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      <invstOrSec>
        <name>UTEX INDUSTRIES INC 9.552% 05/20/2022 Second Lien Initial Term Loan</name>
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        <title>UTEX INDUSTRIES INC 9.552% 05/20/2022 Second Lien Initial Term Loan</title>
        <cusip>91759UAP0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="576853"/>
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        <curCd>USD</curCd>
        <valUSD>5198.75000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>MAXIM INTEGRATED PRODUCTS INC 3.375% 03/15/2023</name>
        <lei>SO0H5YEO14Y4PVKQH532</lei>
        <title>MAXIM INTEGRATED PRODUCTS INC 3.375% 03/15/2023</title>
        <cusip>57772KAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="544650"/>
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        <curCd>USD</curCd>
        <valUSD>22691412.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2035 FNI</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2035 FNI</title>
        <cusip>01F022451</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1060208"/>
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        <balance>26000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27186249.74000000</valUSD>
        <pctVal>0.543603170707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DOMINICAN REPUBLIC 8.90% 02/15/2023 144A</name>
        <lei>254900EHU7Q8FGVPI369</lei>
        <title>DOMINICAN REPUBLIC 8.90% 02/15/2023 144A</title>
        <cusip>25714PDX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684492"/>
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        <balance>727200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="DOP" exchangeRt="54.49000000"/>
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        <pctVal>0.237553373942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Valaris PLC 5.75% 10/01/2044</name>
        <lei>7N0UJMJLXD0MDT5D5086</lei>
        <title>Valaris PLC 5.75% 10/01/2044</title>
        <cusip>91889DAF3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="588303"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>62020.00000000</valUSD>
        <pctVal>0.001240122082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.75% 09/01/2026 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.75% 09/01/2026 144A</title>
        <cusip>903724AT9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617122"/>
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        <balance>229000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>212422.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ISRAEL ELECTRIC CORP LTD 4.25% 08/14/2028 144A</name>
        <lei>254900JW7GE35YNJGJ55</lei>
        <title>ISRAEL ELECTRIC CORP LTD 4.25% 08/14/2028 144A</title>
        <cusip>465077AL9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684296"/>
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        <balance>6700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7101229.50000000</valUSD>
        <pctVal>0.141992768735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNION PACIFIC RR CO 2005-1 5.082% 01/02/2029</name>
        <lei>N/A</lei>
        <title>UNION PACIFIC RR CO 2005-1 5.082% 01/02/2029</title>
        <cusip>90783VAA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="445993"/>
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        <balance>93404.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>100579.63000000</valUSD>
        <pctVal>0.002011141893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.08200000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FFRMT- Franklin Floating Rate Income Fund OEMF USD NPV TIS A/C# 20794</name>
        <lei>N/A</lei>
        <title>FFRMT- Franklin Floating Rate Income Fund OEMF USD NPV TIS A/C# 20794</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="614459"/>
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        <balance>1549310.17800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10984609.16000000</valUSD>
        <pctVal>0.219642960153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 8.50% 08/01/2030 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.50% 08/01/2030 FNMA</title>
        <cusip>31384VZD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="448633"/>
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        <balance>4430.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5496.30000000</valUSD>
        <pctVal>0.000109901370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Liberty Mutual Group Inc 4.569% 02/01/2029 144A</name>
        <lei>QUR0DG15Z6FFGYCHH861</lei>
        <title>Liberty Mutual Group Inc 4.569% 02/01/2029 144A</title>
        <cusip>53079EBG8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="959360"/>
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        <balance>12000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13468294.08000000</valUSD>
        <pctVal>0.269305528931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.56900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Proper Pass-Thru Trust III 9.44422% 04/15/2026 144A PT2 A</name>
        <lei>N/A</lei>
        <title>Proper Pass-Thru Trust III 9.44422% 04/15/2026 144A PT2 A</title>
        <cusip>74360NAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1049666"/>
        </identifiers>
        <balance>6090170.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5930427.17000000</valUSD>
        <pctVal>0.118581968608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.44422</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Madison Park Euro Funding VIII DAC FRN, 04/15/2032 8A BRN 144A</name>
        <lei>635400Y8CTGVSWYFMB36</lei>
        <title>Madison Park Euro Funding VIII DAC FRN, 04/15/2032 8A BRN 144A</title>
        <cusip>BCC2M53C1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1022160"/>
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        <balance>4600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
        <valUSD>4702093.69000000</valUSD>
        <pctVal>0.094020803284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Neuberger Berman CLO XVI-S Ltd FRN 01/15/2028 144A 17-16SA C</name>
        <lei>549300UHUHCR3388B324</lei>
        <title>Neuberger Berman CLO XVI-S Ltd FRN 01/15/2028 144A 17-16SA C</title>
        <cusip>64131TAG9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="681289"/>
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        <balance>2350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2134579.14000000</valUSD>
        <pctVal>0.042682017553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81888000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2014-1 Ltd FRN 04/17/2031 2014-1A A1R2 144A</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2014-1 Ltd FRN 04/17/2031 2014-1A A1R2 144A</title>
        <cusip>14310MAW7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686020"/>
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        <balance>723712.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>690712.49000000</valUSD>
        <pctVal>0.013811154653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.10488000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Valeant Pharmaceuticals International 6.50% 06/02/2025 Inital Term Loans</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Valeant Pharmaceuticals International 6.50% 06/02/2025 Inital Term Loans</title>
        <cusip>C9413PAZ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="874726"/>
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        <balance>291776.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>282901.69000000</valUSD>
        <pctVal>0.005656766091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.71825000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intrado Corp 8.50% 10/15/2025 144A</name>
        <lei>5493005Z5DB0O5S30R71</lei>
        <title>Intrado Corp 8.50% 10/15/2025 144A</title>
        <cusip>68163PAA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="675902"/>
        </identifiers>
        <balance>2700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1903905.00000000</valUSD>
        <pctVal>0.038069568426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 6.50% 07/01/2032 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 07/01/2032 FNMA 30</title>
        <cusip>31390QN35</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="256164"/>
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        <balance>16765.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18687.17000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3% 12/01/2049 FNL</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3% 12/01/2049 FNL</title>
        <cusip>31418DJR4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1020155"/>
        </identifiers>
        <balance>22640282.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23942073.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A BR2 144A</name>
        <lei>5493004OOK6VXHQ8DQ60</lei>
        <title>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A BR2 144A</title>
        <cusip>00176ABB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688286"/>
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        <balance>5050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4639500.65000000</valUSD>
        <pctVal>0.092769222969</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.36013000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2034      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2034      FHLMC G30</title>
        <cusip>31297DT32</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="316998"/>
        </identifiers>
        <balance>15229.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16952.76000000</valUSD>
        <pctVal>0.000338979233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 5.50% 08/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 08/01/2033      FNMA 30</title>
        <cusip>31402EXP8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="290718"/>
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        <balance>50804.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57094.91000000</valUSD>
        <pctVal>0.001141642352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMMC CLO 21 LTD FRN 11/02/2030 2017-21A C 144A</name>
        <lei>549300DYK366J47FIO80</lei>
        <title>AMMC CLO 21 LTD FRN 11/02/2030 2017-21A C 144A</title>
        <cusip>00178LAD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="674536"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>894530.59000000</valUSD>
        <pctVal>0.017886603325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.86325000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 08/20/2030      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 08/20/2030      GNMA II</title>
        <cusip>36202DJA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="263403"/>
        </identifiers>
        <balance>18023.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21598.00000000</valUSD>
        <pctVal>0.000431863217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 08/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 08/01/2033      FHLMC G30</title>
        <cusip>31296MF53</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="288543"/>
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        <balance>8653.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9880.61000000</valUSD>
        <pctVal>0.000197567924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 2M2</title>
        <cusip>30711XAM6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="663191"/>
        </identifiers>
        <balance>2535079.87600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1994407.93000000</valUSD>
        <pctVal>0.039879221474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.38725000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZAYO GROUP HOLDINGS INC 6.5% 03/9/2027 Initial Dollar Term Loan</name>
        <lei>529900Z6OTS7RT0V0I47</lei>
        <title>ZAYO GROUP HOLDINGS INC 6.5% 03/9/2027 Initial Dollar Term Loan</title>
        <cusip>98919XAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1047519"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1601719.60000000</valUSD>
        <pctVal>0.032027214546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98938000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.00% 08/31/2021</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 2.00% 08/31/2021</title>
        <cusip>912828D72</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="591176"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2663324.22000000</valUSD>
        <pctVal>0.053254549798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STRIKE LLC 10.59065% 11/30/2022 Term Loan</name>
        <lei>549300XB7FOQC80GU015</lei>
        <title>STRIKE LLC 10.59065% 11/30/2022 Term Loan</title>
        <cusip>86333DAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="652746"/>
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        <balance>5791669.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4922918.76000000</valUSD>
        <pctVal>0.098436315146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.07764000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.013% 12/01/2024 FN CMT+230.5;LC10.216</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.013% 12/01/2024 FN CMT+230.5;LC10.216</title>
        <cusip>31378RVH9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="177449"/>
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        <balance>6453.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6497.67000000</valUSD>
        <pctVal>0.000129924283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.01300000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2014-1 Ltd FRN 04/18/2031  2014-1A BR2 144A</name>
        <lei>549300ITL5IR423IJ183</lei>
        <title>Voya CLO 2014-1 Ltd FRN 04/18/2031  2014-1A BR2 144A</title>
        <cusip>92915PAP0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687822"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>904983.23000000</valUSD>
        <pctVal>0.018095609286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.03525000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Catamaran CLO 2015-1 Ltd 3.6947% 04/22/2027 144A 2015-1A C2R</name>
        <lei>549300KB6N80OR7B9109</lei>
        <title>Catamaran CLO 2015-1 Ltd 3.6947% 04/22/2027 144A 2015-1A C2R</title>
        <cusip>14889KAS1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684210"/>
        </identifiers>
        <balance>7600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7156347.57000000</valUSD>
        <pctVal>0.143094883146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.04763000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT1 FRN 04/15/2044 144A S1 PT</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT1 FRN 04/15/2044 144A S1 PT</title>
        <cusip>21053KAA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="965665"/>
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        <balance>4110015.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3236006.90000000</valUSD>
        <pctVal>0.064705637154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>EDF SA 5.25% 07/29/2168 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Hayfin Kingsland IX Ltd FRN 04/28/2031 144A 2013-6A BR</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3% 04/01/2050 FNL</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MICHAELS STORES INC 6.5% 01/28/2023 2018 New Replacement Term B Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2037      FHLMC G30</name>
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        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2037      FHLMC G30</title>
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        <name>AMMC CLO 15 Ltd FRN 01/15/2032 2014-15A ARR 144A</name>
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        <issuerCat>CORP</issuerCat>
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        <name>GOVT NATL MORTG ASSN 7.00% 04/15/2028 GNMA SF</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHARTER COMMUNICATIONS OPERATING LLC (CCO SAFARI III LL 6.5% 02/01/2027 Term B-2 Loan</name>
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        <issuerCat>CORP</issuerCat>
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        <name>GOVT NATL MORTG ASSN 7.50% 01/20/2033      GNMA II</name>
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        <title>GOVT NATL MORTG ASSN 7.50% 01/20/2033      GNMA II</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Dryden 42 Senior Loan Fund FRN 07/15/2030 2016-42A DR 144A</name>
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        <title>Dryden 42 Senior Loan Fund FRN 07/15/2030 2016-42A DR 144A</title>
        <cusip>26244YAS5</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 6.00% 02/01/2036 FNL FNCL</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 02/01/2036 FNL FNCL</title>
        <cusip>31409CE76</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="528102"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 7.50% 04/15/2022      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 04/15/2022      GNMA SF</title>
        <cusip>36223TDH1</cusip>
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        <valUSD>1162.34000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>REPUBLIC OF GABON 6.625% 02/06/2031 144A</name>
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        <title>REPUBLIC OF GABON 6.625% 02/06/2031 144A</title>
        <cusip>362420AD3</cusip>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A C</name>
        <lei>549300IDWDG12HO3TO90</lei>
        <title>Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A C</title>
        <cusip>675711AG0</cusip>
        <identifiers>
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        <curCd>USD</curCd>
        <valUSD>2053968.59000000</valUSD>
        <pctVal>0.041070167777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <fairValLevel>N/A</fairValLevel>
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        <name>REMINGTON OUTDOOR CO INC COM USD .01</name>
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        <fairValLevel>2</fairValLevel>
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        <name>New York State Dormitory Authority</name>
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        <name>MEDNAX Inc 6.25% 01/15/2027 144A</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 05/10/2025 Initial Term Loan</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>San Bernardino Community College District</name>
        <lei>549300Y4FPTEP3EQZ007</lei>
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          <other otherDesc="Internal Identifier" value="1024843"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>FANNIE MAE 6.00% 09/01/2032      FNMA 30</name>
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        <title>FANNIE MAE 6.00% 09/01/2032      FNMA 30</title>
        <cusip>31407SQM7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="352985"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Newark BSL CLO 2 Ltd FRN 07/25/2030 2017-1A B 144A</name>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 6.50% 07/15/2038      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 07/15/2038      GNMA SF</title>
        <cusip>36295QGR5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="438448"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 5.50% 05/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 05/01/2034      FNMA 30</title>
        <cusip>31404TQ55</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="312154"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>UTEX INDUSTRIES INC 6.302% 05/21/2021 Initial Term Loan (First Lien)</name>
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        <cusip>91759UAM7</cusip>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 5.50% 05/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 05/01/2034      FNMA 30</title>
        <cusip>31404WVM5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="312153"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>WELLS FARGO &amp; CO 4.65% 11/04/2044</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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          <other otherDesc="Internal Identifier" value="590734"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>City of Austin TX Electric Utility Revenue</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="1019140"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 01/01/2035      FHLMC G30</name>
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          <other otherDesc="Internal Identifier" value="341597"/>
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        <curCd>USD</curCd>
        <valUSD>57586.20000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
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          <ticker value="INFXX"/>
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        <issuerCat>RF</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Biogen Inc 2.25% 05/01/2030</name>
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        <title>Biogen Inc 2.25% 05/01/2030</title>
        <cusip>09062XAH6</cusip>
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          <other otherDesc="Internal Identifier" value="1066282"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 6.00% 09/01/2038      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 09/01/2038      FNMA 30</title>
        <cusip>31415VBZ7</cusip>
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          <other otherDesc="Internal Identifier" value="437936"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GE COMMERCIAL MORTGAGE CORP TRUST FRN 12/10/2049 2007-C1 AM</name>
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        <cusip>36159XAH3</cusip>
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          <other otherDesc="Internal Identifier" value="459094"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 6.50% 06/01/2032 FNMA 30</name>
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        <title>FANNIE MAE 6.50% 06/01/2032 FNMA 30</title>
        <cusip>31390LDJ2</cusip>
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          <other otherDesc="Internal Identifier" value="256218"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Prudential PLC 3.125% 04/14/2030</name>
        <lei>5493001Z3ZE83NGK8Y12</lei>
        <title>Prudential PLC 3.125% 04/14/2030</title>
        <cusip>74435KAA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1060583"/>
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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>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2025 2015-C02 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2025 2015-C02 1M2</title>
        <cusip>30711XAX2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658708"/>
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        <curCd>USD</curCd>
        <valUSD>10195014.45000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MPLX LP 4.7% 04/15/2048</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP 4.7% 04/15/2048</title>
        <cusip>55336VAN0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="875358"/>
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        <curCd>USD</curCd>
        <valUSD>1792908.82000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nielsen Finance LLC (VNU Inc) 6.5% 10/04/2023 Class B-4 Term Loans</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC (VNU Inc) 6.5% 10/04/2023 Class B-4 Term Loans</title>
        <cusip>65409YBE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="663838"/>
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        <curCd>USD</curCd>
        <valUSD>3568294.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-04</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>MILLENNIUM CORPORATE CLAIM TRUST ESRW USD NPV REF SM 574953</name>
        <lei>N/A</lei>
        <title>MILLENNIUM CORPORATE CLAIM TRUST ESRW USD NPV REF SM 574953</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1041228"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>Ares European CLO VIII BV FRN 04/17/2032 8A BR 144a</name>
        <lei>5493006IQ0ZKC87HH708</lei>
        <title>Ares European CLO VIII BV FRN 04/17/2032 8A BR 144a</title>
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          <isin value="XS2060909368"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200722</title>
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          <other otherDesc="Internal Sec ID" value="6776923149436"/>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 1.25% PY EUR 1.1% 10/30/21</title>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dcert Buyer Inc 6.5% 10/16/2026 Initial Term Loans</name>
        <lei>N/A</lei>
        <title>Dcert Buyer Inc 6.5% 10/16/2026 Initial Term Loans</title>
        <cusip>24022KAB5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1000368"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>U S TREASURY NOTE/BOND I/L 0.25% 01/15/2025 INDEX LINKED TO CPURNSA</name>
