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      </invstOrSec>
      <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>
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          <other otherDesc="Internal Identifier" value="1009048"/>
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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>GOVT NATL MORTG ASSN 6.50% 10/15/2031 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 10/15/2031 GNMA SF</title>
        <cusip>36213VMK1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="223344"/>
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        <curCd>USD</curCd>
        <valUSD>7511.75000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LIONS GATE ENTERTAINMENT CORP 6.50% 03/22/2023 TERM A LOAN</name>
        <lei>5493000JSMHPHZURLM72</lei>
        <title>LIONS GATE ENTERTAINMENT CORP 6.50% 03/22/2023 TERM A LOAN</title>
        <cusip>53627MAC7</cusip>
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          <other otherDesc="Internal Identifier" value="687077"/>
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        <valUSD>1597293.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.39525000</annualizedRt>
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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>
        <cusip>114894ZW1</cusip>
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          <other otherDesc="Internal Identifier" value="1019638"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.47700000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA IIS RCV INFL CPURNSA 08/31/24 USD</title>
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          <other otherDesc="Internal Sec ID" value="673330"/>
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        <units>NC</units>
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        <valUSD>-183078.61000000</valUSD>
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        <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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              <indexBasketInfo>
                <indexName>JPMORGAN CHASE BANK NA IIS RCV INFL CPURNSA 08/31/24 USD</indexName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2021 CDS</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="691338"/>
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        <balance>-4725000.00000000</balance>
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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>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 10/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 10/01/2033      FNMA 30</title>
        <cusip>31403AN35</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="290712"/>
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        <balance>39732.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43403.20000000</valUSD>
        <pctVal>0.000828009836</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>2033-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <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"/>
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        <balance>44105.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46013.04000000</valUSD>
        <pctVal>0.000877798174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.55000000</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>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>
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        <curCd>USD</curCd>
        <valUSD>359445.42000000</valUSD>
        <pctVal>0.006857198165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85000000</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>CARLYLE US CLO 2017-5 Ltd FRN 01/20/2030 144A 2017-5A A2</name>
        <lei>N/A</lei>
        <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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        <valUSD>1958660.00000000</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>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2023 CDS</title>
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          <other otherDesc="Internal Sec ID" value="691497"/>
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        <balance>3150000.00000000</balance>
        <units>NC</units>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>GE COMMERCIAL MORTGAGE CORP TRUST FRN 12/10/2049 2007-C1 AM</name>
        <lei>549300MEP395QRNT3X34</lei>
        <title>GE COMMERCIAL MORTGAGE CORP TRUST FRN 12/10/2049 2007-C1 AM</title>
        <cusip>36159XAH3</cusip>
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          <other otherDesc="Internal Identifier" value="459094"/>
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        <valUSD>950461.83000000</valUSD>
        <pctVal>0.018132113400</pctVal>
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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>Variable</couponKind>
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      <invstOrSec>
        <name>Diamond Sports Group LLC / Diamond Sports Finance Co 5.375% 08/15/2026 144A</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group LLC / Diamond Sports Finance Co 5.375% 08/15/2026 144A</title>
        <cusip>25277LAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998600"/>
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        <balance>6200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6187451.20000000</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>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSURBAN FINANCE CO PTY LTD 4.125% 02/02/2026 144A</name>
        <lei>54930081LPJMUMEA6E57</lei>
        <title>TRANSURBAN FINANCE CO PTY LTD 4.125% 02/02/2026 144A</title>
        <cusip>89400PAE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="615928"/>
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        <balance>7200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7857232.63000000</valUSD>
        <pctVal>0.149893692271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</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>Appvion Operations Inc 6.5% 06/15/2026 Term Loan</name>
        <lei>549300KG8GQ03SX7CT73</lei>
        <title>Appvion Operations Inc 6.5% 06/15/2026 Term Loan</title>
        <cusip>03835HAB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="877475"/>
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        <balance>289972.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292872.44000000</valUSD>
        <pctVal>0.005587174704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 2M2</title>
        <cusip>30711XAV6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Provident Funding Mortgage Trust 2019-1 FRN 12/25/2049 144A 2019-1 A2</name>
        <lei>N/A</lei>
        <title>Provident Funding Mortgage Trust 2019-1 FRN 12/25/2049 144A 2019-1 A2</title>
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          <other otherDesc="Internal Identifier" value="1025543"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-25</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 1.87% PY EUR 1.7% 10/15/21</title>
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          <other otherDesc="Internal Sec ID" value="693872"/>
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        <valUSD>-43710.52000000</valUSD>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Halcon Resources Corp WTS EXP 10/08/2022 CL B</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>Halcon Resources Corp WTS EXP 10/08/2022 CL B</title>
        <cusip>40537Q126</cusip>
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          <ticker value="HALC-WB"/>
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        <descOthUnits>Warrants</descOthUnits>
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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% 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>9835.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10644.09000000</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>
      <invstOrSec>
        <name>Dryden 64 CLO Ltd FRN 04/18/2031 2018-64A A 144A</name>
        <lei>N/A</lei>
        <title>Dryden 64 CLO Ltd FRN 04/18/2031 2018-64A A 144A</title>
        <cusip>26251LAC8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687164"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1194480.00000000</valUSD>
        <pctVal>0.022787287328</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>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="395788"/>
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        <balance>223178.90000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="159685"/>
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        <curCd>USD</curCd>
        <valUSD>3868.32000000</valUSD>
        <pctVal>0.000073796563</pctVal>
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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>Floating</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 12/01/2037      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 12/01/2037      FHLMC G30</title>
        <cusip>3128L04F6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="404791"/>
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        <curCd>USD</curCd>
        <valUSD>247052.00000000</valUSD>
        <pctVal>0.004713050791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>City of San Francisco CA Public Utilities Commission Water Revenue</name>
        <lei>N/A</lei>
        <title>City of San Francisco CA Public Utilities Commission Water Revenue</title>
        <cusip>79765R5B1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1032381"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FIVE POINT OPERATING CO LP/FIVE POINT CAPITAL CO 7.875% 11/15/2025 144A</name>
        <lei>N/A</lei>
        <title>FIVE POINT OPERATING CO LP/FIVE POINT CAPITAL CO 7.875% 11/15/2025 144A</title>
        <cusip>33834YAA6</cusip>
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          <other otherDesc="Internal Identifier" value="679183"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>622494.00000000</valUSD>
        <pctVal>0.011875418289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KAISER FOUNDATION HOSPITALS</name>
        <lei>DW4Z57L3G4IRMHYZYK62</lei>
        <title>KAISER FOUNDATION HOSPITALS</title>
        <cusip>48305QAE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018671"/>
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        <balance>11270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12044720.76000000</valUSD>
        <pctVal>0.229779077712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.26600000</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>Amcor Finance USA Inc 3.625% 04/28/2026 144A</name>
        <lei>549300ZMT7FVT8R77U18</lei>
        <title>Amcor Finance USA Inc 3.625% 04/28/2026 144A</title>
        <cusip>02343UAC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="986625"/>
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        <balance>11800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12423671.30000000</valUSD>
        <pctVal>0.237008378193</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hayfin Kingsland IX Ltd FRN 04/28/2031 144A 2013-6A BR</name>
        <lei>5493007TDTFGTUF8ZZ81</lei>
        <title>Hayfin Kingsland IX Ltd FRN 04/28/2031 144A 2013-6A BR</title>
        <cusip>42086QAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688386"/>
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        <balance>14500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14509280.00000000</valUSD>
        <pctVal>0.276795871245</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.59538000</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"/>
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        <balance>7600000.00000000</balance>
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        <name>DISCOVER CARD EXECUTION NOTE TRUST 1.89% 10/15/2024 A3 A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VOYA CLO 2016-3 LTD FRN 10/18/2031 2016-3A CR 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A C 144A</name>
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          <other otherDesc="Internal Identifier" value="934779"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bausch Health Cos Inc 6.5% 11/27/2025 First Incremental Term Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 3.5% 09/20/2049 SF2</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Akbank T.A.S. 5.125% 03/31/2025 144A</name>
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        <invCountry>TR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>U S TREASURY NOTE/BOND I/L 0.125% 07/15/2024 INDEX LINKED TO CPURNSA</name>
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        <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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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <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>
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        <invCountry>US</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>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 37 Ltd FRN 07/25/2030 144A 18-2A C</title>
        <cusip>67591VAJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689268"/>
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        <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>Harsco Corp 5.75% 07/31/2027 144A</name>
        <lei>KAO98FK89NPNNPQGUZ43</lei>
        <title>Harsco Corp 5.75% 07/31/2027 144A</title>
        <cusip>415864AM9</cusip>
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          <other otherDesc="Internal Identifier" value="991073"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 1.25% PY EUR 1.05% 11/22/21</title>
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          <other otherDesc="Internal Sec ID" value="694130"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>Magnetite XIV-R LTD FRN 10/18/2031 2015-14RA A1 144A</name>
        <lei>549300XD71H6EU9N2I97</lei>
        <title>Magnetite XIV-R LTD FRN 10/18/2031 2015-14RA A1 144A</title>
        <cusip>55954LAC7</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Weatherford International Ltd 11% 12/01/2024 144A</name>
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        <title>Weatherford International Ltd 11% 12/01/2024 144A</title>
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          <other otherDesc="Internal Identifier" value="1033481"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 2M2</title>
        <cusip>30711XAM6</cusip>
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          <other otherDesc="Internal Identifier" value="663191"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNIV OF CALIFORNIA CA REVENUES</name>
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          <other otherDesc="Internal Identifier" value="599634"/>
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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>JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc 5.5% 01/15/2030 144A</name>
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        <cusip>46590XAB2</cusip>
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        <curCd>USD</curCd>
        <valUSD>1298220.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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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>31412XSX3</cusip>
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          <other otherDesc="Internal Identifier" value="404888"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-07-01</maturityDt>
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          <annualizedRt>5.50000000</annualizedRt>
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        <name>FANNIE MAE 5.50% 04/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31411WYZ4</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF ARGENTINA 5.00% 12/20/2021 CDS</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 09/01/2022      FHLMC G15</name>
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        <cusip>3128PHHN4</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Appvion Operations Inc COM USD NPV</name>
        <lei>549300KG8GQ03SX7CT73</lei>
        <title>Appvion Operations Inc COM USD NPV</title>
        <cusip>000000000</cusip>
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          <ticker value="45226Z"/>
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        <balance>13032.80000000</balance>
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        <valUSD>189179.68000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <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>2506.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2512.65000000</valUSD>
        <pctVal>0.000047934228</pctVal>
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        <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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      <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>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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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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        <valUSD>17727.65000000</valUSD>
        <pctVal>0.000338193234</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT Mar20 Mar 20 Future</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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      <invstOrSec>
        <name>UTEX INDUSTRIES INC 9.552% 05/20/2022 Second Lien Initial Term Loan</name>
        <lei>N/A</lei>
        <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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        <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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      <invstOrSec>
        <name>Braskem Netherlands Finance BV 4.5% 01/31/2030 144A</name>
        <lei>N/A</lei>
        <title>Braskem Netherlands Finance BV 4.5% 01/31/2030 144A</title>
        <cusip>10554TAD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1025403"/>
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        <curCd>USD</curCd>
        <valUSD>9257040.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 06/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 06/01/2033      FNMA 30</title>
        <cusip>31400WGZ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="290710"/>
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        <curCd>USD</curCd>
        <valUSD>19991.81000000</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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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO 2018-1 Ltd FRN 07/30/2030 144A 2018-1A B</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO 2018-1 Ltd FRN 07/30/2030 144A 2018-1A B</title>
        <cusip>09629TAG3</cusip>
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          <other otherDesc="Internal Identifier" value="916406"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-30</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
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        <name>Newark BSL CLO 2 Ltd FRN 07/25/2030 2017-1A B 144A</name>
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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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        <name>FLAGSHIP CLO VIII LTD FRN 01/16/2026 2014-8A ARR 144A</name>
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        <name>GOVT NATL MORTG ASSN 7.50% 08/20/2031      GNMA II</name>
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        <name>VERSO CORP COM USD.01 CL A</name>
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        <name>BlueMountain CLO 2014-2 Ltd FRN 10/20/2030 2014-2A CR2 144A</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2024 2014-DN4 M3</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 11/27/2028 2016-HQA2 M2</name>
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        <name>Carlyle Global Market Strategies CLO 2014-1 Ltd FRN 04/17/2031 2014-1A A1R2 144A</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>Upgrade Master Pass-Thru Trust 4.84612% 02/15/2026 144A 2019-PT2 A</name>
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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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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Liberty Mutual Group Inc 4.569% 02/01/2029 144A</name>
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        <name>U S TREASURY NOTE/BOND I/L 0.625% 01/15/2026 INDEX LINKED TO CPURNSA</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2030 C05 1M2</name>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA 2.10% 10/14/2021</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <cusip>780082AC7</cusip>
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          <other otherDesc="Internal Identifier" value="614433"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Altice Luxembourg SA 10.5% 05/15/2027 144A</name>
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        <cusip>02156DAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="980313"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
