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      <invstOrSec>
        <name>BANCO BPM SPA 0.75% 03/31/2023 REG S</name>
        <lei>815600E4E6DCD2D25E30</lei>
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        <cusip>T1R733LZ4</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY 1.00% 12/20/2024 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693758"/>
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        <balance>11000000.00000000</balance>
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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>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>COLORADO ST BRD GOVERNORS UNIV ENTERPRISE SYS RE</name>
        <lei>N/A</lei>
        <title>COLORADO ST BRD GOVERNORS UNIV ENTERPRISE SYS RE</title>
        <cusip>196707TH6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="610248"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>120192.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Octagon Investment Partners XXII Ltd FRN 01/22/2030 2014-1A CRR 144A</name>
        <lei>549300MQ9W5DWZ8QX450</lei>
        <title>Octagon Investment Partners XXII Ltd FRN 01/22/2030 2014-1A CRR 144A</title>
        <cusip>67572YBU5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684208"/>
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        <balance>2100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2085762.00000000</valUSD>
        <pctVal>0.060848335167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.70213000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 09/25/24 14-HQ2 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 09/25/24 14-HQ2 M2</title>
        <cusip>3137G0CG2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="604171"/>
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        <curCd>USD</curCd>
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        <pctVal>0.007135208166</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.86088000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.339% 01/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.339% 01/01/2035 FAR FNARM</title>
        <cusip>31402QX48</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="541461"/>
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        <balance>18136.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18959.17000000</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>2035-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.33900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.445% 11/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.445% 11/01/2033 FAR FNARM</title>
        <cusip>31407ANB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571463"/>
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        <balance>22876.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23555.75000000</valUSD>
        <pctVal>0.000687196416</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>Floating</couponKind>
          <annualizedRt>3.44500000</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>HSBC HOLDINGS PLC 4.30% 03/08/2026</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 4.30% 03/08/2026</title>
        <cusip>404280AW9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="628118"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>887116.68000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</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>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 2014-18A BR2 144A</name>
        <lei>549300FCSYYS3J0RKL34</lei>
        <title>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 2014-18A BR2 144A</title>
        <cusip>64128QAW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="941845"/>
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        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1602560.00000000</valUSD>
        <pctVal>0.046751790475</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.96913000</annualizedRt>
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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>CARLYLE US CLO Ltd FRN 04/20/2031 2017-1A A1A 144A</name>
        <lei>549300VZ0HS3D307K776</lei>
        <title>CARLYLE US CLO Ltd FRN 04/20/2031 2017-1A A1A 144A</title>
        <cusip>14314BAA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="661735"/>
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        <curCd>USD</curCd>
        <valUSD>1000520.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.11913000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GRIFOLS WORLDWIDE OPERATIONS USA INC 6.5% 11/15/2027 Dollar Tranche B Term Loan</name>
        <lei>N/A</lei>
        <title>GRIFOLS WORLDWIDE OPERATIONS USA INC 6.5% 11/15/2027 Dollar Tranche B Term Loan</title>
        <cusip>39843PAG8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019865"/>
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        <curCd>USD</curCd>
        <valUSD>1226660.97000000</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>
          <annualizedRt>3.56075000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2455900.00000000</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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JACKSON NATIONAL LIFE GLOBAL FUNDING 2.10% 10/25/2021 144A</name>
        <lei>635400PQXLYXWJI5QD78</lei>
        <title>JACKSON NATIONAL LIFE GLOBAL FUNDING 2.10% 10/25/2021 144A</title>
        <cusip>46849LSR3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="648769"/>
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        <balance>25000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25194.60000000</valUSD>
        <pctVal>0.000735006901</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>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OCEANEERING INTERNATIONAL INC 4.65% 11/15/2024</name>
        <lei>549300L6PH74701W0R30</lei>
        <title>OCEANEERING INTERNATIONAL INC 4.65% 11/15/2024</title>
        <cusip>675232AA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="592329"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48375.00000000</valUSD>
        <pctVal>0.001411253160</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>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2602054.00000000</valUSD>
        <pctVal>0.075910220780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.95625000</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>CIM Trust 2019-INV1 FRN 02/25/2049 2019-INV1 A1 144A</name>
        <lei>N/A</lei>
        <title>CIM Trust 2019-INV1 FRN 02/25/2049 2019-INV1 A1 144A</title>
        <cusip>12555DAA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="971517"/>
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        <balance>1309023.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1345890.53000000</valUSD>
        <pctVal>0.039263922761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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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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        <cusip>055328AC2</cusip>
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          <other otherDesc="Internal Identifier" value="931163"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.488% 08/01/2029 FAR FNARM</name>
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        <cusip>31373TYQ7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Amazon.com Inc 2.40% 02/22/2023</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WEST CLO LTD FRN 07/18/2026 14-1A BR 144A</name>
        <lei>2549008FQ6ZWGP8NJZ96</lei>
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        <cusip>951680AL1</cusip>
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        <name>FMG RESOURCES AUGUST 2006 PTY LTD 4.75% 05/15/2022 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COLE PARK CLO LTD FRN 10/20/2028 15-1A BR 144A</name>
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        <cusip>19329LAQ0</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Russian Foreign Bond - Eurobond 4.875% 09/16/2023 144A</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-16</maturityDt>
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      <invstOrSec>
        <name>VERSO CORP WTS EXP 07/25/2023</name>
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          <ticker value="VRSZW"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Braskem Netherlands Finance BV 4.5% 01/31/2030 144A</name>
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        <cusip>10554TAD7</cusip>
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        <valUSD>5634720.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.66% 06/17/2024 2016-A5 A5</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
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        <cusip>14041NFG1</cusip>
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          <other otherDesc="Internal Identifier" value="1013872"/>
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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>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A B</name>
        <lei>549300IDWDG12HO3TO90</lei>
        <title>Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A B</title>
        <cusip>675711AE5</cusip>
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          <other otherDesc="Internal Identifier" value="676718"/>
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        <curCd>USD</curCd>
        <valUSD>499065.00000000</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>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="2979722718968"/>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust 2011-C1 FRN 09/15/2047 2011-C1 A4 144A</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust 2011-C1 FRN 09/15/2047 2011-C1 A4 144A</title>
        <cusip>617458AG9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="919980"/>
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        <curCd>USD</curCd>
        <valUSD>3502782.16000000</valUSD>
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        <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>FANNIE MAE 2.757% 10/01/2044 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.757% 10/01/2044 FAR FNARM</title>
        <cusip>31406DAF3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="539659"/>
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        <curCd>USD</curCd>
        <valUSD>3965.46000000</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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      <invstOrSec>
        <name>FANNIE MAE 3.277% 08/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.277% 08/01/2034     FNMA ARM</title>
        <cusip>31405TZV7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="325783"/>
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        <curCd>USD</curCd>
        <valUSD>9917.59000000</valUSD>
        <pctVal>0.000289327756</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>2034-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Eaton Vance CLO 2014-1R Ltd FRN 07/15/2030 2014-1RA C 144A</name>
        <lei>549300FPTLP8I41O7F48</lei>
        <title>Eaton Vance CLO 2014-1R Ltd FRN 07/15/2030 2014-1RA C 144A</title>
        <cusip>27830TAG0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="920952"/>
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        <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>3.93125000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.643% 11/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.643% 11/01/2036     FNMA ARM</title>
        <cusip>31410FZT5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="472637"/>
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        <balance>106132.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110815.87000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TPC Group Inc 10.5% 08/01/2024 144A</name>
        <lei>549300K276KVW5JD1583</lei>
        <title>TPC Group Inc 10.5% 08/01/2024 144A</title>
        <cusip>89236YAB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998831"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4138340.00000000</valUSD>
        <pctVal>0.120728587133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_CAD_20200316</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="2910522767322"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4052731.39000000</valUSD>
        <pctVal>0.118231110721</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>
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            <amtCurSold>5300000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>4052731.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-16</settlementDt>
            <unrealizedAppr>48337.13000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.052% 03/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.052% 03/01/2036 FAR FNARM</title>
        <cusip>31409DT86</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565422"/>
        </identifiers>
        <balance>9522.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9744.43000000</valUSD>
        <pctVal>0.000284276126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.05200000</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 3.514% 04/01/2037 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.514% 04/01/2037 FNMA</title>
        <cusip>31410F3M5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="387566"/>
        </identifiers>
        <balance>627.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>628.65000000</valUSD>
        <pctVal>0.000018339727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.51400000</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>USD_BRL_20200304</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="2974922917914"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1057305.23000000</valUSD>
        <pctVal>0.030844968413</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>
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            <amtCurPur>1057305.23</amtCurPur>
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            <settlementDt>2020-03-04</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BURNHAM PARK CLO LTD FRN 10/20/2029 144A 16-1A DR</name>
        <lei>549300BOEG5O4MSO7220</lei>
        <title>BURNHAM PARK CLO LTD FRN 10/20/2029 144A 16-1A DR</title>
        <cusip>12232KAN0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942196"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2001960.00000000</valUSD>
        <pctVal>0.058403563336</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.66913000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-52 FRN 01/15/2045 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-52 FRN 01/15/2045 144A</title>
        <cusip>21056JAA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1034281"/>
        </identifiers>
        <balance>5949819.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5849209.35000000</valUSD>
        <pctVal>0.170640107064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>11.118296</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 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"/>
        </identifiers>
        <balance>974225.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>965544.66000000</valUSD>
        <pctVal>0.028168019692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21913000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.375% 08/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.375% 08/01/2032 FAR FNARM</title>
        <cusip>31391VCB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559757"/>
        </identifiers>
        <balance>82689.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84560.36000000</valUSD>
        <pctVal>0.002466895612</pctVal>
        <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>Floating</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EDF SA 5.625% 7/22/2167144A PERP</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>EDF SA 5.625% 7/22/2167144A PERP</title>
        <cusip>268317AM6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="568419"/>
        </identifiers>
        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2314589.75000000</valUSD>
        <pctVal>0.067523971039</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021</title>
        <cusip>785592AE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="572939"/>
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        <balance>10400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10678354.23000000</valUSD>
        <pctVal>0.311521677555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 2M2</title>
        <cusip>30711XAV6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="657387"/>
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        <balance>4789993.88100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4985637.35000000</valUSD>
        <pctVal>0.145446955354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.21088000</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>BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 3.705% 09/15/2048 2015-UBS7 A4</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 3.705% 09/15/2048 2015-UBS7 A4</title>
        <cusip>06054AAX7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="616819"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108926.96000000</valUSD>
        <pctVal>0.003177747111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70500000</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>Capital One Financial Corp 3.45% 04/30/2021</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corp 3.45% 04/30/2021</title>
        <cusip>14040HBY0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="878519"/>
        </identifiers>
        <balance>6800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6933123.33000000</valUSD>
        <pctVal>0.202261337649</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PSEG POWER LLC 3.00% 06/15/2021</name>
        <lei>N/A</lei>
        <title>PSEG POWER LLC 3.00% 06/15/2021</title>
        <cusip>69362BBB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="636368"/>
        </identifiers>
        <balance>7700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7826415.83000000</valUSD>
        <pctVal>0.228321531210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XVI LP FRN 10/15/2031 144A 2016A BR2</name>
        <lei>549300RB1XGNK3FHRH35</lei>
        <title>LCM XVI LP FRN 10/15/2031 144A 2016A BR2</title>
        <cusip>50181GBG4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="946429"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1752140.23000000</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>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.58125000</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>INDUSTRIAL &amp; COMMERCIAL BANK OF CHINA LTD NEW YO 2.452% 10/20/2021</name>
        <lei>5493002ERZU2K9PZDL40</lei>
        <title>INDUSTRIAL &amp; COMMERCIAL BANK OF CHINA LTD NEW YO 2.452% 10/20/2021</title>
        <cusip>45580KAG3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="656410"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1909346.16000000</valUSD>
        <pctVal>0.055701722005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Atrium XIV LLC FRN 08/23/2030 144A 14A C</name>
        <lei>N/A</lei>
        <title>Atrium XIV LLC FRN 08/23/2030 144A 14A C</title>
        <cusip>04965LAL2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="916833"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3971040.00000000</valUSD>
        <pctVal>0.115847912121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.79263000</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>Octagon Investment Partners 37 Ltd FRN 07/25/2030 144A 18-2A A2</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 37 Ltd FRN 07/25/2030 144A 18-2A A2</title>
        <cusip>67591VAE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689267"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997420.00000000</valUSD>
        <pctVal>0.029097925104</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.37413000</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 4.038% 06/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.038% 06/01/2033     FNMA ARM</title>
        <cusip>31402NYZ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="459727"/>
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        <balance>17878.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18515.11000000</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>2033-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03800000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 3.492% 09/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.492% 09/01/2037 FAR FNARM</title>
        <cusip>31411FVW1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559159"/>
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        <curCd>USD</curCd>
        <valUSD>51656.06000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49200000</annualizedRt>
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      <invstOrSec>
        <name>GSAA HOME EQUITY TRUST FRN 02/25/2035 05-5 M3</name>
        <lei>N/A</lei>
        <title>GSAA HOME EQUITY TRUST FRN 02/25/2035 05-5 M3</title>
        <cusip>36242DR88</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="566174"/>
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        <curCd>USD</curCd>
        <valUSD>1430410.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.60588000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond CLUB CERTIFICATE ISSUER TRUST FRN 03/15/2045 2020-2 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond CLUB CERTIFICATE ISSUER TRUST FRN 03/15/2045 2020-2 PT 144A</title>
        <cusip>21056TAA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1041434"/>
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        <curCd>USD</curCd>
        <valUSD>5375088.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-03-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SABIC Capital II BV 4.5% 10/10/2028 144A</name>
        <lei>2138005PCUTH59D4RJ83</lei>
        <title>SABIC Capital II BV 4.5% 10/10/2028 144A</title>
        <cusip>78520LAB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934569"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>450431.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-10</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>Metropolitan Life Global Funding I 3.375% 01/11/2022 144A</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>Metropolitan Life Global Funding I 3.375% 01/11/2022 144A</title>
        <cusip>59217GCS6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="954288"/>
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        <balance>8400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8670054.46000000</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>2022-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</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>BlueMountain CLO XXIV Ltd FRN 04/20/2031 2019-24A C 144A</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO XXIV Ltd FRN 04/20/2031 2019-24A C 144A</title>
        <cusip>09609NAG0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="964233"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1750472.50000000</valUSD>
        <pctVal>0.051066870228</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>4.51913000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.687% 11/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.687% 11/01/2026 FAR FNARM</title>
        <cusip>31376YWN2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559784"/>
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        <balance>1707.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1720.09000000</valUSD>
        <pctVal>0.000050180515</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.68700000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.257% 06/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.257% 06/01/2030 FAR FNARM</title>
        <cusip>31384VYH9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571577"/>
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        <balance>886.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>894.18000000</valUSD>
        <pctVal>0.000026086084</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>2030-06-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SEALED AIR CORP 5.25% 04/01/2023 144A</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>SEALED AIR CORP 5.25% 04/01/2023 144A</title>
        <cusip>81211KAU4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="544487"/>
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        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1012144.25000000</valUSD>
        <pctVal>0.029527478476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST FRN 01/25/2035 05-AR1 1A1</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST FRN 01/25/2035 05-AR1 1A1</title>