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        <title>U S TREASURY NOTE/BOND I/L 0.25% 01/15/2025 INDEX LINKED TO CPURNSA</title>
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          <other otherDesc="Internal Identifier" value="602785"/>
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        <valUSD>4476184.89000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE PALMA 06/21/20 5-7% TRANCHE 2.30% 06/20/2021 CDX</title>
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          <other otherDesc="Internal Sec ID" value="692362"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>LCM XXII Ltd FRN 10/20/2028 144A 22A A2R</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>TULLOW OIL PLC 7.00% 03/01/2025 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LCM 26 Ltd FRN 01/20/2031 26A B 144A</name>
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        <name>FANNIE MAE 5.50% 09/01/2035      FNMA 30</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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        <name>FANNIE MAE 6.50% 07/01/2032 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31390NW81</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITED MEXICAN STATES 4.15% 03/28/2027</name>
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        <cusip>91087BAC4</cusip>
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          <other otherDesc="Internal Identifier" value="667204"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UKRAINE GOVERNMENT 7.75% 09/01/2022 144A</name>
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        <cusip>903724AP7</cusip>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2018-1 Ltd FRN 07/21/2031 144A 18-1A A2</name>
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        <title>Halcyon Loan Advisors Funding 2018-1 Ltd FRN 07/21/2031 144A 18-1A A2</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Bank Of Montreal 1.85% 05/01/2025</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>Presidio Holdings Inc 8.25% 02/01/2028 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 5A A 144A</name>
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        <title>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 5A A 144A</title>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 10/01/2033      FHLMC G30</name>
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        <name>Mill City Mortgage Loan Trust 2018-1 FRN 05/25/2062 2018-1 A1 144A</name>
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        <name>GOVT NATL MORTG ASSN 7.50% 08/15/2022      GNMA SF</name>
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        <name>CSMC FRN 03/26/2036 2009-15R 3A1 144A</name>
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        <name>N/A</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2028 2015-DNA3 M3</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/27/2025 2015-C02 2M2</name>
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        <name>GOVT NATL MORTG ASSN 9.00% 09/15/2025      GNMA SF</name>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT6 FRN 10/17/2044 144A 2019-S6 PT</name>
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        <name>FRANKLIN LIBERTY HIGH YIELD CORPORATE ETF ETF USD NPV TIS A/C #26729</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Neuberger Berman Loan Advisers CLO 27 Ltd FRN 01/15/2030 2018-27A C 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CARLYLE US CLO 2017-5 Ltd FRN 01/20/2030 144A 2017-5A B</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 02/01/2031      FHLMC G30</name>
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        <name>INOVALON HOLDINGS INC 6.5% 04/02/2025 Refinancing Date Term Loans</name>
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        <cusip>45781BAG0</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.75% 09/01/2020 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 3.125% 10/20/2026 GN CMT+150</name>
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        <title>GOVT NATL MORTG ASSN 3.125% 10/20/2026 GN CMT+150</title>
        <cusip>36202K7C3</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 04/01/2038      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 04/01/2038      FHLMC G30</title>
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        <identifiers>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 04/01/2026 FHLMC</name>
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      <invstOrSec>
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        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 05/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 05/01/2033      FHLMC G30</title>
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          <other otherDesc="Internal Identifier" value="297335"/>
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      <invstOrSec>
        <name>Lloyds Banking Group PLC 3.87% 07/09/2025</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2022      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2022      FHLMC G15</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 3.50% 12/01/2047 FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC 3.50% 12/01/2047 FHLMC</title>
        <cusip>3128MJ3A6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="678846"/>
        </identifiers>
        <balance>42756733.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>45505043.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 11/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 11/01/2033      FHLMC G30</title>
        <cusip>31296QKC3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="297334"/>
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        <balance>14074.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15945.25000000</valUSD>
        <pctVal>0.000318833547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank Of America Corp 2.592% 04/29/2031 *FIXED TO FLOAT*</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank Of America Corp 2.592% 04/29/2031 *FIXED TO FLOAT*</title>
        <cusip>06051GJB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1065121"/>
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        <balance>6700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6873596.80000000</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>2031-04-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.59200000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 08/15/2025      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 08/15/2025      GNMA SF</title>
        <cusip>36206FRH7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="282700"/>
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        <balance>182.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196.64000000</valUSD>
        <pctVal>0.000003931918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.375% 09/25/2032 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.375% 09/25/2032 144A</title>
        <cusip>903724BM3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="675045"/>
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        <balance>18200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16202186.00000000</valUSD>
        <pctVal>0.323971116509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GSAA HOME EQUITY TRUST FRN 02/25/2035 05-5 M3</name>
        <lei>N/A</lei>
        <title>GSAA HOME EQUITY TRUST FRN 02/25/2035 05-5 M3</title>
        <cusip>36242DR88</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="566174"/>
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        <balance>771202.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>775890.57000000</valUSD>
        <pctVal>0.015514334562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.43225000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.75% 09/01/2024 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.75% 09/01/2024 144A</title>
        <cusip>903724AR3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617117"/>
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        <balance>229000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>216912.92000000</valUSD>
        <pctVal>0.004337286393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AVON PRODUCTS INC 7.00% 03/15/2023 *RATING PENALTY/5.00%*</name>
        <lei>5493007RY69UEB1F1B45</lei>
        <title>AVON PRODUCTS INC 7.00% 03/15/2023 *RATING PENALTY/5.00%*</title>
        <cusip>054303BA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="544485"/>
        </identifiers>
        <balance>8800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8432688.00000000</valUSD>
        <pctVal>0.168615972347</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XXII Ltd FRN 10/20/2028 22A CR 144A</name>
        <lei>N/A</lei>
        <title>LCM XXII Ltd FRN 10/20/2028 22A CR 144A</title>
        <cusip>50189GAJ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="941658"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>779797.88000000</valUSD>
        <pctVal>0.015592463253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.30207000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Invitation Homes 2017-SFR2 Trust FRN 12/17/2036 2017-SFR2 A 144A</name>
        <lei>N/A</lei>
        <title>Invitation Homes 2017-SFR2 Trust FRN 12/17/2036 2017-SFR2 A 144A</title>
        <cusip>46187BAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="680116"/>
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        <balance>9021222.94400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8784983.28000000</valUSD>
        <pctVal>0.175660299279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.60075000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Buttermilk Park CLO Ltd FRN 10/15/2031 2018-1A C 144A</name>
        <lei>N/A</lei>
        <title>Buttermilk Park CLO Ltd FRN 10/15/2031 2018-1A C 144A</title>
        <cusip>124166AJ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="926818"/>
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        <balance>1452380.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1315495.22000000</valUSD>
        <pctVal>0.026304009544</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.31888000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BATTALION OIL CORP WTS EXP 10/8/2022 CL A</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>BATTALION OIL CORP WTS EXP 10/8/2022 CL A</title>
        <cusip>07134L123</cusip>
        <identifiers>
          <ticker value="BATL-WA"/>
          <other otherDesc="Internal Identifier" value="1014174"/>
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        <balance>2551.00000000</balance>
        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>7557.12000000</valUSD>
        <pctVal>0.000151108535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="WARRANTS TO EQUITY"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 03/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 03/01/2037      FNMA 30</title>
        <cusip>31411KE74</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="404871"/>
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        <balance>3501.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3891.34000000</valUSD>
        <pctVal>0.000077809362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EnLink Midstream LLC 5.375% 06/01/2029</name>
        <lei>54930000GY1H533OBE23</lei>
        <title>EnLink Midstream LLC 5.375% 06/01/2029</title>
        <cusip>29336TAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="973584"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250320.00000000</valUSD>
        <pctVal>0.005005278292</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF ARGENTINA 5.00% 12/20/2021 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693896"/>
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        <balance>4400000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3250376.16000000</valUSD>
        <pctVal>-0.06499295796</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="4400000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <upfrontRcpt>2417555.55000000</upfrontRcpt>
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            <notionalAmt>4400000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1430164.91000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS 31 LLC FRN 07/20/2030 144A 2017-1A C</name>
        <lei>N/A</lei>
        <title>OCTAGON INVESTMENT PARTNERS 31 LLC FRN 07/20/2030 144A 2017-1A C</title>
        <cusip>67575XAE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="667410"/>
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        <balance>1707068.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1593385.07000000</valUSD>
        <pctVal>0.031860561294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.53525000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT3 FRN 06/15/2044 144A</name>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-42 FRN 11/15/2044 144A 2019-42</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PITNEY BOWES INC 6.5% 01/07/2025 Incremental Tranche B Term Loans</name>
        <lei>549300N2O26NW4ST6W55</lei>
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        <cusip>72448FAR6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Pennsylvania Turnpike Commission</name>
        <lei>549300J8LLBYEYEXZJ24</lei>
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          <other otherDesc="Internal Identifier" value="1018814"/>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>US Anesthesia Partners Inc 6.5% 06/23/2024 First Lien Term Loan</name>
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        <cusip>90350HAF6</cusip>
        <identifiers>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Carlyle Euro CLO 2019-2 DAC FRN 08/15/2032 2019-2A A1A 144A</name>
        <lei>63540012YBWEYXRWOE16</lei>
        <title>Carlyle Euro CLO 2019-2 DAC FRN 08/15/2032 2019-2A A1A 144A</title>
        <cusip>BCC2KFQC6</cusip>
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          <other otherDesc="Internal Identifier" value="994141"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Centene Corp 4.25% 12/15/2027 144A</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp 4.25% 12/15/2027 144A</title>
        <cusip>15135BAQ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024896"/>
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        <curCd>USD</curCd>
        <valUSD>2522160.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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      <invstOrSec>
        <name>REPUBLIC OF GABON 6.375% 12/12/2024 144A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF GABON 6.375% 12/12/2024 144A</title>
        <cusip>362420AB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977063"/>
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        <balance>6878488.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4985665.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
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      <invstOrSec>
        <name>HPS Loan Management 13-2018 Ltd FRN 10/15/2030 13A-18 C 144A</name>
        <lei>N/A</lei>
        <title>HPS Loan Management 13-2018 Ltd FRN 10/15/2030 13A-18 C 144A</title>
        <cusip>40437LAJ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="927217"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2618550.96000000</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>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.36888000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT Jun20 Jun 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="YMM0"/>
          <other otherDesc="Internal Identifier" value="1049133"/>
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        <balance>2020.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.52741710"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>AUST 3YR BOND FUT Jun20 Jun 20 Future</issuerName>
                <issueTitle>AUST 3YR BOND FUT Jun20 Jun 20 Future</issueTitle>
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                  <isin value="AU3TB0000051"/>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 08/15/2022      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 08/15/2022      GNMA SF</title>
        <cusip>36224KEB1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="282708"/>
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        <balance>2284.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2294.34000000</valUSD>
        <pctVal>0.000045876518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nexstar Broadcasting Inc 5.625% 07/15/2027 144A</name>
        <lei>5493006PK6I4I2OOT688</lei>
        <title>Nexstar Broadcasting Inc 5.625% 07/15/2027 144A</title>
        <cusip>65343HAA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="992526"/>
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        <balance>4900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4702285.00000000</valUSD>
        <pctVal>0.094024628627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REPUBLIC OF IRAQ 5.80% 01/15/2028 144A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF IRAQ 5.80% 01/15/2028 144A</title>
        <cusip>462652AA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="619680"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13230000.00000000</valUSD>
        <pctVal>0.264540715149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>IQ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Metropolitan St Louis Sewer District</name>
        <lei>N/A</lei>
        <title>Metropolitan St Louis Sewer District</title>
        <cusip>592481LV5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024603"/>
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        <balance>16230000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16630556.40000000</valUSD>
        <pctVal>0.332536604942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2028 2015-DNA3 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2028 2015-DNA3 M2</title>
        <cusip>3137G0GT0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="652053"/>
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        <balance>4329160.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4258522.26000000</valUSD>
        <pctVal>0.085151362368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.33725000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>National Retail Properties Inc 4.3% 10/15/2028</name>
        <lei>5493008JKH5SOTI0JS97</lei>
        <title>National Retail Properties Inc 4.3% 10/15/2028</title>
        <cusip>637417AL0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="932758"/>
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        <balance>9700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9789795.42000000</valUSD>
        <pctVal>0.195752039423</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS 35 LTD FRN 01/20/2031 2018-1A A1B 144A</name>
        <lei>549300EBYXJ9QVMC7X31</lei>
        <title>OCTAGON INVESTMENT PARTNERS 35 LTD FRN 01/20/2031 2018-1A A1B 144A</title>
        <cusip>67591TAC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683043"/>
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        <balance>3325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3138274.58000000</valUSD>
        <pctVal>0.062751428702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.23525000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025 144A</name>
        <lei>549300YQDE2JSGTL8V47</lei>
        <title>UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025 144A</title>
        <cusip>914906AS1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="597350"/>
        </identifiers>
        <balance>5300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4683875.00000000</valUSD>
        <pctVal>0.093656511124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 6.50% 05/01/2031 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 05/01/2031 FNMA 30</title>
        <cusip>31384WLN8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="220481"/>
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        <balance>744.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>855.37000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-51 FRN 01/15/2045 2019-51 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-51 FRN 01/15/2045 2019-51 PT 144A</title>
        <cusip>21055HAA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1026506"/>
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        <balance>8258298.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6898580.32000000</valUSD>
        <pctVal>0.137940693225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>17.71845</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WEST CLO LTD FRN 07/18/2026 14-1A BR 144A</name>
        <lei>2549008FQ6ZWGP8NJZ96</lei>
        <title>WEST CLO LTD FRN 07/18/2026 14-1A BR 144A</title>
        <cusip>951680AL1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="673265"/>
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        <balance>5060000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4949056.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-18</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NAVISTAR INC 5.89% 11/06/2024 Tranche B Term Loan</name>
        <lei>4EW4JDYTYMZ6D6T42H76</lei>
        <title>NAVISTAR INC 5.89% 11/06/2024 Tranche B Term Loan</title>
        <cusip>63937YAE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="677535"/>
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        <balance>3422538.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3125916.97000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.22000000</annualizedRt>
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      <invstOrSec>
        <name>SINCLAIR TELEVISION GROUP INC 4.6% 01/03/2024 Tranche B Term Loans</name>
        <lei>549300CQGEN0CH65UD62</lei>
        <title>SINCLAIR TELEVISION GROUP INC 4.6% 01/03/2024 Tranche B Term Loans</title>
        <cusip>829229AQ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="656092"/>
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        <balance>989769.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>928527.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.24000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C04 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C04 1M2</title>
        <cusip>30711XDA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="943375"/>
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        <balance>15776112.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15654741.71000000</valUSD>
        <pctVal>0.313024683858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73725000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Murphy Oil USA Inc 4.75% 09/15/2029</name>
        <lei>N32S6DTR2ZZ5222WHV58</lei>
        <title>Murphy Oil USA Inc 4.75% 09/15/2029</title>
        <cusip>626738AE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1006800"/>
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        <balance>3700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3827095.00000000</valUSD>
        <pctVal>0.076524750434</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.5% 12/20/2049 SF2</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.5% 12/20/2049 SF2</title>
        <cusip>36179VBG4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1025252"/>
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        <balance>115475184.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>122973831.09000000</valUSD>
        <pctVal>2.458925564719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.107% 08/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.107% 08/01/2033     FNMA ARM</title>
        <cusip>31406C6X1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="350174"/>
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        <balance>827050.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>862261.51000000</valUSD>
        <pctVal>0.017241366326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.10700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2047</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2047</title>
        <cusip>912810RZ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="678629"/>
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        <balance>19500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26120097.71000000</valUSD>
        <pctVal>0.522284907632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 5.50% 10/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 10/01/2035      FNMA 30</title>
        <cusip>31407PYK8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="367807"/>
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        <balance>322611.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361158.52000000</valUSD>
        <pctVal>0.007221552015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2037      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2037      FHLMC G30</title>
        <cusip>3128L0SJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="404789"/>