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      <invstOrSec>
        <name>FT HOLDINGS CORPORATION I CC USD NPV A/C# 15186</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 12/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 12/01/2033      FHLMC G30</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="297333"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_CNH_20200224</title>
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          <other otherDesc="Internal Sec ID" value="6587322519543"/>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>MINNESOTA ST</name>
        <lei>N/A</lei>
        <title>MINNESOTA ST</title>
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        <valUSD>6412780.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <securityLending>
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        <name>LCM XVI LP FRN 10/15/2031 2016A A2R 144A</name>
        <lei>549300RB1XGNK3FHRH35</lei>
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          <other otherDesc="Internal Identifier" value="946430"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Live Nation Entertainment Inc 4.75% 10/15/2027 144A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <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>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>New York State Urban Development Corp</name>
        <lei>54930039Y2EMGXN6LM88</lei>
        <title>New York State Urban Development Corp</title>
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          <other otherDesc="Internal Identifier" value="1018781"/>
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        <name>GOVT NATL MORTG ASSN 3.125% 10/20/2026 GN CMT+150</name>
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        <name>FANNIE MAE 6.00% 06/01/2038 FNL FNCL</name>
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        <name>Long Point Park CLO Ltd FRN 01/17/2030 2017-1A B 144A</name>
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        <name>UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2047</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2049 FNL</name>
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        <name>Surf Holdings Sarl 6.5% 03/31/2027 Term Loan B</name>
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        <name>GOVT NATL MORTG ASSN 3.5% 12/20/2049 SF2</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 3% 12/01/2049 FNL</name>
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        <name>Consumer Loan Underlying Bond Credit Trust 2019-SLCT5 FRN 09/15/2044 2019-S5 PT 144A</name>
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        <name>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A C1 144A</name>
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        <name>FANNIE MAE 6.50% 07/01/2029      FNMA 30</name>
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        <name>UKRAINE GOVERNMENT 7.75% 09/01/2024 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UKRAINE GOVERNMENT 7.75% 09/01/2027 144A</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 06/01/2031      FHLMC G30</name>
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        <name>Amkor Technology Inc 6.625% 09/15/2027 144A</name>
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        <name>N/A</name>
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        <name>Octagon Investment Partners 28 Ltd 10/24/2030 144A 2016-1A A2R</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 11/01/2031 FHLMC</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.00% 04/15/2025 2019-3 A</name>
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        <identifiers>
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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>BANCA MONTE DEI PASCHI DI SIENA SPA 2.125% 11/26/2063 REG S</name>
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        <name>Pennsylvania Turnpike Commission</name>
        <lei>549300J8LLBYEYEXZJ24</lei>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 08/01/2037      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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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>
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          <other otherDesc="Internal Identifier" value="280187"/>
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        <invCountry>US</invCountry>

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        <name>BURNHAM PARK CLO LTD FRN 10/20/2029 144A 1A BR</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 6.50% 04/15/2032 GNMA SF</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BNP PARIBAS SA</counterpartyName>
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      <invstOrSec>
        <name>AIR CANADA 6.5% 10/06/2023 New Term Loans</name>
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        <cusip>C0102MAK1</cusip>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="693951"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>Prosper Pass-Thru Trust III 8.79567% 03/15/2026 144A PT1 A</name>
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        <cusip>74360NAA6</cusip>
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        <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="693810"/>
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        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>Go Daddy Operating Co LLC 6.5% 02/15/2024 Tranche B-2 Term Loan</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Atrium XV FRN 01/23/2031 144A 15A A1</name>
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        <title>Atrium XV FRN 01/23/2031 144A 15A A1</title>
        <cusip>04965FAC5</cusip>
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          <other otherDesc="Internal Identifier" value="944119"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Dryden 41 Senior Loan Fund FRN 04/15/2031 REG S 2015-41X AR</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Caesars Resort Collection LLC 6.5% 12/22/2024 Term B Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>CATAMARAN CLO LTD FRN 10/18/2026 2014-2A BR 144A</name>
        <lei>549300YV4DIC30VMKL37</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>REPUBLIC OF IRAQ 5.80% 01/15/2028 144A</name>
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        <cusip>462652AA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="619680"/>
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        <invCountry>IQ</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <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>
        <cusip>12555DAA3</cusip>
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          <other otherDesc="Internal Identifier" value="971517"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <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>
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          <other otherDesc="Internal Identifier" value="677146"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>U S TREASURY NOTE/BOND I/L 3.625% 04/15/2028 INDEX LINKED</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 3.625% 04/15/2028 INDEX LINKED</title>
        <cusip>912810FD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="395775"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>EDF SA 5.25% 07/29/2168 144A</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>EDF SA 5.25% 07/29/2168 144A</title>
        <cusip>268317AF1</cusip>
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          <other otherDesc="Internal Identifier" value="540918"/>
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        <curCd>USD</curCd>
        <valUSD>25259760.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
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          <isLoanByFund>N</isLoanByFund>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FANNIE MAE 5.50% 07/01/2037      FNMA 30</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Jyske Realkredit A/S 1% 04/01/2026</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>City &amp; County Honolulu HI Wastewater System Revenue</name>
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        <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 CONNECTICUT AVENUE SECURITIES FRN 10/25/2029 2017-C03 1M2</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.87% 10/15/2024 2019-1 A</name>
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        <name>Massachusetts School Building Authority</name>
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        <name>N/A</name>
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        <name>Euro-Galaxy III CLO BV FRN 01/17/2031 144A 3A B2ER</name>
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        <name>Ares European CLO VIII BV FRN 04/17/2032 8A BR 144a</name>
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        <name>KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 4.875% 10/14/2044 144A</name>
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        <name>N/A</name>
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        <name>GOVT NATL MORTG ASSN 7.50% 12/15/2025 GNMA SF</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2028 2016-HQA2 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2028 2016-HQA2 M3</title>
        <cusip>3137G0KE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689498"/>
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        <curCd>USD</curCd>
        <valUSD>29751749.49000000</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>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 01/01/2038      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 01/01/2038      FHLMC G30</title>
        <cusip>3128L3WM4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="431797"/>
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        <curCd>USD</curCd>
        <valUSD>132398.18000000</valUSD>
        <pctVal>0.002525781402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>31390RFA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="256205"/>
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        <balance>1065.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1181.58000000</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>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK CREDIT CARD ISSUANCE TRUST FRN 08/08/2024 2017-A7 A7</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CITIBANK CREDIT CARD ISSUANCE TRUST FRN 08/08/2024 2017-A7 A7</title>
        <cusip>17305EGF6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="955402"/>
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        <balance>3477000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3495250.08000000</valUSD>
        <pctVal>0.066679448678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.06213000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Regional Transportation District Sales Tax Revenue</name>
        <lei>N/A</lei>
        <title>Regional Transportation District Sales Tax Revenue</title>
        <cusip>759136US1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024247"/>
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        <balance>3605000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3767044.75000000</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>2038-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25800000</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>Gazprom PJSC Via Gaz Capital SA 3.85% 02/06/2020 144A</name>
        <lei>213800568PRHV2JR9650</lei>
        <title>Gazprom PJSC Via Gaz Capital SA 3.85% 02/06/2020 144A</title>
        <cusip>368266AS1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="541516"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10007050.00000000</valUSD>
        <pctVal>0.190906104462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-06</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>ARAMARK CORPORATION 6.5% 03/11/2025 U.S. Term B-3 Loan</name>
        <lei>N/A</lei>
        <title>ARAMARK CORPORATION 6.5% 03/11/2025 U.S. Term B-3 Loan</title>
        <cusip>03852JAL5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="875825"/>
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        <balance>1834185.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1844502.33000000</valUSD>
        <pctVal>0.035187868002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.39525000</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>Blackrock European CLO IX DAC FRN 12/15/2032 144A 9A B</name>
        <lei>549300CTNII509TFCV23</lei>
        <title>Blackrock European CLO IX DAC FRN 12/15/2032 144A 9A B</title>
        <cusip>BCC2LLUM5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1013852"/>
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        <balance>5250000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90637180"/>
        <valUSD>5835530.09000000</valUSD>
        <pctVal>0.111325347325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.55000000</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>FANNIE MAE 5.50% 09/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 09/01/2035      FNMA 30</title>
        <cusip>31407NRE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="348054"/>
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        <balance>251883.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274060.82000000</valUSD>
        <pctVal>0.005228302399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</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>California Health Facilities Financing Authority</name>
        <lei>5493007RI8BUDOGHZ546</lei>
        <title>California Health Facilities Financing Authority</title>
        <cusip>13032UVK1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024572"/>
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        <balance>3455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3624329.55000000</valUSD>
        <pctVal>0.069141918515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.93400000</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>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>3873345.00000000</valUSD>
        <pctVal>0.073892426358</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>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST FRN 04/25/2057 144A 2017-2 A1</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST FRN 04/25/2057 144A 2017-2 A1</title>
        <cusip>89173HAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="665590"/>
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        <balance>3409981.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3450302.05000000</valUSD>
        <pctVal>0.065821967870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-04-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE INTERNATIONAL TRS RCV MARKIT IBOXX US PAY US0003M 03/20/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693105"/>
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        <balance>10400000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>402459.80000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Credit Suisse International</counterpartyName>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="0" pmntAmt="10400000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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          <isCashCollateral>N</isCashCollateral>
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      <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"/>
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        <balance>3066.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3399.71000000</valUSD>
        <pctVal>0.000064856815</pctVal>
        <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>
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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>
      <invstOrSec>
        <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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6491591.29000000</valUSD>
        <pctVal>0.123841132495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</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 5.50% 09/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 09/01/2035      FNMA 30</title>
        <cusip>31407ERW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="348056"/>
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        <balance>774166.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>848597.23000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-09-01</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <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>
        <cusip>31296JLK0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="297335"/>
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        <curCd>USD</curCd>
        <valUSD>57409.22000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Adient US LLC 7% 05/15/2026 144A</name>
        <lei>213800SOTRCDGZUHL712</lei>
        <title>Adient US LLC 7% 05/15/2026 144A</title>
        <cusip>00688JAA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="978567"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1094374.00000000</valUSD>
        <pctVal>0.020877549044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 10/01/2031 FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 10/01/2031 FHLMC G30</title>
        <cusip>31283HPA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="249828"/>
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        <curCd>USD</curCd>
        <valUSD>9331.86000000</valUSD>
        <pctVal>0.000178025396</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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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        <balance>4100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4086818.50000000</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>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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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        <curCd>USD</curCd>
        <valUSD>83258.20000000</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>2034-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SVB FINANCIAL GROUP 3.50% 01/29/2025</name>
        <lei>549300D2KJ20JMXE7542</lei>
        <title>SVB FINANCIAL GROUP 3.50% 01/29/2025</title>
        <cusip>78486QAD3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="596931"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6392901.12000000</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>2025-01-29</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>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>31390NW81</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="256224"/>
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        <balance>4942.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5481.54000000</valUSD>
        <pctVal>0.000104572221</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>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIG 4.08% 12/15/2047</name>
        <lei>N/A</lei>
        <title>BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIG 4.08% 12/15/2047</title>
        <cusip>05723KAF7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683629"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1282578.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.08000000</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>ARES LII CLO Ltd FRN 04/22/2031 144A 52A C</name>
        <lei>N/A</lei>
        <title>ARES LII CLO Ltd FRN 04/22/2031 144A 52A C</title>
        <cusip>04009AAG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="966056"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2508675.00000000</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>
          <annualizedRt>4.48213000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Madison Park Funding XXIX LTD FRN 10/18/2030 2018-29A 2A 144A</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXIX LTD FRN 10/18/2030 2018-29A 2A 144A</title>
        <cusip>55820CAE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934213"/>
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        <curCd>USD</curCd>
        <valUSD>1724112.09000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HORIZON PHARMA INC 4% 05/22/2026 Seventh Amendment Refinancing Term Loans</name>
        <lei>549300XKTPCO4GUSJY52</lei>
        <title>HORIZON PHARMA INC 4% 05/22/2026 Seventh Amendment Refinancing Term Loans</title>
        <cusip>44055UAC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1034321"/>
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        <curCd>USD</curCd>
        <valUSD>3207101.43000000</valUSD>
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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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      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.75% 09/01/2025 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.75% 09/01/2025 144A</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="617119"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.5% 11/20/2049 SF2</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.5% 11/20/2049 SF2</title>