        <cusip>36242DUL5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="588547"/>
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        <balance>204338.34900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210525.43000000</valUSD>
        <pctVal>0.006141698777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.30157800</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AVON PRODUCTS INC 5.00% 03/20/2023 CDS</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="693794"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-430540.89000000</valUSD>
        <pctVal>-0.01256025202</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>-166185.16000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.414% 09/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.414% 09/01/2033 FAR FNARM</title>
        <cusip>31402LGC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548254"/>
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        <balance>11281.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11861.40000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.278% 12/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.278% 12/01/2036 FAR FNARM</title>
        <cusip>31385HJE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571532"/>
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        <balance>6874.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7128.63000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.771% 02/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.771% 02/01/2036 FAR FNARM</title>
        <cusip>31409XZZ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548291"/>
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        <balance>32322.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34438.91000000</valUSD>
        <pctVal>0.001004692931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 5.006% 09/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.006% 09/01/2034 FAR FNARM</title>
        <cusip>31385HJD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="549983"/>
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        <balance>2621.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2784.62000000</valUSD>
        <pctVal>0.000081236253</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>2034-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.00600000</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 3.412% 03/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.412% 03/01/2033 FAR FNARM</title>
        <cusip>31401BYD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="544936"/>
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        <balance>19621.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20038.67000000</valUSD>
        <pctVal>0.000584591966</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>3.41200000</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>WOLVERINE FUELS HOLDING LLC 7.62688% 08/14/2020 First Lien Initial Term Loan</name>
        <lei>N/A</lei>
        <title>WOLVERINE FUELS HOLDING LLC 7.62688% 08/14/2020 First Lien Initial Term Loan</title>
        <cusip>10247GAB2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="556953"/>
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        <balance>0.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.01000000</valUSD>
        <pctVal>0.000000000291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.65863000</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>T-MOBILE USA INC ESRW USD NPV REF SM# 662034</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC ESRW USD NPV REF SM# 662034</title>
        <cusip>87299ATQ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="919663"/>
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        <balance>1800000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STANDARD CHARTERED PLC 3.885% 03/15/2024 FIXED TO FLOAT 144A</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC 3.885% 03/15/2024 FIXED TO FLOAT 144A</title>
        <cusip>853254BJ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686476"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10483337.70000000</valUSD>
        <pctVal>0.305832422894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.88500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.55% 12/01/2034      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.55% 12/01/2034      FNMA ARM</title>
        <cusip>31406AG30</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="328137"/>
        </identifiers>
        <balance>493.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>514.66000000</valUSD>
        <pctVal>0.000015014274</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>2034-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.55000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>U S TREASURY NOTE/BOND I/L 0.25% 01/15/2025 INDEX LINKED TO CPURNSA</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.25% 01/15/2025 INDEX LINKED TO CPURNSA</title>
        <cusip>912828H45</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="602785"/>
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        <curCd>USD</curCd>
        <valUSD>1488695.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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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>8753.00000000</balance>
        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
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        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="WARRANTS TO EQUITY"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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>68607DTW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1020161"/>
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        <balance>3640000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3743048.40000000</valUSD>
        <pctVal>0.109196669413</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.18000000</annualizedRt>
          <isDefault>N</isDefault>
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        <name>CITIGROUP INC 2.65% 10/26/2020</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 2.65% 10/26/2020</title>
        <cusip>172967KB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="615432"/>
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        <balance>6050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6093256.23000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>PROVIDENCE &amp; SAINT JOSEPH HEALTH</name>
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        <title>PROVIDENCE &amp; SAINT JOSEPH HEALTH</title>
        <cusip>743756AB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="646195"/>
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        <curCd>USD</curCd>
        <valUSD>15975.82000000</valUSD>
        <pctVal>0.000466065663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.74600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2024 2014-HQ3 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2024 2014-HQ3 M3</title>
        <cusip>3137G0DF3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="657305"/>
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        <balance>3102809.70400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3300658.81000000</valUSD>
        <pctVal>0.096290752992</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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          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.41088000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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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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        <balance>5153251.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5166839.55000000</valUSD>
        <pctVal>0.150733201915</pctVal>
        <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>
          <annualizedRt>3.26088000</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 3.967% 04/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.967% 04/01/2036 FAR FNARM</title>
        <cusip>31409D4M2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559761"/>
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        <balance>13862.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14667.68000000</valUSD>
        <pctVal>0.000427903043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC FRN 03/13/2023 FIXED TO FLOAT</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
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          <other otherDesc="Internal Identifier" value="661509"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dunedin Park CLO DAC FRN 10/22/2032 144A 1A A1</name>
        <lei>635400VZKZZW7P5TBL62</lei>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.436% 01/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31391USA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="329187"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WAMU MORTGAGE PASS THROUGH CERTIFICATES FRN 12/25/45 SER 05-AR19 CL A1A</name>
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        <cusip>92925CBA9</cusip>
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          <other otherDesc="Internal Identifier" value="565990"/>
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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>
        <name>TIBCO SOFTWARE INC 6.5% 06/30/2026 Term B-2 Loans</name>
        <lei>04EEB871XLHVNY4RZJ65</lei>
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        <cusip>88632NAK6</cusip>
        <identifiers>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CHS/Community Health Systems Inc 8.125% 06/30/2024 144A</name>
        <lei>5493007X5NC5XI1BB106</lei>
        <title>CHS/Community Health Systems Inc 8.125% 06/30/2024 144A</title>
        <cusip>12543DBA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="878322"/>
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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>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE JUNE-20 0-3% EQUITY TRANCHE CDX 06/20/2020 CDX</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="691466"/>
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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>CITIBANK NA</counterpartyName>
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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>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT7 12/15/2044 2019-S7 PT 144A</title>
        <cusip>21050KAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019859"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-15</maturityDt>
          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Credit Trust 2019-SLCT5 FRN 09/15/2044 2019-S5 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Credit Trust 2019-SLCT5 FRN 09/15/2044 2019-S5 PT 144A</title>
        <cusip>21055CAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1005005"/>
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        <assetCat>LON</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>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2024 2014-C04 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2024 2014-C04 1M2</title>
        <cusip>30711XAP9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="652523"/>
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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 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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="663191"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 4.427% 06/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31401HGE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564360"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 2.957% 06/01/2040     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.957% 06/01/2040     FNMA ARM</title>
        <cusip>31385Y2D6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="462776"/>
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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>Floating</couponKind>
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      <invstOrSec>
        <name>Barclays PLC 4.61% 02/15/2023 *FIXED TO FLOAT*</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC 4.61% 02/15/2023 *FIXED TO FLOAT*</title>
        <cusip>06738EBE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942199"/>
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        <curCd>USD</curCd>
        <valUSD>6603308.52000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.308% 07/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.308% 07/01/2035     FNMA ARM</title>
        <cusip>31407B2L2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="486371"/>
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        <balance>20267.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21157.84000000</valUSD>
        <pctVal>0.000617241727</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2030 2017-HQA3 M2</name>
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        <name>FANNIE MAE 3.309% 12/01/2034 FAR FNARM</name>
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        <name>Towd Point Mortgage Trust 2018-6 FRN 03/25/2058 2018-6 A1A 144A</name>
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        <name>FANNIE MAE 3.851% 10/01/2038 FAR FNARM</name>
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        <name>GENESEE &amp; WYOMING INC 6.5% 12/30/2026 Initial Term Loan</name>
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        <name>Antares CLO 2018-1 Ltd FRN 04/20/2031 2018-1A B 144A</name>
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        <name>BLUEMOUNTAIN CLO LTD FRN 11/20/2028 144A 2A AR2</name>
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        <name>Madison Park Funding XXIX LTD FRN 10/18/2030 2018-29A C 144A</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 12/25/2028 2016-DNA3 M2</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 12/25/2028 2016-DNA3 M2</title>
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        <name>AMERICAN HOMES 4 RENT 3.467% 04/17/2052 2015-SFR1 A 144A</name>
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        <title>AMERICAN HOMES 4 RENT 3.467% 04/17/2052 2015-SFR1 A 144A</title>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>K2016470260 SA LTD 25.00% 12/31/2022 PIK 144A</name>
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        <name>FANNIE MAE 3.587% 05/01/2034     FNMA ARM</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LCM XVI LP FRN 10/15/2031 2016A A2R 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AVON PRODUCTS INC 7.00% 03/15/2023 *RATING PENALTY/5.00%*</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.773% 05/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31404B5Y4</cusip>
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          <other otherDesc="Internal Identifier" value="548257"/>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GLENCORE FINANCE CANADA 4.95% 11/15/2021 144A</name>
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        <name>CENTENE CORP 4.75% 05/15/2022</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.99% 07/17/2023 2017-A4 A4</name>
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        <name>GSAMP TRUST 3.09613% 06/25/2035 2005-HE3 CL M2</name>
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          <other otherDesc="Internal Identifier" value="531827"/>
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        <fairValLevel>2</fairValLevel>
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        <name>J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE FRN 9/6/2038 2016-NINE A 144A</name>
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        <title>J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE FRN 9/6/2038 2016-NINE A 144A</title>
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          <other otherDesc="Internal Identifier" value="670868"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Towd Point Mortgage Trust FRN 07/25/2056 2016-4 A1 144A</name>
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        <title>Towd Point Mortgage Trust FRN 07/25/2056 2016-4 A1 144A</title>
        <cusip>89172UAA6</cusip>
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          <other otherDesc="Internal Identifier" value="669765"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>Ares XLIX CLO Ltd FRN 07/22/2030 144A 2019-49A C 144A</name>
        <lei>549300FI9E5EZIMPA581</lei>
        <title>Ares XLIX CLO Ltd FRN 07/22/2030 144A 2019-49A C 144A</title>
        <cusip>04017JAG6</cusip>
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          <other otherDesc="Internal Identifier" value="913012"/>
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        <curCd>USD</curCd>
        <valUSD>3064009.00000000</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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          <maturityDt>2030-07-22</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LENDING CLUB 4991 MARKETPLACE LOANS</name>
        <lei>549300YC50YO7Y1OJR92</lei>
        <title>LENDING CLUB 4991 MARKETPLACE LOANS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="928514"/>
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        <balance>0.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23821592.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>15.67607</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BNP PARIBAS BESPOKE RODEZ2 12/20/20 5-7% MEZZ TR 3.20% 12/20/2020 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="692038"/>
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        <balance>2000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>47665.27000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BNP PARIBAS SA</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="2000000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.20000000"/>
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            <unrealizedAppr>47665.27000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.696% 05/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.696% 05/01/2036 FAR FNARM</title>
        <cusip>31403DLF4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571446"/>
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        <balance>43626.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45404.03000000</valUSD>
        <pctVal>0.001324580482</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GS Mortgage Securities Trust  2.85% 10/10/2049</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Trust  2.85% 10/10/2049</title>
        <cusip>36251PAD6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="674466"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>629919.12000000</valUSD>
        <pctVal>0.018376751394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2024 2014-C01 M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2024 2014-C01 M2</title>
        <cusip>30711XAD6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688717"/>
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        <balance>3093657.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3371850.76000000</valUSD>
        <pctVal>0.098367649414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.06088000</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>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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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401000.00000000</valUSD>
        <pctVal>0.011698449967</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.64525000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.351% 10/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.351% 10/01/2037 FAR FNARM</title>
        <cusip>31411FWL4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559160"/>
        </identifiers>
        <balance>44076.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46103.02000000</valUSD>
        <pctVal>0.001344972251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.35100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 03/25/2028 2015-HQA1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 03/25/2028 2015-HQA1 M3</title>
        <cusip>3137G0GJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="660364"/>
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        <balance>18500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19729806.00000000</valUSD>
        <pctVal>0.575581417377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.36088000</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>METROPOLITAN LIFE GLOBAL FUNDING I 3.875% 04/11/2022 144A</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METROPOLITAN LIFE GLOBAL FUNDING I 3.875% 04/11/2022 144A</title>
        <cusip>59217GAQ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="609338"/>
        </identifiers>
        <balance>5900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6178342.18000000</valUSD>
        <pctVal>0.180241962288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>SINOPEC GROUP OVERSEAS DEVELOPMENT 2015 LTD 2.50% 04/28/2020 144A</name>
        <lei>5299002Z28NLP3WPFH36</lei>
        <title>SINOPEC GROUP OVERSEAS DEVELOPMENT 2015 LTD 2.50% 04/28/2020 144A</title>
        <cusip>82938BAB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="602206"/>
        </identifiers>
        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1801992.26000000</valUSD>
        <pctVal>0.052569866075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_GBP_20200316</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="2980622718985"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>111375.33000000</valUSD>
        <pctVal>0.003249173879</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>
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            <amtCurSold>86300</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>111375.33000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-16</settlementDt>
            <unrealizedAppr>-2696.03000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BXP Trust 3.379% 06/13/2039 2017-GM A 144A</name>
        <lei>N/A</lei>
        <title>BXP Trust 3.379% 06/13/2039 2017-GM A 144A</title>
        <cusip>056083AA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="670870"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2167525.00000000</valUSD>
        <pctVal>0.063233622859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37900000</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>ICBCIL Finance Co Ltd 2.5% 09/29/2021 144A</name>
        <lei>549300ZCUURSNVTOEU07</lei>
        <title>ICBCIL Finance Co Ltd 2.5% 09/29/2021 144A</title>
        <cusip>44931DAK9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="874359"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500135.00000000</valUSD>
        <pctVal>0.014590534350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.428% 09/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.428% 09/01/2033     FNMA ARM</title>
        <cusip>31390WRA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="464668"/>
        </identifiers>
        <balance>77589.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79723.82000000</valUSD>
        <pctVal>0.002325798303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.42800000</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>Octagon Loan Funding Ltd FRN 11/18/2031 144A 2014-1A ARR</name>
        <lei>549300HJJWTCMWFILG24</lei>
        <title>Octagon Loan Funding Ltd FRN 11/18/2031 144A 2014-1A ARR</title>
        <cusip>67590RAY1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942461"/>
        </identifiers>
        <balance>3300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3287658.00000000</valUSD>
        <pctVal>0.095911477867</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.08413000</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 3.296% 12/01/2028 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.296% 12/01/2028 FAR FNARM</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>THORNBURG MORTGAGE SECURITIES TRUST FRN 4/25/2045 05-1 A3</name>
        <lei>N/A</lei>
        <title>THORNBURG MORTGAGE SECURITIES TRUST FRN 4/25/2045 05-1 A3</title>
        <cusip>885220HB2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="586476"/>
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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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          <maturityDt>2045-04-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CVS HEALTH CORP 2.80% 07/20/2020</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 2.80% 07/20/2020</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REYNOLDS AMERICAN INC 4.45% 06/12/2025</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
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        <cusip>761713BG0</cusip>