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        <balance>46138.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52662.31000000</valUSD>
        <pctVal>0.001053010215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>BRAVO Residential Funding Trust 2019-1 3.50 03/25/2058 2019-1 A1C 144A</name>
        <lei>N/A</lei>
        <title>BRAVO Residential Funding Trust 2019-1 3.50 03/25/2058 2019-1 A1C 144A</title>
        <cusip>10568GAD9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977066"/>
        </identifiers>
        <balance>15035690.10400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15234922.02000000</valUSD>
        <pctVal>0.304630171309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Live Nation Entertainment Inc 4.75% 10/15/2027 144A</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment Inc 4.75% 10/15/2027 144A</title>
        <cusip>538034AR0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1013651"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2578920.00000000</valUSD>
        <pctVal>0.051566843621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARAMARK CORPORATION 6.5% 1/15/2027 U.S. Term B-4 Loan</name>
        <lei>N/A</lei>
        <title>ARAMARK CORPORATION 6.5% 1/15/2027 U.S. Term B-4 Loan</title>
        <cusip>03852JAR2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1028022"/>
        </identifiers>
        <balance>960000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>908250.24000000</valUSD>
        <pctVal>0.018160934846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73938000</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>COMMONWEALTH EDISON CO 6.45% 01/15/2038</name>
        <lei>D8YOXB8L2ZDC8P7Q0771</lei>
        <title>COMMONWEALTH EDISON CO 6.45% 01/15/2038</title>
        <cusip>202795HT0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="447984"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1039053.88000000</valUSD>
        <pctVal>0.020776421503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.45000000</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>Centene Corp 4.625% 12/15/2029 144A</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp 4.625% 12/15/2029 144A</title>
        <cusip>15135BAS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024899"/>
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        <balance>1900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2089335.00000000</valUSD>
        <pctVal>0.041777337497</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Surf Holdings LLC 6.5% 03/05/2027 Dollar Tranche Term Loan</name>
        <lei>N/A</lei>
        <title>Surf Holdings LLC 6.5% 03/05/2027 Dollar Tranche Term Loan</title>
        <cusip>86875TAB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038404"/>
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        <balance>765897.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>706540.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-05</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1B1</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1B1</title>
        <cusip>30711XEQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658267"/>
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        <balance>5375000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4562979.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.23725000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jyske Realkredit A/S 1% 04/01/2026</name>
        <lei>529900R9HQNZRT2OXB26</lei>
        <title>Jyske Realkredit A/S 1% 04/01/2026</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DK0009391377"/>
          <other otherDesc="Internal Identifier" value="1004034"/>
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        <balance>68400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="DKK" exchangeRt="6.85865000"/>
        <valUSD>10654414.64000000</valUSD>
        <pctVal>0.213040549385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Calpine Corp 5.125% 03/15/2028 144A</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>Calpine Corp 5.125% 03/15/2028 144A</title>
        <cusip>131347CN4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1034816"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5887500.00000000</valUSD>
        <pctVal>0.117723617569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REYNOLDS AMERICAN INC 5.85% 08/15/2045</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC 5.85% 08/15/2045</title>
        <cusip>761713BB1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="606431"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352997.56000000</valUSD>
        <pctVal>0.007058369385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERSO CORP COM USD.01 CL A</name>
        <lei>549300FODXCTQ8DGT594</lei>
        <title>VERSO CORP COM USD.01 CL A</title>
        <cusip>92531L207</cusip>
        <identifiers>
          <ticker value="VRS"/>
          <other otherDesc="Internal Identifier" value="639881"/>
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        <balance>6954.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96591.06000000</valUSD>
        <pctVal>0.001931388366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>California Health Facilities Financing Authority</name>
        <lei>5493007RI8BUDOGHZ546</lei>
        <title>California Health Facilities Financing Authority</title>
        <cusip>13032UVL9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024570"/>
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        <balance>2980000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2908569.40000000</valUSD>
        <pctVal>0.058158354432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.98400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Amcor Finance USA Inc 3.625% 04/28/2026</name>
        <lei>549300ZMT7FVT8R77U18</lei>
        <title>Amcor Finance USA Inc 3.625% 04/28/2026</title>
        <cusip>02343UAG0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1065054"/>
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        <balance>11800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12360214.20000000</valUSD>
        <pctVal>0.247148896739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 02/15/2022      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 02/15/2022      GNMA SF</title>
        <cusip>36218S4U1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="282702"/>
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        <balance>3983.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3999.51000000</valUSD>
        <pctVal>0.000079972277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CNH INDUSTRIAL NV 3.85% 11/15/2027</name>
        <lei>549300WGC2HZ5J67V817</lei>
        <title>CNH INDUSTRIAL NV 3.85% 11/15/2027</title>
        <cusip>12594KAB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="678537"/>
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        <balance>4600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4597733.40000000</valUSD>
        <pctVal>0.091934065132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 6.00% 11/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 11/01/2035      FNMA 30</title>
        <cusip>31407YGF0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="350874"/>
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        <balance>88733.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99780.59000000</valUSD>
        <pctVal>0.001995164673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.354% 10/01/2032     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.354% 10/01/2032     FNMA ARM</title>
        <cusip>31391XH93</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="348255"/>
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        <balance>75680.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76442.14000000</valUSD>
        <pctVal>0.001528500255</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 10/01/2021      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 10/01/2021      FHLMC G15</title>
        <cusip>3128M1TW9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="396256"/>
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        <balance>874.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>894.48000000</valUSD>
        <pctVal>0.000017885591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 2.5% 12/01/2034 FNI</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.5% 12/01/2034 FNI</title>
        <cusip>31418DJJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1020319"/>
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        <balance>45913016.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48088263.39000000</valUSD>
        <pctVal>0.961549779855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gilroy Unified School District</name>
        <lei>N/A</lei>
        <title>Gilroy Unified School District</title>
        <cusip>376087GM8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1022108"/>
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        <balance>7435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7369572.00000000</valUSD>
        <pctVal>0.147358416268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.36400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NCI Building Systems Inc 8.00% 04/15/2026 144A</name>
        <lei>549300IW41QEWQ6T0H29</lei>
        <title>NCI Building Systems Inc 8.00% 04/15/2026 144A</title>
        <cusip>72431PAA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687808"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342404.00000000</valUSD>
        <pctVal>0.006846545656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>AXALTA COATING SYSTEMS U.S. HOLDINGS INC 4.052% 06/01/2024 Term B-3 Dollar Loan</name>
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        <name>FANNIE MAE 5.50% 06/01/2037      FNMA 30</name>
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        <name>KAISER FOUNDATION HOSPITALS</name>
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        <name>FANNIE MAE 5.50% 09/01/2033      FNMA 30</name>
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        <name>FANNIE MAE 8.50% 07/01/2030 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>TOWD POINT MORTGAGE TRUST FRN 10/25/2056 2017-1 A1 144A</name>
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      <invstOrSec>
        <name>Texas State University System</name>
        <lei>N/A</lei>
        <title>Texas State University System</title>
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          <other otherDesc="Internal Identifier" value="1018809"/>
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        <issuerCat>MUN</issuerCat>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2029 2017-C04 2M2</name>
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        <name>FANNIE MAE 3.418% 12/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31406AGW6</cusip>
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        <name>MINNESOTA ST</name>
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        <title>MINNESOTA ST</title>
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        <name>NZCG FUNDING LTD FRN 02/26/2031 2015-1A A2R 144A</name>
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        <name>STAPLES INC 6.50% 04/12/2026 2019 Refinancing Term B-1 Loans</name>
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        <cusip>855031AQ3</cusip>
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        <name>Cook Park CLO Ltd FRN 04/17/2030 144A 18-1A A2</name>
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        <invCountry>KY</invCountry>

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        <name>HORIZON PHARMA INC 4% 05/22/2026 Seventh Amendment Refinancing Term Loans</name>
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        <title>HORIZON PHARMA INC 4% 05/22/2026 Seventh Amendment Refinancing Term Loans</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>City of San Francisco CA Public Utilities Commission Water Revenue</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.47300000</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 01/25/2025 2015-DN1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 01/25/2025 2015-DN1 M3</title>
        <cusip>3137G0DW6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="596506"/>
        </identifiers>
        <balance>7474686.06400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6484980.07000000</valUSD>
        <pctVal>0.129670541606</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.63725000</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>N/A</name>
        <lei>N/A</lei>
        <title>GOLDMAN SACHS GROUP INC/THE 1.00% 12/20/2024 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693757"/>
        </identifiers>
        <balance>20750000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>207386.68000000</valUSD>
        <pctVal>0.004146804281</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="20750000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>20750000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-124356.11000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 5.50% 09/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 09/01/2033      FNMA 30</title>
        <cusip>31401MAU5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="290714"/>
        </identifiers>
        <balance>18521.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20333.13000000</valUSD>
        <pctVal>0.000406571485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 05/25/2025 2015-HQ2 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 05/25/2025 2015-HQ2 M3</title>
        <cusip>3137G0FJ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="679595"/>
        </identifiers>
        <balance>4580000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3786978.50000000</valUSD>
        <pctVal>0.075722600200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.73725000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Long Point Park CLO Ltd FRN 01/17/2030 144A 2017-1A A2</name>
        <lei>549300639DPKTBUSCC77</lei>
        <title>Long Point Park CLO Ltd FRN 01/17/2030 144A 2017-1A A2</title>
        <cusip>542798AE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="679886"/>
        </identifiers>
        <balance>5800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5382486.01000000</valUSD>
        <pctVal>0.107625600783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.50988000</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>DBCG 2017-BBG Mortgage Trust FRN 6/15/2034 2017-BBG A 144A</name>
        <lei>N/A</lei>
        <title>DBCG 2017-BBG Mortgage Trust FRN 6/15/2034 2017-BBG A 144A</title>
        <cusip>233062AA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688966"/>
        </identifiers>
        <balance>9840000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9398175.14000000</valUSD>
        <pctVal>0.187921388710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.51400000</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>Baker Hughes A GE Co LLC / Baker Hughes Co-Obligor Inc 4.486% 05/01/2030</name>
        <lei>N/A</lei>
        <title>Baker Hughes A GE Co LLC / Baker Hughes Co-Obligor Inc 4.486% 05/01/2030</title>
        <cusip>05724BAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1066876"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>822959.73000000</valUSD>
        <pctVal>0.016455506841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.48600000</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>FANNIE MAE 5.50% 12/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 12/01/2036      FNMA 30</title>
        <cusip>31410YZQ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="404879"/>
        </identifiers>
        <balance>1417.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1593.74000000</valUSD>
        <pctVal>0.000031867658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>U S TREASURY NOTE/BOND I/L 0.125% 04/15/2022 INDEX LINKED TO CPURNSA</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.125% 04/15/2022 INDEX LINKED TO CPURNSA</title>
        <cusip>912828X39</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="665085"/>
        </identifiers>
        <balance>8508525.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8438473.36000000</valUSD>
        <pctVal>0.168731653622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/27/2028 2016-HQA2 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/27/2028 2016-HQA2 M2</title>
        <cusip>3137G0KB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="652056"/>
        </identifiers>
        <balance>2088514.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2087936.84000000</valUSD>
        <pctVal>0.041749380562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73725000</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>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2022      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2022      FHLMC G15</title>
        <cusip>3128PHBA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="405654"/>
        </identifiers>
        <balance>3928.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3969.06000000</valUSD>
        <pctVal>0.000079363414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>EOG Resources Inc 4.375% 04/15/2030</name>
        <lei>XWTZDRYZPBUHIQBKDB46</lei>
        <title>EOG Resources Inc 4.375% 04/15/2030</title>
        <cusip>26875PAU5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1060277"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1229401.25000000</valUSD>
        <pctVal>0.024582515939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</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>Edwards Lifesciences Corp 4.3% 06/15/2028</name>
        <lei>YA13X31F3V31L8TMPR58</lei>
        <title>Edwards Lifesciences Corp 4.3% 06/15/2028</title>
        <cusip>28176EAD0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="877155"/>
        </identifiers>
        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1946612.88000000</valUSD>
        <pctVal>0.038923534648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</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>Madison Park Funding XXXI Ltd FRN 01/23/2031 2018-31A B 144A</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXXI Ltd FRN 01/23/2031 2018-31A B 144A</title>
        <cusip>55819DAG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942332"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1424495.78000000</valUSD>
        <pctVal>0.028483532303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.74300000</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>Solera LLC 6.5% 03/03/2023 Dollar Term Loan</name>
        <lei>549300F7JH48O4IYRX29</lei>
        <title>Solera LLC 6.5% 03/03/2023 Dollar Term Loan</title>
        <cusip>83421MAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1028125"/>
        </identifiers>
        <balance>3269481.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3111457.98000000</valUSD>
        <pctVal>0.062215216869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.50000000</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>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE SINGAPORE JUNE-20 0-3% EQUITY T 06/20/2020 CDX</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Braskem Netherlands Finance BV 4.5% 01/31/2030 144A</name>
        <lei>N/A</lei>
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        <cusip>10554TAD7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 03/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>CCO Holdings LLC / CCO Holdings Capital Corp 4% 03/01/2023 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2023-03-01</maturityDt>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 5.00% 06/15/2045</name>
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        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-06-15</maturityDt>
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      <invstOrSec>
        <name>Post Holdings Inc 4.625% 04/15/2030 144A</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
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        <cusip>737446AQ7</cusip>
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          <other otherDesc="Internal Identifier" value="1044576"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Dryden 50 Senior Loan Fund FRN 07/15/2030 144A 2017-50A A1</name>
        <lei>5493008NBEE3C4AF3K95</lei>
        <title>Dryden 50 Senior Loan Fund FRN 07/15/2030 144A 2017-50A A1</title>
        <cusip>262431AB5</cusip>
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          <other otherDesc="Internal Identifier" value="670815"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Armada Euro CLO IV DAC FRN 07/15/2033 144A 4A B</name>
        <lei>549300DE6MWQ8YQI0O46</lei>
        <title>Armada Euro CLO IV DAC FRN 07/15/2033 144A 4A B</title>
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          <other otherDesc="Internal Identifier" value="1017559"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Metro Wastewater Reclamation District</name>
        <lei>N/A</lei>
        <title>Metro Wastewater Reclamation District</title>
        <cusip>59164GFA5</cusip>
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          <other otherDesc="Internal Identifier" value="1023623"/>
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        <balance>5600000.00000000</balance>
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        <valUSD>5838392.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Exelon Corp 4.05% 04/15/2030</name>
        <lei>3SOUA6IRML7435B56G12</lei>
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        <cusip>30161NAX9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058440"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 02/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 02/01/2037      FNMA 30</title>
        <cusip>31412BW24</cusip>
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          <other otherDesc="Internal Identifier" value="395788"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-02-01</maturityDt>
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        <name>SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATI</name>
        <lei>N/A</lei>
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        <cusip>798170AK2</cusip>
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          <other otherDesc="Internal Identifier" value="680536"/>
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        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ITALY GOVERNMENT INTERNATIONAL BOND 1.00% 06/20/2023 CDS</title>
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          <other otherDesc="Internal Sec ID" value="690615"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Republic of Belarus International Bond 7.625% 06/29/2027 144A</name>
        <lei>635400CVCOWYLHF4ZB08</lei>
        <title>Republic of Belarus International Bond 7.625% 06/29/2027 144A</title>
        <cusip>07737JAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1014392"/>
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        <curCd>USD</curCd>
        <valUSD>13188346.50000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>BY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.62500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AFLAC INC 0.932% 01/25/2027</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>AFLAC INC 0.932% 01/25/2027</title>
        <cusip>001055AS1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658175"/>
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        <balance>1400000000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="106.61500000"/>
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        <pctVal>0.262380884378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.93200000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 12/20/2037      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 12/20/2037      GNMA II</title>
        <cusip>36202EQN2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="443852"/>
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        <balance>137978.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>160560.06000000</valUSD>
        <pctVal>0.003210481715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlueMountain Fuji US Clo III Ltd FRN 01/15/2030 144A 2017-3A C</name>
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      <invstOrSec>
        <name>FANNIE MAE 3% 9/1/2048 FNL</name>
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        <name>N/A</name>
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        <name>FANNIE MAE 8.50% 09/01/2030 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.50% 09/01/2030 FNMA</title>
        <cusip>31371JPX6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>B&amp;G Foods Inc 5.25% 09/15/2027</name>
        <lei>549300TRW1LZMDJZAQ78</lei>
        <title>B&amp;G Foods Inc 5.25% 09/15/2027</title>
        <cusip>05508WAB1</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 8.50% 04/01/2030 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.50% 04/01/2030 FNMA</title>