        <cusip>36179U6V9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1022178"/>
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        <curCd>USD</curCd>
        <valUSD>152757084.13000000</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 11/01/2021      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 11/01/2021      FHLMC G15</title>
        <cusip>3128M1TY5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="396240"/>
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        <curCd>USD</curCd>
        <valUSD>27810.95000000</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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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <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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        <balance>22000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22882057.22000000</valUSD>
        <pctVal>0.436524690688</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>3.37500000</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>
      <invstOrSec>
        <name>LCM XXII Ltd FRN 10/20/2028 144A 22A A2R</name>
        <lei>N/A</lei>
        <title>LCM XXII Ltd FRN 10/20/2028 144A 22A A2R</title>
        <cusip>50189GAG7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="941662"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>981760.00000000</valUSD>
        <pctVal>0.018729193630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Radnor RE 2018-1 Ltd FRN 03/25/2028 2018-1 M1 144A</name>
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        <cusip>750496AA9</cusip>
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          <other otherDesc="Internal Identifier" value="686550"/>
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        <valUSD>2472948.69000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARLYLE US CLO Ltd FRN 04/20/2031 2017-1A A1A 144A</name>
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        <title>CARLYLE US CLO Ltd FRN 04/20/2031 2017-1A A1A 144A</title>
        <cusip>14314BAA5</cusip>
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          <other otherDesc="Internal Identifier" value="661735"/>
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        <curCd>USD</curCd>
        <valUSD>8164243.20000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 9.00% 09/15/2025      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 9.00% 09/15/2025      GNMA SF</title>
        <cusip>36206ANH2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="266346"/>
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        <curCd>USD</curCd>
        <valUSD>39.68000000</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>BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 5.00% 07/27/2027 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 6.00% 11/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31407YGF0</cusip>
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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>CITIGROUP CAPITAL XIII PRF USD25 8.13690% 'CIGTP'</name>
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        <identifiers>
          <ticker value="C N"/>
          <other otherDesc="Internal Identifier" value="478641"/>
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        <curCd>USD</curCd>
        <valUSD>2620740.00000000</valUSD>
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        <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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      <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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        <balance>6250000.00000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AHERN RENTALS INC 7.375% 05/15/2023 144A</name>
        <lei>N/A</lei>
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        <cusip>008674AH6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="602788"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>318166.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="621101"/>
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        <curCd>USD</curCd>
        <valUSD>1145859.29000000</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>AMMC CLO 15 Ltd FRN 01/15/2032 2014-15A ARR 144A</name>
        <lei>549300D0GYBG49KJD582</lei>
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        <cusip>00175MBF6</cusip>
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          <other otherDesc="Internal Identifier" value="946798"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 11/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 11/01/2035      FNMA 30</title>
        <cusip>31407YAR0</cusip>
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          <other otherDesc="Internal Identifier" value="367801"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 09/01/2022      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <name>FANNIE MAE 5.50% 01/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 01/01/2037      FNMA 30</title>
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          <other otherDesc="Internal Identifier" value="404924"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <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>
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          <other otherDesc="Internal Identifier" value="336785"/>
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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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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 7/25/2025 2015-C03 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 7/25/2025 2015-C03 1M2</title>
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          <other otherDesc="Internal Identifier" value="658703"/>
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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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        <name>GOVT NATL MORTG ASSN 7.50% 07/15/2022      GNMA SF</name>
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      <invstOrSec>
        <name>Holland Park CLO DAC FRN 11/14/2032 1A A1RR 144A</name>
        <lei>549300DH041IB658HY57</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 5.50% 11/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>OCTAGON INVESTMENT PARTNERS 35 LTD FRN 01/20/2031 2018-1A B 144A</name>
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        <name>NZCG FUNDING LTD FRN 02/26/2031 2015-1A A2R 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <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>
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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>

        <fairValLevel>2</fairValLevel>
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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>Strata CLO I Ltd FRN 01/15/2031 144A 1A B</name>
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          <other otherDesc="Internal Identifier" value="946944"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 3% 01/01/2050 FNL</name>
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        <name>FANNIE MAE 5.50% 12/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>URUGUAY REPUBLIC OF 3.70% 06/26/2037 INDEX LINKED</name>
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        <title>URUGUAY REPUBLIC OF 3.70% 06/26/2037 INDEX LINKED</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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        <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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                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Carlyle US Clo 2017-2 Ltd FRN 07/20/2031 17-A2 B 144A</name>
        <lei>549300VC6J79YJCFU884</lei>
        <title>Carlyle US Clo 2017-2 Ltd FRN 07/20/2031 17-A2 B 144A</title>
        <cusip>14315JAG4</cusip>
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          <other otherDesc="Internal Identifier" value="666474"/>
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        <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>THOR INDUSTRIES INC 6.5% 02/01/2026 Initial USD Term Loans</name>
        <lei>254900XZO1228PDSG060</lei>
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        <cusip>88516DAB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="939685"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="437936"/>
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        <curCd>USD</curCd>
        <valUSD>48574.14000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 11/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 11/01/2035      FNMA 30</title>
        <cusip>31407YDC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="367808"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REMINGTON OUTDOOR CO INC COM USD .01</name>
        <lei>N/A</lei>
        <title>REMINGTON OUTDOOR CO INC COM USD .01</title>
        <cusip>75959V104</cusip>
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          <ticker value="3428753Z"/>
          <other otherDesc="Internal Identifier" value="874868"/>
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        <curCd>USD</curCd>
        <valUSD>32511.88000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <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="693857"/>
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        <balance>1725000.00000000</balance>
        <units>NC</units>
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        <valUSD>-1019362.61000000</valUSD>
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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>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>12280037.76000000</valUSD>
        <pctVal>0.234268258019</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2.509% 06/01/2033 FN COFI+167:LC13.50</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.509% 06/01/2033 FN COFI+167:LC13.50</title>
        <cusip>31385HJ45</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="300253"/>
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        <balance>69201.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>69515.09000000</valUSD>
        <pctVal>0.001326150567</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.50900000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) Mar20 Mar 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="FVH0"/>
          <other otherDesc="Internal Identifier" value="1024789"/>
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        <balance>2322.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3102046.88000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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                <issuerName>US 5YR NOTE (CBT) Mar20 Mar 20 Future</issuerName>
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                  <cusip value="912828XT2"/>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="207726"/>
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        <balance>1731.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2002.17000000</valUSD>
        <pctVal>0.000038195719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <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"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420510.00000000</valUSD>
        <pctVal>0.008022136992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</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>
        <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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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4550125.00000000</valUSD>
        <pctVal>0.086803467412</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</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>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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3334344.66000000</valUSD>
        <pctVal>0.063609830067</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>5.80723600</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>N/A</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG IRS RCV FIXED 2.7725% 08/23/24 CNY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693636"/>
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        <balance>189000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="6.93665000"/>
        <valUSD>178170.22000000</valUSD>
        <pctVal>0.003398981980</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
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            <fixedRecDesc amount="199000000.00000000" curCd="CNY" fixedOrFloating="Fixed" fixedRt="2.7725"/>
            <floatingPmntDesc curCd="CNY" fixedOrFloating="Floating" floatingRtIndex="CNRR007" floatingRtSpread="0" pmntAmt="199000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="0"/>
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            <terminationDt>2024-08-23</terminationDt>
            <upfrontPmnt>-13964.06</upfrontPmnt>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 1M2</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>ATRIUM IX FRN 05/28/2030 9A AR 144A</name>
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        <name>Octagon Investment Partners 18-R Ltd FRN 04/16/2031 2018-18A C 144A</name>
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        <name>Voya CLO 2018-4 Ltd FRN 01/15/2032 18-4A B 144A</name>
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        <name>Massachusetts State College Building Authority</name>
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        <name>Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A A2</name>
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          <isCashCollateral>N</isCashCollateral>
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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"/>
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        <balance>23073355.70000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-12-01</maturityDt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 10/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 10/01/2033      FHLMC G30</title>
        <cusip>31296NUM7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="297336"/>
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        <curCd>USD</curCd>
        <valUSD>2859.90000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ON SEMICONDUCTOR CORP 6.5% 09/18/2026 2019 Replacement Term B-4 Loans</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON SEMICONDUCTOR CORP 6.5% 09/18/2026 2019 Replacement Term B-4 Loans</title>
        <cusip>68218EAH7</cusip>
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          <other otherDesc="Internal Identifier" value="1009896"/>
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        <balance>1242291.01000000</balance>
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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>2026-09-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64525000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="690614"/>
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        <units>NC</units>
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        <assetCat>DCR</assetCat>
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        <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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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>INTERGEN NV 7.00% 06/30/2023 144A</name>
        <lei>549300E3XRGX2JMPEC79</lei>
        <title>INTERGEN NV 7.00% 06/30/2023 144A</title>
        <cusip>45867XAG9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="551509"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>396000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/23 2013-C01 M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/23 2013-C01 M2</title>
        <cusip>30711XAB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688501"/>
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        <balance>5086359.27600000</balance>
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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>
          <maturityDt>2023-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 1M2</title>
        <cusip>30711XAF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658702"/>
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        <balance>21170966.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22045221.20000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.26088000</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>Dryden 45 Senior Loan Fund FRN 10/15/2030 2016-45A CR 144A</name>
        <lei>54930046L20VLJKPVV31</lei>
        <title>Dryden 45 Senior Loan Fund FRN 10/15/2030 2016-45A CR 144A</title>
        <cusip>26244MAS1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="935280"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1253237.50000000</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>4.03125000</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>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>4898569.03000000</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>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <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"/>
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        <balance>2750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2682432.50000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.50% 12/01/2047 FHLMC</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 3.50% 12/01/2047 FHLMC</title>
        <cusip>3128MJ3A6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="678846"/>
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        <balance>46235176.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48450729.99000000</valUSD>
        <pctVal>0.924302378896</pctVal>
        <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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE 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>31296LSU6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="283963"/>
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        <balance>46150.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>51086.51000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Euro-BTP Future   Mar20 Mar 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE000C3ZZTH9"/>
          <other otherDesc="Internal Identifier" value="1004094"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.90637180"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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                  <ticker value="IKH0"/>
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            <expDate>2020-03-06</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>24 HOUR FITNESS WORLDWIDE INC 6.50% 05/30/2025 Term Loan</name>
        <lei>N/A</lei>
        <title>24 HOUR FITNESS WORLDWIDE INC 6.50% 05/30/2025 Term Loan</title>
        <cusip>90187DAP2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="875621"/>
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        <balance>3323131.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2602011.82000000</valUSD>
        <pctVal>0.049638998538</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.14525000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Halcon Resources Corp WTS EXP 09/09/2020 *do not use*</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>Halcon Resources Corp WTS EXP 09/09/2020 *do not use*</title>
        <cusip>40537Q118</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="645128"/>
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        <balance>20425.00000000</balance>
        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 12/25/2027 15-DNA2 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 12/25/2027 15-DNA2 M3</title>
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        <name>Consumer Loan Underlying Bond CLUB CERTIFICATE ISSUER TRUST FRN 03/15/2045 2020-2 PT 144A</name>
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        <name>MKS INSTRUMENTS INC 6.50% 02/02/2026 Tranche B-6 Term Loan</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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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Voya CLO 2017-3 Ltd FRN 07/20/203 2017-3A B 144A</name>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 07/01/2032 FNMA 30</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>EFS COGEN HOLDINGS I LLC (LINDEN) 5.56% 06/28/2023 Term B Advance</name>
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        <cusip>26844HAE7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Republic of Belarus International Bond 7.625% 06/29/2027 144A</name>
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          <other otherDesc="Internal Identifier" value="1014392"/>
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        <invCountry>BY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TRANS UNION LLC 6.5% 11/15/2026 2019 Replacement Term B-5 Loans</name>
        <lei>X8NPN6PWJOM1QCTYFV34</lei>
        <title>TRANS UNION LLC 6.5% 11/15/2026 2019 Replacement Term B-5 Loans</title>
        <cusip>89334GAX2</cusip>