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          <other otherDesc="Internal Identifier" value="606148"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.696% 07/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.696% 07/01/2035 FAR FNARM</title>
        <cusip>31407F6D7</cusip>
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          <other otherDesc="Internal Identifier" value="559947"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AbbVie Inc 2.3% 11/21/2022 144A</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc 2.3% 11/21/2022 144A</title>
        <cusip>00287YBL2</cusip>
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        <curCd>USD</curCd>
        <valUSD>7592168.78000000</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>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BRAVO Residential Funding Trust 2019-1 3.50 03/25/2058 2019-1 A1C 144A</name>
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        <title>BRAVO Residential Funding Trust 2019-1 3.50 03/25/2058 2019-1 A1C 144A</title>
        <cusip>10568GAD9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977066"/>
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        <curCd>USD</curCd>
        <valUSD>7356114.44000000</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>2058-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Alinea CLO 2018-1 Ltd FRN 07/20/2031 2018-1A B 144A</name>
        <lei>N/A</lei>
        <title>Alinea CLO 2018-1 Ltd FRN 07/20/2031 2018-1A B 144A</title>
        <cusip>016269AB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690241"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5297244.00000000</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>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A DR 144</name>
        <lei>549300EY2ULL20U3RR38</lei>
        <title>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A DR 144</title>
        <cusip>67590WCN2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688016"/>
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        <curCd>USD</curCd>
        <valUSD>599244.00000000</valUSD>
        <pctVal>0.017481860230</pctVal>
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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>GOLDMAN SACHS GROUP INC 2.35% 11/15/2021</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC 2.35% 11/15/2021</title>
        <cusip>38145GAG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="646952"/>
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        <curCd>USD</curCd>
        <valUSD>4018687.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 9.85% 06/28/2027</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>REPUBLIC OF COLOMBIA 9.85% 06/28/2027</title>
        <cusip>P3772NBA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="452850"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</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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      <invstOrSec>
        <name>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A A2</name>
        <lei>N/A</lei>
        <title>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A A2</title>
        <cusip>41154XAE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="943418"/>
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        <curCd>USD</curCd>
        <valUSD>1698107.58000000</valUSD>
        <pctVal>0.049539218366</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21913000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <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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        <balance>1999927.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1866933.53000000</valUSD>
        <pctVal>0.054464410209</pctVal>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>REPUBLIC OF GABON 6.375% 12/12/2024 144A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF GABON 6.375% 12/12/2024 144A</title>
        <cusip>362420AB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977063"/>
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        <balance>9600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10340169.60000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Athene Global Funding 2.75% 06/25/2024 144A</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding 2.75% 06/25/2024 144A</title>
        <cusip>04685A2J9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="992822"/>
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        <curCd>USD</curCd>
        <valUSD>1130510.67000000</valUSD>
        <pctVal>0.032980604766</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>
          <annualizedRt>2.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.148% 08/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.148% 08/01/2035 FAR FNARM</title>
        <cusip>31406REX9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="560040"/>
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        <curCd>USD</curCd>
        <valUSD>86920.04000000</valUSD>
        <pctVal>0.002535735010</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.14800000</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>MAXIM INTEGRATED PRODUCTS INC 3.45% 06/15/2027</name>
        <lei>SO0H5YEO14Y4PVKQH532</lei>
        <title>MAXIM INTEGRATED PRODUCTS INC 3.45% 06/15/2027</title>
        <cusip>57772KAD3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="671571"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>LENDING CLUB LCX 4991 MARKETPLACE LOANS</name>
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        <fairValLevel>3</fairValLevel>
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        <name>Towd Point Mortgage Trust 2018-3 FRN 3.75% 05/25/2058 18-3 A1 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ON SEMICONDUCTOR CORP 6.5% 09/18/2026 2019 Replacement Term B-4 Loans</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 5.618% 08/01/2029 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 4.107% 08/01/2033     FNMA ARM</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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          <other otherDesc="Internal Sec ID" value="693857"/>
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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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      <invstOrSec>
        <name>Voya CLO 2018-4 Ltd FRN 01/15/2032 18-4A B 144A</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-4 Ltd FRN 01/15/2032 18-4A B 144A</title>
        <cusip>92917WAE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="951196"/>
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        <curCd>USD</curCd>
        <valUSD>950668.62000000</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>FANNIE MAE 4.50% 01/01/2024 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.50% 01/01/2024 FNMA</title>
        <cusip>31416KDY1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="440250"/>
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        <balance>35564.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36821.67000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DTZ US Borrower LLC 6.5% 08/21/2025 Term Loan</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1040961"/>
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        <valUSD>79487.41000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATI</name>
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        <title>SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATI</title>
        <cusip>798170AK2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="680536"/>
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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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      <invstOrSec>
        <name>Syneos Health Inc 6.50% 08/01/2021 Initial Term B Loans</name>
        <lei>549300F1ZGKDS8P6GU13</lei>
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        <cusip>44988EAE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="871636"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WESTPAC BANKING CORP 2.10% 02/25/2022 144A</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.425% 02/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.425% 02/01/2033     FNMA ARM</title>
        <cusip>31402EMX3</cusip>
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          <other otherDesc="Internal Identifier" value="486372"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST FRN 2/19/35 04-AR6 A1A</name>
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        <title>STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST FRN 2/19/35 04-AR6 A1A</title>
        <cusip>86359LEV7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="569785"/>
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        <pctVal>0.032170745872</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-19</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Williams Cos Inc/The 4.125% 11/15/2020</name>
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        <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>
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          <other otherDesc="Internal Sec ID" value="3020023150027"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>Octagon Investment Partners 18-R Ltd FRN 04/16/2031 2018-18A C 144A</name>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="687414"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dryden 64 CLO Ltd FRN 04/18/2031 2018-64A A 144A</name>
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        <cusip>26251LAC8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687164"/>
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        <balance>6500000.00000000</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>2031-04-18</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Galaxy XXVII CLO Ltd FRN 05/16/2031 144A 2018-27A A</name>
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          <other otherDesc="Internal Identifier" value="687872"/>
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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>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="3019123149625"/>
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        <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>BX Commercial Mortgage Trust 2020-BXLP FRN 12/15/2029 144A BXLP A</name>
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        <cusip>05607QAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040514"/>
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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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          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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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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        <balance>1166711.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1109105.20000000</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>
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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>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>682782.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>585485.99000000</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>2021-05-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.64525000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.662% 10/01/2036     FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 3.662% 10/01/2036     FHLMC ARM</title>
        <cusip>31300LS55</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="508159"/>
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        <balance>369213.03000000</balance>
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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>
        <debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.498% 10/01/2029     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.498% 10/01/2029     FNMA ARM</title>
        <cusip>31383S6Q8</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C05 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C05 2M2</title>
        <cusip>30711XDK7</cusip>
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          <other otherDesc="Internal Identifier" value="1000936"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FedEx Corp 3.4% 01/14/2022</name>
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        <cusip>31428XBU9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="955161"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.50% 10/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31402HZX2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="561537"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.181% 09/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.181% 09/01/2027 FAR FNARM</title>
        <cusip>31385WVC0</cusip>
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          <other otherDesc="Internal Identifier" value="535030"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds .625% 04/15/2023 INDEX LINKED CPURNSA</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds .625% 04/15/2023 INDEX LINKED CPURNSA</title>
        <cusip>9128284H0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="869387"/>
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        <name>FANNIE MAE 3.339% 09/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.339% 09/01/2033     FNMA ARM</title>
        <cusip>31403GCV2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="457366"/>
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        <curCd>USD</curCd>
        <valUSD>20414.20000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-09-01</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Towd Point Mortgage Trust 2017-4 FRN 06/25/2057 2017-4 A1 144A</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2017-4 FRN 06/25/2057 2017-4 A1 144A</title>
        <cusip>89173UAA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="671639"/>
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        <balance>13596080.87700000</balance>
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        <curCd>USD</curCd>
        <valUSD>13899176.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </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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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1991660.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76625000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BLUEMOUNTAIN CLO LTD FRN 11/20/2028 144A 2012-2A DR2</name>
        <lei>549300WSX4P5CXVKVR97</lei>
        <title>BLUEMOUNTAIN CLO LTD FRN 11/20/2028 144A 2012-2A DR2</title>
        <cusip>09626RBC8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942462"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1978180.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.79850000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG IRS RCV FIXED 2.79% 08/30/24 CNY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693662"/>
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        <balance>171350000.00000000</balance>
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        <currencyConditional curCd="CNY" exchangeRt="6.93665000"/>
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        <assetCat>DIR</assetCat>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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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% 12/20/2023 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="691388"/>
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        <balance>1185000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-217817.82000000</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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            <rcptCurCd>USD</rcptCurCd>
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            <unrealizedAppr>-90813.77000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.235% 04/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.235% 04/01/2038 FAR FNARM</title>
        <cusip>31414DDT0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565343"/>
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        <balance>52221.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54596.56000000</valUSD>
        <pctVal>0.001592755924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23500000</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>JACKSON NATIONAL LIFE GLOBAL FUNDING 2.25% 04/29/2021 144A</name>
        <lei>635400PQXLYXWJI5QD78</lei>
        <title>JACKSON NATIONAL LIFE GLOBAL FUNDING 2.25% 04/29/2021 144A</title>
        <cusip>46849LSP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="632679"/>
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        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50385.24000000</valUSD>
        <pctVal>0.001469898277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.768% 11/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.768% 11/01/2033 FAR FNARM</title>
        <cusip>31403CNW7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565456"/>
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        <balance>21625.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21834.62000000</valUSD>
        <pctVal>0.000636985560</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>Floating</couponKind>
          <annualizedRt>3.76800000</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>KOREA DEVELOPMENT BANK 3.375% 03/12/2023</name>
        <lei>549300ML2LNRZUCS7149</lei>
        <title>KOREA DEVELOPMENT BANK 3.375% 03/12/2023</title>
        <cusip>500630CU0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686019"/>
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        <balance>7100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7442441.95000000</valUSD>
        <pctVal>0.217119787509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.281% 02/01/2037     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.281% 02/01/2037     FNMA ARM</title>
        <cusip>31411SM94</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="524565"/>
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        <balance>15267.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15808.30000000</valUSD>
        <pctVal>0.000461178570</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.28100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.146% 06/01/2037     FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 4.146% 06/01/2037     FHLMC ARM</title>
        <cusip>3128S5L51</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="504340"/>
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        <balance>924856.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>979210.46000000</valUSD>
        <pctVal>0.028566694699</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>Floating</couponKind>
          <annualizedRt>4.14600000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST FRN 07/15/2048 2015-C30 AS</name>
        <lei>N/A</lei>
        <title>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST FRN 07/15/2048 2015-C30 AS</title>
        <cusip>46644UBE7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="632987"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>493350.17000000</valUSD>
        <pctVal>0.014392599203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.22630000</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>Sequoia Mortgage Trust 2016-2 FRN 8/25/46 2016-2 A4 144A</name>
        <lei>549300F4LYZVC2F50F67</lei>
        <title>Sequoia Mortgage Trust 2016-2 FRN 8/25/46 2016-2 A4 144A</title>
        <cusip>81746RAD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="959114"/>
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        <balance>12583439.57700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12966753.80000000</valUSD>
        <pctVal>0.378281597446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-25</maturityDt>
          <couponKind>Variable</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>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>9200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10028092.00000000</valUSD>
        <pctVal>0.292551452708</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>PERUVIAN GOVERNMENT INTERNATIONAL BOND 6.55% 03/14/2037</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERUVIAN GOVERNMENT INTERNATIONAL BOND 6.55% 03/14/2037</title>
        <cusip>715638AU6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690016"/>
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        <balance>2600000.00000000</balance>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Co 2.25% 08/15/2021 144A</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co 2.25% 08/15/2021 144A</title>
        <cusip>110122BF4</cusip>
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          <other otherDesc="Internal Identifier" value="1025210"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AES Corp/VA 4% 03/15/2021</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OCTAGON INVESTMENT PARTNERS 35 LTD FRN 01/20/2031 2018-1A A1B 144A</name>
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          <other otherDesc="Internal Identifier" value="683043"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dryden 55 CLO Ltd FRN 4/15/2031 144A  18-55A C</name>
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          <other otherDesc="Internal Identifier" value="688654"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GRAY TELEVISION INC 6.5%  01/02/2026 Term C Loan</name>
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        <cusip>389376AY0</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FGI OPERATING CO LLC (FREEDOM GROUP) 12.3425% 05/15/2022 Term Loan TOGG PIK</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>SEK_USD_20200316</title>
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          <other otherDesc="Internal Sec ID" value="2980522718984"/>
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        <fairValLevel>N/A</fairValLevel>
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        <name>FANNIE MAE 3.468% 01/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.468% 01/01/2034     FNMA ARM</title>
        <cusip>31404GV40</cusip>
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          <other otherDesc="Internal Identifier" value="486434"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>RZD CAPITAL PLC (RUSSIAN RAILWAYS) 5.70% 04/05/2022 REGS</name>
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        <title>RZD CAPITAL PLC (RUSSIAN RAILWAYS) 5.70% 04/05/2022 REGS</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 4.392% 06/01/2035      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.392% 06/01/2035      FNMA ARM</title>
        <cusip>31407FYD6</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMMC CLO 15 Ltd FRN 01/15/2032 2014-15A BRR 144A</name>
        <lei>549300D0GYBG49KJD582</lei>
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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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        <name>MASTR ALTERNATIVE LOAN TRUST 2003-6 5.00% 08/25/2018 2003-6 CL 2A1</name>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2021 CDS</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>State of California</name>
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        <title>State of California</title>
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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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      <invstOrSec>
        <name>Dryden 58 Clo Ltd 0.000001% 07/17/2031 18-58A B</name>
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        <title>Dryden 58 Clo Ltd 0.000001% 07/17/2031 18-58A B</title>
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          <other otherDesc="Internal Identifier" value="689421"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-17</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>FANNIE MAE 3.939% 04/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>GE CAPITAL INTERNATIONAL FUNDING CO 2.342% 11/15/2020</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>1</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.123% 06/01/2034 FAR FNARM</name>
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        <cusip>31405WAC9</cusip>
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        <name>URUGUAY REPUBLIC OF 3.70% 06/26/2037 INDEX LINKED</name>
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          <other otherDesc="Internal Identifier" value="562933"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Mill City Mortgage Loan Trust 2017-1 FRN 11/25/2058 2017-1 A1 144A</name>
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          <other otherDesc="Internal Identifier" value="952353"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 4.23% 05/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.23% 05/01/2037 FAR FNARM</title>