        <cusip>31384VVZ2</cusip>
        <identifiers>
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        <balance>4390.57000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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      <invstOrSec>
        <name>CHICAGO IL TRANSIT AUTH SALES &amp; TRANSFER TAX REC</name>
        <lei>549300CB8XLRGIPN3E12</lei>
        <title>CHICAGO IL TRANSIT AUTH SALES &amp; TRANSFER TAX REC</title>
        <cusip>167725AC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="448514"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1020352.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Voya CLO 2017-3 Ltd FRN 07/20/203 2017-3A B 144A</name>
        <lei>N/A</lei>
        <title>Voya CLO 2017-3 Ltd FRN 07/20/203 2017-3A B 144A</title>
        <cusip>92915QAJ2</cusip>
        <identifiers>
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        <balance>3091704.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2865822.90000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 04/01/2031</name>
        <lei>N/A</lei>
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        <cusip>161175BU7</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Clarios Global LP (Power Solutions) 6.5% 04/30/2026 Initial Dollar Term Loan</name>
        <lei>N/A</lei>
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        <cusip>C8000CAB9</cusip>
        <identifiers>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE  Jun20 Jun 20 Future</title>
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          <isin value="DE000C4E97A8"/>
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        <name>FANNIE MAE 6.50% 07/01/2032 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 07/01/2032 FNMA 30</title>
        <cusip>31390HKZ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="256211"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>Cigna Corp 2.4% 03/15/2030</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp 2.4% 03/15/2030</title>
        <cusip>125523CL2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1050725"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10097782.90000000</valUSD>
        <pctVal>0.201910408903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.40000000</annualizedRt>
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      <invstOrSec>
        <name>Alloy Finco Limited 6.5% 03/06/2025 Term Loan B TOGG PIK</name>
        <lei>N/A</lei>
        <title>Alloy Finco Limited 6.5% 03/06/2025 Term Loan B TOGG PIK</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>0.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49577.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>County of Broward FL Airport System Revenue</name>
        <lei>N/A</lei>
        <title>County of Broward FL Airport System Revenue</title>
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        <curCd>USD</curCd>
        <valUSD>3560112.50000000</valUSD>
        <pctVal>0.071186296807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.47700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>GLOBAL TEL*LINK CORP 6.5% 11/20/2025 First Lien Term Loan</name>
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        <name>FANNIE MAE 6.50% 08/01/2032 FNMA 30</name>
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        <name>HARBOR FREIGHT TOOLS USA INC 4.37688% 08/19/2023 REFINANCING LOANS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 6.00% 11/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2028 2016-HQA2 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2028 2016-HQA2 M3</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT2 FRN 05/16/2044 2019-S2 PT 144A</name>
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          <other otherDesc="Internal Identifier" value="972001"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 5.50% 07/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 07/01/2037      FNMA 30</title>
        <cusip>31413DD61</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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        <name>Provident Funding Mortgage Trust 2019-1 FRN 12/25/2049 144A 2019-1 A2</name>
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          <other otherDesc="Internal Identifier" value="1025543"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Jpmorgan Chase &amp; Co 4.493% 03/24/2031 *FIXED TO FLOAT*</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>Jpmorgan Chase &amp; Co 4.493% 03/24/2031 *FIXED TO FLOAT*</title>
        <cusip>46647PBJ4</cusip>
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          <other otherDesc="Internal Identifier" value="1056874"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200915</title>
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        <name>U S TREASURY NOTE/BOND I/L 0.125% 07/15/2024 INDEX LINKED TO CPURNSA</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.125% 07/15/2024 INDEX LINKED TO CPURNSA</title>
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          <other otherDesc="Internal Identifier" value="583072"/>
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        <curCd>USD</curCd>
        <valUSD>75864079.76000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Cigna Corp 4.125% 11/15/2025</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp 4.125% 11/15/2025</title>
        <cusip>125523AG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1004081"/>
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        <balance>5900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6625407.30000000</valUSD>
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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>CITIGROUP CAPITAL XIII PRF USD25 8.13690% 'CIGTP'</name>
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        <title>CITIGROUP CAPITAL XIII PRF USD25 8.13690% 'CIGTP'</title>
        <cusip>173080201</cusip>
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          <ticker value="C N"/>
          <other otherDesc="Internal Identifier" value="478641"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2489610.00000000</valUSD>
        <pctVal>0.049781043827</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 02/01/2029      FHLMC G30</name>
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        <name>BlueMountain CLO 2018-1 Ltd FRN 07/30/2030 144A 2018-1A B</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 2M2</name>
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      <invstOrSec>
        <name>Mediacom Illinois LLC 6.50% 02/15/2024 TRANCHE N TERM LOAN</name>
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          <other otherDesc="Internal Identifier" value="687076"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JBS USA LUX SA 6.5% 05/01/2026 New Term Loans</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 11/01/2021      FHLMC G15</name>
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      <invstOrSec>
        <name>Neuberger Berman Loan Advisers CLO 26 Ltd FRN 10/18/2030 144A 2017-26A B</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Whatabrands LLC 4.41625% 08/02/2026 2020 Refinancing Term Loans</name>
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        <cusip>96244UAD9</cusip>
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          <other otherDesc="Internal Identifier" value="1038308"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANQUE CENTRALE DE TUNISIE INTERNATIONAL BOND 5.625% 02/17/2024 REG S</name>
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        <title>BANQUE CENTRALE DE TUNISIE INTERNATIONAL BOND 5.625% 02/17/2024 REG S</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 7.50% 09/15/2025      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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          <other otherDesc="Internal Identifier" value="282697"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITED RENTALS NORTH AMERICA INC 4.23313% 10/31/2025 Initial Term Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Banijay Group US Holding Inc 6.5% 02/03/2025 Facility B (USD) Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.50% 07/20/2038      GNMA II</name>
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        <name>RZD CAPITAL PLC (RUSSIAN RAILWAYS) 5.70% 04/05/2022 REGS</name>
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        <invCountry>IE</invCountry>

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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 1M2</name>
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        <name>Riviera Resources Inc COM USD 0.01</name>
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        <name>BCC Middle Market CLO 2018-1A A2 FRN 10/20/2030 144A 1A A2</name>
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        <name>HPS Loan Management 13-2018 Ltd FRN 10/15/2030 13A-18 A2 144A</name>
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        <name>CITIBANK CREDIT CARD ISSUANCE TRUST FRN 01/20/2025 2018-A2 A2</name>
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        <title>CITIBANK CREDIT CARD ISSUANCE TRUST FRN 01/20/2025 2018-A2 A2</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2028 2016-DNA2 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2028 2016-DNA2 M3</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 12/15/2025 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 12/15/2025 GNMA SF</title>
        <cusip>36206JHF4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="448980"/>
        </identifiers>
        <balance>4136.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4475.32000000</valUSD>
        <pctVal>0.000089486345</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO LTD FRN 04/25/2031 13-2A CR 144A</name>
        <lei>5493007ASGBOUR3XJY69</lei>
        <title>VOYA CLO LTD FRN 04/25/2031 13-2A CR 144A</title>
        <cusip>92916WAJ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686772"/>
        </identifiers>
        <balance>1650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1245750.00000000</valUSD>
        <pctVal>0.024909417679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.74138000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 8.50% 10/01/2024 FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 8.50% 10/01/2024 FHLMC</title>
        <cusip>31292GMR4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="447376"/>
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        <balance>2862.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3150.43000000</valUSD>
        <pctVal>0.000062994482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 03/15/2028 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 03/15/2028 GNMA SF</title>
        <cusip>36208PKW7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="202822"/>
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        <balance>3061.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3140.38000000</valUSD>
        <pctVal>0.000062793527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 2.87% PY EUR 2.5% 05/04/21</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="690100"/>
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        <balance>3137400.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>149556.96000000</valUSD>
        <pctVal>0.002990469021</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Cross Currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>3137400.00000000</notionalAmt>
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            <unrealizedAppr>149556.96000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A BR 144A</name>
        <lei>549300EY2ULL20U3RR38</lei>
        <title>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A BR 144A</title>
        <cusip>67590WCJ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688014"/>
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        <balance>1170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1119837.01000000</valUSD>
        <pctVal>0.022391722107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.41888000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 07/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 07/01/2037      FNMA 30</title>
        <cusip>31412XYJ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="404922"/>
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        <balance>14911.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16499.76000000</valUSD>
        <pctVal>0.000329921263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.50% 02/15/2046</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 2.50% 02/15/2046</title>
        <cusip>912810RQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="629247"/>
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        <balance>18400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23329906.30000000</valUSD>
        <pctVal>0.466493582537</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP 4.00% 02/15/2025</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP 4.00% 02/15/2025</title>
        <cusip>55336VAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="597272"/>
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        <balance>4600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4379253.87000000</valUSD>
        <pctVal>0.087565453559</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CHESAPEAKE ENERGY CORP 5.00% 06/20/2020 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="695114"/>
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        <balance>-4605667.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3046393.87000000</valUSD>
        <pctVal>0.060914226228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>ARES LII CLO Ltd FRN 04/22/2031 144A 52A A2</name>
        <lei>N/A</lei>
        <title>ARES LII CLO Ltd FRN 04/22/2031 144A 52A A2</title>
        <cusip>04009AAC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="966055"/>
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        <curCd>USD</curCd>
        <valUSD>1230252.81000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-22</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ENERGY TRANSFER OPERATING LP 5.15% 02/01/2043</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP 5.15% 02/01/2043</title>
        <cusip>29273RAT6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="578917"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4972929.12000000</valUSD>
        <pctVal>0.099436298245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 12/25/2029 HQA2 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 12/25/2029 HQA2 M2</title>
        <cusip>3137G0PU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018282"/>
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        <balance>7760000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6972853.54000000</valUSD>
        <pctVal>0.139425824800</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.13725000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>B&amp;G FOODS INC 6.5% 10/10/2026 Tranche B-4 Term Loan</name>
        <lei>549300TRW1LZMDJZAQ78</lei>
        <title>B&amp;G FOODS INC 6.5% 10/10/2026 Tranche B-4 Term Loan</title>
        <cusip>05508TAU6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1011005"/>
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        <balance>2769816.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2701147.64000000</valUSD>
        <pctVal>0.054010848708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.48938000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTPAC BANKING CORP 2.25% 11/09/2021 144A</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WESTPAC BANKING CORP 2.25% 11/09/2021 144A</title>
        <cusip>96122WAK6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="616382"/>
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        <balance>10800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10881563.00000000</valUSD>
        <pctVal>0.217582498712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 9.85% 06/28/2027</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>REPUBLIC OF COLOMBIA 9.85% 06/28/2027</title>
        <cusip>P3772NBA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="452850"/>
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        <currencyConditional curCd="COP" exchangeRt="3926.47500000"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-28</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 6.00% 06/01/2038 FNL FNCL</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 06/01/2038 FNL FNCL</title>
        <cusip>31412AQB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="528107"/>
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        <balance>167646.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>193403.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AVIS BUDGET CAR RENTAL LLC 3.42% 08/06/2027 Tranche B Term Loans</name>
        <lei>XN8R4HH1TVC1XOCL5P21</lei>
        <title>AVIS BUDGET CAR RENTAL LLC 3.42% 08/06/2027 Tranche B Term Loans</title>
        <cusip>05377JAR3</cusip>
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          <other otherDesc="Internal Identifier" value="1041446"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-06</maturityDt>
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      <invstOrSec>
        <name>CS FIRST BOSTON MORTGAGE SECURITIES CORP 5.00% 05/25/2026 04-6 3A1</name>
        <lei>N/A</lei>
        <title>CS FIRST BOSTON MORTGAGE SECURITIES CORP 5.00% 05/25/2026 04-6 3A1</title>
        <cusip>2254W0HE8</cusip>
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          <other otherDesc="Internal Identifier" value="566961"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2019-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Novelis Corp 4.75% 01/30/2030 144A</name>
        <lei>549300G5F3W3B52WYL23</lei>
        <title>Novelis Corp 4.75% 01/30/2030 144A</title>
        <cusip>670001AE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1037384"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4473500.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 3/25/28 03-A 1A</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 3/25/28 03-A 1A</title>
        <cusip>589929F94</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="271385"/>
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        <curCd>USD</curCd>
        <valUSD>477538.02000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.22725000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amkor Technology Inc 6.625% 09/15/2027 144A</name>
        <lei>529900VHLRTKPWZJBM84</lei>
        <title>Amkor Technology Inc 6.625% 09/15/2027 144A</title>
        <cusip>031652BK5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="970131"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1032150.00000000</valUSD>
        <pctVal>0.020638374840</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A C1 144A</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A C1 144A</title>
        <cusip>92917JAJ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688861"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>618273.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06888000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2049 FNL</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2049 FNL</title>
        <cusip>3132DV3Y9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1029135"/>
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        <balance>38708891.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40370062.35000000</valUSD>
        <pctVal>0.807220345026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 2.509% 12/01/2027 FN COFI+166;LC13.54</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.509% 12/01/2027 FN COFI+166;LC13.54</title>
        <cusip>31385HJW3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="300254"/>
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        <balance>14900.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14950.06000000</valUSD>
        <pctVal>0.000298934207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.50900000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDX.NA.HY.33 5.00% 12/20/2024 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="694693"/>
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        <balance>49000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2480910.29000000</valUSD>
        <pctVal>-0.04960708861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BANK OF AMERICA NA</counterpartyName>
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                <indexName>CDX.NA.HY.33 5.00% 12/20/2024 CDX</indexName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2021 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="691338"/>
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        <balance>-4725000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2744288.13000000</valUSD>
        <pctVal>0.054873465191</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>-4725000.00000000</notionalAmt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Champ Acquisition Corp 6.5% 12/21/2025 Initial Term Loan</name>
        <lei>N/A</lei>
        <title>Champ Acquisition Corp 6.5% 12/21/2025 Initial Term Loan</title>
        <cusip>15807EAC6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038343"/>
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        <balance>645865.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>579663.96000000</valUSD>
        <pctVal>0.011590681672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.57200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Harvest Operations Corp 4.2% 06/01/2023 144A</name>
        <lei>B1EEF6ML54YDWRC6ZK53</lei>
        <title>Harvest Operations Corp 4.2% 06/01/2023 144A</title>
        <cusip>41754WAS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="871507"/>
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        <balance>3800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4089180.00000000</valUSD>
        <pctVal>0.081765276007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Atrium XIII FRN 11/21/2030 144A 2013A C</name>
        <lei>549300BF3YFW8EHN6F75</lei>
        <title>Atrium XIII FRN 11/21/2030 144A 2013A C</title>
        <cusip>04966HAG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="677147"/>
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        <balance>3753500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3357315.79000000</valUSD>
        <pctVal>0.067131271358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.84300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 10/15/2027 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 10/15/2027 GNMA SF</title>
        <cusip>36225AWL0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="157825"/>
        </identifiers>
        <balance>1849.80000000</balance>
        <units>PA</units>
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        <name>FANNIE MAE 6.50% 05/01/2037 FNMA</name>
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        <name>Neuberger Berman Loan Advisers CLO 32 Ltd FRN 01/19/2032 144A 2019-32A C</name>
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        <name>Madison Park Funding XXIII Ltd FRN 07/27/2030 144A 17-23A B</name>
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        <name>TOWD POINT MORTGAGE TRUST FRN 04/25/2057 144A 2017-2 A1</name>
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        <name>FANNIE MAE 6.00% 02/01/2037 FNL FNCL</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Blackrock European CLO IX DAC FRN 12/15/2032 144A 9A B</name>
        <lei>549300CTNII509TFCV23</lei>
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        <name>PORT AUTH NY &amp; NJ CONS</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A C 144A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>ARAMARK CORPORATION 6.5% 03/28/2024  U.S. Term B-2 Loan</name>
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        <cusip>03852JAK7</cusip>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/2029 2017-C03 1M2</name>
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        <cusip>30711XJX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="971970"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Diageo Capital PLC 2% 04/29/2030</name>
        <lei>213800L23DJLALFC4O95</lei>
        <title>Diageo Capital PLC 2% 04/29/2030</title>
        <cusip>25243YBD0</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Race Point X CLO Ltd FRN 07/25/2031 2016-10A B1R 144A</name>
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        <cusip>74983DAS6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="914349"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 3.375% 01/20/2023 GN CMT+150 LC11.500 A</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.375% 01/20/2023 GN CMT+150 LC11.500 A</title>
        <cusip>36202KA88</cusip>
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          <other otherDesc="Internal Identifier" value="159685"/>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.00% 04/15/2025 2019-3 A</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC 5.00% 01/01/2037      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC 5.00% 01/01/2037      FHLMC G30</title>
