOBILITY AUTH R</name>
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        <name>Exeter Automobile Receivables</name>
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      <invstOrSec>
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        <lei>N/A</lei>
        <title>Marvell Technology Inc</title>
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        <curCd>USD</curCd>
        <valUSD>7585880.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Imperial Fund LLC</name>
        <lei>N/A</lei>
        <title>Imperial Fund Mortgage Trust 2021-NQM2</title>
        <cusip>452761AA7</cusip>
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          <isin value="US452761AA75"/>
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        <balance>9687362.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8101770.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Santander Retail Auto Lease Tr</name>
        <lei>N/A</lei>
        <title>Santander Retail Auto Lease Trust 2021-C</title>
        <cusip>80286CAE0</cusip>
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          <isin value="US80286CAE03"/>
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        <balance>10135000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HPHT FINANCE 17 LTD</name>
        <lei>549300TYU0354ZWXG128</lei>
        <title>HPHT Finance 17 Ltd</title>
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          <isin value="XS1679508504"/>
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        <curCd>USD</curCd>
        <valUSD>15191336.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GCAT</name>
        <lei>N/A</lei>
        <title>GCAT 2021-NQM4 Trust</title>
        <cusip>36168HAA2</cusip>
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          <isin value="US36168HAA23"/>
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        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Octane Receivables Trust</name>
        <lei>N/A</lei>
        <title>Octane Receivables Trust 2021-1</title>
        <cusip>67571AAA3</cusip>
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          <isin value="US67571AAA34"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2021-5</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Navient Student Loan Trust</name>
        <lei>N/A</lei>
        <title>Navient Private Education Refi Loan Trust 2021-G</title>
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        <name>ARROW ELECTRONICS INC.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SG Capital Partners</name>
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        <name>OVINTIV CANADA ULC 4/2 CP 3.3000 20220919</name>
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        <name>ARROW ELECTRONICS 4/2 144A CP 0.0000 20220901</name>
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        <name>Verus Securitization Trust</name>
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        <name>GS Mortgage-Backed Securities</name>
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        <title>GS Mortgage-Backed Securities Trust 2020-NQM1</title>
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          <isin value="US36259WAA99"/>
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      <invstOrSec>
        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae REMICS</title>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>NRG ENERGY INC</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy Inc</title>
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        <name>GM Financial Automobile Leasin</name>
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        <name>PSMC Trust</name>
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        <title>Mylan Inc</title>
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        <name>COLT Funding LLC</name>
        <lei>N/A</lei>
        <title>COLT 2020-3 Mortgage Loan Trust</title>
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          <isin value="US12597QAA40"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENEL FINANCE AMERICA LLC 4/2 144A CP 3.6000 20221102</name>
        <lei>N/A</lei>
        <title>ENEL FINANCE AMERICA LLC 4/2 144A CP 3.6000 20221102</title>
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          <other otherDesc="INTERNAL" value="29279HL29"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
        <lei>N/A</lei>
        <title>J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M</title>
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          <isin value="US46652RAA23"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp;</name>
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        <title>JPMorgan Chase &amp; Co</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ARI Fleet Lease Trust</name>
        <lei>N/A</lei>
        <title>ARI Fleet Lease Trust 2021-A</title>
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          <isin value="US00217FAB13"/>
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        <balance>5842872.47000000</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>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37000000</annualizedRt>
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        <name>Eagle Re Ltd</name>
        <lei>N/A</lei>
        <title>Eagle RE 2021-2 Ltd</title>
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        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>IMPERIAL BRANDS FIN PLC</name>
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        <title>Imperial Brands Finance PLC</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Santander Consumer Auto Receiv</name>
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        <title>Santander Consumer Auto Receivables Trust 2020-A</title>
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        <name>SOCIETE GENERALE</name>
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        <title>Societe Generale SA</title>
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      <invstOrSec>
        <name>Octane Receivables Trust</name>
        <lei>N/A</lei>
        <title>Octane Receivables Trust 2022-1</title>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>Edison International</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CHARLES SCHWAB CORP</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>Charles Schwab Corp/The</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge Inc</title>
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        <curCd>USD</curCd>
        <valUSD>9674864.90000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>Edison International</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2019-INV3</title>
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          <isin value="US92537MAA80"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JAPAN TREASURY DISC BILL</name>
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          <other otherDesc="INTERNAL" value="BNTH2J5"/>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CREDIT SUISSE NEW YORK</name>