        <cusip>31411YDP5</cusip>
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          <other otherDesc="Internal Identifier" value="571554"/>
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        <valUSD>1623.71000000</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>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA IIS RCV INFL CPURNSA 01/15/27 USD</title>
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          <other otherDesc="Internal Sec ID" value="694527"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>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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          <other otherDesc="Internal Sec ID" value="691958"/>
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        <assetCat>DCR</assetCat>
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        <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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      <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>
          <other otherDesc="Internal Identifier" value="1033727"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OXBOW CARBON LLC 5.82675% 01/04/2023 Tranche B Term Loan</name>
        <lei>IH5EFCAY91O8SVS0VX92</lei>
        <title>OXBOW CARBON LLC 5.82675% 01/04/2023 Tranche B Term Loan</title>
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          <other otherDesc="Internal Identifier" value="681041"/>
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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>SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SP 3.36% 03/20/2023 144A</name>
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        <title>SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SP 3.36% 03/20/2023 144A</title>
        <cusip>85208NAA8</cusip>
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          <other otherDesc="Internal Identifier" value="649039"/>
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        <assetCat>ABS-O</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>BlueMountain Fuji US Clo II Ltd FRN 10/20/2030 2017-2A A1A 144A</name>
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        <title>BlueMountain Fuji US Clo II Ltd FRN 10/20/2030 2017-2A A1A 144A</title>
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          <other otherDesc="Internal Identifier" value="672754"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <title>U S TREASURY NOTE/BOND I/L 0.375% 07/15/2025 INDEX LINKED TO CPURNSA</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20200721</title>
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          <other otherDesc="Internal Sec ID" value="3017123142465"/>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <curSold>AUD</curSold>
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        </derivativeInfo>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="635295"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>63097.20000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Cross Currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="7916500.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.39250000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>63097.20000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 03/25/2028 15-HQA1 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 03/25/2028 15-HQA1 M2</title>
        <cusip>3137G0GF0</cusip>
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          <other otherDesc="Internal Identifier" value="613681"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394597.39000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.31088000</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>Atrium XIV LLC FRN 08/23/2030 144A 14A B</name>
        <lei>N/A</lei>
        <title>Atrium XIV LLC FRN 08/23/2030 144A 14A B</title>
        <cusip>04965LAJ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="916831"/>
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        <balance>2400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2402352.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.54263000</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 3.555% 11/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.555% 11/01/2027 FAR FNARM</title>
        <cusip>31378RM55</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571498"/>
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        <balance>34416.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34903.13000000</valUSD>
        <pctVal>0.001018235710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.55500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XV LP FRN 07/20/2030 144A 2015-A AR</name>
        <lei>549300HV40B88JRNJD93</lei>
        <title>LCM XV LP FRN 07/20/2030 144A 2015-A AR</title>
        <cusip>50184NAM4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="962838"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1247912.50000000</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>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.05913000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.448% 03/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.448% 03/01/2038 FAR FNARM</title>
        <cusip>31412SKX2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565403"/>
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        <balance>13943.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14365.26000000</valUSD>
        <pctVal>0.000419080487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44800000</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>Truist Bank FRN 10/26/2021 *FIXED TO FLOAT*</name>
        <lei>JJKC32MCHWDI71265Z06</lei>
        <title>Truist Bank FRN 10/26/2021 *FIXED TO FLOAT*</title>
        <cusip>86787EBA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940506"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5067242.45000000</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>2021-10-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.52500000</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 4.334% 07/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.334% 07/01/2038 FAR FNARM</title>
        <cusip>31410KWD2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571479"/>
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        <balance>46853.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49924.66000000</valUSD>
        <pctVal>0.001456461688</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.33400000</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>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="694277"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Cross Currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 05/25/2025 2015-HQ2 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 05/25/2025 2015-HQ2 M3</title>
        <cusip>3137G0FJ3</cusip>
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          <other otherDesc="Internal Identifier" value="679595"/>
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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 3.487% 09/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.487% 09/01/2035     FNMA ARM</title>
        <cusip>31407WSS3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="501806"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 4.149% 06/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.149% 06/01/2037 FAR FNARM</title>
        <cusip>31411VDR7</cusip>
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          <other otherDesc="Internal Identifier" value="565461"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.71% 03/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U S TREASURY NOTE/BOND I/L 0.125% 04/15/2021 INDEX LINKED TO CPURNSA</name>
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        <title>U S TREASURY NOTE/BOND I/L 0.125% 04/15/2021 INDEX LINKED TO CPURNSA</title>
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          <other otherDesc="Internal Identifier" value="634768"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.462% 11/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.462% 11/01/2034 FAR FNARM</title>
        <cusip>31402QTK7</cusip>
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          <other otherDesc="Internal Identifier" value="529560"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANCA POPOLARE DI MILANO SCRL 0.875% 09/14/2023 REG S</name>
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          <other otherDesc="Internal Identifier" value="623079"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UPGRADE MASTER PASS-THRU TRUST FRN 06/15/2025 144A 2019-PT1 A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BLUEMOUNTAIN CLO LTD FRN 11/20/2028 144A 2A BR2</name>
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        <cusip>09626RAY1</cusip>
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          <other otherDesc="Internal Identifier" value="942464"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Webster Park CLO Ltd FRN 07/20/2030 2015-1A A2R 144A</name>
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        <name>DISCOVER CARD EXECUTION NOTE TRUST 3.11% 01/16/2024 2018-A4 A4</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <cusip>3137G0BW8</cusip>
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          <other otherDesc="Internal Identifier" value="686298"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2030 2017-DNA3 M2</name>
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          <other otherDesc="Internal Identifier" value="676303"/>
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        <name>FANNIE MAE 3.341% 11/01/2026 FAR FNARM</name>
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        <name>FANNIE MAE 3.369% 08/01/2033     FNMA ARM</name>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Madison Park Funding XXVII Ltd FRN 04/20/2030 2018-27A A1B 144A</name>
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        <name>BURNHAM PARK CLO LTD FRN 10/20/2029 144A 1A BR</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 08/25/28 2016-C01 1M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.143% 08/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.143% 08/01/2034 FAR FNARM</title>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Credit Trust 2019-SLCT4 FRN 08/15/2044 2019-S4 PT 144A</name>
        <lei>N/A</lei>
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        <cusip>21054GAA3</cusip>
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          <other otherDesc="Internal Identifier" value="996010"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlueMountain CLO XXIV Ltd FRN 04/20/2031 144A 2019-24A A2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Comcast Corp 3.45% 10/01/2021</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2024 2014-C04 2M2</name>
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        <cusip>30711XAR5</cusip>
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      <invstOrSec>
        <name>HPS Loan Management 13-2018 Ltd FRN 10/15/2030 13A-18 A2 144A</name>
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        <cusip>40437LAE2</cusip>
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          <other otherDesc="Internal Identifier" value="927215"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-10-15</maturityDt>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2029 2017-C02 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2029 2017-C02 2M2</title>
        <cusip>30711XGP3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="993015"/>
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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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      <invstOrSec>
        <name>FANNIE MAE 3.644% 11/01/2032     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.644% 11/01/2032     FNMA ARM</title>
        <cusip>31385WTD1</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.188% 09/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31405KZ20</cusip>
        <identifiers>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT Mar20 Mar 20 Future</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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      <invstOrSec>
        <name>Citigroup Inc 2.75% 04/25/2022</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc 2.75% 04/25/2022</title>
        <cusip>172967LG4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934128"/>
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        <curCd>USD</curCd>
        <valUSD>5908121.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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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 3.573% 07/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31400FEQ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="473188"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.282% 07/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.282% 07/01/2033 FAR FNARM</title>
        <cusip>31385XKU0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="561538"/>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlueMountain CLO 2014-2 Ltd FRN 10/20/2030 2014-2A CR2 144A</name>
        <lei>549300NUS8PQQUZMPR50</lei>
        <title>BlueMountain CLO 2014-2 Ltd FRN 10/20/2030 2014-2A CR2 144A</title>
        <cusip>09626QBE6</cusip>
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          <other otherDesc="Internal Identifier" value="928151"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Progress Residential 2017-SFR1 Trust 2.768% 08/17/2034 2017-SFR1 A 144A</name>
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        <title>Progress Residential 2017-SFR1 Trust 2.768% 08/17/2034 2017-SFR1 A 144A</title>
        <cusip>74333JAA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="685370"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO-BUND FUTURE  Mar20 Mar 20 Future</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Republic of Belarus International Bond 7.625% 06/29/2027 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Voya CLO 2017-3 Ltd FRN 07/20/203 2017-3A B 144A</name>
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        <name>ZIMMER BIOMET HOLDINGS INC 2.70% 04/01/2020</name>
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        <name>N/A</name>
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        <name>FANNIE MAE 3.385% 02/01/2033     FNMA ARM</name>
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        <name>RAAC FRN 03/25/2034 04-SP1 AII</name>
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          <other otherDesc="Internal Identifier" value="569204"/>
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        <name>Madison Park Euro Funding VIII DAC FRN, 04/15/2032 8A BRN 144A</name>
        <lei>635400Y8CTGVSWYFMB36</lei>
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        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2021 STATED RATE 10%</name>
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          <other otherDesc="Internal Identifier" value="498212"/>
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        <issuerCat>NUSS</issuerCat>
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        <name>FANNIE MAE 3.50% 10/01/2025 FNI FNCI</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Gilbert Park CLO Ltd FRN 10/15/2030 144A 2017-1A B</name>
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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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              <counterpartyName>CITIBANK NA</counterpartyName>
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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>

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      <invstOrSec>
        <name>CATAMARAN CLO LTD FRN 10/18/2026 2014-2A BR 144A</name>
        <lei>549300YV4DIC30VMKL37</lei>
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          <other otherDesc="Internal Identifier" value="653558"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANK OF AMERICA CORP 2.369% 07/21/2021 FIXED TO FLOAT</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <cusip>06051GGP8</cusip>
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          <other otherDesc="Internal Identifier" value="680600"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>BANCA POPOLARE DI MILANO SCRL 0.625% 06/08/2024 REG S</name>
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        <title>BANCA POPOLARE DI MILANO SCRL 0.625% 06/08/2024 REG S</title>
        <cusip>T1R68VAW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="674943"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>ARES CLO LTD FRN 07/20/2030 2018-48A C 144A</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2029 HQA1 M2</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Sound Point Euro CLO II Funding DAC FRN 10/26/2032 2A A 144A</name>
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        <name>ELEVEN MADISON TRUST MORTGAGE TRUST FRN 09/10/2035 144A 2015-11MD A</name>
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          <other otherDesc="Internal Identifier" value="613074"/>
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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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        <title>Halcyon Loan Advisors Funding 2018-1 Ltd FRN 07/21/2031 144A 18-1A A2</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <cusip>31404SLM5</cusip>
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        <name>TOWD POINT MORTGAGE TRUST FRN 11/25/2057 144A 2015-2 2A1</name>
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        <name>Madison Park Euro Funding VIII DAC FRN 04/15/2032 8A ARN 144A</name>
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        <title>Madison Park Euro Funding VIII DAC FRN 04/15/2032 8A ARN 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>FANNIE MAE 3.468% 04/01/2033     FNMA ARM</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C04 1M2</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 12/25/2027 15-DNA2 M3</name>
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        <name>Ares European CLO VIII BV FRN 04/17/2032 144A 8A AR</name>
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        <name>Texas State University System</name>
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        <name>U S TREASURY NOTE/BOND I/L 0.375% 07/15/2023 INDEX LINKED</name>
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        <name>WEST CLO LTD FRN 07/18/2026 14-1A A2R 144A</name>
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        <name>Euro-Galaxy V CLO BV FRN 11/10/2030 144A 2016-5A BR</name>
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        <name>BANK OF AMERICA CORP 3.55% 03/05/2024  FIXED TO FLOAT</name>
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        <name>Towd Point Mortgage Trust 2018-5 FRN 07/25/2058 2018-5 A1A 144A</name>
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        <name>N/A</name>
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        <name>CLUB Certificate Issuer Trust 1 2018-14 FRN 09/16/2041 144A 2018-14 PT</name>
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        <name>Hayfin Kingsland IX Ltd FRN 04/28/2031 144A 2013-6A BR</name>
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        <name>GSAA Home Equity Trust 2005-6 FRN 06/25/2035 05-6 A3</name>
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        <name>FANNIE MAE 3.627% 08/01/2036 FAR FNARM</name>
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        <name>FREDDIE MAC 3.5% 03/15/2043 4402 PE</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2027 2015-DNA1 M2</name>
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        <name>Madison Park Funding XXXI Ltd FRN 01/23/2031 2018-31A B 144A</name>
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          <other otherDesc="Internal Identifier" value="942332"/>
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        <name>CHINA CONSTRUCTION BANK CORP/HONG KONG 2.75% 12/04/2020 REG S</name>
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        <name>DOMINION ENERGY INC 2.85% 08/15/2026</name>
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        <name>CAPITAL ONE FINANCIAL CORP 3.05% 03/09/2022</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 5/25/2030 2017-C07 1M1</name>
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        <cusip>30711XUS1</cusip>
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          <other otherDesc="Internal Identifier" value="953894"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.521% 09/01/2031 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31388JK38</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571535"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 2014-18A A1BR 144A</name>
        <lei>549300FCSYYS3J0RKL34</lei>
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        <cusip>64128QAS4</cusip>
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          <other otherDesc="Internal Identifier" value="941846"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Betony CLO 2 Ltd FRN 04/30/2031 2018-1A A2 144A</name>
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        <cusip>08763QAC6</cusip>
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          <other otherDesc="Internal Identifier" value="689537"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.674% 03/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31404ENZ5</cusip>
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          <other otherDesc="Internal Identifier" value="499711"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 2M2</title>
        <cusip>30711XAH7</cusip>
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          <other otherDesc="Internal Identifier" value="622614"/>
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        <issuerCat>CORP</issuerCat>
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        <name>MILL CITY MORTGAGE TRUST FRN 04/25/2057 2016-1 A 144A</name>
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        <cusip>59980TAA4</cusip>
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          <other otherDesc="Internal Identifier" value="642940"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021</name>
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        <title>UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021</title>
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          <other otherDesc="Internal Identifier" value="585938"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 08/25/2028 2016-C01 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 08/25/2028 2016-C01 2M2</title>
        <cusip>30711XBU7</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INFOR US INC LAWSON 6.5% 02/01/2022 Tranche B-6 Term Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Dunedin Park CLO DAC FRN 10/22/2032 144A 1A A2A</name>
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        <name>FANNIE MAE 3.823% 08/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FANNIE MAE 4.488% 01/01/2028     FNMA ARM</name>
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        <name>FANNIE MAE 3.725% 06/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Neuberger Berman Loan Advisers CLO 26 Ltd FRN 10/18/2030 144A 2017-26A B</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.884% 11/01/2033     FNMA ARM</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A BR2 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 2.957% 10/01/2040     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>N/A</name>
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        <name>N/A</name>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.375% 09/25/2032 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
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          <other otherDesc="Internal Identifier" value="675045"/>
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        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TORONTO-DOMINION BANK 2.25% 03/15/2022 144A</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK 2.25% 03/15/2022 144A</title>
        <cusip>8911457V0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="628790"/>
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        <balance>12900000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</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 5.00% 10/01/2023      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 10/01/2023      FHLMC G15</title>
        <cusip>3128PLVF6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="429874"/>
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        <balance>69479.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>73419.48000000</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>THREE GORGES FINANCE I CAYMAN ISLANDS LTD 3.70% 06/10/2025 144A</name>