        <cusip>3128M4LK7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="437926"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>KENAN ADVANTAGE GROUP INC/THE 6.5% 07/31/2022 Initial US Term Loans</name>
        <lei>549300GVUXCXDWYPIY65</lei>
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        <cusip>48853UAY6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1036195"/>
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        <curCd>USD</curCd>
        <valUSD>1352361.89000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-31</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>VENTIA PTY LTD 6.5% 05/21/2026 Term B Loans</name>
        <lei>549300DFPWYJ2KFSLN90</lei>
        <title>VENTIA PTY LTD 6.5% 05/21/2026 Term B Loans</title>
        <cusip>Q5642FAE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="992321"/>
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        <balance>1941847.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1786500.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.95013000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Cushman &amp; Wakefield US Borrower LLC 6.5% 08/21/2025 Replacement Term Loan</name>
        <lei>N/A</lei>
        <title>Cushman &amp; Wakefield US Borrower LLC 6.5% 08/21/2025 Replacement Term Loan</title>
        <cusip>23340DAP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040961"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651749.70000000</valUSD>
        <pctVal>0.013032073449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.73938000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT7 12/15/2044 2019-S7 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT7 12/15/2044 2019-S7 PT 144A</title>
        <cusip>21050KAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019859"/>
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        <balance>4972986.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4021578.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>11.520908</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 8.00% 02/01/2030 FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 8.00% 02/01/2030 FHLMC</title>
        <cusip>31292HAX2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="447374"/>
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        <balance>14855.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17609.93000000</valUSD>
        <pctVal>0.000352119688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 10/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 10/01/2036      FNMA 30</title>
        <cusip>31410YXV1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="372132"/>
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        <balance>9648.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10629.70000000</valUSD>
        <pctVal>0.000212546367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Morgan Stanley 2.188% 04/28/2026 *FIXED TO FLOAT*</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley 2.188% 04/28/2026 *FIXED TO FLOAT*</title>
        <cusip>6174468Q5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1065299"/>
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        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2226561.66000000</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>2026-04-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.18800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MXN_USD_20200723</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6776223149877"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2244365.41</valUSD>
        <pctVal>-0.04487725099</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAPITAL ONE BANK USA NA 3.375% 02/15/2023</name>
        <lei>LKE37K2B8CFZUR7F9816</lei>
        <title>CAPITAL ONE BANK USA NA 3.375% 02/15/2023</title>
        <cusip>140420NB2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="542471"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6096156.42000000</valUSD>
        <pctVal>0.121895810960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2030 2017-DNA3 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2030 2017-DNA3 M2</title>
        <cusip>3137G0QQ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="676303"/>
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        <curCd>USD</curCd>
        <valUSD>12869294.85000000</valUSD>
        <pctVal>0.257328228502</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98725000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN HOME MORTGAGE INVESTMENT TRUST FRN 10/25/2034 2004-3 4A</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE INVESTMENT TRUST FRN 10/25/2034 2004-3 4A</title>
        <cusip>02660TBN2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="566547"/>
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        <balance>724599.69600000</balance>
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        <curCd>USD</curCd>
        <valUSD>707536.10000000</valUSD>
        <pctVal>0.014147551465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.03325000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2021 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="691496"/>
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        <balance>-3150000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1829525.42000000</valUSD>
        <pctVal>0.036582310127</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>Texas State University System</name>
        <lei>N/A</lei>
        <title>Texas State University System</title>
        <cusip>88278PZM9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018807"/>
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        <balance>2255000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2301272.60000000</valUSD>
        <pctVal>0.046015139785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.28900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avoca CLO XVII Designated Activity Co FRN 10/15/2032 144A 17A CL B1R</name>
        <lei>635400OUIIBSBWG9WH80</lei>
        <title>Avoca CLO XVII Designated Activity Co FRN 10/15/2032 144A 17A CL B1R</title>
        <cusip>BCC2L9VU3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1009048"/>
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        <balance>5600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
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        <pctVal>0.116307746073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mauser Packaging Solutions Holding Co 7.25% 04/15/2025 144A</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>Mauser Packaging Solutions Holding Co 7.25% 04/15/2025 144A</title>
        <cusip>12429TAE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662819"/>
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        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6310000.00000000</valUSD>
        <pctVal>0.126171724307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TALEN ENERGY SUPPLY LLC 10.50% 01/15/2026 144A</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
        <title>TALEN ENERGY SUPPLY LLC 10.50% 01/15/2026 144A</title>
        <cusip>87422VAE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="678829"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1246305.00000000</valUSD>
        <pctVal>0.024920515192</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Centurion Pipeline Co LLC 6.5% 09/28/2025 Initial Term Loans</name>
        <lei>54930040AX5IIFI80J88</lei>
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        <cusip>15643YAC0</cusip>
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          <other otherDesc="Internal Identifier" value="933682"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>COLE PARK CLO LTD FRN 10/20/2028 15-1A BR 144A</name>
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          <other otherDesc="Internal Identifier" value="947772"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>MEXICO CITY AIRPORT TRUST 5.50% 07/31/2047 144A</name>
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          <other otherDesc="Internal Identifier" value="674383"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>INDUSTRY CALIF PUB FACS AUTH TAX ALLOC REV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNIV OF CALIFORNIA CA REVENUES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 5.50% 08/01/2037      FNMA 30</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>EQUINOX HOLDINGS INC 6.5% 03/08/2024 Term B-1 Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/23 2013-C01 M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2029 HQA1 M2</name>
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        <name>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 2014-18A A1BR 144A</name>
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        <title>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 2014-18A A1BR 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ARES LII CLO Ltd FRN 04/22/2031 144A 52A C</name>
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      <invstOrSec>
        <name>Metropolitan Life Global Funding I 2.95% 04/09/2030 144A</name>
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        <name>Atrium XV FRN 01/23/2031 144A 15A A1</name>
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        <name>Carlyle GMS Finance MM CLO 2015-1 LLC FRN 10/15/2031 2015-1A A2R 144A</name>
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        <name>Verscend Holding Corp 6.5% 07/27/2025 Term B Loans</name>
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        <name>ALLEGIANT TRAVEL CO 6.5% 02/05/2024 Class B Term Loan</name>
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        <name>SVB FINANCIAL GROUP 3.50% 01/29/2025</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Franklin Liberty Senior Loan ETF ETF USD NPV TIS A/C #26728</name>
        <lei>549300I3TND36ZL4CK30</lei>
        <title>Franklin Liberty Senior Loan ETF ETF USD NPV TIS A/C #26728</title>
        <cusip>35473P595</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Neuberger Berman CLO XVI-S Ltd FRN 01/15/2028 17-16SA D 144A</name>
        <lei>549300UHUHCR3388B324</lei>
        <title>Neuberger Berman CLO XVI-S Ltd FRN 01/15/2028 17-16SA D 144A</title>
        <cusip>64131TAJ3</cusip>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Octagon Investment Partners 37 Ltd FRN 07/25/2030 144A 18-2A C</name>
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        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ROYAL BANK OF CANADA 2.10% 10/14/2021</name>
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        <cusip>780082AC7</cusip>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 6.50% 08/01/2032 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31390UA97</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2028 2016-DNA1 M2</name>
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        <cusip>3137G0HT9</cusip>
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        <issuerCat>CORP</issuerCat>
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        <name>BANCA MONTE DEI PASCHI DI SIENA SPA 2.125% 11/26/2063 REG S</name>
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        <title>BANCA MONTE DEI PASCHI DI SIENA SPA 2.125% 11/26/2063 REG S</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 6.00% 04/01/2035      FNMA 30</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>MOTORS LIQUIDATION CO ESCROW ACCOUNT USD NPV REF SM # 280615</name>
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        <title>MOTORS LIQUIDATION CO ESCROW ACCOUNT USD NPV REF SM # 280615</title>
        <cusip>370ESC717</cusip>
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          <other otherDesc="Internal Identifier" value="492869"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Long Point Park CLO Ltd FRN 1/17/2030 17-1A CL C 144A</name>
        <lei>549300639DPKTBUSCC77</lei>
        <title>Long Point Park CLO Ltd FRN 1/17/2030 17-1A CL C 144A</title>
        <cusip>542798AJ2</cusip>
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          <other otherDesc="Internal Identifier" value="679890"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AMC ENTERTAINMENT HOLDINGS INC 5.75% 06/15/2025</name>
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        <name>Ellington Clo III Ltd FRN 07/20/2030 2018-3A A1 144A</name>
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        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2.75% 05/15/2025 2015-A4 A4</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.50% 03/01/2032      FHLMC G30</name>
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        <name>Blackrock European CLO IX DAC FRN 12/15/2032 144A 9A A</name>
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        <name>UKRAINE GOVERNMENT 7.75% 09/01/2023 144A</name>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC 3.75% 02/25/2026</name>
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        <name>BASS PRO GROUP LLC 6.5% 09/25/2024 Initial Term Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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      <invstOrSec>
        <name>REMINGTON OUTDOOR CO INC ESRW REF SM#518763 *Litigation Units-NIB*</name>
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        <fairValLevel>3</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 10/01/2038      FHLMC G30</name>
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        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 10/01/2038      FHLMC G30</title>
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          <other otherDesc="Internal Identifier" value="451058"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Proper Pass-Thru Trust III 8.79567% 03/15/2026 144A PT1 A</name>
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        <cusip>74360NAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040176"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 1M2</title>
        <cusip>30711XAK0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658704"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CARLYLE US CLO 2017-5 Ltd FRN 01/20/2030 144A 2017-5A A2</name>
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        <title>CARLYLE US CLO 2017-5 Ltd FRN 01/20/2030 144A 2017-5A A2</title>
        <cusip>14316AAE7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="681081"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 9.00% 01/01/2022      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>Adagio CLO VIII DAC FRN 04/15/2032 144A VIII-A B1</name>
        <lei>635400GXSZ7DMJYBSH11</lei>
        <title>Adagio CLO VIII DAC FRN 04/15/2032 144A VIII-A B1</title>
        <cusip>BCC2L5Q03</cusip>
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          <other otherDesc="Internal Identifier" value="1010968"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2020-2 FRN 03/15/2045 2020-2 PT 144A</name>
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        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2020-2 FRN 03/15/2045 2020-2 PT 144A</title>
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          <other otherDesc="Internal Identifier" value="1041434"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UPGRADE MASTER PASS-THRU TRUST FRN 06/15/2025 144A 2019-PT1 A</name>
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        <title>UPGRADE MASTER PASS-THRU TRUST FRN 06/15/2025 144A 2019-PT1 A</title>
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          <other otherDesc="Internal Identifier" value="979868"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>FANNIE MAE 6.50% 08/01/2032 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 08/01/2032 FNMA 30</title>
        <cusip>31390N6W7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="256232"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 03/01/2039      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 03/01/2039      FHLMC G30</title>
        <cusip>312931PG7</cusip>
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          <other otherDesc="Internal Identifier" value="441545"/>
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        <curCd>USD</curCd>
        <valUSD>1382884.38000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 09/01/2022      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 09/01/2022      FHLMC G15</title>
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          <other otherDesc="Internal Identifier" value="405653"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NATIONAL MENTOR HOLDINGS INC 6.5% 03/08/2026 Initial Term C Loans</name>
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        <cusip>63689EAK1</cusip>
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          <other otherDesc="Internal Identifier" value="960312"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/2030 2017-1A C 144A</name>
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        <title>TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/2030 2017-1A C 144A</title>
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          <other otherDesc="Internal Identifier" value="676716"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dryden 49 Senior Loan Fund FRN 07/18/2030 144A 2017-49A A</name>
        <lei>549300VCB8LYR1RGV869</lei>
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          <other otherDesc="Internal Identifier" value="666783"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 01/01/2028      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 01/01/2028      FHLMC G30</title>
        <cusip>31292GT71</cusip>
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          <other otherDesc="Internal Identifier" value="280187"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 03/01/2039      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 03/01/2039      FHLMC G30</title>
        <cusip>3128M7NJ1</cusip>
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          <other otherDesc="Internal Identifier" value="451069"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Angolan Government International Bond 8.25% 05/09/2028 144A</name>
        <lei>549300QHR2R3J8JSGK83</lei>
        <title>Angolan Government International Bond 8.25% 05/09/2028 144A</title>
        <cusip>035198AB6</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DISH DBS CORP 5.875% 11/15/2024</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 5.875% 11/15/2024</title>
        <cusip>25470XAW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="594958"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-15</maturityDt>
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      <invstOrSec>
        <name>FANNIE MAE 9.00% 05/01/2027      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 9.00% 05/01/2027      FNMA 30</title>
        <cusip>31400PWD3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="281877"/>
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        <balance>23779.70000000</balance>
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        <valUSD>24809.96000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US ULTRA BOND CBT Jun20 Jun 20 Future</title>
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        <name>RELIANCE STEEL &amp; ALUMINUM CO 4.50% 04/15/2023</name>
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        <title>RELIANCE STEEL &amp; ALUMINUM CO 4.50% 04/15/2023</title>
        <cusip>759509AE2</cusip>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 06/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 06/01/2037      FNMA 30</title>
        <cusip>31412YQC9</cusip>
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          <other otherDesc="Internal Identifier" value="404898"/>
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      <invstOrSec>
        <name>FLAGSHIP CLO VIII LTD FRN 01/16/2026 2014-8A ARR 144A</name>
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        <title>FLAGSHIP CLO VIII LTD FRN 01/16/2026 2014-8A ARR 144A</title>
        <cusip>338422AQ1</cusip>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF ARGENTINA 5.00% 12/20/2021 CDS</title>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 05/01/2034      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 05/01/2034      FHLMC G30</title>
        <cusip>31296X6Z3</cusip>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 6.50% 08/01/2032 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 08/01/2032 FNMA 30</title>
        <cusip>31390UUE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="256231"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-01</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>ENABLE MIDSTREAM PARTNERS LP 5.00% 05/15/2044</name>
        <lei>549300TLGDBYE711G509</lei>
        <title>ENABLE MIDSTREAM PARTNERS LP 5.00% 05/15/2044</title>
        <cusip>292480AJ9</cusip>
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          <other otherDesc="Internal Identifier" value="621101"/>
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        <curCd>USD</curCd>
        <valUSD>759613.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 07/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 07/01/2034      FNMA 30</title>
        <cusip>31405G5R7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="404926"/>
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        <curCd>USD</curCd>
        <valUSD>2495.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>GE CAPITAL INTERNATIONAL FUNDING CO 3.373% 11/15/2025</name>
        <lei>549300G6UZOB126GBY72</lei>
        <title>GE CAPITAL INTERNATIONAL FUNDING CO 3.373% 11/15/2025</title>
        <cusip>36164Q6M5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="639311"/>
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        <curCd>USD</curCd>
        <valUSD>17506864.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37300000</annualizedRt>
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      <invstOrSec>
        <name>BURLINGTON NORTHERN AND SANTA FE 99-2 TRUST 7.57% 01/02/2021</name>
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        <cusip>12189PAF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="451696"/>
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        <curCd>USD</curCd>
        <valUSD>4699.04000000</valUSD>
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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>2021-01-02</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Go Daddy Operating Co LLC 6.5% 02/15/2024 Tranche B-2 Term Loan</name>
        <lei>5493005GJOH8HLL11157</lei>
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        <cusip>38017BAN6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1012390"/>
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        <curCd>USD</curCd>
        <valUSD>4663979.53000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Talen Energy Supply LLC 7.25% 05/15/2027 144A</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
        <title>Talen Energy Supply LLC 7.25% 05/15/2027 144A</title>
        <cusip>87422VAF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="980878"/>
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        <balance>5500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5470575.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CIM Trust 2019-INV2 FRN 05/25/2049 144A 2019-INV2 A3</name>
        <lei>N/A</lei>
        <title>CIM Trust 2019-INV2 FRN 05/25/2049 144A 2019-INV2 A3</title>
        <cusip>12554TAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="986803"/>
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        <balance>15802891.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16183551.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FANNIE MAE 6.00% 06/01/2038      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 06/01/2038      FNMA 30</title>
        <cusip>31414TCN9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="429528"/>
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        <balance>283634.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>326436.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 01/01/2035      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 01/01/2035      FHLMC G30</title>
        <cusip>31283H6F7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="336785"/>
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        <balance>10864.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12438.98000000</valUSD>
        <pctVal>0.000248723859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA IIS RCV INFL CPURNSA 01/14/29 USD</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="694507"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Millennium LENDER Claim Trust ESRW USD NPV REF SM 574953</name>
        <lei>N/A</lei>
        <title>Millennium LENDER Claim Trust ESRW USD NPV REF SM 574953</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1041230"/>