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          <other otherDesc="Internal Identifier" value="1020302"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>CHENIERE CORPUS CHRISTI HLDGS LLC 5.875% 03/31/2025</name>
        <lei>549300I7CIEWU1BBLQ53</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Octagon Investment Partners 36 Ltd FRN 04/15/2031 144A 18-1A A2</name>
        <lei>549300S890TBOLY1D042</lei>
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        <cusip>67591UAE7</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-15</maturityDt>
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        <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>
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          <other otherDesc="Internal Identifier" value="544485"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CIM Trust 2018-INV1 FRN 08/25/2048 2018-INV1 A4 144A</name>
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        <title>CIM Trust 2018-INV1 FRN 08/25/2048 2018-INV1 A4 144A</title>
        <cusip>12553XAD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="933930"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Octagon Investment Partners 36 Ltd FRN 04/15/2031 144A 18-1A A1</name>
        <lei>549300S890TBOLY1D042</lei>
        <title>Octagon Investment Partners 36 Ltd FRN 04/15/2031 144A 18-1A A1</title>
        <cusip>67591UAC1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686314"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 05/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 05/01/2037      FNMA 30</title>
        <cusip>31411XZL2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="395782"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>New York State Dormitory Authority</name>
        <lei>549300C8XO7EXTX2XU71</lei>
        <title>New York State Dormitory Authority</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="1025033"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST FRN 10/25/2056 2017-1 A1 144A</name>
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        <title>TOWD POINT MORTGAGE TRUST FRN 10/25/2056 2017-1 A1 144A</title>
        <cusip>89173FAA8</cusip>
        <identifiers>
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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>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>REMINGTON OUTDOOR CO INC ESRW REF SM#518763 *Litigation Units-NIB*</name>
        <lei>N/A</lei>
        <title>REMINGTON OUTDOOR CO INC ESRW REF SM#518763 *Litigation Units-NIB*</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="914325"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>AMMC CLO 15 Ltd FRN 01/15/2032 2014-15A BRR 144A</name>
        <lei>549300D0GYBG49KJD582</lei>
        <title>AMMC CLO 15 Ltd FRN 01/15/2032 2014-15A BRR 144A</title>
        <cusip>00175MBH2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="946799"/>
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        <curCd>USD</curCd>
        <valUSD>919365.90000000</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>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Credit Trust 2019-SLCT4 FRN 08/15/2044 2019-S4 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Credit Trust 2019-SLCT4 FRN 08/15/2044 2019-S4 PT 144A</title>
        <cusip>21054GAA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="996010"/>
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        <curCd>USD</curCd>
        <valUSD>5040088.64000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <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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        <curCd>USD</curCd>
        <valUSD>6167125.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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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>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>
        <cusip>3128PJCQ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="405626"/>
        </identifiers>
        <balance>10559.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10606.43000000</valUSD>
        <pctVal>0.000202340573</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENABLE MIDSTREAM PARTNERS LP 3.90% 05/15/2024</name>
        <lei>549300TLGDBYE711G509</lei>
        <title>ENABLE MIDSTREAM PARTNERS LP 3.90% 05/15/2024</title>
        <cusip>292480AH3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="621102"/>
        </identifiers>
        <balance>3600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3704425.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="300251"/>
        </identifiers>
        <balance>53879.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53996.18000000</valUSD>
        <pctVal>0.001030093821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.59700000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2035 FNI</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 01/01/2035 FNI</title>
        <cusip>01F022428</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1037379"/>
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        <balance>11000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11196367.27000000</valUSD>
        <pctVal>0.213594901558</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>2.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 6.00% 11/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.00% 11/01/2033      FNMA 30</title>
        <cusip>31371LFW4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="325403"/>
        </identifiers>
        <balance>45895.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52793.48000000</valUSD>
        <pctVal>0.001007149720</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>
          <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 3.5% 01/01/2050 SF2</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.5% 01/01/2050 SF2</title>
        <cusip>21H032621</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038327"/>
        </identifiers>
        <balance>112200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115750078.69000000</valUSD>
        <pctVal>2.208182892450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</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 5.50% 04/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 04/01/2034      FNMA 30</title>
        <cusip>31404PKD2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="312152"/>
        </identifiers>
        <balance>32267.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35114.67000000</valUSD>
        <pctVal>0.000669888214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</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>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"/>
        </identifiers>
        <balance>28408.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32670.33000000</valUSD>
        <pctVal>0.000623257146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>Antares CLO 2018-1 Ltd FRN 04/20/2031 2018-1A B 144A</name>
        <lei>N/A</lei>
        <title>Antares CLO 2018-1 Ltd FRN 04/20/2031 2018-1A B 144A</title>
        <cusip>03665MAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687904"/>
        </identifiers>
        <balance>12900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12764292.00000000</valUSD>
        <pctVal>0.243506454143</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>3.46913000</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>DONCASTERS US FINANCE LLC 10.58438% 10/09/2020 Second-Lien Term Loans</name>
        <lei>N/A</lei>
        <title>DONCASTERS US FINANCE LLC 10.58438% 10/09/2020 Second-Lien Term Loans</title>
        <cusip>25769JAE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="546713"/>
        </identifiers>
        <balance>464416.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>53698.20000000</valUSD>
        <pctVal>0.001024409209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.19463000</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>Dryden 50 Senior Loan Fund FRN 07/15/2030 2017-50A C 144A</name>
        <lei>5493008NBEE3C4AF3K95</lei>
        <title>Dryden 50 Senior Loan Fund FRN 07/15/2030 2017-50A C 144A</title>
        <cusip>262431AE9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="670814"/>
        </identifiers>
        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2601040.00000000</valUSD>
        <pctVal>0.049620458971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08125000</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>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>363504.90000000</valUSD>
        <pctVal>0.006934641518</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">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>JPMORGAN CHASE &amp; CO IIS RCV INFL CPURNSA 05/27/24 USD</indexName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0" pmntAmt="215700000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="8" resetDt="Year" resetDtUnit="0"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>8985782</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>35700000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>363504.9</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Playtika Holding Corp 6.5% 12/10/2024 Term B Loans</name>
        <lei>N/A</lei>
        <title>Playtika Holding Corp 6.5% 12/10/2024 Term B Loans</title>
        <cusip>72814CAE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024856"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1010938.00000000</valUSD>
        <pctVal>0.019285827035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.64525000</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>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"/>
        </identifiers>
        <balance>6984.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7207.39000000</valUSD>
        <pctVal>0.000137496539</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>
          <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>WELLS FARGO &amp; CO 4.65% 11/04/2044</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO 4.65% 11/04/2044</title>
        <cusip>94974BGE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="590734"/>
        </identifiers>
        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12117822.70000000</valUSD>
        <pctVal>0.231173655195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</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>JPMORGAN CHASE BANK NA IIS RCV INFL CPURNSA 01/15/29 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="694530"/>
        </identifiers>
        <balance>132100000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1738068.75000000</valUSD>
        <pctVal>-0.03315741745</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <name>GSAA HOME EQUITY TRUST FRN 02/25/2035 05-5 M3</name>
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        <name>ALLISON TRANSMISSION INC 6.50% 03/29/2026 Term Loan</name>
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        <name>FANNIE MAE 8.50% 09/01/2030 FNMA</name>
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        <name>REPUBLIC OF COLOMBIA 5.00% 06/15/2045</name>
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        <name>State of Texas</name>
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        <name>ARAMARK CORPORATION 6.5% 03/28/2024  U.S. Term B-2 Loan</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>N/A</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) Mar20 Mar 20 Future</title>
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        <name>FANNIE MAE 3.643% 11/01/2031      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402DJH4</cusip>
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        <assetCat>ABS-MBS</assetCat>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2024 2014-C04 1M2</name>
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        <name>Greenville City School District</name>
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        <name>FANNIE MAE 5.50% 12/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>San Diego County Regional Transportation Commission</name>
        <lei>W4FR340A6EQ2SSI17B56</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2037      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2037      FHLMC G30</title>
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          <other otherDesc="Internal Identifier" value="441569"/>
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        <issuerCat>USGA</issuerCat>
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        <name>INDUSTRY CALIF PUB FACS AUTH TAX ALLOC REV</name>
        <lei>N/A</lei>
        <title>INDUSTRY CALIF PUB FACS AUTH TAX ALLOC REV</title>
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          <other otherDesc="Internal Identifier" value="607550"/>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GRAY TELEVISION INC 6.5%  01/02/2026 Term C Loan</name>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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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        <name>United States Treasury Note/Bond 1.25% 08/31/2024</name>
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        <name>GOVT NATL MORTG ASSN 7.50% 02/15/2026      GNMA SF</name>
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        <name>EQUINOX HOLDINGS INC 6.5% 03/08/2024 Term B-1 Loans</name>
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        <cusip>29446CAP9</cusip>
        <identifiers>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2037      FHLMC G30</name>
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        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2037      FHLMC G30</title>
        <cusip>3128M5GZ7</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
        <cusip>3128L0SJ2</cusip>
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          <other otherDesc="Internal Identifier" value="404789"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Nexstar Broadcasting Inc 5.625% 07/15/2027 144A</name>
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        <cusip>65343HAA9</cusip>
        <identifiers>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2029 2017-DNA1 M2</name>
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        <name>UNITED STATES TREASURY NOTE/BOND 3% 08/15/2048</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 3% 08/15/2048</title>
        <cusip>912810SD1</cusip>
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          <other otherDesc="Internal Identifier" value="920638"/>
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        <curCd>USD</curCd>
        <valUSD>20692187.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <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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        <name>Dryden 55 CLO Ltd FRN 04/15/2031 144A 18-55A D</name>
        <lei>N/A</lei>
        <title>Dryden 55 CLO Ltd FRN 04/15/2031 144A 18-55A D</title>
        <cusip>26245MAL5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688653"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>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>
        <identifiers>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Voya CLO 2014-1 Ltd FRN 04/18/2031 2014-1A CR2 144A</name>
        <lei>549300ITL5IR423IJ183</lei>
        <title>Voya CLO 2014-1 Ltd FRN 04/18/2031 2014-1A CR2 144A</title>
        <cusip>92915PAR6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687821"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <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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        <curCd>USD</curCd>
        <valUSD>291154.50000000</valUSD>
        <pctVal>0.005554401286</pctVal>
        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Atrium XIII FRN 11/21/2030 144A 2013A D</name>
        <lei>549300BF3YFW8EHN6F75</lei>
        <title>Atrium XIII FRN 11/21/2030 144A 2013A D</title>
        <cusip>04966HAJ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="677145"/>
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        <curCd>USD</curCd>
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        <pctVal>0.103803793322</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>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT Mar20 Mar 20 Future</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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                <issuerName>AUST 10Y BOND FUT Mar20 Mar 20 Future</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.375% 09/25/2032 144A</name>
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        <cusip>903724BM3</cusip>
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          <other otherDesc="Internal Identifier" value="675045"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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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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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 8.50% 04/01/2030 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31384VVZ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="448632"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Knowlton Development Corp 6.5% 12/21/2025 Term Loan B</name>
        <lei>N/A</lei>
        <title>Knowlton Development Corp 6.5% 12/21/2025 Term Loan B</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1040506"/>
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        <curCd>USD</curCd>
        <valUSD>229385.55000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <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"/>
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        <curCd>USD</curCd>
        <valUSD>1000000.00000000</valUSD>
        <pctVal>0.019077161047</pctVal>
        <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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      <invstOrSec>
        <name>Bellemeade Re 2018-1 Ltd 3.69113% 04/25/2028 144A</name>
        <lei>549300O2GEH6GH9NO762</lei>
        <title>Bellemeade Re 2018-1 Ltd 3.69113% 04/25/2028 144A</title>
        <cusip>078768AD0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687965"/>
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        <curCd>USD</curCd>
        <valUSD>7078354.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CLUB Certificate Issuer Trust 1 2018-14 FRN 09/16/2041 144A 2018-14 PT</name>
        <lei>N/A</lei>
        <title>CLUB Certificate Issuer Trust 1 2018-14 FRN 09/16/2041 144A 2018-14 PT</title>
        <cusip>21052DAA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="920880"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3049257.63000000</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>2041-09-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>9.522735</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <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"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>163500.00000000</valUSD>
        <pctVal>0.003119115831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>BASS PRO GROUP LLC 6.5% 09/25/2024 Initial Term Loans</name>
        <lei>N/A</lei>
        <title>BASS PRO GROUP LLC 6.5% 09/25/2024 Initial Term Loans</title>
        <cusip>07014QAK7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="933007"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2029 2016-C07 2M2</name>
        <lei>N/A</lei>
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        <cusip>30711XEC4</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.01088000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>San Bernardino Community College District</name>
        <lei>549300Y4FPTEP3EQZ007</lei>
        <title>San Bernardino Community College District</title>
        <cusip>796720MT4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024843"/>
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        <curCd>USD</curCd>
        <valUSD>2541801.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Weatherford International PLC ORD USD 0.001</name>
        <lei>549300A2JKMG5PGOGF82</lei>
        <title>Weatherford International PLC ORD USD 0.001</title>
        <cusip>000000000</cusip>
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          <isin value="IE00BLNN3691"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Permanent University Fund - Texas A&amp;M University System</name>
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        <title>Permanent University Fund - Texas A&amp;M University System</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="1026501"/>
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        <curCd>USD</curCd>
        <valUSD>9215102.60000000</valUSD>
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        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 03/25/2028 15-HQA1 M2</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 03/25/2028 15-HQA1 M2</title>
        <cusip>3137G0GF0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="613681"/>
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        <curCd>USD</curCd>
        <valUSD>938908.21000000</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS 24 LTD FRN 04/21/2031 144A 2015-1A BS</name>
        <lei>N/A</lei>