        <lei>549300FD0MPTWEITI779</lei>
        <title>THREE GORGES FINANCE I CAYMAN ISLANDS LTD 3.70% 06/10/2025 144A</title>
        <cusip>88556LAA4</cusip>
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          <other otherDesc="Internal Identifier" value="605818"/>
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        <balance>2100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2254239.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
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      <invstOrSec>
        <name>COMMSCOPE INC 6.5% 04/04/2026 Initial Term Loans</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
        <title>COMMSCOPE INC 6.5% 04/04/2026 Initial Term Loans</title>
        <cusip>20337EAQ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="960372"/>
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        <balance>1800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1805391.00000000</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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      <invstOrSec>
        <name>Galaxy XXV CLO Ltd FRN 10/15/2031 2018-25A B 144A</name>
        <lei>N/A</lei>
        <title>Galaxy XXV CLO Ltd FRN 10/15/2031 2018-25A B 144A</title>
        <cusip>36319XAC1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="922190"/>
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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>ASCENA RETAIL GROUP INC 6.4375% 08/21/2022 TRANCHE B TERM LOAN</name>
        <lei>549300315OFTD1VN3V49</lei>
        <title>ASCENA RETAIL GROUP INC 6.4375% 08/21/2022 TRANCHE B TERM LOAN</title>
        <cusip>04349TAF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="609568"/>
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        <balance>923783.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>630482.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.18750000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Surf Holdings Sarl 6.5% 03/31/2027 Term Loan B</name>
        <lei>N/A</lei>
        <title>Surf Holdings Sarl 6.5% 03/31/2027 Term Loan B</title>
        <cusip>86875TAB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038404"/>
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        <balance>343077.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>345650.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2029 2016-HQA4 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2029 2016-HQA4 M2</title>
        <cusip>3137G0LT4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="652059"/>
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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>2029-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CNAC HK Finbridge Co Ltd 3.875% 06/19/2029 REG S</name>
        <lei>549300US1UQ7R7WABI28</lei>
        <title>CNAC HK Finbridge Co Ltd 3.875% 06/19/2029 REG S</title>
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        <identifiers>
          <isin value="XS2011969735"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ELDORADO RESORTS INC 4.28725% 04/17/2024 Initial Term Loan</name>
        <lei>5299000BKFWWVND5L441</lei>
        <title>ELDORADO RESORTS INC 4.28725% 04/17/2024 Initial Term Loan</title>
        <cusip>28470YAB3</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>
        <debtSec>
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          <couponKind>Floating</couponKind>
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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>
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          <other otherDesc="Internal Identifier" value="933930"/>
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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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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_CNH_20200224</title>
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          <other otherDesc="Internal Sec ID" value="2882422607332"/>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>Ares European CLO VIII BV FRN 04/17/2032 8A BR 144a</name>
        <lei>5493006IQ0ZKC87HH708</lei>
        <title>Ares European CLO VIII BV FRN 04/17/2032 8A BR 144a</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Identifier" value="1013059"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-17</maturityDt>
          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.09% 05/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.09% 05/01/2034     FNMA ARM</title>
        <cusip>31404QHG7</cusip>
        <identifiers>
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        <name>OBX 2018-1 Trust FRN 06/25/2057 2018-1 A2 144A</name>
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        <name>GOVT NATL MORTG ASSN 3.75% 09/20/2026      GNMA ARM</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2029 2017-DNA2 M2</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>ALIBABA GROUP HOLDING LTD 2.80% 06/06/2023</name>
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        <name>CSM BAKERY SUPPLIES LLC 10.16% 07/03/2021 Second Lien Term Loan</name>
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        <name>N/A</name>
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        <name>CGNPC INTERNATIONAL LTD 3.75% 12/11/2027 REG S</name>
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        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>VOYA CLO 2016-3 LTD FRN 10/18/2031 144A 3A A2R</name>
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        <title>VOYA CLO 2016-3 LTD FRN 10/18/2031 144A 3A A2R</title>
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        <name>CITIBANK CREDIT CARD ISSUANCE TRUST 1.92% 04/07/2022 2017-A3 A3</name>
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        <name>OWENS-BROCKWAY GLASS CONTAINER INC 5.875% 08/15/2023 144A</name>
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        <title>OWENS-BROCKWAY GLASS CONTAINER INC 5.875% 08/15/2023 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROCTER &amp; GAMBLE CO 1.70% 11/03/2021</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>PROCTER &amp; GAMBLE CO 1.70% 11/03/2021</title>
        <cusip>742718EQ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="651775"/>
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        <balance>3200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3213666.53000000</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>2021-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.70000000</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>COMMERCIAL MORTGAGE TRUST FRN 07/10/2038</name>
        <lei>N/A</lei>
        <title>COMMERCIAL MORTGAGE TRUST FRN 07/10/2038</title>
        <cusip>20173MAG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="459137"/>
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        <balance>102151.70500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102847.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.80723600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/27/2025 2015-C02 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/27/2025 2015-C02 2M2</title>
        <cusip>30711XAZ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658693"/>
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        <balance>6088732.24600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6342186.69000000</valUSD>
        <pctVal>0.185021829626</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XXVIII Ltd FRN 07/15/2030 2018-28A C 144A</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXVIII Ltd FRN 07/15/2030 2018-28A C 144A</title>
        <cusip>55821AAG3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689423"/>
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        <balance>4200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4188744.00000000</valUSD>
        <pctVal>0.122199032699</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>3.68125000</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>1011778 BC ULC/NEW RED FINANCE INC 4.25% 05/15/2024 144A</name>
        <lei>N/A</lei>
        <title>1011778 BC ULC/NEW RED FINANCE INC 4.25% 05/15/2024 144A</title>
        <cusip>68245XAC3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="665439"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4093340.00000000</valUSD>
        <pctVal>0.119415793495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARES CLO FRN 01/15/2032 2018-50A B 144A</name>
        <lei>N/A</lei>
        <title>ARES CLO FRN 01/15/2032 2018-50A B 144A</title>
        <cusip>04018LAC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="945644"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3993640.00000000</valUSD>
        <pctVal>0.116507226259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.53125000</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>Harvest Operations Corp 4.2% 06/01/2023 144A</name>
        <lei>B1EEF6ML54YDWRC6ZK53</lei>
        <title>Harvest Operations Corp 4.2% 06/01/2023 144A</title>
        <cusip>41754WAS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="871507"/>
        </identifiers>
        <balance>2900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3097578.94000000</valUSD>
        <pctVal>0.090366264965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Provident Funding Mortgage Trust 2019-1 FRN 12/25/2049 144A 2019-1 A3</name>
        <lei>N/A</lei>
        <title>Provident Funding Mortgage Trust 2019-1 FRN 12/25/2049 144A 2019-1 A3</title>
        <cusip>74387LAE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1025544"/>
        </identifiers>
        <balance>7116723.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7251966.89000000</valUSD>
        <pctVal>0.211563022024</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE US CLO 2017-4 Ltd FRN 01/15/2030 2017-4A B 144A</name>
        <lei>N/A</lei>
        <title>CARLYLE US CLO 2017-4 Ltd FRN 01/15/2030 2017-4A B 144A</title>
        <cusip>14315BAE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="676621"/>
        </identifiers>
        <balance>1107000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1098774.99000000</valUSD>
        <pctVal>0.032054773682</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.68125000</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 3.50% 11/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.50% 11/01/2030 FAR FNARM</title>
        <cusip>31385Y6D2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="536039"/>
        </identifiers>
        <balance>30288.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30030.19000000</valUSD>
        <pctVal>0.000876076496</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.13% 03/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.13% 03/01/2032 FAR FNARM</title>
        <cusip>31389R4T0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564339"/>
        </identifiers>
        <balance>18685.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18906.87000000</valUSD>
        <pctVal>0.000551573747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13000000</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>Riviera Resources Inc COM USD 0.01</name>
        <lei>N/A</lei>
        <title>Riviera Resources Inc COM USD 0.01</title>
        <cusip>76964R104</cusip>
        <identifiers>
          <ticker value="RVRA"/>
          <other otherDesc="Internal Identifier" value="921312"/>
        </identifiers>
        <balance>2835.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20837.25000000</valUSD>
        <pctVal>0.000607889093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cia Securitizadora de Creditos Financeiros Vert-Fintech FRN 02/14/2024</name>
        <lei>N/A</lei>
        <title>Cia Securitizadora de Creditos Financeiros Vert-Fintech FRN 02/14/2024</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BRCVRTDBS029"/>
          <other otherDesc="Internal Identifier" value="998253"/>
        </identifiers>
        <balance>5316.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="4.24250000"/>
        <valUSD>1315789.36000000</valUSD>
        <pctVal>0.038385775551</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</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>ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023</title>
        <cusip>29379VAZ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="544649"/>
        </identifiers>
        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>886207.31000000</valUSD>
        <pctVal>0.025853495953</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>3.35000000</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>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"/>
        </identifiers>
        <balance>95905.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>96444.57000000</valUSD>
        <pctVal>0.002813595952</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED RENTALS NORTH AMERICA INC 4.23313% 10/31/2025 Initial Term Loans</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>UNITED RENTALS NORTH AMERICA INC 4.23313% 10/31/2025 Initial Term Loans</title>
        <cusip>91136EAJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934784"/>
        </identifiers>
        <balance>4671705.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4698820.38000000</valUSD>
        <pctVal>0.137079588837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.39525000</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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          <other otherDesc="Internal Sec ID" value="684845"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>CVS HEALTH CORP 3.70% 03/09/2023</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 3.70% 03/09/2023</title>
        <cusip>126650CV0</cusip>
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          <other otherDesc="Internal Identifier" value="686099"/>
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        <balance>7000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7345914.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-09</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 05/25/2028 2015-HQA2 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 05/25/2028 2015-HQA2 M2</title>
        <cusip>3137G0HF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="631879"/>
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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 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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        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.25% 10/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.25% 10/01/2034 FAR FNARM</title>
        <cusip>31406DWS1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564364"/>
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        <balance>186240.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196132.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.022% 10/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.022% 10/01/2034     FNMA ARM</title>
        <cusip>31405WHV0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="456047"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <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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        <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>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2028 2016-DNA2 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2028 2016-DNA2 M3</title>
        <cusip>3137G0JU4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688721"/>
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        <curCd>USD</curCd>
        <valUSD>17689675.61000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.31088000</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>FANNIE MAE 3.084% 11/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.084% 11/01/2033     FNMA ARM</title>
        <cusip>31403HUF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="468439"/>
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        <balance>28214.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>29649.85000000</valUSD>
        <pctVal>0.000864980765</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>Floating</couponKind>
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      <invstOrSec>
        <name>KOOKMIN BANK 2.25% 02/03/2022 144A</name>
        <lei>549300XXMOJSIW8P4769</lei>
        <title>KOOKMIN BANK 2.25% 02/03/2022 144A</title>
        <cusip>500498AD2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="631071"/>
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        <valUSD>1803672.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-02-03</maturityDt>
          <couponKind>Fixed</couponKind>
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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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          <other otherDesc="Internal Sec ID" value="691338"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE 3.985% 08/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.985% 08/01/2040 FAR FNARM</title>
        <cusip>31419DYC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565366"/>
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        <balance>54432.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>56703.98000000</valUSD>
        <pctVal>0.001654236092</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Galaxy XXVI CLO Ltd FRN 11/22/2031 144A 26A B</name>
        <lei>N/A</lei>
        <title>Galaxy XXVI CLO Ltd FRN 11/22/2031 144A 26A B</title>
        <cusip>36321LAC3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940295"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.505% 05/01/2033 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.505% 05/01/2033 FNMA</title>
        <cusip>31385XQE0</cusip>
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          <other otherDesc="Internal Identifier" value="341331"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RUSSIAN FOREIGN BOND - EUROBOND 1.00% 12/20/2024 CDS</title>
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          <other otherDesc="Internal Sec ID" value="693774"/>
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        <balance>3700000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>66119.51000000</valUSD>
        <pctVal>0.001928917156</pctVal>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>IDR_USD_20200218</title>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
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        <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>
      <invstOrSec>
        <name>FANNIE MAE 3.303% 09/01/2022 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="564319"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.411% 11/01/2031 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31388JK61</cusip>
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          <other otherDesc="Internal Identifier" value="571483"/>
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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>2031-11-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Neuberger Berman Loan Advisers CLO 32 Ltd FRN 01/19/2032 144A 2019-32A B</name>
        <lei>5493007YBEOXQIHH3C54</lei>
        <title>Neuberger Berman Loan Advisers CLO 32 Ltd FRN 01/19/2032 144A 2019-32A B</title>
        <cusip>64132DAC2</cusip>
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          <other otherDesc="Internal Identifier" value="959138"/>
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        <balance>7600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7616720.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-19</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.896% 09/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.896% 09/01/2035 FAR FNARM</title>
        <cusip>31410GHC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548230"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A BR 144A</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A BR 144A</title>
        <cusip>67590BAU4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690152"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <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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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 2.625% 04/20/2026     GNMA ARM</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 2.625% 04/20/2026     GNMA ARM</title>
        <cusip>36202KZN8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="332555"/>
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        <curCd>USD</curCd>
        <valUSD>5268.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.656% 03/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.656% 03/01/2037 FAR FNARM</title>
        <cusip>31411HGN4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565417"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FANNIE MAE 3.905% 02/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.905% 02/01/2036     FNMA ARM</title>
        <cusip>31409VAS2</cusip>
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          <other otherDesc="Internal Identifier" value="458901"/>
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        <fairValLevel>2</fairValLevel>
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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>
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          <other otherDesc="Internal Identifier" value="1034321"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST 2018-1 FRN 01/25/2058 2018-1 A1 144A</name>
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        <title>TOWD POINT MORTGAGE TRUST 2018-1 FRN 01/25/2058 2018-1 A1 144A</title>
        <cusip>89176EAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684201"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-51 FRN 01/15/2045 2019-51 PT 144A</name>
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        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-51 FRN 01/15/2045 2019-51 PT 144A</title>
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          <other otherDesc="Internal Identifier" value="1026506"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DBCG 2017-BBG Mortgage Trust FRN 6/15/2034 2017-BBG A 144A</name>
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        <title>DBCG 2017-BBG Mortgage Trust FRN 6/15/2034 2017-BBG A 144A</title>
        <cusip>233062AA6</cusip>
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          <other otherDesc="Internal Identifier" value="688966"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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>395824.00000000</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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>14800000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90637180"/>
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        <pctVal>0.481569177903</pctVal>
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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>
          <annualizedRt>0.91000000</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>
        </securityLending>
      </invstOrSec>
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        <name>VOYA CLO 2016-3 LTD FRN 10/18/2031 2016-3A A1R 144A</name>
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        <name>Magnetite XIV-R LTD FRN 10/18/2031 2015-14RA A1 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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2028 2016-HQA2 M3</name>
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        <name>Madison Park Funding XIV Ltd FRN 10/22/2030 2014-14A CRR 144A</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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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/2029 2017-C03 1M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>COMM 2014-277P Mortgage Trust FRN 08/10/2049 2014-277P A 144A</name>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="685894"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NZCG FUNDING LTD FRN 02/26/2031 2015-1A A2R 144A</name>
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          <other otherDesc="Internal Identifier" value="684446"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 4.263% 05/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31379MDU0</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.365% 03/01/2034 FAR FNARM</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>MACH ONE ULC FRN 05/28/2040 144A 2004-1A M</name>
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          <other otherDesc="Internal Identifier" value="618667"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 4.116% 07/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31409VJ20</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="468037"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Dryden 70 CLO Ltd FRN 01/16/2032 2018-70A B 144A</name>