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        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>Madison Park Funding XXXI Ltd FRN 01/23/2031 2018-31A C 144A</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXXI Ltd FRN 01/23/2031 2018-31A C 144A</title>
        <cusip>55819DAJ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942331"/>
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        <curCd>USD</curCd>
        <valUSD>586183.73000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A A2</name>
        <lei>N/A</lei>
        <title>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A A2</title>
        <cusip>41154XAE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="943418"/>
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        <curCd>USD</curCd>
        <valUSD>623614.90000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 9.00% 11/01/2026      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 9.00% 11/01/2026      FNMA 30</title>
        <cusip>31400RVM0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="293574"/>
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        <curCd>USD</curCd>
        <valUSD>21408.17000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="6837723149620"/>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2025 15-HQ1 M3</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 05/01/2032      FHLMC G30</name>
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        <name>REYNOLDS AMERICAN INC 5.70% 08/15/2035</name>
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        <name>FANNIE MAE 5.50% 02/01/2034      FNMA 30</name>
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        <name>Atrium XIV LLC FRN 08/23/2030 144A 14A A2A</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 2M2</name>
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        <name>PRIME SECURITY SERVICES BORROWER LLC 6.5% 09/12/2026 Term B-1 Facility</name>
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        <name>TRANSURBAN FINANCE CO PTY LTD 4.125% 02/02/2026 144A</name>
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        <name>Knowlton Development Corp 6.5% 12/21/2025 Initial Term Loan</name>
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        <name>BlueMountain Fuji US Clo III Ltd FRN 01/15/2030 144A 2017 3A D</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 12/25/2027 15-DNA2 M3</name>
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        <name>Ares XLVIII CLO Ltd FRN 07/20/2030 2018-48A D 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 05/25/2028 2015-HQA2 M2</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 02/25/2024 2014-DN1 M2</name>
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      <invstOrSec>
        <name>Aker BP ASA 4.75% 06/15/2024 144A</name>
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        <name>FANNIE MAE 5.50% 11/01/2035      FNMA 30</name>
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        <name>Bausch Health Cos Inc 6.125% 04/15/2025 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NETFLIX INC 4.875% 04/15/2028</name>
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        <name>CIM Trust 2018-INV1 FRN 08/25/2048 2018-INV1 A4 144A</name>
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        <cusip>12553XAD5</cusip>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C05 2M2</name>
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        <name>AbbVie Inc 3.2% 11/21/2029 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 5.50% 11/01/2035      FNMA 30</name>
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        <name>Allison Transmission Inc 5.875% 06/01/2029 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WEYERHAEUSER MORTGAGE CO 7.43% 01/01/2024 MORTGAGE POOL</name>
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        <title>WEYERHAEUSER MORTGAGE CO 7.43% 01/01/2024 MORTGAGE POOL</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>DISH DBS CORP 5.00% 03/15/2023</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 5.00% 03/15/2023</title>
        <cusip>25470XAL9</cusip>
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        <curCd>USD</curCd>
        <valUSD>2492750.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.643% 11/01/2031      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.643% 11/01/2031      FNMA ARM</title>
        <cusip>31402DJH4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="313081"/>
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        <balance>16528.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16825.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64300000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 02/01/2039 G30 FGLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 02/01/2039 G30 FGLMC</title>
        <cusip>3132FCBN4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="551293"/>
        </identifiers>
        <balance>5813228.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6642804.25000000</valUSD>
        <pctVal>0.132826317981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2029 2016-HQA3 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2029 2016-HQA3 M2</title>
        <cusip>3137G0KX6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="652533"/>
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        <balance>882219.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>876203.11000000</valUSD>
        <pctVal>0.017520135853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.83725000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2023 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="691388"/>
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        <balance>2350000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1831638.98000000</valUSD>
        <pctVal>-0.03662457185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="2350000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <upfrontRcpt>328118.16000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2350000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1595748.91000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 7/25/2025 2015-C03 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 7/25/2025 2015-C03 1M2</title>
        <cusip>30711XBB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658703"/>
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        <balance>8813347.86400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6654998.63000000</valUSD>
        <pctVal>0.133070150937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.48725000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.55% 12/01/2034      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.55% 12/01/2034      FNMA ARM</title>
        <cusip>31406AG30</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="328137"/>
        </identifiers>
        <balance>43577.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43870.86000000</valUSD>
        <pctVal>0.000877220610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A CR2 144A</name>
        <lei>5493004OOK6VXHQ8DQ60</lei>
        <title>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A CR2 144A</title>
        <cusip>00176ABC8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688287"/>
        </identifiers>
        <balance>2750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2409619.74000000</valUSD>
        <pctVal>0.048181597071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66013000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 7.00% 11/01/2025 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 7.00% 11/01/2025 FNMA</title>
        <cusip>31375BE45</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="447381"/>
        </identifiers>
        <balance>2614.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2623.60000000</valUSD>
        <pctVal>0.000052460243</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</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>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2029 2017-C02 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2029 2017-C02 2M2</title>
        <cusip>30711XGP3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="993015"/>
        </identifiers>
        <balance>10556687.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10094836.65000000</valUSD>
        <pctVal>0.201851497105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13725000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Aircastle Ltd 4.25% 06/15/2026</name>
        <lei>549300PNK8AKY3OIKP58</lei>
        <title>Aircastle Ltd 4.25% 06/15/2026</title>
        <cusip>00928QAS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="989493"/>
        </identifiers>
        <balance>2800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2341261.92000000</valUSD>
        <pctVal>0.046814746989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 5.50% 12/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 12/01/2036      FNMA 30</title>
        <cusip>31411BGL1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="404943"/>
        </identifiers>
        <balance>25036.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28428.52000000</valUSD>
        <pctVal>0.000568443009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE &amp; CO IIS RCV INFL CPURNSA 05/27/24 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="635529"/>
        </identifiers>
        <balance>35700000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1188884.61000000</valUSD>
        <pctVal>-0.02377236469</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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                <indexName>JPMORGAN CHASE &amp; CO IIS RCV INFL CPURNSA 05/27/24 USD</indexName>
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            <upfrontRcpt>8985782.00000000</upfrontRcpt>
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            <notionalAmt>35700000.00000000</notionalAmt>
            <curCd>USD</curCd>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BATTALION OIL CORP WTS EXP 10/08/2022 CL C</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>BATTALION OIL CORP WTS EXP 10/08/2022 CL C</title>
        <cusip>07134L131</cusip>
        <identifiers>
          <ticker value="BATL-WC"/>
          <other otherDesc="Internal Identifier" value="1014176"/>
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        <balance>4100.00000000</balance>
        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>11830.75000000</valUSD>
        <pctVal>0.000236561985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="WARRANTS TO EQUITY"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc 5.5% 01/15/2030 144A</name>
        <lei>N/A</lei>
        <title>JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc 5.5% 01/15/2030 144A</title>
        <cusip>46590XAB2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="999303"/>
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        <balance>5200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5289180.00000000</valUSD>
        <pctVal>0.105759898696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GRAY TELEVISION INC 6.5%  01/02/2026 Term C Loan</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>GRAY TELEVISION INC 6.5%  01/02/2026 Term C Loan</title>
        <cusip>389376AY0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940858"/>
        </identifiers>
        <balance>3381175.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3205776.85000000</valUSD>
        <pctVal>0.064101171618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2028 C02 1M2</name>
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        <name>TEACHERS INSURANCE &amp; ANNUITY ASSN OF AMERICA 4.90% 09/15/2044 144A</name>
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        <name>CENCOSUD SA 4.375% 07/17/2027 144A</name>
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        <name>FT HOLDINGS CORPORATION I CC USD NPV A/C# 15186</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="UXYM0"/>
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        <name>Bain Capital Credit CLO 2018-1 FRN 04/23/2031 18-1A A1 144A</name>
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        <name>Greenville City School District</name>
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        <name>New York State Urban Development Corp</name>
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        <name>eResearch Technology Inc 6.5% 03/31/2026 Initial Term Loan</name>
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        <name>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2020-7 FRN 04/17/2045 144A</name>
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        <name>Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A A2</name>
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        <name>EFS COGEN HOLDINGS I LLC (LINDEN) 5.56% 06/28/2023 Term B Advance</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 144A 5A B</name>
        <lei>635400IYPG2G6NM3OV52</lei>
        <title>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 144A 5A B</title>
        <cusip>BCC2LWND9</cusip>
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          <other otherDesc="Internal Identifier" value="1018800"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 5.50% 11/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31407X4T5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="367811"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GENERAL NUTRITION CTRS INC 11% 03/04/2021 Tranche B-2 Term Loans</name>
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        <cusip>37047QAS8</cusip>
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          <other otherDesc="Internal Identifier" value="684994"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 7.50% 07/15/2022      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <cusip>36224JF98</cusip>
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          <other otherDesc="Internal Identifier" value="282695"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>VOYA CLO 2016-3 LTD FRN 10/18/2031 2016-3A CR 144A</name>
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        <cusip>92915HAU7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WESTJET AIRLINES LTD 6.5% 12/11/2026 Initial Term Loan</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>IQVIA Inc. 6.5% 07/11/2025 Term B-3 Dollar Loans</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Madison Park Euro Funding VIII DAC FRN 04/15/2032 8A ARN 144A</name>
        <lei>635400Y8CTGVSWYFMB36</lei>
        <title>Madison Park Euro Funding VIII DAC FRN 04/15/2032 8A ARN 144A</title>
        <cusip>BCC2M53B3</cusip>
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          <other otherDesc="Internal Identifier" value="1022173"/>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 4.875% 10/14/2044 144A</name>
        <lei>5493007OEK8EF02UO833</lei>
        <title>KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 4.875% 10/14/2044 144A</title>
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          <other otherDesc="Internal Identifier" value="618530"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 6.50% 07/01/2032 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31389YAA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="256229"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 7.00% 06/15/2031 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 06/15/2031 GNMA SF</title>
        <cusip>36225BNR5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="244576"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 01/01/2031      FHLMC G30</name>
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        <cusip>31283HJM8</cusip>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.574% 02/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.574% 02/01/2034     FNMA ARM</title>
        <cusip>31404JLV5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="329757"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>BARCLAYS BANK PLC TRS RCV MARKIT IBOXX US PAY US0003M 06/20/20</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA CCS RV USD 3M+ 1.305% PY EUR 1.11% 08/20/21</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Gilbert Park CLO Ltd FRN 10/15/2030 144A 2017-1A B</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2030 2017-C05 1M2</name>
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        <name>ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS FRN 10/25/2035 2005-W2 A2C</name>
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        <name>Consumer Loan Underlying Bond Credit Trust 2019-SLCT4 FRN 08/15/2044 2019-S4 PT 144A</name>
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        <name>FANNIE MAE 3% 11/1/2048 FNL</name>
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        <name>FANNIE MAE 7.50% 01/01/2030 FNMA 30</name>
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        <name>Resideo Funding Inc 6.125% 11/01/2026 144A</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 04/01/2028      FHLMC G30</name>
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        <name>Octagon Investment Partners 28 Ltd 10/24/2030 144A 2016-1A A2R</name>
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        <name>WIDEOPENWEST FINANCE LLC 4.88938% 08/19/2023 Term B Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 08/01/2037      FHLMC G30</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>State of Oregon Department of Transportation</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Foothill-Eastern Transportation Corridor Agency</name>
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          <other otherDesc="Internal Identifier" value="1030181"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States Treasury Note/Bond 3.125% 05/15/2048</name>
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        <title>United States Treasury Note/Bond 3.125% 05/15/2048</title>
        <cusip>912810SC3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="872356"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-05-15</maturityDt>
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      <invstOrSec>
        <name>Weatherford International Ltd 11% 12/01/2024 144A</name>
        <lei>549300A2JKMG5PGOGF82</lei>
        <title>Weatherford International Ltd 11% 12/01/2024 144A</title>
        <cusip>947075AP2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1033481"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 02/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31412LB74</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="404875"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 08/01/2025 FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 08/01/2025 FHLMC</title>
        <cusip>3128F2HB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="447891"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 10/01/2036      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <cusip>3128KFUZ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="451072"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>California Health Facilities Financing Authority</name>
        <lei>5493007RI8BUDOGHZ546</lei>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="1024571"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIG 4.08% 12/15/2047</name>
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          <other otherDesc="Internal Identifier" value="683629"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 8.50% 02/01/2031 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.50% 02/01/2031 FNMA</title>
        <cusip>31386UL91</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="448662"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 6.00% 05/20/2031      GNMA II</name>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>State of Ohio</name>
        <lei>5493005LEB5E170OMX59</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>State of New York</name>
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        <title>State of New York</title>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FRANKLIN LIBERTY INVESTMENT GRADE CORPORATE ETF ETF USD NPV TIS A/C #21558</name>
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          <ticker value="FLCO"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 2.597% 03/01/2033 FN COFI+166;LC13.48</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.597% 03/01/2033 FN COFI+166;LC13.48</title>
        <cusip>31385HJQ6</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-29 FRN 12/15/2043 2018-29 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-29 FRN 12/15/2043 2018-29 PT 144A</title>
        <cusip>21052UAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942471"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Diamond Sports Group LLC / Diamond Sports Finance Co 5.375% 08/15/2026 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WEST CLO LTD FRN 07/18/2026 14-1A A2R 144A</name>
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        <title>WEST CLO LTD FRN 07/18/2026 14-1A A2R 144A</title>
        <cusip>951680AK3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-18</maturityDt>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS 35 LTD FRN 01/20/2031 2018-1A B 144A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>T-Mobile USA Inc 3.875% 04/15/2030 144A</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc 3.875% 04/15/2030 144A</title>
        <cusip>87264ABE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1059035"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COMMSCOPE TECHNOLOGIES LLC 5.00% 03/15/2027 144A</name>
        <lei>M4TWC4QDOKW45N7T6Y12</lei>
        <title>COMMSCOPE TECHNOLOGIES LLC 5.00% 03/15/2027 144A</title>
        <cusip>20338HAB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="661296"/>
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        <valUSD>4306500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.00% 01/15/2039      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.00% 01/15/2039      GNMA SF</title>
        <cusip>36296QN54</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="441772"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 08/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 08/01/2035      FNMA 30</title>
        <cusip>31407NQ22</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="404945"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CCO HOLDINGS LLC/CAPITAL CORP 5.00% 02/01/2028 144A</name>
        <lei>N/A</lei>
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        <cusip>1248EPBX0</cusip>
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          <other otherDesc="Internal Identifier" value="671572"/>
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        <balance>1500000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT Jun20 Jun 20 Future</title>
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        <assetCat>DIR</assetCat>
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        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2024 2014-DN4 M3</name>
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        <cusip>3137G0CU1</cusip>
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          <other otherDesc="Internal Identifier" value="596603"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bain Capital Credit CLO 2018-1 FRN 04/23/2031 2018-1A A2 144A</name>
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        <title>Bain Capital Credit CLO 2018-1 FRN 04/23/2031 2018-1A A2 144A</title>
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          <other otherDesc="Internal Identifier" value="686478"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.25% 08/15/2046</name>
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        <title>UNITED STATES TREASURY NOTE/BOND 2.25% 08/15/2046</title>
        <cusip>912810RT7</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Proper Pass-Thru Trust III 7.18294% 05/15/2026 144A 2020-PT3 A</name>
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        <title>Proper Pass-Thru Trust III 7.18294% 05/15/2026 144A 2020-PT3 A</title>
        <cusip>74360NAC2</cusip>
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          <other otherDesc="Internal Identifier" value="1058439"/>
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        <curCd>USD</curCd>
        <valUSD>2051777.29000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.18294</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>FANNIE MAE 6.50% 08/01/2031      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 08/01/2031      FNMA 30</title>
        <cusip>31387QLL2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="265936"/>
        </identifiers>
        <balance>2956.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3296.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2028 2016-DNA1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2028 2016-DNA1 M3</title>
        <cusip>3137G0HW2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="672837"/>
        </identifiers>
        <balance>29600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30083829.76000000</valUSD>
        <pctVal>0.601541786783</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.03725000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Salt Lake City Corp</name>