        <title>OCTAGON INVESTMENT PARTNERS 24 LTD FRN 04/21/2031 144A 2015-1A BS</title>
        <cusip>67573ABW2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="966257"/>
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        <balance>6482500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6492872.00000000</valUSD>
        <pctVal>0.123865564805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.71913000</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>JBS USA LUX SA 6.5% 05/01/2026 New Term Loans</name>
        <lei>P77IMDGVZE8EFBTF2M92</lei>
        <title>JBS USA LUX SA 6.5% 05/01/2026 New Term Loans</title>
        <cusip>46611VAU9</cusip>
        <identifiers>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-26 FRN 08/15/2044 144A</name>
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        <name>GOVT NATL MORTG ASSN 7.00% 10/15/2027 GNMA SF</name>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT1 FRN 04/15/2044 144A S1 PT</name>
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        <name>N/A</name>
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        <name>MOTORS LIQUIDATION CO ESCROW ACCOUNT USD NPV REF SM # 280615</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 9.00% 01/01/2022      FHLMC G30</name>
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        <name>NIELSEN FINANCE LLC 6.5% 10/04/2023 Class B-4 Term Loans</name>
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        <name>K2016470219 SA LTD ORD ZAR NPV CL A</name>
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        <name>FANNIE MAE 8.50% 05/01/2032      FNMA 30</name>
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        <name>DISH DBS CORP 5.00% 03/15/2023</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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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG IRS RCV FIXED 2.79% 08/30/24 CNY</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="693662"/>
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        <balance>244300000.00000000</balance>
        <units>NC</units>
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        <assetCat>DIR</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>DEUTSCHE BANK AG</counterpartyName>
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      <invstOrSec>
        <name>BUCKEYE PARTNERS LP 6.50% 11/01/2026 Initial Term Loans</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>BUCKEYE PARTNERS LP 6.50% 11/01/2026 Initial Term Loans</title>
        <cusip>11823LAH8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1015832"/>
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        <curCd>USD</curCd>
        <valUSD>1516719.00000000</valUSD>
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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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          <isLoanByFund>N</isLoanByFund>
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        <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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        <valUSD>1509.99000000</valUSD>
        <pctVal>0.000028806322</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>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Water Works Board of the City of Birmingham/The</name>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="1019974"/>
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        <curCd>USD</curCd>
        <valUSD>14096972.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.57300000</annualizedRt>
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        <name>United States Treasury Note/Bond 3.125% 05/15/2048</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <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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        <balance>10500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13048916.06000000</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>2048-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <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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        <curCd>USD</curCd>
        <valUSD>63183.32000000</valUSD>
        <pctVal>0.001205358371</pctVal>
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        <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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      <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"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1933056.55000000</valUSD>
        <pctVal>0.036877231118</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>
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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>
      <invstOrSec>
        <name>HPS Loan Management 13-2018 Ltd FRN 10/15/2030 13A-18 A2 144A</name>
        <lei>N/A</lei>
        <title>HPS Loan Management 13-2018 Ltd FRN 10/15/2030 13A-18 A2 144A</title>
        <cusip>40437LAE2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="927215"/>
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        <balance>8600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8516408.00000000</valUSD>
        <pctVal>0.162468886963</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>3.28125000</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>INFOR US INC LAWSON 6.5% 02/01/2022 Tranche B-6 Term Loan</name>
        <lei>N/A</lei>
        <title>INFOR US INC LAWSON 6.5% 02/01/2022 Tranche B-6 Term Loan</title>
        <cusip>45672LAE5</cusip>
        <identifiers>
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        <name>FANNIE MAE 6.50% 07/01/2032 FNMA 30</name>
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        <name>REPUBLIC OF GABON 6.375% 12/12/2024 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 9.00% 11/01/2026      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Riviera Resources Inc COM USD 0.01</name>
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        <name>FANNIE MAE 6.50% 08/01/2032 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FANNIE MAE 6.50% 05/01/2031 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FANNIE MAE 6.00% 09/01/2022      FNMA 15</name>
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        <name>VOYA CLO LTD FRN 07/23/2027 2015-2A AR  144A</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 1M2</name>
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        <name>Madison Park Euro Funding XIV DAC FRN 07/15/2032 144A 14A A1N</name>
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        <name>TNB GLOBAL VENTURES CAPITAL BHD 3.244% 10/19/2026 REG S</name>
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        <name>PITNEY BOWES INC 6.5% 01/15/2025 Term Loan B</name>
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        <name>SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.25% 04/01/2024</name>
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        <title>SUNOCO LOGISTICS PARTNERS OPERATIONS LP 4.25% 04/01/2024</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Mediacom Illinois LLC 6.50% 02/15/2024 TRANCHE N TERM LOAN</name>
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        <title>Mediacom Illinois LLC 6.50% 02/15/2024 TRANCHE N TERM LOAN</title>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 01/01/2037      FHLMC G30</name>
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        <name>Gilbert Park CLO Ltd FRN 10/15/2030 144A 2017-1A B</name>
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        <name>DAVITA INC 6.5% 08/12/2026 Tranche B Term Loan</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 03/25/2029 2016-HQA3 M2</name>
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        <name>CVS Health Corp 4.30% 03/25/2028</name>
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        <name>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A A2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PLASTIPAK HLDGS INC 6.25% 10/15/2025 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Adient US LLC 6.5% 05/06/2024 Initial Term Loans</name>
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        <cusip>00687MAB7</cusip>
        <identifiers>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 6.00% 09/01/2032      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31407SQM7</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 01/01/2038      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>BRAVO Residential Funding Trust 2019-1 3.50 03/25/2058 2019-1 A1C 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UKRAINE GOVERNMENT 7.75% 09/01/2026 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 02/01/2031      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 02/01/2031      FHLMC G30</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Madison Park Funding XXXI Ltd FRN 01/23/2031 2018-31A B 144A</name>
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        <title>Madison Park Funding XXXI Ltd FRN 01/23/2031 2018-31A B 144A</title>
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          <other otherDesc="Internal Identifier" value="942332"/>
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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>STAPLES INC 6.50% 04/12/2026 2019 Refinancing Term B-1 Loans</name>
        <lei>XQM2JINI1UL7642TU573</lei>
        <title>STAPLES INC 6.50% 04/12/2026 2019 Refinancing Term B-1 Loans</title>
        <cusip>855031AQ3</cusip>
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          <other otherDesc="Internal Identifier" value="1038339"/>
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        <valUSD>467484.92000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-12</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>
      <invstOrSec>
        <name>PRIME SECURITY SERVICES BORROWER LLC 6.5% 09/12/2026 Term B-1 Facility</name>
        <lei>549300O6QPZVWXV2DC15</lei>
        <title>PRIME SECURITY SERVICES BORROWER LLC 6.5% 09/12/2026 Term B-1 Facility</title>
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          <other otherDesc="Internal Identifier" value="1009867"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <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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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Octagon Loan Funding Ltd FRN 11/18/2031 144A 2014-1A ARR</name>
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          <other otherDesc="Internal Identifier" value="942461"/>
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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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          <couponKind>Floating</couponKind>
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        <name>GOVT NATL MORTG ASSN 6.50% 03/20/2028 GNMA II</name>
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          <other otherDesc="Internal Identifier" value="156736"/>
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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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2030 2017-DNA3 M2</name>
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        <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>13999119.30000000</valUSD>
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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>
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      <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>
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          <other otherDesc="Internal Identifier" value="874726"/>
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        <curCd>USD</curCd>
        <valUSD>301406.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <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>31389YAA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="256229"/>
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        <curCd>USD</curCd>
        <valUSD>1523.20000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>GENERAL NUTRITION CTRS INC 11% 03/04/2021 Tranche B-2 Term Loans</name>
        <lei>549300Z75YN8DOM1XD09</lei>
        <title>GENERAL NUTRITION CTRS INC 11% 03/04/2021 Tranche B-2 Term Loans</title>
        <cusip>37047QAS8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684994"/>
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        <curCd>USD</curCd>
        <valUSD>1064028.87000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.40000000</annualizedRt>
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        <securityLending>
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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>650513.50000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>HARBOR FREIGHT TOOLS USA INC 4.37688% 08/19/2023 REFINANCING LOANS</name>
        <lei>549300Y48HLCFTTB4249</lei>
        <title>HARBOR FREIGHT TOOLS USA INC 4.37688% 08/19/2023 REFINANCING LOANS</title>
        <cusip>41151PAM7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683121"/>
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        <curCd>USD</curCd>
        <valUSD>3848545.57000000</valUSD>
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        <assetCat>LON</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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          <isNonCashCollateral>N</isNonCashCollateral>
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      <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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        <curCd>USD</curCd>
        <valUSD>10847994.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Note/Bond 1.5% 09/30/2024</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond 1.5% 09/30/2024</title>
        <cusip>912828YH7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1012799"/>
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        <balance>48700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49089029.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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        <name>Carlyle US Clo 2017-2 Ltd FRN 07/20/2031 17-2A A1B 144A</name>
        <lei>549300VC6J79YJCFU884</lei>
        <title>Carlyle US Clo 2017-2 Ltd FRN 07/20/2031 17-2A A1B 144A</title>
        <cusip>14315JAL3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="666473"/>
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        <curCd>USD</curCd>
        <valUSD>10647231.00000000</valUSD>
        <pctVal>0.203118940498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <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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        <curCd>USD</curCd>
        <valUSD>989560.00000000</valUSD>
        <pctVal>0.018877995486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>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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        <units>NC</units>
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        <valUSD>-661203.23000000</valUSD>
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        <assetCat>DCR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Atrium XIV LLC FRN 08/23/2030 144A 14A A2A</name>
        <lei>N/A</lei>
        <title>Atrium XIV LLC FRN 08/23/2030 144A 14A A2A</title>
        <cusip>04965LAE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="916832"/>
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        <curCd>USD</curCd>
        <valUSD>7387198.00000000</valUSD>
        <pctVal>0.140926765937</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NETFLIX INC 4.875% 04/15/2028</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>REALOGY GROUP LLC 6.5% 02/08/2025 Initial Term B Loans</name>
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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>National Retail Properties Inc 4.3% 10/15/2028</name>
        <lei>5493008JKH5SOTI0JS97</lei>
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        <cusip>637417AL0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="932758"/>
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        <balance>9700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11006809.90000000</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>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
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      <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>31390REP4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="256213"/>
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        <balance>2603.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2886.76000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 02/01/2029      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 02/01/2029      FHLMC G30</title>
        <cusip>31292GYH3</cusip>
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          <other otherDesc="Internal Identifier" value="274860"/>
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        <curCd>USD</curCd>
        <valUSD>6310.83000000</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>2029-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>State of Oregon Department of Transportation</name>
        <lei>N/A</lei>
        <title>State of Oregon Department of Transportation</title>
        <cusip>68607DUG8</cusip>
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          <other otherDesc="Internal Identifier" value="1020158"/>
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        <balance>4510000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4686250.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Blackrock European CLO IX DAC FRN 12/15/2032 144A 9A A</name>
        <lei>549300CTNII509TFCV23</lei>
        <title>Blackrock European CLO IX DAC FRN 12/15/2032 144A 9A A</title>
        <cusip>BCC2LLUJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1013848"/>
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        <balance>17350000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90637180"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 08/01/2028      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 08/01/2028      FNMA 30</title>
        <cusip>31379MEJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="266046"/>
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        <balance>7604.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8434.17000000</valUSD>
        <pctVal>0.000160900019</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 03/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 03/01/2036      FNMA 30</title>
        <cusip>31409U5B7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="404910"/>
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        <balance>8921.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9601.25000000</valUSD>
        <pctVal>0.000183164592</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>2036-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>WYNN LAS VEGAS LLC/CAPITAL CORP 5.25% 05/15/2027 144A</name>
        <lei>N/A</lei>
        <title>WYNN LAS VEGAS LLC/CAPITAL CORP 5.25% 05/15/2027 144A</title>
        <cusip>983130AX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="665553"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6232500.00000000</valUSD>
        <pctVal>0.118898406229</pctVal>
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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>BlueMountain CLO 2014-2 Ltd FRN 10/20/2030 201-2A A2R2 144A</name>
        <lei>549300NUS8PQQUZMPR50</lei>
        <title>BlueMountain CLO 2014-2 Ltd FRN 10/20/2030 201-2A A2R2 144A</title>
        <cusip>09626QBA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="928150"/>
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        <curCd>USD</curCd>
        <valUSD>5724312.84000000</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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        <name>BLUEMOUNTAIN CLO LTD FRN 11/20/2028 144A 2A AR2</name>
        <lei>549300WSX4P5CXVKVR97</lei>
        <title>BLUEMOUNTAIN CLO LTD FRN 11/20/2028 144A 2A AR2</title>
        <cusip>09626RAW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942463"/>
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        <curCd>USD</curCd>
        <valUSD>1290838.61000000</valUSD>
        <pctVal>0.024625536049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS XVII LTD FRN 01/25/2031 13-1A CR2 144A</name>
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        <title>OCTAGON INVESTMENT PARTNERS XVII LTD FRN 01/25/2031 13-1A CR2 144A</title>
        <cusip>67590GBN8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689324"/>
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        <balance>5250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5146207.50000000</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>Madison Park Funding XXVII Ltd FRN 04/20/2030 2018-27A A1B 144A</name>
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        <title>Madison Park Funding XXVII Ltd FRN 04/20/2030 2018-27A A1B 144A</title>
        <cusip>55820YAB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683512"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Madison Park Funding XXIX LTD FRN 10/18/2030 2018-29A C 144A</name>