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        <cusip>26252EAE9</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CENTURYLINK INC 6.45% 06/15/2021</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>CENTURYLINK INC 6.45% 06/15/2021</title>
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        <identifiers>
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        <valUSD>4943225.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Millennium LENDER Claim Trust ESRW USD NPV REF SM 574953</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>Octagon Investment Partners 28 Ltd FRN 10/24/2030 16-1A BR 144A</name>
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        <title>Octagon Investment Partners 28 Ltd FRN 10/24/2030 16-1A BR 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DISCOVER CARD EXECUTION NOTE TRUST 3.32% 03/15/2024 2018-A5 A5</name>
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        <name>TOWD POINT MORTGAGE TRUST FRN 10/25/2056 2016-5 A1 144A</name>
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        <title>TOWD POINT MORTGAGE TRUST FRN 10/25/2056 2016-5 A1 144A</title>
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          <other otherDesc="Internal Identifier" value="655023"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Baidu Inc 4.375% 05/14/2024</name>
        <lei>254900AL64IANZYI1E02</lei>
        <title>Baidu Inc 4.375% 05/14/2024</title>
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          <other otherDesc="Internal Identifier" value="942425"/>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2024-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.193% 06/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.193% 06/01/2034 FAR FNARM</title>
        <cusip>31404UQ60</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="558354"/>
        </identifiers>
        <balance>54724.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57068.71000000</valUSD>
        <pctVal>0.001664876430</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.19300000</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 3.703%FRN 08/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.703%FRN 08/01/2036 FAR FNARM</title>
        <cusip>31410ECX4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="551580"/>
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        <balance>2458.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2594.13000000</valUSD>
        <pctVal>0.000075679052</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CNH INDUSTRIAL CAPITAL LLC 3.875% 10/15/2021</name>
        <lei>549300PNSJ5B81UMVO28</lei>
        <title>CNH INDUSTRIAL CAPITAL LLC 3.875% 10/15/2021</title>
        <cusip>12592BAG9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="648911"/>
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        <balance>5100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5262944.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>Aker BP ASA 4.75% 06/15/2024 144A</name>
        <lei>549300NFTY73920OYK69</lei>
        <title>Aker BP ASA 4.75% 06/15/2024 144A</title>
        <cusip>00973RAD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="990259"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1876176.00000000</valUSD>
        <pctVal>0.054734042561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 5.00% 03/01/2038      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 03/01/2038      FNMA 30</title>
        <cusip>31414CEJ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="436003"/>
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        <balance>19529.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21596.90000000</valUSD>
        <pctVal>0.000630050509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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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        <balance>748086.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>747463.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.64525000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.066% 03/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.066% 03/01/2035 FAR FNARM</title>
        <cusip>31405BD99</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571461"/>
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        <balance>41256.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43520.35000000</valUSD>
        <pctVal>0.001269627523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.06600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CIM Trust 2019-INV2 FRN 05/25/2049 144A 2019-INV2 A3</name>
        <lei>N/A</lei>
        <title>CIM Trust 2019-INV2 FRN 05/25/2049 144A 2019-INV2 A3</title>
        <cusip>12554TAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="986803"/>
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        <balance>12117538.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12554092.27000000</valUSD>
        <pctVal>0.366242943425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <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>Towd Point Mortgage Trust 2018-4 FRN 06/25/2058 2018-4 A1 144A</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2018-4 FRN 06/25/2058 2018-4 A1 144A</title>
        <cusip>89175TAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="921746"/>
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        <balance>18132207.67600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18799407.64000000</valUSD>
        <pctVal>0.548438727440</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.00000000</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>BX Commercial Mortgage Trust 2018-IND FRN 11/15/2035 144A 2018-IND A</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust 2018-IND FRN 11/15/2035 144A 2018-IND A</title>
        <cusip>056059AA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940076"/>
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        <balance>4585863.97900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4589958.24000000</valUSD>
        <pctVal>0.133903732732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.42625000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.10% 04/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.10% 04/01/2037 FAR FNARM</title>
        <cusip>31411UXU0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548247"/>
        </identifiers>
        <balance>6026.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6347.52000000</valUSD>
        <pctVal>0.000185177419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTPAC BANKING CORP 2.25% 11/09/2021 144A</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WESTPAC BANKING CORP 2.25% 11/09/2021 144A</title>
        <cusip>96122WAK6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="616382"/>
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        <balance>6300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6327996.76000000</valUSD>
        <pctVal>0.184607864075</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.583% 04/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.583% 04/01/2034 FAR FNARM</title>
        <cusip>31412BTV4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="561535"/>
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        <balance>7925.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8224.56000000</valUSD>
        <pctVal>0.000239936667</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>Floating</couponKind>
          <annualizedRt>4.58300000</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>BUNGE LTD FINANCE CORP 3.50% 11/24/2020</name>
        <lei>549300QHC068L40NNM71</lei>
        <title>BUNGE LTD FINANCE CORP 3.50% 11/24/2020</title>
        <cusip>120568AW0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="636157"/>
        </identifiers>
        <balance>3100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3140815.87000000</valUSD>
        <pctVal>0.091627624223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-24</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.45% 10/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.45% 10/01/2033     FNMA ARM</title>
        <cusip>31403AX83</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="495206"/>
        </identifiers>
        <balance>22144.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23137.53000000</valUSD>
        <pctVal>0.000674995603</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>Floating</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAMU MORTGAGE PASS-THROUGH CERTIFICATES FRN 07/25/2045 2005-AR8 1A1A</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES FRN 07/25/2045 2005-AR8 1A1A</title>
        <cusip>92922FR75</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="545158"/>
        </identifiers>
        <balance>784998.91500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>782251.03000000</valUSD>
        <pctVal>0.022820759443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.24088000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>GE COMMERCIAL MORTGAGE CORP TRUST FRN 12/10/2049 2007-C1 AM</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 7/25/2025 2015-C03 1M2</name>
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        <name>REMINGTON OUTDOOR CO INC COM USD .01</name>
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        <name>COMMERCIAL MORTGAGE TRUST FRN 07/10/2038 2006-GG7 AJ</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.67% 10/17/2022 2018-1 A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Neuberger Berman CLO XXII Ltd FRN 10/17/2030 2016-22A A2R 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>Madison Park Funding XXXI Ltd FRN 01/23/2031 144A 31A A2A</name>
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        <title>Madison Park Funding XXXI Ltd FRN 01/23/2031 144A 31A A2A</title>
        <cusip>55819DAE6</cusip>
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          <other otherDesc="Internal Identifier" value="942330"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Octagon Investment Partners 28 Ltd 10/24/2030 144A 2016-1A A2R</name>
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          <other otherDesc="Internal Identifier" value="944126"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LCM XXIII Ltd FRN 10/20/2029 23A A2 144A</name>
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          <other otherDesc="Internal Identifier" value="671038"/>
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      <invstOrSec>
        <name>FANNIE MAE 3.26% 09/01/2031 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.26% 09/01/2031 FAR FNARM</title>
        <cusip>31387YB36</cusip>
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          <other otherDesc="Internal Identifier" value="571455"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 1M2</name>
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        <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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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FANNIE MAE 3.27% 09/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.27% 09/01/2033     FNMA ARM</title>
        <cusip>31402VRV4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="323408"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL INC 2.875% 03/01/2021</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTERNATIONAL INC 2.875% 03/01/2021</title>
        <cusip>571903AN3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="612593"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 3.343% 11/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.343% 11/01/2036     FNMA ARM</title>
        <cusip>31410GM42</cusip>
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          <other otherDesc="Internal Identifier" value="440679"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>3</fairValLevel>
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        <name>FANNIE MAE 4.19% 04/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.19% 04/01/2037 FAR FNARM</title>
        <cusip>31411YBZ5</cusip>
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          <other otherDesc="Internal Identifier" value="565429"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 2.957% 12/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.957% 12/01/2040 FAR FNARM</title>
        <cusip>31386MLW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="556050"/>
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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>CITIGROUP INC 2.40% 02/18/2020</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 2.40% 02/18/2020</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="611762"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A C</name>
        <lei>549300IDWDG12HO3TO90</lei>
        <title>Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A C</title>
        <cusip>675711AG0</cusip>
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          <other otherDesc="Internal Identifier" value="676719"/>
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        <valUSD>243682.50000000</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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      <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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        <curCd>USD</curCd>
        <valUSD>8344960.00000000</valUSD>
        <pctVal>0.243449119811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.95207000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>KINDER MORGAN INC 3.15% 01/15/2023</name>
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        <cusip>49456BAM3</cusip>
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          <other otherDesc="Internal Identifier" value="671575"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.295% 07/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31407DNK7</cusip>
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          <other otherDesc="Internal Identifier" value="571503"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EXPORT-IMPORT BANK OF INDIA 3.875% 02/01/2028 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.401% 03/01/2033     FNMA ARM</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <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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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>FREMF 2018-K72 Mortgage Trust 3.9916% 12/25/2050 2018-K72 B 144A</name>
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          <other otherDesc="Internal Identifier" value="683346"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>INDUSTRIAL &amp; COMMERCIAL BANK OF CHINA LTD NEW YO 2.957% 11/08/2022</name>
        <lei>5493002ERZU2K9PZDL40</lei>
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        <cusip>45580KAJ7</cusip>
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          <other otherDesc="Internal Identifier" value="677883"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 4.145% 06/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.145% 06/01/2037 FAR FNARM</title>
        <cusip>31413ESG1</cusip>
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          <other otherDesc="Internal Identifier" value="565412"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BRAVO Residential Funding Trust 2019-NQM2 FRN 10/25/2044 2019-2 A3 144A</name>
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        <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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        <name>Race Point X CLO Ltd FRN 07/25/2031 2016-10A B1R 144A</name>
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        <name>Bayer US Finance II LLC 3.875% 12/15/2023 144A</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2.959% 12/10/2030 144A 2012-PARK A</name>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2027 2015-DNA1 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2027 2015-DNA1 M3</title>
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          <other otherDesc="Internal Identifier" value="602271"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.635% 09/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.635% 09/01/2033 FAR FNARM</title>
        <cusip>31402KUP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548239"/>
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        <balance>3130.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3287.18000000</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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      <invstOrSec>
        <name>FANNIE MAE 3.719% 09/01/2035      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.719% 09/01/2035      FNMA ARM</title>
        <cusip>3138EGBF0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="493311"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.497% 10/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.497% 10/01/2032 FAR FNARM</title>
        <cusip>31388HAW9</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AbbVie Inc 2.95% 11/21/2026 144A</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc 2.95% 11/21/2026 144A</title>
        <cusip>00287YBU2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1021273"/>
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        <curCd>USD</curCd>
        <valUSD>516888.01000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</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>
      <invstOrSec>
        <name>DEUTSCHE BANK AG FRN 08/20/2020</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG FRN 08/20/2020</title>
        <cusip>25152R2V4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="611054"/>
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        <balance>7600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7627577.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.20850000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>
        <cusip>48667DAD6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="618531"/>
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        <balance>4200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5958204.00000000</valUSD>
        <pctVal>0.173819828909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.95000000</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>FANNIE MAE 2.145% 09/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.145% 09/01/2030 FAR FNARM</title>
        <cusip>31364SPW7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559767"/>
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        <balance>6941.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6922.74000000</valUSD>
        <pctVal>0.000201958422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.14500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.635% 08/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.635% 08/01/2035 FAR FNARM</title>
        <cusip>31407MJ97</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548229"/>
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        <balance>6795.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7011.93000000</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>2035-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.63500000</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>THOR INDUSTRIES INC 6.5% 02/01/2026 Initial USD Term Loans</name>
        <lei>254900XZO1228PDSG060</lei>
        <title>THOR INDUSTRIES INC 6.5% 02/01/2026 Initial USD Term Loans</title>
        <cusip>88516DAB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="939685"/>
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        <balance>1767242.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1775327.53000000</valUSD>
        <pctVal>0.051791970789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.43750000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>INDONESIA REPUBLIC OF 1.00% 12/20/2024 CDS</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="693764"/>
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        <balance>5225000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>86629.49000000</valUSD>
        <pctVal>0.002527258739</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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      <invstOrSec>
        <name>FANNIE MAE 4.24% 12/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.24% 12/01/2034 FAR FNARM</title>
        <cusip>31405XXY4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="536029"/>
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        <balance>5706.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5879.23000000</valUSD>
        <pctVal>0.000171515905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.24000000</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>Halcon Resources Corp COM USD NPV</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>Halcon Resources Corp COM USD NPV</title>
        <cusip>40537Q803</cusip>
        <identifiers>
          <ticker value="HALC"/>
          <other otherDesc="Internal Identifier" value="1014173"/>
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        <balance>227.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2501.54000000</valUSD>
        <pctVal>0.000072977906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2023 2013-DN2 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2023 2013-DN2 M2</title>
        <cusip>3137G0AD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="625271"/>
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        <balance>8339530.18500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9048747.18000000</valUSD>
        <pctVal>0.263980838298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.91088000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.375% 10/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.375% 10/01/2027 FAR FNARM</title>
        <cusip>31379TDC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548220"/>
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        <balance>5786.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5805.95000000</valUSD>
        <pctVal>0.000169378093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.37500000</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>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE PALMA 06/21/20 5-7% TRANCHE 2.30% 06/20/2021 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="692362"/>
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        <balance>4200000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>98367.37000000</valUSD>
        <pctVal>0.002869690165</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>98367.37000000</unrealizedAppr>
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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 01/17/2030 144A 2017-1A A2</name>
        <lei>549300639DPKTBUSCC77</lei>
        <title>Long Point Park CLO Ltd FRN 01/17/2030 144A 2017-1A A2</title>
        <cusip>542798AE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="679886"/>
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        <balance>3400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3379770.00000000</valUSD>
        <pctVal>0.098598678923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21113000</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>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-29 FRN 12/15/2043 2018-29 PT 144A</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/23 2013-C01 M2</name>
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        <name>BlueMountain Fuji US Clo III Ltd FRN 01/15/2030 144A 2017-3A A2</name>
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        <name>Sound Point Euro CLO II Funding DAC FRN 10/26/2032 144A 2A B1</name>
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        <name>Neuberger Berman CLO XVI-S Ltd FRN 01/15/2028 17-16SA B 144A</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.10% 09/15/2022 2017-1 B</name>
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        <name>Consumer Loan Underlying Bond CLUB CERTIFICATE ISSUER TRUST FRN 06/17/2041 144A 2018-8</name>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 2.757% 10/01/2044     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.757% 10/01/2044     FNMA ARM</title>
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          <other otherDesc="Internal Identifier" value="468486"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 4.875% 10/14/2044 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-31 FRN 09/15/2044 2019-31 PT 144A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>TRY_USD_20200415</title>
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      <invstOrSec>
        <name>Invitation Homes 2018-SFR4 Trust FRN 01/17/2038 2018-SFR4 A 144A</name>
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        <title>Invitation Homes 2018-SFR4 Trust FRN 01/17/2038 2018-SFR4 A 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <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>