        <lei>549300CRGKV67DRSGT85</lei>
        <title>Salt Lake City Corp</title>
        <cusip>79560TEF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024516"/>
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        <balance>3155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3176611.75000000</valUSD>
        <pctVal>0.063518000309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mauser Packaging Solutions Holding Co 5.23425% 04/03/2024 Initial Term Loan</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>Mauser Packaging Solutions Holding Co 5.23425% 04/03/2024 Initial Term Loan</title>
        <cusip>05604XAP1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="952344"/>
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        <balance>929999.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>806774.99000000</valUSD>
        <pctVal>0.016131884566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.23425000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Race Point IX CLO Ltd FRN 10/15/2030 2015-9A A1AR 144A</name>
        <lei>549300C3570PBQ31OI09</lei>
        <title>Race Point IX CLO Ltd FRN 10/15/2030 2015-9A A1AR 144A</title>
        <cusip>74981HCC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683353"/>
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        <balance>5175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5019750.00000000</valUSD>
        <pctVal>0.100372506037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.42888000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Atrium XIII FRN 11/21/2030 144A 2013-A B</name>
        <lei>549300BF3YFW8EHN6F75</lei>
        <title>Atrium XIII FRN 11/21/2030 144A 2013-A B</title>
        <cusip>04966HAE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="677146"/>
        </identifiers>
        <balance>2700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2534870.51000000</valUSD>
        <pctVal>0.050686051211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.54300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-SLCT8 FRN 01/15/2045 2019-S8 PT 144A</name>
        <lei>N/A</lei>
        <title>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-SLCT8 FRN 01/15/2045 2019-S8 PT 144A</title>
        <cusip>21057BAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1025426"/>
        </identifiers>
        <balance>6228026.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5074242.29000000</valUSD>
        <pctVal>0.101462107652</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>11.621546</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Springleaf Finance Corp 6.625% 01/15/2028</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>Springleaf Finance Corp 6.625% 01/15/2028</title>
        <cusip>85172FAQ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="980686"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3548600.00000000</valUSD>
        <pctVal>0.070956098396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XVIII LP FRN 04/20/2031 18A CR 144A</name>
        <lei>549300PYL1KC7BYM8G75</lei>
        <title>LCM XVIII LP FRN 04/20/2031 18A CR 144A</title>
        <cusip>50188GAV5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688087"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1760624.16000000</valUSD>
        <pctVal>0.035204593680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98525000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2050 FNL</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2050 FNL</title>
        <cusip>01F022659</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1060207"/>
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        <balance>91000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94764413.38000000</valUSD>
        <pctVal>1.894863619522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE JUNE-20 0-3% EQUITY TRANCHE CDX 06/20/2020 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="691466"/>
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        <balance>3595108.50000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1594610.55000000</valUSD>
        <pctVal>-0.03188506540</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <descRefInstrmnt>
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                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>CITIBANK BESPOKE JUNE-20 0-3% EQUITY TRANCHE CDX 06/20/2020 CDX</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="4500000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <upfrontRcpt>1143000.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-1514591.59000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 07/01/2032      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 07/01/2032      FHLMC G30</title>
        <cusip>31283HTE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="277261"/>
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        <balance>3163.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3718.64000000</valUSD>
        <pctVal>0.000074356136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dryden 55 CLO Ltd FRN 4/15/2031 144A 18-55A A1</name>
        <lei>N/A</lei>
        <title>Dryden 55 CLO Ltd FRN 4/15/2031 144A 18-55A A1</title>
        <cusip>26245MAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688655"/>
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        <balance>23362000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22655299.50000000</valUSD>
        <pctVal>0.453004469513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.23888000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2030 2017-HQA3 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2030 2017-HQA3 M2</title>
        <cusip>3137G0RL5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977373"/>
        </identifiers>
        <balance>8312591.72400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7349600.42000000</valUSD>
        <pctVal>0.146959074162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.83725000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DUKE ENERGY CORP 3.15% 08/15/2027</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP 3.15% 08/15/2027</title>
        <cusip>26441CAX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="671748"/>
        </identifiers>
        <balance>15400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16439971.86000000</valUSD>
        <pctVal>0.328725768169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Massachusetts School Building Authority</name>
        <lei>N/A</lei>
        <title>Massachusetts School Building Authority</title>
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          <other otherDesc="Internal Identifier" value="1020159"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Galaxy XXVII CLO Ltd FRN 05/16/2031 144A 2018-27A A</name>
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        <title>Galaxy XXVII CLO Ltd FRN 05/16/2031 144A 2018-27A A</title>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PORT AUTH NY &amp; NJ CONS</name>
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          <other otherDesc="Internal Identifier" value="604523"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DAVITA INC 3.40275% 08/12/2026 Tranche B-1 Term Loan</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
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          <other otherDesc="Internal Identifier" value="1040628"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Octagon Investment Partners 18-R Ltd FRN 04/16/2031 2018-18A C 144A</name>
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        <title>Octagon Investment Partners 18-R Ltd FRN 04/16/2031 2018-18A C 144A</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="687414"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 04/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 04/01/2037      FNMA 30</title>
        <cusip>31411WYZ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="395781"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-26 FRN 08/15/2044 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-26 FRN 08/15/2044 144A</title>
        <cusip>21055TAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998229"/>
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        <curCd>USD</curCd>
        <valUSD>4727103.79000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-15</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2014-1 Ltd FRN 04/17/2031 2014-1A A2R2 144A</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2014-1 Ltd FRN 04/17/2031 2014-1A A2R2 144A</title>
        <cusip>14310MAY3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686021"/>
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        <balance>6300000.00000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>RWJ BARNABAS HEALTH INC</name>
        <lei>549300HV60S88R85TC91</lei>
        <title>RWJ BARNABAS HEALTH INC</title>
        <cusip>78349AAC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018661"/>
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        <balance>3050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3102014.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.47700000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 8.50% 05/01/2032      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 8.50% 05/01/2032      FNMA 30</title>
        <cusip>31385JPY8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="281379"/>
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        <balance>28885.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35588.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 2.44113% 01/25/2036</name>
        <lei>N/A</lei>
        <title>FANNIE MAE 2.44113% 01/25/2036</title>
        <cusip>31394VEX4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="415072"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Securus Technologies Holdings LLC 10.12688% 11/01/2025 SECOND LIEN INITIAL LOAN</name>
        <lei>549300EBCNNXVCJ2FW66</lei>
        <title>Securus Technologies Holdings LLC 10.12688% 11/01/2025 SECOND LIEN INITIAL LOAN</title>
        <cusip>78410QAE2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="668594"/>
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        <balance>416510.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>260318.75000000</valUSD>
        <pctVal>0.005205208487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PART 7.50% 06/15/2025 144A</name>
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        <cusip>86723CAF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="666604"/>
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        <balance>7500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5765625.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Phoenix Guarantor Inc 6.5% 03/05/2026 Tranche B-1 Term Loan</name>
        <lei>N/A</lei>
        <title>Phoenix Guarantor Inc 6.5% 03/05/2026 Tranche B-1 Term Loan</title>
        <cusip>71913BAE2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040644"/>
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        <balance>1666388.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1566405.58000000</valUSD>
        <pctVal>0.031321092392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-05</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Credit Trust 2019-SLCT5 FRN 09/15/2044 2019-S5 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Credit Trust 2019-SLCT5 FRN 09/15/2044 2019-S5 PT 144A</title>
        <cusip>21055CAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1005005"/>
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        <curCd>USD</curCd>
        <valUSD>3957012.75000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>TIBCO SOFTWARE INC 6.5% 07/31/2026 Term B-3 Loans</name>
        <lei>04EEB871XLHVNY4RZJ65</lei>
        <title>TIBCO SOFTWARE INC 6.5% 07/31/2026 Term B-3 Loans</title>
        <cusip>88632NAP5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1046812"/>
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        <balance>780000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>735637.50000000</valUSD>
        <pctVal>0.014709453540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.74000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BEACON ROOFING SUPPLY INC 4.875% 11/01/2025 144A</name>
        <lei>549300HDXQWWCBOYXP31</lei>
        <title>BEACON ROOFING SUPPLY INC 4.875% 11/01/2025 144A</title>
        <cusip>073685AD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="676419"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 04/20/2031 GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 04/20/2031 GNMA II</title>
        <cusip>36202DMR9</cusip>
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        <curCd>USD</curCd>
        <valUSD>1986.51000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VERSO CORP WTS EXP 07/25/2023</name>
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          <ticker value="VRSZW"/>
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        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ITALY GOVERNMENT INTERNATIONAL BOND 1.00% 06/20/2023 CDS</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="690614"/>
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        <balance>10600000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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      <invstOrSec>
        <name>Costco Wholesale Corp 1.375% 06/20/2027</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>Costco Wholesale Corp 1.375% 06/20/2027</title>
        <cusip>22160KAN5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1061879"/>
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        <balance>6900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6944212.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Anheuser-Busch Inbev Worldwide Inc 3.5% 06/01/2030</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>Anheuser-Busch Inbev Worldwide Inc 3.5% 06/01/2030</title>
        <cusip>035240AV2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058816"/>
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        <balance>10400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11115885.25000000</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>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 02/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 02/01/2037      FNMA 30</title>
        <cusip>31411HN97</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="404935"/>
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        <balance>1656.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1819.53000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CARLYLE US CLO 2017-4 Ltd FRN 01/15/2030 2017-4A C 144A</name>
        <lei>N/A</lei>
        <title>CARLYLE US CLO 2017-4 Ltd FRN 01/15/2030 2017-4A C 144A</title>
        <cusip>14315BAG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="676622"/>
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        <balance>545000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401170.10000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust 2017-4 FRN 06/25/2057 2017-4 A1 144A</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2017-4 FRN 06/25/2057 2017-4 A1 144A</title>
        <cusip>89173UAA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="671639"/>
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        <balance>5634587.31300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5695163.63000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>United States Treasury Note/Bond 2.25% 08/15/2049</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond 2.25% 08/15/2049</title>
        <cusip>912810SJ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1001329"/>
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        <balance>29500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36396777.27000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ASHTON WOODS USA LLC 6.75% 08/01/2025 144A</name>
        <lei>N/A</lei>
        <title>ASHTON WOODS USA LLC 6.75% 08/01/2025 144A</title>
        <cusip>045086AF2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="671037"/>
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        <balance>4600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3920580.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Madison Park Funding XXII Ltd FRN 01/15/2033 144A 22A CR</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXII Ltd FRN 01/15/2033 144A 22A CR</title>
        <cusip>55819XBE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1042690"/>
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        <balance>7790000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6813751.12000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21888000</annualizedRt>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 04/15/2032 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 04/15/2032 GNMA SF</title>
        <cusip>36201LTN4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="248238"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>701.07000000</valUSD>
        <pctVal>0.000014018258</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <name>CSM BAKERY SUPPLIES LLC 10.16% 07/03/2021 Second Lien Term Loan</name>
        <lei>5493001EXHLY7Q2ERI31</lei>
        <title>CSM BAKERY SUPPLIES LLC 10.16% 07/03/2021 Second Lien Term Loan</title>
        <cusip>60001PAD9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="550226"/>
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        <balance>337281.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258582.43000000</valUSD>
        <pctVal>0.005170489868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-03</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 6.00% 05/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 05/01/2035      FNMA 30</title>
        <cusip>31406XQ47</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="367892"/>
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        <balance>13585.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15117.22000000</valUSD>
        <pctVal>0.000302276658</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Voya CLO 2018-4 Ltd FRN 01/15/2032 18-4A B 144A</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-4 Ltd FRN 01/15/2032 18-4A B 144A</title>
        <cusip>92917WAE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="951196"/>
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        <curCd>USD</curCd>
        <valUSD>1809844.43000000</valUSD>
        <pctVal>0.036188778520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06888000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 2.064% 11/01/2027      FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 2.064% 11/01/2027      FHLMC ARM</title>
        <cusip>3128JRH82</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="348250"/>
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        <balance>1068093.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 06/01/2031      FHLMC G30</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 01/01/2038      FHLMC G30</name>
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        <name>FANNIE MAE 6.50% 09/01/2031      FNMA 30</name>
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        <name>OCTAGON INVESTMENT PARTNERS XVII LTD FRN 01/25/2031 13-1A CR2 144A</name>
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        <name>Ares European CLO VIII BV FRN 04/17/2032 144A 8A AR</name>
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        <name>Atrium XIII FRN 11/21/2030 144A 2013A D</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2037      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2037      FHLMC G30</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 10/01/2031 FHLMC G30</name>
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          <other otherDesc="Internal Identifier" value="249828"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U S TREASURY NOTE/BOND I/L 0.625% 01/15/2024 INDEX LINKED</name>
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          <other otherDesc="Internal Identifier" value="582187"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 02/01/2037      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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          <other otherDesc="Internal Identifier" value="451054"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>California Health Facilities Financing Authority</name>
        <lei>5493007RI8BUDOGHZ546</lei>
        <title>California Health Facilities Financing Authority</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 5.50% 01/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Upgrade Master Pass-Thru Trust 4.84612% 02/15/2026 144A 2019-PT2 A</name>
        <lei>54930089533DCF1JSH22</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>FANNIE MAE 5.50% 12/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 12/01/2036      FNMA 30</title>
        <cusip>31411F4V3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="404904"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Long Point Park CLO Ltd FRN 01/17/2030 2017-1A B 144A</name>
        <lei>549300639DPKTBUSCC77</lei>
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          <other otherDesc="Internal Identifier" value="679889"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>FANNIE MAE 5.00% 06/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 06/01/2036      FNMA 30</title>
        <cusip>31403DJR1</cusip>
        <identifiers>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Harsco Corp 5.75% 07/31/2027 144A</name>
        <lei>KAO98FK89NPNNPQGUZ43</lei>
        <title>Harsco Corp 5.75% 07/31/2027 144A</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>LIONS GATE ENTERTAINMENT CORP 6.50% 03/22/2023 TERM A LOAN</name>
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        <title>LIONS GATE ENTERTAINMENT CORP 6.50% 03/22/2023 TERM A LOAN</title>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>24 HOUR FITNESS WORLDWIDE INC 6.50% 05/30/2025 Term Loan</name>
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        <name>FANNIE MAE 3.472% 04/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CIM Trust 2019-INV1 FRN 02/25/2049 2019-INV1 A1 144A</name>
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        <title>CIM Trust 2019-INV1 FRN 02/25/2049 2019-INV1 A1 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Altice France Holding SA 10.5% 05/15/2027 144A</name>
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        <title>Altice France Holding SA 10.5% 05/15/2027 144A</title>
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        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>PROVIDENCE &amp; SAINT JOSEPH HEALTH</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="646195"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.25% 04/01/2024</name>
        <lei>5493006LL0CKP8WQW329</lei>
        <title>SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.25% 04/01/2024</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="6776723149619"/>
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      <invstOrSec>
        <name>General Electric Co 3.45% 05/01/2027</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>General Electric Co 3.45% 05/01/2027</title>
        <cusip>369604BV4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1060897"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CATALENT PHARMA SOLUTIONS INC 6.5% 05/17/2026 Dollar Term B-2 Loan</name>
        <lei>549300HALRZ339MSTH85</lei>
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        <cusip>14880BAG6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="981033"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 5.00% 05/01/2039      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 05/01/2039      FNMA 30</title>
        <cusip>31417YCC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="445250"/>
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        <balance>941017.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1075351.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 08/01/2037      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 08/01/2037      FHLMC G30</title>
        <cusip>3128KVRB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="451057"/>
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        <balance>7448.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8312.51000000</valUSD>
        <pctVal>0.000166212950</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_JPY_20200722</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="6876723149437"/>
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        <units>NC</units>
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        <valUSD>-8702.44</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>Aflac Inc 3.6% 04/01/2030</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>Aflac Inc 3.6% 04/01/2030</title>