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        <title>Madison Park Funding XXIX LTD FRN 10/18/2030 2018-29A C 144A</title>
        <cusip>55820CAJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934212"/>
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        <balance>1072581.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1072881.32000000</valUSD>
        <pctVal>0.020467529726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK CREDIT CARD ISSUANCE TRUST FRN 01/20/2025 2018-A2 A2</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CITIBANK CREDIT CARD ISSUANCE TRUST FRN 01/20/2025 2018-A2 A2</title>
        <cusip>17305EGL3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019970"/>
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        <curCd>USD</curCd>
        <valUSD>45028607.31000000</valUSD>
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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>2025-01-20</maturityDt>
          <couponKind>Floating</couponKind>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bain Capital Credit CLO 2018-1 FRN 04/23/2031 18-1A A1 144A</name>
        <lei>N/A</lei>
        <title>Bain Capital Credit CLO 2018-1 FRN 04/23/2031 18-1A A1 144A</title>
        <cusip>05683LAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686479"/>
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        <curCd>USD</curCd>
        <valUSD>11949960.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-23</maturityDt>
          <couponKind>Floating</couponKind>
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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>14279.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16096.08000000</valUSD>
        <pctVal>0.000307067510</pctVal>
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        <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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      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A A2 144A</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A A2 144A</title>
        <cusip>92917JAC1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688864"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1473540.00000000</valUSD>
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        <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>3.08125000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <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"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3987500.00000000</valUSD>
        <pctVal>0.076070179677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</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>ALLEGIANT TRAVEL CO 6.5% 02/05/2024 Class B Term Loans</name>
        <lei>549300JM9OZXOHWL2K18</lei>
        <title>ALLEGIANT TRAVEL CO 6.5% 02/05/2024 Class B Term Loans</title>
        <cusip>01748LAD0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="957076"/>
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        <balance>463084.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>465110.01000000</valUSD>
        <pctVal>0.008872978565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.39350000</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>UKRAINE GOVERNMENT 7.75% 09/01/2023 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.75% 09/01/2023 144A</title>
        <cusip>903724AQ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617115"/>
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        <balance>229000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253415.98000000</valUSD>
        <pctVal>0.004834457462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</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>UTEX INDUSTRIES INC 6.302% 05/21/2021 Initial Term Loan (First Lien)</name>
        <lei>N/A</lei>
        <title>UTEX INDUSTRIES INC 6.302% 05/21/2021 Initial Term Loan (First Lien)</title>
        <cusip>91759UAM7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="576851"/>
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        <balance>359692.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>308436.27000000</valUSD>
        <pctVal>0.005884088395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.64525000</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>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A A1 144A</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A A1 144A</title>
        <cusip>92917JAA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="987104"/>
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        <balance>6122582.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6099928.45000000</valUSD>
        <pctVal>0.116369317419</pctVal>
        <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>2.83125000</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>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>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3989960.00000000</valUSD>
        <pctVal>0.076117109493</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>
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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>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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="679890"/>
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        <balance>3100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2975504.00000000</valUSD>
        <pctVal>0.056764169006</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>
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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>TRY_USD_20200415</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6651322745239"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6835786.66000000</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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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="304716"/>
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        <balance>10254.78100000</balance>
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        <curCd>USD</curCd>
        <valUSD>11374.30000000</valUSD>
        <pctVal>0.000216989352</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>2034-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REYNOLDS AMERICAN INC 5.70% 08/15/2035</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC 5.70% 08/15/2035</title>
        <cusip>761713BA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="606146"/>
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        <balance>9300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11165616.64000000</valUSD>
        <pctVal>0.213008266837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A B 144A</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A B 144A</title>
        <cusip>09630AAG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934778"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1999000.00000000</valUSD>
        <pctVal>0.038135244934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.56413000</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>VERSO CORP WTS EXP 07/25/2023</name>
        <lei>549300FODXCTQ8DGT594</lei>
        <title>VERSO CORP WTS EXP 07/25/2023</title>
        <cusip>92531L116</cusip>
        <identifiers>
          <ticker value="VRSZW"/>
          <other otherDesc="Internal Identifier" value="639882"/>
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        <balance>732.00000000</balance>
        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>1720.20000000</valUSD>
        <pctVal>0.000032816532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="WARRANTS TO EQUITY"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT2 FRN 05/16/2044 2019-S2 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT2 FRN 05/16/2044 2019-S2 PT 144A</title>
        <cusip>21050HAA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="972001"/>
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        <balance>3956152.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3505007.55000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-16</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>3672000.00000000</valUSD>
        <pctVal>0.070051335367</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>
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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>5878111.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5870764.31000000</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>2022-11-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.06438000</annualizedRt>
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      <invstOrSec>
        <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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="282693"/>
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        <balance>1396.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1407.52000000</valUSD>
        <pctVal>0.000026851485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <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>143002.38000000</balance>
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        <curCd>USD</curCd>
        <valUSD>164334.42000000</valUSD>
        <pctVal>0.003135034196</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>2037-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>UNITED MEXICAN STATES 4.15% 03/28/2027</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>UNITED MEXICAN STATES 4.15% 03/28/2027</title>
        <cusip>91087BAC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="667204"/>
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        <balance>17200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18748172.00000000</valUSD>
        <pctVal>0.357661896593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Betony CLO 2 Ltd FRN 04/30/2031 2018-1A A1 144A</name>
        <lei>N/A</lei>
        <title>Betony CLO 2 Ltd FRN 04/30/2031 2018-1A A1 144A</title>
        <cusip>08763QAA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="964234"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997660.00000000</valUSD>
        <pctVal>0.019032520490</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>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 10/01/2036      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 10/01/2036      FHLMC G30</title>
        <cusip>3128KFUZ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="451072"/>
        </identifiers>
        <balance>3571.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4034.01000000</valUSD>
        <pctVal>0.000076957458</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>6.50000000</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 02/25/2024 2014-DN1 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 02/25/2024 2014-DN1 M2</title>
        <cusip>3137G0AL3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="604168"/>
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        <balance>1308787.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1323564.66000000</valUSD>
        <pctVal>0.025249856175</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-25</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>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>3212421.00000000</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>2038-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-37 10/17/2044 2019-37 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-37 10/17/2044 2019-37 PT 144A</title>
        <cusip>21054QAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1009078"/>
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        <curCd>USD</curCd>
        <valUSD>6279686.28000000</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>2044-10-17</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-31 FRN 09/15/2044 2019-31 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-31 FRN 09/15/2044 2019-31 PT 144A</title>
        <cusip>21055FAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1001174"/>
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        <curCd>USD</curCd>
        <valUSD>5533809.30000000</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>2044-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>22.58</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS FRN 10/25/2035 2005-W2 A2C</name>
        <lei>N/A</lei>
        <title>ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS FRN 10/25/2035 2005-W2 A2C</title>
        <cusip>040104NC1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="526741"/>
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        <balance>1528079.51000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1531826.21000000</valUSD>
        <pctVal>0.029222895305</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <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"/>
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        <balance>1650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1606258.50000000</valUSD>
        <pctVal>0.030642852088</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>4.54413000</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 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"/>
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        <balance>42201.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43952.09000000</valUSD>
        <pctVal>0.000838481099</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>
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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% 10/01/2033      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 10/01/2033      FNMA 30</title>
        <cusip>31403FNF7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="290716"/>
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        <balance>36361.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39179.99000000</valUSD>
        <pctVal>0.000747442979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</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>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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        <name>FANNIE MAE 6.50% 08/01/2032 FNMA 30</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 07/01/2031 FHLMC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHS/COMMUNITY HEALTH SYSTEMS INC 6.25% 03/31/2023</name>
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        <cusip>12543DAY6</cusip>
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      <invstOrSec>
        <name>Dryden 55 CLO Ltd FRN 4/15/2031 144A 18-55A A1</name>
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        <cusip>26245MAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688655"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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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>
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        <name>Texas State University System</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 09/25/28 2016-HQA1 M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 5.50% 08/01/2035      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31407NQ22</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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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>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT7 12/15/2044 2019-S7 PT 144A</name>
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        <name>Centene Corp 4.25% 12/15/2027 144A</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp 4.25% 12/15/2027 144A</title>
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        <identifiers>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <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>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HCA INC 6.5% 03/18/2026 Term Loan B13</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC 6.5% 03/18/2026 Term Loan B13</title>
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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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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST FRN 10/25/2056 2017-1 A2 144A</name>
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        <title>TOWD POINT MORTGAGE TRUST FRN 10/25/2056 2017-1 A2 144A</title>
        <cusip>89173FAB6</cusip>
        <identifiers>
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        <valUSD>9280665.69000000</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>Variable</couponKind>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.75% 09/01/2020 144A</name>
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        <title>UKRAINE GOVERNMENT 7.75% 09/01/2020 144A</title>
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          <other otherDesc="Internal Identifier" value="617112"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</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>KAZAKHSTAN TEMIR ZHOLY FINANCE BV 6.95% 07/10/2042 144A</name>
        <lei>N/A</lei>
        <title>KAZAKHSTAN TEMIR ZHOLY FINANCE BV 6.95% 07/10/2042 144A</title>
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        <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>
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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>
      <invstOrSec>
        <name>UPGRADE 4460 MARKETPLACE LOANS</name>
        <lei>N/A</lei>
        <title>UPGRADE 4460 MARKETPLACE LOANS</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2023-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Harvest Operations Corp 4.2% 06/01/2023 144A</name>
        <lei>B1EEF6ML54YDWRC6ZK53</lei>
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        <cusip>41754WAS0</cusip>
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        <balance>3800000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
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      <invstOrSec>
        <name>Diamond Sports Group LLC 6.5% 08/24/2026 Term Loan</name>
        <lei>N/A</lei>
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        <cusip>25277BAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998576"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-24</maturityDt>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS 31 LLC FRN 07/20/2030 144A 2017-1A C</name>
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        <cusip>67575XAE1</cusip>
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          <other otherDesc="Internal Identifier" value="667410"/>
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        <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>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2025 2015-C03 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2025 2015-C03 2M2</title>
        <cusip>30711XBD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658711"/>
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        <curCd>USD</curCd>
        <valUSD>3761039.63000000</valUSD>
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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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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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        <balance>12838.38000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14274.75000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DTZ US Borrower LLC 6.5% 08/21/2025 Term Loan</name>
        <lei>N/A</lei>
        <title>DTZ US Borrower LLC 6.5% 08/21/2025 Term Loan</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1040961"/>
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        <balance>97087.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97616.12000000</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>2025-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 04/01/2034      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.50% 04/01/2034      FNMA 30</title>
        <cusip>31403YSK0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="312151"/>
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        <balance>35918.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38724.23000000</valUSD>
        <pctVal>0.000738748372</pctVal>
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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>
          <annualizedRt>5.50000000</annualizedRt>
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        <securityLending>
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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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        <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>
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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>State Grid Overseas Investment 2016 Ltd 4.25% 05/02/2028 144A</name>
        <lei>3003006V8BHG5158QO96</lei>
        <title>State Grid Overseas Investment 2016 Ltd 4.25% 05/02/2028 144A</title>
        <cusip>857006AM2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="871563"/>
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        <balance>6700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7625876.69000000</valUSD>