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          <other otherDesc="Internal Identifier" value="953011"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG IRS RCV FIXED 2.7725% 08/23/24 CNY</title>
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        <name>MORGAN STANLEY CAPITAL I TRUST 3.912% 09/09/2032 144A 2014-150E A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 09/25/2024 2014-HQ2 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 09/25/2024 2014-HQ2 M3</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TENCENT HOLDINGS LTD 2.985% 01/19/2023 144A</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <name>TOWD POINT MORTGAGE TRUST FRN 03/25/2054 2015-3 A1B 144A</name>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2029 2016-C07 2M2</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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        <name>Halcon Resources Corp WTS EXP 10/8/2022 CL A</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
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        <name>Cook Park CLO Ltd FRN 04/17/2030 144A 18-1A A2</name>
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        <title>Cook Park CLO Ltd FRN 04/17/2030 144A 18-1A A2</title>
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          <other otherDesc="Internal Identifier" value="686410"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <other otherDesc="Internal Identifier" value="514267"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Cigna Corp 4.75% 11/15/2021 144A</name>
        <lei>549300VIWYMSIGT1U456</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.50% 06/01/2025      FNMA 15</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.50% 06/01/2025      FNMA 15</title>
        <cusip>31418UW59</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="497445"/>
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        <curCd>USD</curCd>
        <valUSD>283616.53000000</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>2025-06-01</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>
      <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>550437.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>555942.09000000</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>2026-06-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 5.00% 06/15/2045</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>REPUBLIC OF COLOMBIA 5.00% 06/15/2045</title>
        <cusip>195325CU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="653907"/>
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        <balance>7000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8522045.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Adient US LLC 6.5% 05/06/2024 Initial Term Loans</name>
        <lei>213800SOTRCDGZUHL712</lei>
        <title>Adient US LLC 6.5% 05/06/2024 Initial Term Loans</title>
        <cusip>00687MAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977859"/>
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        <balance>2059650.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2065658.00000000</valUSD>
        <pctVal>0.060261837316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.18178000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Towd Point Mortgage Trust 3% 10/25/2053 144A 2015-1 AE</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 3% 10/25/2053 144A 2015-1 AE</title>
        <cusip>89171DBH9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="993185"/>
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        <balance>3193896.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3216739.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2053-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.583% 07/01/2024 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.583% 07/01/2024 FAR FNARM</title>
        <cusip>31385H7J5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548282"/>
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        <balance>20597.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20968.07000000</valUSD>
        <pctVal>0.000611705530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.58300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc 2.9% 12/08/2021</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc 2.9% 12/08/2021</title>
        <cusip>172967LC3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="949419"/>
        </identifiers>
        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6117252.00000000</valUSD>
        <pctVal>0.178459766741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CALIFORNIA RESOURCES CORP 8.00% 12/15/2022 144A</name>
        <lei>5493003Q8F0T4F4YMR48</lei>
        <title>CALIFORNIA RESOURCES CORP 8.00% 12/15/2022 144A</title>
        <cusip>13057QAG2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="620024"/>
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        <balance>356000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121930.00000000</valUSD>
        <pctVal>0.003557087293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.407% 04/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.407% 04/01/2038 FAR FNARM</title>
        <cusip>31414C5R5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="538317"/>
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        <balance>21153.03100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21741.27000000</valUSD>
        <pctVal>0.000634262242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.40700000</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>Holland Park CLO DAC FRN 11/14/2032 1A A1RR 144A</name>
        <lei>549300DH041IB658HY57</lei>
        <title>Holland Park CLO DAC FRN 11/14/2032 1A A1RR 144A</title>
        <cusip>BCC2M4U91</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1021226"/>
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        <balance>30000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90637180"/>
        <valUSD>33365495.60000000</valUSD>
        <pctVal>0.973378007312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.92000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200723</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="3018823149744"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9186637.81000000</valUSD>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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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>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1003470.00000000</valUSD>
        <pctVal>0.029274422916</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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          <maturityDt>2031-04-22</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 3.324% 08/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.324% 08/01/2036 FAR FNARM</title>
        <cusip>31375VE74</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571469"/>
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        <balance>121554.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>124244.84000000</valUSD>
        <pctVal>0.003624618564</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.32400000</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>FANNIE MAE 4.10% 07/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.10% 07/01/2034     FNMA ARM</title>
        <cusip>31405QDY1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="324198"/>
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        <balance>6708.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6964.78000000</valUSD>
        <pctVal>0.000203184863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP INC 2.35% 08/02/2021</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 2.35% 08/02/2021</title>
        <cusip>172967KV2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="641494"/>
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        <balance>5400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5449678.65000000</valUSD>
        <pctVal>0.158984521267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35000000</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>BANCA MONTE DEI PASCHI DI SIENA SPA 2.125% 11/26/2063 REG S</name>
        <lei>J4CP7MHCXR8DAQMKIL78</lei>
        <title>BANCA MONTE DEI PASCHI DI SIENA SPA 2.125% 11/26/2063 REG S</title>
        <cusip>T1188BGJ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617658"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90637180"/>
        <valUSD>2440389.72000000</valUSD>
        <pctVal>0.071193957710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2028 2016-DNA1 M3</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.516% 05/01/2034 FAR FNARM</name>
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        <name>Valeant Pharmaceuticals International 6.50% 06/02/2025 Inital Term Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GREENPOINT MANUFACTURED HOUSING FRN 10/15/2026 1999-5 M1A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dryden 55 CLO Ltd FRN 4/15/2031 144A 18-55A A1</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATI</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OCTAGON INVESTMENT PARTNERS 31 LLC FRN 07/20/2030 144A 2017-1A C</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.458% 08/01/2027 FAR FNARM</name>
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        <name>Dryden 55 CLO Ltd FRN 04/15/2031 144A 18-55A D</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>COUNTRYWIDE HOME LOANS FRN 07/25/2034 04-11 2A1</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANCA MONTE DEI PASCHI DI SIENA SPA 2.875% 07/16/2062 REG S</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.581% 05/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.581% 05/01/2036 FAR FNARM</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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        <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>Towd Point Mortgage Trust 2019-1 FRN 03/25/2058 2019-1 A1 144A</name>
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        <title>Towd Point Mortgage Trust 2019-1 FRN 03/25/2058 2019-1 A1 144A</title>
        <cusip>89177BAA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="957729"/>
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        <curCd>USD</curCd>
        <valUSD>15888473.37000000</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>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 3/25/28 03-A 1A</name>
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        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 3/25/28 03-A 1A</title>
        <cusip>589929F94</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="271385"/>
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        <curCd>USD</curCd>
        <valUSD>191282.53000000</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>2028-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Korea East-West Power Co Ltd 3.875% 07/19/2023 144A</name>
        <lei>549300VDRGYGX9NBTB52</lei>
        <title>Korea East-West Power Co Ltd 3.875% 07/19/2023 144A</title>
        <cusip>5006EPAJ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="914331"/>
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        <balance>4800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5095944.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</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>ANTHEM INC 2.95% 12/01/2022</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM INC 2.95% 12/01/2022</title>
        <cusip>036752AF0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="678870"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102924.02000000</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>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</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>LEGALZOOM.COM INC 6.8055% 11/21/2024 2018 Term Loans</name>
        <lei>5493000L8EBF74Y9JZ48</lei>
        <title>LEGALZOOM.COM INC 6.8055% 11/21/2024 2018 Term Loans</title>
        <cusip>52471BAJ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="944988"/>
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        <balance>229536.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231257.68000000</valUSD>
        <pctVal>0.006746524686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.14525000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.62% 09/01/2037     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.62% 09/01/2037     FNMA ARM</title>
        <cusip>31410GME0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="490901"/>
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        <balance>2323.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2453.61000000</valUSD>
        <pctVal>0.000071579635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.62000000</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>FANNIE MAE 3.331% 10/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.331% 10/01/2033     FNMA ARM</title>
        <cusip>31403GC42</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="469632"/>
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        <balance>22326.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23517.57000000</valUSD>
        <pctVal>0.000686082583</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>Floating</couponKind>
          <annualizedRt>3.33100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.125% 05/01/2021 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.125% 05/01/2021 FAR FNARM</title>
        <cusip>31364VU38</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565452"/>
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        <balance>2819.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2825.59000000</valUSD>
        <pctVal>0.000082431479</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
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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>TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/2030 2017-1A A 144A</name>
        <lei>N/A</lei>
        <title>TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/2030 2017-1A A 144A</title>
        <cusip>87231BAC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="937055"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2001640.00000000</valUSD>
        <pctVal>0.058394227914</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-18</maturityDt>
          <couponKind>Floating</couponKind>
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          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHARTER COMMUNICATIONS OPERATING LLC 3.81% 03/31/2023 Term A-2 Loan</name>
        <lei>549300TPZNMN50BJ3745</lei>
        <title>CHARTER COMMUNICATIONS OPERATING LLC 3.81% 03/31/2023 Term A-2 Loan</title>
        <cusip>16117LBR9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="680896"/>
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        <balance>1115313.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1112176.76000000</valUSD>
        <pctVal>0.032445746090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.15000000</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>
        <name>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A BR 144A</name>
        <lei>549300EY2ULL20U3RR38</lei>
        <title>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A BR 144A</title>
        <cusip>67590WCJ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688014"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1187784.00000000</valUSD>
        <pctVal>0.034651450615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.03125000</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>Dollar Tree Inc 3.7% 05/15/2023</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>Dollar Tree Inc 3.7% 05/15/2023</title>
        <cusip>256746AF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="868504"/>
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        <balance>8800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9285238.07000000</valUSD>
        <pctVal>0.270880032424</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A A2</name>
        <lei>549300IDWDG12HO3TO90</lei>
        <title>Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A A2</title>
        <cusip>675711AC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="676714"/>
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        <curCd>USD</curCd>
        <valUSD>1989120.00000000</valUSD>
        <pctVal>0.058028979551</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALLERGAN FUNDING SCS 3.45% 03/15/2022</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>ALLERGAN FUNDING SCS 3.45% 03/15/2022</title>
        <cusip>00507UAR2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="622761"/>
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        <balance>10500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10812417.63000000</valUSD>
        <pctVal>0.315432734855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 01/25/2025 2015-DN1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 01/25/2025 2015-DN1 M3</title>
        <cusip>3137G0DW6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="596506"/>
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        <balance>11529074.18600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12045192.79000000</valUSD>
        <pctVal>0.351396721217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Carlyle US Clo 2017-2 Ltd FRN 07/20/2031 17-A2 B 144A</name>
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        <title>Carlyle US Clo 2017-2 Ltd FRN 07/20/2031 17-A2 B 144A</title>
        <cusip>14315JAG4</cusip>
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        <valUSD>2171280.30000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-07-20</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <assetCat>DIR</assetCat>
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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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            <payOffProf>Short</payOffProf>
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                <issuerName>Euro-OAT Future   Mar20 Mar 20 Future</issuerName>
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      </invstOrSec>
      <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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        <balance>950732.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>912465.68000000</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>2025-11-29</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Cigna Corp 3.4% 09/17/2021</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp 3.4% 09/17/2021</title>
        <cusip>125523AE0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1004075"/>
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        <balance>5800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5953957.81000000</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>2021-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST FRN 09/25/2034 04-12 3A1</name>
        <lei>N/A</lei>
        <title>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST FRN 09/25/2034 04-12 3A1</title>
        <cusip>863579AP3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="591355"/>
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        <balance>1150981.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1177215.74000000</valUSD>
        <pctVal>0.034343140737</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.09917900</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.75% 08/20/2026      GNMA ARM</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.75% 08/20/2026      GNMA ARM</title>
        <cusip>36202K5J0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="121929"/>
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        <balance>7309.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7554.33000000</valUSD>
        <pctVal>0.000220383919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOK_USD_20200316</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="2879122598903"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9024567.65000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <amtCurSold>9268565.05</amtCurSold>
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            <curPur>NOK</curPur>
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      <invstOrSec>
        <name>Indonesia Government International Bond 4.35% 01/08/2027 144A</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Government International Bond 4.35% 01/08/2027 144A</title>
        <cusip>455780BX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940302"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>332360.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Euro-Galaxy III CLO BV FRN 01/17/2031 144A 3A B2ER</name>
        <lei>54930052RIHGMJKS7M10</lei>
        <title>Euro-Galaxy III CLO BV FRN 01/17/2031 144A 3A B2ER</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2010047566"/>
          <other otherDesc="Internal Identifier" value="1005595"/>
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        <balance>2050000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90637180"/>
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        <pctVal>0.066420542898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Adagio CLO VIII DAC FRN 04/15/2032 144A VIII-A B1</name>
        <lei>635400GXSZ7DMJYBSH11</lei>
        <title>Adagio CLO VIII DAC FRN 04/15/2032 144A VIII-A B1</title>
        <cusip>BCC2L5Q03</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1010968"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90637180"/>
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        <pctVal>0.016234486893</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.89% 01/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.89% 01/01/2030 FAR FNARM</title>
        <cusip>31387TZT4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564336"/>
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        <balance>33115.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33063.49000000</valUSD>
        <pctVal>0.000964567539</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-01</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>
        <name>TOWD POINT MORTGAGE TRUST FRN 10/25/2056 2017-1 A1 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST FRN 10/25/2056 2017-1 A1 144A</title>
        <cusip>89173FAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="659651"/>
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        <balance>11897920.60800000</balance>
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        <curCd>USD</curCd>
        <valUSD>12073825.42000000</valUSD>
        <pctVal>0.352232026427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CCO HOLDINGS LLC/CAPITAL CORP 5.125% 02/15/2023</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC/CAPITAL CORP 5.125% 02/15/2023</title>
        <cusip>1248EPAZ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="537983"/>
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        <balance>3800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3847462.00000000</valUSD>
        <pctVal>0.112242747407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</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>CNOOC FINANCE 2015 USA LLC 3.50% 05/05/2025</name>
        <lei>549300Q3CTIH31RFPO82</lei>
        <title>CNOOC FINANCE 2015 USA LLC 3.50% 05/05/2025</title>
        <cusip>12634MAB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="621278"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1802776.99000000</valUSD>
        <pctVal>0.052592759154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-05</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>AMMC CLO XI Ltd FRN 04/30/2031 12-2011A A1R2 144A</name>
        <lei>5493004OOK6VXHQ8DQ60</lei>
        <title>AMMC CLO XI Ltd FRN 04/30/2031 12-2011A A1R2 144A</title>
        <cusip>00176AAX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="953136"/>
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        <balance>2750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2745462.50000000</valUSD>
        <pctVal>0.080093904476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.77950000</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>Carlyle Global Market Strategies CLO 2014-1 Ltd FRN 04/17/2031 2014-1A A2R2 144A</name>
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        <name>Atrium XIII FRN 11/21/2030 144A 2013A C</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.04% 05/15/2023 2017-6 A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2029 2017-C04 2M2</name>
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          <other otherDesc="Internal Identifier" value="949490"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.589% 04/01/2040 FAR FNARM</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2028 2015-DNA3 M2</name>