        <cusip>001055BJ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058435"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6736126.32000000</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bausch Health Cos Inc 5% 01/30/2028 144A</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Cos Inc 5% 01/30/2028 144A</title>
        <cusip>071734AH0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1034082"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1443450.00000000</valUSD>
        <pctVal>0.028862531767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHS/Community Health Systems Inc 8% 03/15/2026 144A</name>
        <lei>5493007X5NC5XI1BB106</lei>
        <title>CHS/Community Health Systems Inc 8% 03/15/2026 144A</title>
        <cusip>12543DBC3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="966081"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3853120.00000000</valUSD>
        <pctVal>0.077045133813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Navistar International Corp 9.5% 05/01/2025 144A</name>
        <lei>WNDD3CRVXJGC8I7GX671</lei>
        <title>Navistar International Corp 9.5% 05/01/2025 144A</title>
        <cusip>63934EAW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1064903"/>
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        <balance>2700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2841750.00000000</valUSD>
        <pctVal>0.056822265856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>COMMERCIAL MORTGAGE TRUST FRN 07/10/2038 2006-GG7 AJ</name>
        <lei>N/A</lei>
        <title>COMMERCIAL MORTGAGE TRUST FRN 07/10/2038 2006-GG7 AJ</title>
        <cusip>20173MAH3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="519289"/>
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        <balance>3599000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2195390.00000000</valUSD>
        <pctVal>0.043897962254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.80691600</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 09/01/2022      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 09/01/2022      FHLMC G15</title>
        <cusip>3128PHHN4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="405652"/>
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        <balance>42996.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44514.43000000</valUSD>
        <pctVal>0.000890089126</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 06/01/2037 FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 06/01/2037 FHLMC</title>
        <cusip>3128M4UE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="447890"/>
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        <balance>27556.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>31775.34000000</valUSD>
        <pctVal>0.000635364411</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Altice France SA/France 5.5% 01/15/2028 144A</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France SA/France 5.5% 01/15/2028 144A</title>
        <cusip>02156LAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1010667"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5072750.00000000</valUSD>
        <pctVal>0.101432268539</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Fedex Corp 3.8% 05/15/2025</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>Fedex Corp 3.8% 05/15/2025</title>
        <cusip>31428XBY1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1059323"/>
        </identifiers>
        <balance>18000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19256938.38000000</valUSD>
        <pctVal>0.385052475482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kroger Co/The 2.2% 05/01/2030</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>Kroger Co/The 2.2% 05/01/2030</title>
        <cusip>501044DP3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1065047"/>
        </identifiers>
        <balance>6900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6931368.23000000</valUSD>
        <pctVal>0.138596304499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)Jun20 Jun 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="TYM0"/>
          <other otherDesc="Internal Identifier" value="1025127"/>
        </identifiers>
        <balance>2265.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2033812.49000000</valUSD>
        <pctVal>0.040667136098</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
              <counterpartyLei>K6Q0W1PS1L1O4IQL9C32</counterpartyLei>
            </counterparties>
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 10YR NOTE (CBT)Jun20 Jun 20 Future</issuerName>
                <issueTitle>US 10YR NOTE (CBT)Jun20 Jun 20 Future</issueTitle>
                <identifiers>
                  <cusip value="912828V98"/>
                  <isin value="US912828V988"/>
                  <ticker value="TYM0"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
            <notionalAmt>312942750.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2030482.94000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Air Products And Chemicals Inc 2.05% 05/15/2030</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>Air Products And Chemicals Inc 2.05% 05/15/2030</title>
        <cusip>009158BC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1066461"/>
        </identifiers>
        <balance>4900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4993549.43000000</valUSD>
        <pctVal>0.099848612044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 1.1745% PY EUR 1.05% 11/22/21</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="694130"/>
        </identifiers>
        <balance>66465750.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>840444.06000000</valUSD>
        <pctVal>0.016805115092</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Cross Currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="1.05000000" pmntAmt="66465750.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="EUR003M" floatingRtSpread="1.05000000" pmntAmt="60150000.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <terminationDt>2021-11-22</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>66465750.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>840444.06000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.449% 10/01/2036 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.449% 10/01/2036 FNMA</title>
        <cusip>31376JNW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="448380"/>
        </identifiers>
        <balance>40862.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41128.14000000</valUSD>
        <pctVal>0.000822378501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44900000</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>MARTIN MIDSTREAM PARTNERS LP/MARTIN MIDSTREAM FI 7.25% 02/15/2021</name>
        <lei>N/A</lei>
        <title>MARTIN MIDSTREAM PARTNERS LP/MARTIN MIDSTREAM FI 7.25% 02/15/2021</title>
        <cusip>573334AD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="554231"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>325800.00000000</valUSD>
        <pctVal>0.006514540060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</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>U S TREASURY NOTE/BOND I/L 0.125% 07/15/2022 INDEX LINKED</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.125% 07/15/2022 INDEX LINKED</title>
        <cusip>912828TE0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="527169"/>
        </identifiers>
        <balance>6973543.80600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6968884.64000000</valUSD>
        <pctVal>0.139346464585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</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>OXBOW CARBON LLC 5.82675% 01/04/2023 Tranche B Term Loan</name>
        <lei>IH5EFCAY91O8SVS0VX92</lei>
        <title>OXBOW CARBON LLC 5.82675% 01/04/2023 Tranche B Term Loan</title>
        <cusip>69138EAU3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="681041"/>
        </identifiers>
        <balance>2466272.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2231976.63000000</valUSD>
        <pctVal>0.044629530906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73938000</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>KENAN ADVANTAGE GROUP INC/THE 6.5% 07/29/2022 Initial Canadian Term Loan</name>
        <lei>549300GVUXCXDWYPIY65</lei>
        <title>KENAN ADVANTAGE GROUP INC/THE 6.5% 07/29/2022 Initial Canadian Term Loan</title>
        <cusip>48853UAZ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040217"/>
        </identifiers>
        <balance>383229.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321593.65000000</valUSD>
        <pctVal>0.006430431909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CVS Health Corp 4.30% 03/25/2028</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corp 4.30% 03/25/2028</title>
        <cusip>126650CX6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686103"/>
        </identifiers>
        <balance>11800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13317919.79000000</valUSD>
        <pctVal>0.266298716972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANCHEZ ENERGY CORP 6.125% 01/15/2023 *DEFAULT*</name>
        <lei>549300SB0HTIM17TVR61</lei>
        <title>SANCHEZ ENERGY CORP 6.125% 01/15/2023 *DEFAULT*</title>
        <cusip>79970YAD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="597640"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22500.00000000</valUSD>
        <pctVal>0.000449899175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dynasty Acquisition Co Inc 6.5% 04/04/2026 Initial Term B-1 Loan</name>
        <lei>549300L1RCRPOAUCB870</lei>
        <title>Dynasty Acquisition Co Inc 6.5% 04/04/2026 Initial Term B-1 Loan</title>
        <cusip>26812CAE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1042242"/>
        </identifiers>
        <balance>795430.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>703624.72000000</valUSD>
        <pctVal>0.014069341392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.95013000</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>U S TREASURY NOTE/BOND I/L 0.375% 07/15/2027 INDEX LINKED TO CPURNSA</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.375% 07/15/2027 INDEX LINKED TO CPURNSA</title>
        <cusip>9128282L3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="675025"/>
        </identifiers>
        <balance>45266409.54500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>47916809.43000000</valUSD>
        <pctVal>0.958121468956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</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>Arconic Corp 6.5% 02/04/2027 Initial Term Loans</name>
        <lei>549300B4YFWH3U74B152</lei>
        <title>Arconic Corp 6.5% 02/04/2027 Initial Term Loans</title>
        <cusip>03966BAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1042263"/>
        </identifiers>
        <balance>2430000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2417850.00000000</valUSD>
        <pctVal>0.048346165391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>Adient US LLC 7% 05/15/2026 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AHERN RENTALS INC 7.375% 05/15/2023 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>FANNIE MAE 5.50% 04/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="312151"/>
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        <name>BlueMountain CLO 2014-2 Ltd FRN 10/20/2030 2014-2A CR2 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FREDDIE MAC 8.50% 08/01/2030      FHLMC G30</name>
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        <name>N/A</name>
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        <name>Bellemeade Re 2018-1 Ltd 3.69113% 04/25/2028 144A</name>
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        <name>Goldman Sachs Group Inc/the 2.6% 02/07/2030</name>
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        <name>Permanent University Fund - Texas A&amp;M University System</name>
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        <name>Voya CLO 2014-1 Ltd FRN 04/18/2031 2014-1A CR2 144A</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 04/01/2032 FHLMC G30</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Nascar Holdings Inc 6.5% 10/18/2026 Initial Term Loans</name>
        <lei>549300XWV2JTQZZOV244</lei>
        <title>Nascar Holdings Inc 6.5% 10/18/2026 Initial Term Loans</title>
        <cusip>63108EAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998927"/>
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        <balance>2246490.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2110699.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-18</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 02/15/2026      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 02/15/2026      GNMA SF</title>
        <cusip>36204RRQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="282716"/>
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        <balance>847.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>931.82000000</valUSD>
        <pctVal>0.000018632224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IQVIA Inc 4.302% 01/20/2025 TERM B-2 DOLLAR LOANS</name>
        <lei>549300PLWY28YB00C717</lei>
        <title>IQVIA Inc 4.302% 01/20/2025 TERM B-2 DOLLAR LOANS</title>
        <cusip>44969CBH2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="673955"/>
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        <balance>1003233.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>969625.14000000</valUSD>
        <pctVal>0.019388157820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73938000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 6.00% 10/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 10/01/2034      FNMA 30</title>
        <cusip>31405RRN8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="367862"/>
        </identifiers>
        <balance>49644.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57369.42000000</valUSD>
        <pctVal>0.001147131322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Party City Holdings Inc 6.625% 08/01/2026 144A</name>
        <lei>5493005PYM1JS6EZN307</lei>
        <title>Party City Holdings Inc 6.625% 08/01/2026 144A</title>
        <cusip>702150AD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="919737"/>
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        <balance>5100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>529125.00000000</valUSD>
        <pctVal>0.010580128942</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 5.50% 07/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 07/01/2037      FNMA 30</title>
        <cusip>31413B4V0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="395789"/>
        </identifiers>
        <balance>45171.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51533.88000000</valUSD>
        <pctVal>0.001030446671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 36 Ltd FRN 04/15/2031 144A 18-1A A2</name>
        <lei>549300S890TBOLY1D042</lei>
        <title>Octagon Investment Partners 36 Ltd FRN 04/15/2031 144A 18-1A A2</title>
        <cusip>67591UAE7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686313"/>
        </identifiers>
        <balance>8500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7942691.13000000</valUSD>
        <pctVal>0.158818230668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.41888000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 05/15/2023      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 05/15/2023      GNMA SF</title>
        <cusip>36224RL69</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="282710"/>
        </identifiers>
        <balance>337.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>338.71000000</valUSD>
        <pctVal>0.000006772682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CWABS INC ASSET-BACKED CERTIFICATES FRN 3/25/2034 2004-1 M1</name>
        <lei>N/A</lei>
        <title>CWABS INC ASSET-BACKED CERTIFICATES FRN 3/25/2034 2004-1 M1</title>
        <cusip>126671Z25</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="525452"/>
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        <balance>565733.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>556628.40000000</valUSD>
        <pctVal>0.011130073696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TRY_USD_20200714</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6869823610829"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-213585.57</valUSD>
        <pctVal>-0.00427075430</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <curPur>TRY</curPur>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KFC HLDG/PIZZA HUT/TACO BELL 6.50% 04/03/2025 TERM LOAN B</name>
        <lei>N/A</lei>
        <title>KFC HLDG/PIZZA HUT/TACO BELL 6.50% 04/03/2025 TERM LOAN B</title>
        <cusip>72584DAE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687770"/>
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        <balance>2969696.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2856940.55000000</valUSD>
        <pctVal>0.057126008785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-03</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CANADIAN NATURAL RESOURCES LTD 3.85% 06/01/2027</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CANADIAN NATURAL RESOURCES LTD 3.85% 06/01/2027</title>
        <cusip>136385AX9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="666835"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9302712.30000000</valUSD>
        <pctVal>0.186012559688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Provident Funding Mortgage Trust 2020-1 FRN 144A 2020-1 A3</name>
        <lei>N/A</lei>
        <title>Provident Funding Mortgage Trust 2020-1 FRN 144A 2020-1 A3</title>
        <cusip>743874AE9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1046250"/>
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        <balance>18224580.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18675673.92000000</valUSD>
        <pctVal>0.373429790982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BUNGE LTD FINANCE CORP 3.25% 08/15/2026</name>
        <lei>549300QHC068L40NNM71</lei>
        <title>BUNGE LTD FINANCE CORP 3.25% 08/15/2026</title>
        <cusip>120568AX8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="642586"/>
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        <balance>12000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11915018.40000000</valUSD>
        <pctVal>0.238246975703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FGI OPERATING CO LLC (FREEDOM GROUP) 8.8425% 05/15/2021 Term Loan FILO</name>
        <lei>N/A</lei>
        <title>FGI OPERATING CO LLC (FREEDOM GROUP) 8.8425% 05/15/2021 Term Loan FILO</title>
        <cusip>30252KAH0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="874435"/>
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        <balance>1127442.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1122391.66000000</valUSD>
        <pctVal>0.022442803659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.599% 05/01/2025 FN CMT+223.00;LC12.57</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.599% 05/01/2025 FN CMT+223.00;LC12.57</title>
        <cusip>31385NVP1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="208159"/>
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        <balance>6919.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6970.14000000</valUSD>
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        <name>KAZAKHSTAN TEMIR ZHOLY FINANCE BV 6.95% 07/10/2042 144A</name>
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        <name>New Jersey Transportation Trust Fund Authority</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2024 2014-HQ1 M3</name>
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        <name>OCTAGON INVESTMENT PARTNERS 24 LTD FRN 04/21/2031 144A 2015-1A BS</name>
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        <name>FANNIE MAE 5.00% 01/01/2037      FNMA 30</name>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-37 10/17/2044 2019-37 PT 144A</name>
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        <name>FANNIE MAE 2.064% 09/01/2034     FNMA ARM</name>
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        <name>Mill City Mortgage Loan Trust 2018-4 FRN 04/25/2066 2018-4 A1B 144A</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2029 2016-C07 2M2</name>
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        <name>PLASTIPAK HLDGS INC 6.25% 10/15/2025 144A</name>
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        <name>FANNIE MAE 6.00% 09/01/2022      FNMA 15</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31413Q5T1</cusip>
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        <name>BURNHAM PARK CLO LTD FRN 10/20/2029 144A 1A BR</name>
        <lei>549300BOEG5O4MSO7220</lei>
        <title>BURNHAM PARK CLO LTD FRN 10/20/2029 144A 1A BR</title>
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        <name>CITIGROUP MORTGAGE LOAN TRUST FRN 05/25/2042 2013-A A 144A</name>
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        <name>Euro-Galaxy III CLO BV FRN 01/17/2031 144A 3A B2ER</name>
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        <name>Virginia Electric &amp; Power Co 6.35% 11/30/2037</name>
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        <name>LCM 26 Ltd FRN 01/20/2031 26A D 144A</name>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A A1 144A</name>
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        <title>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A A1 144A</title>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2049 FNL</name>
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        <title>FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2049 FNL</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Southern Co/The 3.7% 04/30/2030</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>Southern Co/The 3.7% 04/30/2030</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="1058804"/>
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        <valUSD>15456990.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan</name>
        <lei>549300YI0BNF11FDQE44</lei>
        <title>GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan</title>
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        <name>GOVT NATL MORTG ASSN 3.125% 10/20/2026 GN CMT+150</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 08/01/2033      FHLMC G30</name>
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        <lei>549300DH041IB658HY57</lei>
        <title>Holland Park CLO DAC FRN 11/14/2032 144A 1A A2R</title>
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        <name>STATE GRID OVERSEAS INVESTMENT 2016 LTD 3.50% 05/04/2027 144A</name>
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        <name>REYNOLDS GROUP ISSUER INC/LLC/SA 7.00% 07/15/2024 144A</name>
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        <name>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A B 144A</name>
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        <name>CLUB Certificate Issuer Trust 1 2018-14 FRN 09/16/2041 144A 2018-14 PT</name>
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      <invstOrSec>
        <name>BIOGEN INC 5.20% 09/15/2045</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>San Diego County Regional Transportation Commission</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ARES LII CLO Ltd FRN 04/22/2031 144A 52A B</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.81488% 10/25/2022 Term Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <title>JPMORGAN CHASE BANK NA IIS RCV INFL CPURNSA 08/31/24 USD</title>
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        <name>LCM 26 Ltd FRN 01/20/2031 26A C 144A</name>
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        <name>CHENIERE CORPUS CHRISTI HLDGS LLC 5.875% 03/31/2025</name>
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        <name>ENABLE MIDSTREAM PARTNERS LP 3.90% 05/15/2024</name>
        <lei>549300TLGDBYE711G509</lei>
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        <name>State Grid Overseas Investment 2016 Ltd 4.25% 05/02/2028 144A</name>
        <lei>3003006V8BHG5158QO96</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_NOK_20200915</title>
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          <other otherDesc="Internal Sec ID" value="6837823411136"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>89287.65</valUSD>
        <pctVal>0.001785352893</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>233800000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>22921568.63000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-15</settlementDt>
            <unrealizedAppr>89287.65000000</unrealizedAppr>
          </fwdDeriv>
        </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"/>
      <explntrNote note="Used CNY (Onshore Yuan) instead of CNH (Offshore Yuan) for all base currency isocodes." noteItem="C.11.e.i"/>
      <explntrNote note="Used CNY (Onshore Yuan) instead of CNH (Offshore Yuan) for all base currency isocodes." noteItem="C.11.e.ii"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-05-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