        <lei>549300D0YARF5HYP1809</lei>
        <title>Credit Suisse AG/New York NY</title>
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          <isin value="US22550UAF84"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-21</maturityDt>
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      <invstOrSec>
        <name>General Motors</name>
        <lei>N/A</lei>
        <title>GMF Floorplan Owner Revolving Trust</title>
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          <isin value="US361886CN22"/>
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        <balance>2145000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>STRYKER CORP</name>
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        <title>Stryker Corp</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
        <title>Verus Securitization Trust 2020-5</title>
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          <isin value="US92538CAA99"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>KOREA NATIONAL OIL CORP</name>
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        <title>Korea National Oil Corp</title>
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        <name>GENERAL MOTORS FINL CO</name>
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        <title>General Motors Financial Co Inc</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ONEOK INC 4/2 144A CP 2.9800 20220923</name>
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          <other otherDesc="INTERNAL" value="68269FJP5"/>
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        <fairValLevel>2</fairValLevel>
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        <name>DAIMLER TRUCKS FINAN NA</name>
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        <title>Daimler Trucks Finance North America LLC</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Chase Bank, NA - CACL</name>
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        <title>JPMorgan Chase Bank NA - CACLN</title>
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        <name>NISSAN MOTOR ACCEPTANCE</name>
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        <title>Nissan Motor Acceptance Co LLC</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>GOLDMAN SACHS GROUP INC</name>
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        <title>Goldman Sachs Group Inc/The</title>
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        <fairValLevel>2</fairValLevel>
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        <name>PACIFIC GAS &amp; ELECTRIC</name>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>TRUIST FINANCIAL CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Navient Student Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HCA INC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP/GLOBA</name>
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      <invstOrSec>
        <name>TOBACCO SETTLEMENT FIN AUTH WV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GMRF Mortgage Acquisition Co.,</name>
        <lei>N/A</lei>
        <title>Galton Funding Mortgage Trust 2019-2</title>
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          <isin value="US36418AAG22"/>
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        <name>BAIDU INC</name>
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        <title>Baidu Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CELULOSA ARAUCO CONSTITU</name>
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        <invCountry>CL</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Angel Oak Mortgage Trust</name>
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        <title>Angel Oak Mortgage Trust 2019-5</title>
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        <name>CHICAGO IL TRANSIT AUTH SALES</name>
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        <title>Chicago Transit Authority Sales Tax Receipts Fund</title>
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      <invstOrSec>
        <name>Navient Student Loan Trust</name>
        <lei>N/A</lei>
        <title>Navient Private Education Refi Loan Trust 2021-A</title>
        <cusip>63942BAA2</cusip>
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        <name>HYATT HOTELS CORP</name>
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        <title>Hyatt Hotels Corp</title>
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        <name>Verus Securitization Trust</name>
        <lei>N/A</lei>
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        <name>PORT OF OAKLAND CA</name>
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        <title>Port of Oakland</title>
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        <name>POSCO</name>
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        <title>POSCO</title>
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        <invCountry>KR</invCountry>
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      <invstOrSec>
        <name>AERCAP IRELAND CAP/GLOBA</name>
        <lei>N/A</lei>
        <title>AerCap Ireland Capital DAC / AerCap Global Aviation Trust</title>
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          <isin value="US00774MBA27"/>
          <other otherDesc="SEDOL" value="BPBLXZ2"/>
        </identifiers>
        <balance>6835000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6750252.84000000</valUSD>
        <pctVal>0.207937011194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.60508300</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>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>CDS AT&amp;T INC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="MOS448573"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>29752.93000000</valUSD>
        <pctVal>0.000916519052</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AT&amp;T INC</issuerName>
                <issueTitle>AT&amp;T Inc</issueTitle>
                <identifiers>
                  <cusip value="00206RHW5"/>
                  <isin value="US00206RHW51"/>
                  <other otherDesc="SEDOL" value="BK1MHJ2"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="N/A" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <otherPmntDesc fixedOrFloating="Other">Default Event</otherPmntDesc>
            <terminationDt>2022-12-20</terminationDt>
            <upfrontPmnt>15722.91000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>10000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>14030.02000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2022-10-26</ncom:dateSigned>
      <ncom:nameOfApplicant>T. ROWE PRICE SHORT-TERM BOND FUND, INC.</ncom:nameOfApplicant>
      <ncom:signature>Alan S. Dupski</ncom:signature>
      <ncom:signerName>Alan S. Dupski</ncom:signerName>
      <ncom:title>Treasurer &amp; Vice President</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