        <pctVal>0.145480077744</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 04/01/2028      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 04/01/2028      FHLMC G30</title>
        <cusip>3128FY7K5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="274859"/>
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        <curCd>USD</curCd>
        <valUSD>730.73000000</valUSD>
        <pctVal>0.000013940253</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>2028-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Foothill-Eastern Transportation Corridor Agency</name>
        <lei>N/A</lei>
        <title>Foothill-Eastern Transportation Corridor Agency</title>
        <cusip>345105JE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1030181"/>
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        <balance>1760000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1837492.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.09400000</annualizedRt>
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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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        <title>CARLYLE US CLO 2017-5 Ltd FRN 01/20/2030 144A 2017-5A B</title>
        <cusip>14316AAG2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="681080"/>
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        <valUSD>6915160.00000000</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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      <invstOrSec>
        <name>PORT AUTH NY &amp; NJ CONS</name>
        <lei>54930006MR4KZ4W74Z83</lei>
        <title>PORT AUTH NY &amp; NJ CONS</title>
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          <other otherDesc="Internal Identifier" value="614764"/>
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        <valUSD>20780700.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HOME MORTGAGE INVESTMENT TRUST FRN 10/25/2034 2004-3 4A</name>
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        <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>756796.63600000</balance>
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        <curCd>USD</curCd>
        <valUSD>763066.24000000</valUSD>
        <pctVal>0.014557137550</pctVal>
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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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      </invstOrSec>
      <invstOrSec>
        <name>BURLINGTON NORTHERN AND SANTA FE 99-2 TRUST 7.57% 01/02/2021</name>
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        <cusip>12189PAF9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3% 02/01/2050 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3% 02/01/2050 FNMA</title>
        <cusip>31418DMJ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040516"/>
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        <balance>30017276.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30721899.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>HILTON WORLDWIDE FINANCE LLC 6.5% 06/17/2026 Refinanced Series B-2 Term Loans</name>
        <lei>549300406TN7EY0NPH20</lei>
        <title>HILTON WORLDWIDE FINANCE LLC 6.5% 06/17/2026 Refinanced Series B-2 Term Loans</title>
        <cusip>43289DAH6</cusip>
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          <other otherDesc="Internal Identifier" value="991139"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="694693"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 1.1735% PY EUR 1.05% 12/10/21</title>
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          <other otherDesc="Internal Sec ID" value="694277"/>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <securityLending>
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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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2496.29000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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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>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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="546901"/>
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        <balance>5600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5980442.27000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CSMC FRN 03/26/2036 2009-15R 3A1 144A</name>
        <lei>N/A</lei>
        <title>CSMC FRN 03/26/2036 2009-15R 3A1 144A</title>
        <cusip>12642NBQ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="520559"/>
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        <valUSD>345443.95000000</valUSD>
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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>Variable</couponKind>
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      <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>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="687822"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 05/01/2037 FNMA</name>
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        <title>FANNIE MAE 6.50% 05/01/2037 FNMA</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="447383"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Madison Park Funding XXIII Ltd FRN 07/27/2030 144A 17-23A B</name>
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          <other otherDesc="Internal Identifier" value="669454"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BCC Middle Market CLO 2018-1A A2 FRN 10/20/2030 144A 1A A2</name>
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        <title>BCC Middle Market CLO 2018-1A A2 FRN 10/20/2030 144A 1A A2</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2028 C02 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2028 C02 1M2</title>
        <cusip>30711XCB8</cusip>
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          <other otherDesc="Internal Identifier" value="948187"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>FGI OPERATING CO LLC (FREEDOM GROUP) 12.3425% 05/15/2022 Term Loan TOGG PIK</name>
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          <other otherDesc="Internal Identifier" value="874433"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2022-05-15</maturityDt>
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        <name>BDO Unibank Inc 2.95% 03/06/2023 REG S</name>
        <lei>3FGIIBS1PEI1FYQBGN97</lei>
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          <isin value="XS1673684509"/>
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        <balance>1600000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>PH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MARTIN MIDSTREAM PARTNERS LP/MARTIN MIDSTREAM FI 7.25% 02/15/2021</name>
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        <title>MARTIN MIDSTREAM PARTNERS LP/MARTIN MIDSTREAM FI 7.25% 02/15/2021</title>
        <cusip>573334AD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="554231"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>738320.00000000</valUSD>
        <pctVal>0.014085049544</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-SLCT8 FRN 01/15/2045 2019-S8 PT 144A</name>
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        <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"/>
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        <balance>6754958.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6318402.00000000</valUSD>
        <pctVal>0.120537172517</pctVal>
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        <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>11.54</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>SECURUS TECHNOLOGIES HOLDINGS INC 10.12688% 11/01/2025 SECOND LIEN INITIAL LOAN</name>
        <lei>549300EBCNNXVCJ2FW66</lei>
        <title>SECURUS TECHNOLOGIES HOLDINGS INC 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>202684.18000000</valUSD>
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        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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>
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          <other otherDesc="Internal Identifier" value="1022160"/>
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        <pctVal>0.097975353005</pctVal>
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        <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>
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        <securityLending>
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      <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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        <curCd>USD</curCd>
        <valUSD>3771.45000000</valUSD>
        <pctVal>0.000071948559</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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2.75% 05/15/2025 2015-A4 A4</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2.75% 05/15/2025 2015-A4 A4</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="683839"/>
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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>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1M2</title>
        <cusip>30711XEP5</cusip>
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          <other otherDesc="Internal Identifier" value="658303"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST FRN 05/25/2042 2013-A A 144A</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST FRN 05/25/2042 2013-A A 144A</title>
        <cusip>17320XAA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548640"/>
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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>
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          <couponKind>Variable</couponKind>
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      <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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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 5.50% 02/01/2037      FNMA 30</name>
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        <title>FANNIE MAE 5.50% 02/01/2037      FNMA 30</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="404935"/>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Metropolitan St Louis Sewer District</name>
        <lei>N/A</lei>
        <title>Metropolitan St Louis Sewer District</title>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>State of New York</name>
        <lei>N/A</lei>
        <title>State of New York</title>
        <cusip>649791QE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018957"/>
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        <name>FIELDWOOD ENERGY LLC 7.15076% 04/11/2022 Closing Date Loans</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 02/01/2037      FHLMC G30</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>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>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Aircastle Ltd 4.25% 06/15/2026</name>
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        <title>Aircastle Ltd 4.25% 06/15/2026</title>
        <cusip>00928QAS0</cusip>
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          <other otherDesc="Internal Identifier" value="989493"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SOUTHERN CO/THE 3.25% 07/01/2026</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>
        <name>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 2014-18A A1BR 144A</name>
        <lei>549300FCSYYS3J0RKL34</lei>
        <title>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 2014-18A A1BR 144A</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 05/25/2025 2015-HQ2 M3</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST FRN 10/15/2025 3 A</name>
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        <title>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST FRN 10/15/2025 3 A</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Texas State University System</name>
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        <title>Texas State University System</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Metro Wastewater Reclamation District</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2030 2017-HQA3 M2</name>
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        <name>FANNIE MAE 3% 11/1/2048 FNL</name>
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        <name>Carlyle Euro CLO 2019-2 DAC FRN 08/15/2032 2019-2A A1A 144A</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States Treasury Note/Bond 2.875% 05/15/2049</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>ORLANDO HEALTH INC 3.777% 10/01/2028</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>

        <fairValLevel>2</fairValLevel>
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        <name>CCO HOLDINGS LLC/CAPITAL CORP 5.00% 02/01/2028 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CWABS INC ASSET-BACKED CERTIFICATES FRN 3/25/2034 2004-1 M1</name>
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          <other otherDesc="Internal Identifier" value="525452"/>
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        <name>LCM 26 Ltd FRN 01/20/2031 26A D 144A</name>
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          <other otherDesc="Internal Identifier" value="681266"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2028 2016-DNA2 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2028 2016-DNA2 M3</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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      <invstOrSec>
        <name>Galaxy XXVII CLO Ltd FRN 05/16/2031 18-27A C 144A</name>
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        <title>Galaxy XXVII CLO Ltd FRN 05/16/2031 18-27A C 144A</title>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 10/01/2038      FHLMC G30</name>
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        <name>Bain Capital Credit CLO 2018-1 FRN 04/23/2031 2018-1A A2 144A</name>
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        <name>Adagio CLO VIII DAC FRN 04/15/2032 144A VIII-A B1</name>
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        <name>FANNIE MAE 5.50% 12/01/2023      FNMA 15</name>
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        <name>FANNIE MAE 5.00% 08/01/2036      FNMA 30</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>CHARTER COMMUNICATIONS OPERATING LLC (CCO SAFARI III LL 6.5% 02/01/2027 Term B-2 Loan</name>
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        <name>FANNIE MAE 8.50% 08/01/2030 FNMA</name>
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      <invstOrSec>
        <name>LCM XXII Ltd FRN 10/20/2028 22A CR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2022      FHLMC G15</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ARES LII CLO Ltd FRN 04/22/2031 144A 52A B</name>
        <lei>N/A</lei>
        <title>ARES LII CLO Ltd FRN 04/22/2031 144A 52A B</title>
        <cusip>04009AAE0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="966057"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Long Point Park CLO Ltd FRN 01/17/2030 144A 2017-1A A2</name>
        <lei>549300639DPKTBUSCC77</lei>
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        <cusip>542798AE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="679886"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 7.50% 01/20/2033      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 01/20/2033      GNMA II</title>
        <cusip>36202DV65</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="279657"/>
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        <curCd>USD</curCd>
        <valUSD>10894.74000000</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>Ellington Clo III Ltd FRN 07/20/2030 2018-3A A1 144A</name>
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        <title>Ellington Clo III Ltd FRN 07/20/2030 2018-3A A1 144A</title>
        <cusip>28852LAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689613"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Neuberger Berman CLO XXII Ltd FRN 10/17/2030 2016-22A A2R 144A</name>
        <lei>549300FFV1EYI8ON7P41</lei>
        <title>Neuberger Berman CLO XXII Ltd FRN 10/17/2030 2016-22A A2R 144A</title>
        <cusip>64131BAG8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="928511"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-10-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2.84% 12/15/2024 2019-A1 A1</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2.84% 12/15/2024 2019-A1 A1</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="964900"/>
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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>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20200721</title>
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        <fairValLevel>N/A</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>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 6.50% 06/01/2032 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31390LDJ2</cusip>
        <identifiers>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan</name>
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        <title>GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan</title>
        <cusip>37959JAE1</cusip>
        <identifiers>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TALEN ENERGY SUPPLY LLC 10.50% 01/15/2026 144A</name>
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        <title>TALEN ENERGY SUPPLY LLC 10.50% 01/15/2026 144A</title>
        <cusip>87422VAE8</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2025 15-HQ1 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2025 15-HQ1 M3</title>
        <cusip>3137G0EJ4</cusip>
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          <other otherDesc="Internal Identifier" value="600302"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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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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      <invstOrSec>
        <name>Halcon Resources Corp COM USD NPV</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>Halcon Resources Corp COM USD NPV</title>
        <cusip>40537Q803</cusip>
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          <ticker value="HALC"/>
          <other otherDesc="Internal Identifier" value="1014173"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <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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        <curCd>USD</curCd>
        <valUSD>8325.56000000</valUSD>
        <pctVal>0.000158828048</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>2037-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>380145.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>379987.25000000</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>2022-07-29</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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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        <curCd>USD</curCd>
        <valUSD>6459887.32000000</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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          <maturityDt>2028-04-25</maturityDt>
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        <securityLending>
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      <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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        <curCd>USD</curCd>
        <valUSD>18159243.13000000</valUSD>
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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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      <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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>362929.00000000</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>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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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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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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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>5647675.00000000</valUSD>
        <pctVal>0.107741605519</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4507400.00000000</valUSD>
        <pctVal>0.085988395706</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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RBS GLOBAL INC (REXNORD) 6.5% 08/21/2024 Term Loan B</name>
        <lei>N/A</lei>
        <title>RBS GLOBAL INC (REXNORD) 6.5% 08/21/2024 Term Loan B</title>
        <cusip>76168JAR7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1023710"/>
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        <balance>1077586.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1084504.31000000</valUSD>
        <pctVal>0.020689263378</pctVal>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19668.99000000</valUSD>
        <pctVal>0.000375228489</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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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MXN_USD_20200723</title>
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          <other otherDesc="Internal Sec ID" value="6776223149877"/>
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        <units>NC</units>
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        <valUSD>10661046.86000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>Invitation Homes 2017-SFR2 Trust FRN 12/17/2036 2017-SFR2 A 144A</name>
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        <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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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Atrium XII FRN 04/22/2027 144A 12A AR</name>
        <lei>549300O252OCTN35RH57</lei>
        <title>Atrium XII FRN 04/22/2027 144A 12A AR</title>
        <cusip>04965CAJ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="953011"/>
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        <curCd>USD</curCd>
        <valUSD>11609164.00000000</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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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Neuberger Berman Loan Advisers CLO 26 Ltd FRN 10/18/2030 144A 2017-26A B</name>
        <lei>549300P0MOXZPIM3AS61</lei>
        <title>Neuberger Berman Loan Advisers CLO 26 Ltd FRN 10/18/2030 144A 2017-26A B</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="677412"/>
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        <curCd>USD</curCd>
        <valUSD>5735138.21000000</valUSD>
        <pctVal>0.109410155262</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Columbia Cent CLO 27 Ltd FRN 10/25/2028 2018-27A A2A 144A</name>
        <lei>549300066YASG4MIU864</lei>
        <title>Columbia Cent CLO 27 Ltd FRN 10/25/2028 2018-27A A2A 144A</title>
        <cusip>19736RAE1</cusip>
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          <other otherDesc="Internal Identifier" value="937114"/>
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        <balance>769230.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>773045.38000000</valUSD>
        <pctVal>0.014747511211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 03/15/2022 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 03/15/2022 GNMA SF</title>
        <cusip>36224ENL3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="140074"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GLOBAL TEL*LINK CORP 6.5% 11/20/2025 First Lien Term Loan</name>
        <lei>549300YI0BNF11FDQE44</lei>
        <title>GLOBAL TEL*LINK CORP 6.5% 11/20/2025 First Lien Term Loan</title>
        <cusip>37959JAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="945654"/>
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        <curCd>USD</curCd>
        <valUSD>1007719.06000000</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>2025-11-29</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <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>3733568.92000000</valUSD>
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        <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>
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      <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>31384WKZ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="266039"/>
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        <balance>4529.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5038.84000000</valUSD>
        <pctVal>0.000096126762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <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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        <curCd>USD</curCd>
        <valUSD>5177587.50000000</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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          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <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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        <curCd>USD</curCd>
        <valUSD>35021.85000000</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>2034-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bausch Health Cos Inc 6.125% 04/15/2025 144A</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Cos Inc 6.125% 04/15/2025 144A</title>
        <cusip>91831AAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="599700"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1855269.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>650609.70000000</valUSD>
        <pctVal>0.012411786026</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>6.50000000</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>UKRAINE GOVERNMENT 7.75% 09/01/2021 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.75% 09/01/2021 144A</title>
        <cusip>903724AN2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617114"/>
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        <balance>229000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243885.00000000</valUSD>
        <pctVal>0.004652633422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENCOSUD SA 4.375% 07/17/2027 144A</name>
        <lei>549300NLTGCFV7482429</lei>
        <title>CENCOSUD SA 4.375% 07/17/2027 144A</title>
        <cusip>15132HAH4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="670031"/>
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        <balance>9700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9929922.69000000</valUSD>
        <pctVal>0.189434734348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>908912.19000000</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>
          <annualizedRt>4.14525000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="872664"/>
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        <balance>16700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18030939.90000000</valUSD>
        <pctVal>0.343979144313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
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        <name>GOVT NATL MORTG ASSN 7.50% 09/15/2025      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 09/15/2025      GNMA SF</title>
        <cusip>36206FAB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="282697"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>624.32000000</valUSD>
        <pctVal>0.000011910253</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>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>ZAYO GROUP LLC 4.34463% 01/19/2021 2017 Incremental Refinancing B-1 Term Loan</name>
        <lei>549300Q4HWM0W5QWTQ31</lei>
        <title>ZAYO GROUP LLC 4.34463% 01/19/2021 2017 Incremental Refinancing B-1 Term Loan</title>
        <cusip>98919MAM7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="657975"/>
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        <balance>2977040.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2982622.78000000</valUSD>
        <pctVal>0.056899975118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64525000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ELEVEN MADISON TRUST MORTGAGE TRUST FRN 09/10/2035 144A 2015-11MD A</name>
        <lei>N/A</lei>
        <title>ELEVEN MADISON TRUST MORTGAGE TRUST FRN 09/10/2035 144A 2015-11MD A</title>
        <cusip>556227AA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="613074"/>
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        <balance>3255000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3524449.55000000</valUSD>
        <pctVal>0.067236491669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-10</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GEORGIA POWER CO 4.30% 03/15/2042</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
        <title>GEORGIA POWER CO 4.30% 03/15/2042</title>
        <cusip>373334JW2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="515645"/>
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        <balance>9000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10431491.94000000</valUSD>
        <pctVal>0.199003251706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-15</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>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>854779.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>901105.27000000</valUSD>
        <pctVal>0.017190530356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 7.50% 11/15/2025      GNMA SF</name>
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        <name>TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/2030 2017-1A C 144A</name>
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        <name>CHICAGO IL TRANSIT AUTH SALES &amp; TRANSFER TAX REC</name>
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        <name>GOVT NATL MORTG ASSN 6.00% 05/20/2031      GNMA II</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/27/2025 2015-C02 2M2</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2034      FHLMC G30</name>
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        <name>DISCOVER CARD EXECUTION NOTE TRUST 3.04% 07/15/2024 2019-A1 A1</name>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 2.064% 11/01/2027      FHLMC ARM</name>
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        <title>FEDERAL HOME LOAN MORTGAGE CORP 2.064% 11/01/2027      FHLMC ARM</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KRAFT HEINZ FOODS CO 3.00% 06/01/2026</name>
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        <cusip>50077LAD8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KENAN ADVANTAGE GROUP INC/THE 6.5% 07/31/2022 Term Loan B1</name>
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        <cusip>48853UAY6</cusip>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

        <fairValLevel>2</fairValLevel>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-29 FRN 12/15/2043 2018-29 PT 144A</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 2.064% 09/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.064% 09/01/2034     FNMA ARM</title>
        <cusip>31373KHT9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="354404"/>
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        <balance>1208197.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1204555.63000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Floating</couponKind>
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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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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2050885.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
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      <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>
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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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      <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>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 2.5% 12/01/2034 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.5% 12/01/2034 FNMA</title>
        <cusip>31418DJJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1020319"/>
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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>FANNIE MAE 3.219% 03/01/2037 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.219% 03/01/2037 FNMA</title>
        <cusip>31412DNF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="447773"/>
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        <curCd>USD</curCd>
        <valUSD>40281.70000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>LIVE NATION ENTERTAINMENT INC 6.5% 10/17/2026 Term Loan B</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>LIVE NATION ENTERTAINMENT INC 6.5% 10/17/2026 Term Loan B</title>
        <cusip>53803HAM2</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>MEDNAX Inc 6.25% 01/15/2027 144A</name>
        <lei>N/A</lei>
        <title>MEDNAX Inc 6.25% 01/15/2027 144A</title>
        <cusip>58502BAC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942202"/>
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        <balance>5200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5310630.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <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"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1040951.71000000</valUSD>
        <pctVal>0.019858403414</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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bluemountain Fuji Eur CLO V DAC FRN 01/15/2033 5A A 144A</name>
        <lei>635400IYPG2G6NM3OV52</lei>
        <title>Bluemountain Fuji Eur CLO V DAC FRN 01/15/2033 5A A 144A</title>
        <cusip>BCC2LWNA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018801"/>
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        <balance>20950000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90637180"/>
        <valUSD>23366681.85000000</valUSD>
        <pctVal>0.445769952802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.91000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>Franklin Liberty Senior Loan ETF ETF USD NPV TIS A/C #26728</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.574% 02/01/2034     FNMA ARM</name>
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          <other otherDesc="Internal Identifier" value="329757"/>
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        <name>CSC HOLDINGS LLC 5.375% 02/01/2028 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>

        <fairValLevel>2</fairValLevel>
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        <name>SINCLAIR TELEVISION GROUP INC 4.6% 01/03/2024 Tranche B Term Loans</name>
        <lei>549300CQGEN0CH65UD62</lei>
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        <cusip>829229AQ6</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMERIQUEST MTGE SECURITIES INC AB PASS-THROUGH CTFS FRN 06/25/34 2004-R4 M1</name>
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        <name>FANNIE MAE 6.50% 07/01/2032 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="256211"/>
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        <name>BRAVO Residential Funding Trust 2019-NQM2 FRN 10/25/2044 2019-2 A3 144A</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>FANNIE MAE 4.599% 05/01/2025 FN CMT+223.00;LC12.57</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Centurion Pipeline Co LLC 6.5% 09/28/2025 Initial Term Loans</name>
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        <name>OXBOW CARBON LLC 5.82675% 01/04/2023 Tranche B Term Loan</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 03/01/2039      FHLMC G30</name>
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        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.50% 03/01/2039      FHLMC G30</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200316</title>
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          <other otherDesc="Internal Sec ID" value="6613422599258"/>
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        <name>FANNIE MAE 6.00% 08/01/2037      FNMA 30</name>
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        <name>HPS Loan Management 13-2018 Ltd FRN 10/15/2030 13A-18 C 144A</name>
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        <name>CS FIRST BOSTON MORTGAGE SECURITIES CORP 5.00% 05/25/2026 04-6 3A1</name>
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        <name>FANNIE MAE 5.00% 01/01/2037      FNMA 30</name>
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        <name>Madison Park Funding XXIII Ltd FRN 07/27/2030 144A 17-23A C</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>GOVT NATL MORTG ASSN 7.50% 08/15/2025      GNMA SF</name>
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        <name>Halcyon Loan Advisors Funding 2018-1 Ltd FRN 07/21/2031 144A 18-1A A2</name>
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        <name>State of Ohio</name>
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        <name>BlueMountain Fuji US Clo III Ltd FRN 01/15/2030 144A 2017-3A C</name>
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        <name>GOVT NATL MORTG ASSN 7.50% 08/15/2022      GNMA SF</name>
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        <name>FANNIE MAE 5.50% 12/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <balance>3956.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4258.04000000</valUSD>
        <pctVal>0.000081231314</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>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>18999.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22483.39000000</valUSD>
        <pctVal>0.000428919251</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dryden 42 Senior Loan Fund FRN 07/15/2030 2016-42A DR 144A</name>
        <lei>549300GTVIVSKVBYOB52</lei>
        <title>Dryden 42 Senior Loan Fund FRN 07/15/2030 2016-42A DR 144A</title>
        <cusip>26244YAS5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690481"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>799192.00000000</valUSD>
        <pctVal>0.015246314492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.76125000</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 05/25/2025 2015-C02 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2025 2015-C02 1M2</title>
        <cusip>30711XAX2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658708"/>
        </identifiers>
        <balance>13129869.49200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14039430.70000000</valUSD>
        <pctVal>0.267832480481</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>5.66088000</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>FREMF 2018-K72 Mortgage Trust 3.9916% 12/25/2050 2018-K72 B 144A</name>
        <lei>N/A</lei>
        <title>FREMF 2018-K72 Mortgage Trust 3.9916% 12/25/2050 2018-K72 B 144A</title>
        <cusip>30307TAG8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683346"/>
        </identifiers>
        <balance>17900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19313611.33000000</valUSD>
        <pctVal>0.368448873754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.11706300</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>BARCLAYS BANK PLC TRS RCV MARKIT IBOXX US PAY US0003M 06/20/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693775"/>
        </identifiers>
        <balance>29200000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>453147.74000000</valUSD>
        <pctVal>0.008644772414</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>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0" pmntAmt="29200000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="9" resetDt="Month" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingRecDesc>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="0" pmntAmt="29200000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2020-06-20</terminationDt>
            <upfrontPmnt>0</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>13989.26</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>29200000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>453147.74</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ALLY FINANCIAL INC 5.00% 12/20/2024 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693756"/>
        </identifiers>
        <balance>-20750000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4333854.83000000</valUSD>
        <pctVal>-0.08267764654</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="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0"/>
            <fixedPmntDesc amount="20750000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5"/>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-20750000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-543047.43</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <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>9828954.60000000</valUSD>
        <pctVal>0.187508549834</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>2.37625000</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>USD_SEK_20200316</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="6612622598858"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>17663014.91000000</valUSD>
        <pctVal>0.336960180025</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>168000000</amtCurSold>
            <curSold>SEK</curSold>
            <amtCurPur>17663014.91000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-16</settlementDt>
            <unrealizedAppr>174213.66</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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"/>
        </identifiers>
        <balance>346490.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350388.46000000</valUSD>
        <pctVal>0.006684417080</pctVal>
        <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>
          <annualizedRt>4.40775000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <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.ii"/>
      <explntrNote note="Used CNY (Onshore Yuan) instead of CNH (Offshore Yuan) for all base currency isocodes. " noteItem="C.2.b"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-02-29</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>
  <documents>XXXX</documents>
</edgarSubmission>