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          <other otherDesc="Internal Identifier" value="652053"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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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          <other otherDesc="Internal Identifier" value="596603"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.26% 09/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <name>SINOPEC GROUP OVERSEAS DEVELOPMENT 2015 LTD 3.25% 04/28/2025 144A</name>
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        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Neuberger Berman Loan Advisers CLO 26 Ltd FRN 10/18/2030 144A 2017-26A C</name>
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        <title>Neuberger Berman Loan Advisers CLO 26 Ltd FRN 10/18/2030 144A 2017-26A C</title>
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          <other otherDesc="Internal Identifier" value="684858"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BUCKEYE PARTNERS LP 6.50% 11/01/2026 Initial Term Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.50% 12/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>GOLDMAN SACHS GROUP INC FRN 09/15/2020</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC FRN 09/15/2020</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE/BOND I/L 0.125% 01/15/2022 INDEX LINKED</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.125% 01/15/2022 INDEX LINKED</title>
        <cusip>912828SA9</cusip>
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          <other otherDesc="Internal Identifier" value="513577"/>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-15</maturityDt>
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      <invstOrSec>
        <name>Madison Park Funding XXIII Ltd FRN 07/27/2030 144A 17-23A C</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXIII Ltd FRN 07/27/2030 144A 17-23A C</title>
        <cusip>55820TAE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="669472"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALTICE FINANCING SA 7.50% 05/15/2026 144A</name>
        <lei>549300DIYGW8HVDF7Q17</lei>
        <title>ALTICE FINANCING SA 7.50% 05/15/2026 144A</title>
        <cusip>02154CAE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="632215"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>
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          <other otherDesc="Internal Identifier" value="683121"/>
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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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          <maturityDt>2023-08-19</maturityDt>
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      <invstOrSec>
        <name>BAT Capital Corp 2.764% 08/15/2022</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT Capital Corp 2.764% 08/15/2022</title>
        <cusip>05526DAV7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="988087"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3061432.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.76400000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Armada Euro CLO IV DAC FRN 07/15/2033 144A 4A B</name>
        <lei>549300DE6MWQ8YQI0O46</lei>
        <title>Armada Euro CLO IV DAC FRN 07/15/2033 144A 4A B</title>
        <cusip>BCC2LRFY3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1017559"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.90637180"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.70000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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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>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>341127.63000000</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>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.172% 02/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.172% 02/01/2033 FAR FNARM</title>
        <cusip>31391SM64</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548252"/>
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        <curCd>USD</curCd>
        <valUSD>229.76000000</valUSD>
        <pctVal>0.000006702832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.17200000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 08/25/2024 14-DN3 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 08/25/2024 14-DN3 M3</title>
        <cusip>3137G0BK4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="616284"/>
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        <curCd>USD</curCd>
        <valUSD>3734683.68000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.66088000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust 2016-2 FRN 08/25/2055 2016-2 A1A 144A</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2016-2 FRN 08/25/2055 2016-2 A1A 144A</title>
        <cusip>89172PAJ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="670959"/>
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        <balance>727737.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>738086.66000000</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>2055-08-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CSMC TRUST FRN 07/25/2044 144A 2014-IVR3 A1</name>
        <lei>N/A</lei>
        <title>CSMC TRUST FRN 07/25/2044 144A 2014-IVR3 A1</title>
        <cusip>12648TAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="640361"/>
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        <balance>1571520.22300000</balance>
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        <curCd>USD</curCd>
        <valUSD>1616251.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.536% 06/01/2032     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.536% 06/01/2032     FNMA ARM</title>
        <cusip>31402CXP2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="458844"/>
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        <balance>783.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>807.93000000</valUSD>
        <pctVal>0.000023569896</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>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 2.958% 01/01/2029 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.958% 01/01/2029 FAR FNARM</title>
        <cusip>31384WAP5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559779"/>
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        <balance>37.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37.64000000</valUSD>
        <pctVal>0.000001098078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95800000</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>SANCHEZ ENERGY CORP 7.75% 06/15/2021 *DEFAULT*</name>
        <lei>549300SB0HTIM17TVR61</lei>
        <title>SANCHEZ ENERGY CORP 7.75% 06/15/2021 *DEFAULT*</title>
        <cusip>79970YAB1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="579825"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>99845.00000000</valUSD>
        <pctVal>0.002912797349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_SEK_20200316</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="2981622718983"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2034400.82000000</valUSD>
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        <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>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <settlementDt>2020-03-16</settlementDt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XXVIII Ltd FRN 07/15/2030 2018-28A B 144A</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXVIII Ltd FRN 07/15/2030 2018-28A B 144A</title>
        <cusip>55821AAE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689420"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1999060.00000000</valUSD>
        <pctVal>0.058318961079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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      <invstOrSec>
        <name>REMINGTON OUTDOOR CO INC ESRW REF SM#518763 *Litigation Units-NIB*</name>
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        <title>REMINGTON OUTDOOR CO INC ESRW REF SM#518763 *Litigation Units-NIB*</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>FANNIE MAE 3.326% 10/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31403AWT8</cusip>
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          <other otherDesc="Internal Identifier" value="565454"/>
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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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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>FGI OPERATING CO LLC (FREEDOM GROUP) 8.8425% 05/15/2021 Term Loan FILO</name>
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        <cusip>30252KAH0</cusip>
        <identifiers>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>HPS Loan Management 13-2018 Ltd FRN 10/15/2030 13A-18 C 144A</name>
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        <title>HPS Loan Management 13-2018 Ltd FRN 10/15/2030 13A-18 C 144A</title>
        <cusip>40437LAJ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="927217"/>
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        <curCd>USD</curCd>
        <valUSD>496245.00000000</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>Citibank NA 3.165% 02/19/2022 FIXED TO FLOAT</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
        <title>Citibank NA 3.165% 02/19/2022 FIXED TO FLOAT</title>
        <cusip>17325FAV0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="961429"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wells Fargo Mortgage Backed Securities 2018-1 FRN 07/25/2047 2018-1 A3 144A</name>
        <lei>549300EZH20KSD9JD814</lei>
        <title>Wells Fargo Mortgage Backed Securities 2018-1 FRN 07/25/2047 2018-1 A3 144A</title>
        <cusip>94989UAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="939087"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 05/10/2025 Initial Term Loan</name>
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        <title>Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 05/10/2025 Initial Term Loan</title>
        <cusip>01881UAE5</cusip>
        <identifiers>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SPRINT COMMUNICATIONS INC 7.00% 03/01/2020 144A</name>
        <lei>549300JKU50UT08ZWD77</lei>
        <title>SPRINT COMMUNICATIONS INC 7.00% 03/01/2020 144A</title>
        <cusip>852061AQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="515474"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Invitation Homes 2018-SFR3 Trust FRN 07/17/2037 2018-SFR3 A 144A</name>
        <lei>N/A</lei>
        <title>Invitation Homes 2018-SFR3 Trust FRN 07/17/2037 2018-SFR3 A 144A</title>
        <cusip>46187VAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690065"/>
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        <curCd>USD</curCd>
        <valUSD>10813734.32000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/2030 2017-1A C 144A</name>
        <lei>N/A</lei>
        <title>TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/2030 2017-1A C 144A</title>
        <cusip>87231BAG8</cusip>
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          <other otherDesc="Internal Identifier" value="676716"/>
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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>Jyske Realkredit A/S 1% 04/01/2026</name>
        <lei>529900R9HQNZRT2OXB26</lei>
        <title>Jyske Realkredit A/S 1% 04/01/2026</title>
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        <identifiers>
          <isin value="DK0009391377"/>
          <other otherDesc="Internal Identifier" value="1004034"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>American Express Co 3.7% 08/03/2023</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>American Express Co 3.7% 08/03/2023</title>
        <cusip>025816BW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="920725"/>
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        <balance>6800000.00000000</balance>
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        <valUSD>7231308.77000000</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>2023-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.568% 01/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.568% 01/01/2035     FNMA ARM</title>
        <cusip>31406BQQ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="439498"/>
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        <balance>94070.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>97986.91000000</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>2035-01-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.655% 04/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.655% 04/01/2037 FAR FNARM</title>
        <cusip>31410GE25</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565414"/>
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        <balance>25338.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26576.10000000</valUSD>
        <pctVal>0.000775309666</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.65500000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HCA INC 7.50% 02/15/2022</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC 7.50% 02/15/2022</title>
        <cusip>404121AD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="499652"/>
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        <balance>2050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2253913.50000000</valUSD>
        <pctVal>0.065753851151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>ISRAEL ELECTRIC CORP LTD 4.25% 08/14/2028 144A</name>
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        <name>Madison Park Funding XXIX LTD FRN 10/18/2030 144A 2018-29A B</name>
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        <name>Octagon Investment Partners 26 Ltd FRN 07/15/2030 2016-1A BR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>FANNIE MAE 2.77% 11/01/2031 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="571520"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Neuberger Berman CLO XVI-S Ltd FRN 01/15/2028 144A 17-16SA C</name>
        <lei>549300UHUHCR3388B324</lei>
        <title>Neuberger Berman CLO XVI-S Ltd FRN 01/15/2028 144A 17-16SA C</title>
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          <other otherDesc="Internal Identifier" value="681289"/>
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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>MLCC MORTGAGE INVESTORS INC FRN 10/25/2028 MLMI 03-E A1</name>
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        <cusip>589929Y36</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="546135"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.421% 02/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>CAPITAL ONE FINANCIAL CORP 2.50% 05/12/2020</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <cusip>14040HBP9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="665778"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONSECO FINANCIAL CORP 6.66% 06/01/2030 1998-6 A8</name>
        <lei>N/A</lei>
        <title>CONSECO FINANCIAL CORP 6.66% 06/01/2030 1998-6 A8</title>
        <cusip>393505K27</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="629075"/>
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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>FANNIE MAE 2.757% 09/01/2044 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.757% 09/01/2044 FAR FNARM</title>
        <cusip>31405YPX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="551622"/>
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        <balance>16357.82000000</balance>
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        <valUSD>16505.20000000</valUSD>
        <pctVal>0.000481509367</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>Floating</couponKind>
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      <invstOrSec>
        <name>China Overseas Finance Cayman VII Ltd 4.25% 04/26/2023 REG S</name>
        <lei>3003003EQA2BE4U94Y86</lei>
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        <cusip>000000000</cusip>
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          <isin value="XS1811821054"/>
          <other otherDesc="Internal Identifier" value="871125"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2630482.28000000</valUSD>
        <pctVal>0.076739564449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dorchester Park CLO DAC FRN 04/20/2028 2015-1A CR 144A</name>
        <lei>549300UGHN2HEE8W3M89</lei>
        <title>Dorchester Park CLO DAC FRN 04/20/2028 2015-1A CR 144A</title>
        <cusip>25820NAE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689700"/>
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        <balance>1350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1347853.50000000</valUSD>
        <pctVal>0.039321188862</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLENCORE FUNDING LLC 3.00% 10/27/2022 144A</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>GLENCORE FUNDING LLC 3.00% 10/27/2022 144A</title>
        <cusip>378272AP3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="677149"/>
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        <balance>2200000.00000000</balance>
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        <name>FANNIE MAE 3.879% 05/01/2036     FNMA ARM</name>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>EXPORT-IMPORT BANK OF CHINA 3.625% 07/31/2024 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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      <invstOrSec>
        <name>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A B 144A</name>
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        <cusip>09630AAG1</cusip>
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          <other otherDesc="Internal Identifier" value="934778"/>
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        <name>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.10%/6.10% 10/26/2023 TOGG PIK</name>
        <lei>5493008YQUVFPVW2VW35</lei>
        <title>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.10%/6.10% 10/26/2023 TOGG PIK</title>
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          <other otherDesc="Internal Sec ID" value="678002"/>
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        <valUSD>318916.58000000</valUSD>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVIS BUDGET CAR RENTAL LLC 4.31% 02/13/2025 TRANCHE B TERM LOANS</name>
        <lei>XN8R4HH1TVC1XOCL5P21</lei>
        <title>AVIS BUDGET CAR RENTAL LLC 4.31% 02/13/2025 TRANCHE B TERM LOANS</title>
        <cusip>05377JAP7</cusip>
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          <other otherDesc="Internal Identifier" value="684339"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BANCA MONTE DEI PASCHI DI SIENA SPA 2.875% 04/16/2059 REG S</name>
        <lei>J4CP7MHCXR8DAQMKIL78</lei>
        <title>BANCA MONTE DEI PASCHI DI SIENA SPA 2.875% 04/16/2059 REG S</title>
        <cusip>T1188BDY9</cusip>
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          <other otherDesc="Internal Identifier" value="578779"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 2.957% 06/01/2040     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.957% 06/01/2040     FNMA ARM</title>
        <cusip>31385Y2E4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="469611"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlueMountain Fuji US Clo II Ltd FRN 10/20/2030 2017-2A B 144A</name>
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        <title>BlueMountain Fuji US Clo II Ltd FRN 10/20/2030 2017-2A B 144A</title>
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        <name>Cigna Corp 3.75% 07/15/2023</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp 3.75% 07/15/2023</title>
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        <fairValLevel>2</fairValLevel>
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        <name>TEAYS VALLEY OHIO LOC SCH DIST</name>
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        <title>TEAYS VALLEY OHIO LOC SCH DIST</title>
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          <other otherDesc="Internal Identifier" value="610141"/>
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        <issuerCat>MUN</issuerCat>
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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 2017-1A B 144A</name>
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          <other otherDesc="Internal Identifier" value="679889"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Invesco Senior Loan ETF ETF USD NPV</name>
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        <title>Invesco Senior Loan ETF ETF USD NPV</title>
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          <ticker value="BKLN"/>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>VOYA CLO 2016-3 LTD FRN 10/18/2031 2016-3A CR 144A</name>
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        <title>VOYA CLO 2016-3 LTD FRN 10/18/2031 2016-3A CR 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.913% 06/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.913% 06/01/2036 FAR FNARM</title>
        <cusip>31410F3Y9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 01/01/2039      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 01/01/2039      FHLMC G30</title>
        <cusip>3128M7DJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="441698"/>
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        <curCd>USD</curCd>
        <valUSD>110399.82000000</valUSD>
        <pctVal>0.003220715139</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>2039-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE US CLO 2017-5 Ltd FRN 01/20/2030 144A 2017-5A B</name>
        <lei>N/A</lei>
        <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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        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2173336.00000000</valUSD>
        <pctVal>0.063403148278</pctVal>
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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>2030-01-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AIR CANADA 6.5% 10/06/2023 New Term Loans</name>
        <lei>4B4HI3CGXMBDC0G6BM51</lei>
        <title>AIR CANADA 6.5% 10/06/2023 New Term Loans</title>
        <cusip>C0102MAK1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1025029"/>
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        <balance>34513.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34664.13000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</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>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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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.41088000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.352% 11/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.352% 11/01/2033     FNMA ARM</title>
        <cusip>31385XS99</cusip>
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          <other otherDesc="Internal Identifier" value="441479"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NAVIENT CORP 8.00% 03/25/2020</name>
        <lei>54930067J0ZNOEBRW338</lei>
        <title>NAVIENT CORP 8.00% 03/25/2020</title>
        <cusip>78442FEJ3</cusip>
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          <other otherDesc="Internal Identifier" value="595302"/>
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        <balance>1936000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>8.00000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 4.25% 12/01/2025 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.25% 12/01/2025 FAR FNARM</title>
        <cusip>3136056A0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548267"/>
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        <balance>61.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>62.15000000</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>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.199% 04/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.199% 04/01/2033     FNMA ARM</title>
        <cusip>31401BG58</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="348317"/>
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        <curCd>USD</curCd>
        <valUSD>1579.01000000</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>2033-04-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>VOYA CLO LTD FRN 04/25/2031 2013-2A A1R 144A</name>
        <lei>5493007ASGBOUR3XJY69</lei>
        <title>VOYA CLO LTD FRN 04/25/2031 2013-2A A1R 144A</title>
        <cusip>92916WAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686773"/>
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        <balance>11800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11741944.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MKS INSTRUMENTS INC 6.50% 02/02/2026 Tranche B-6 Term Loan</name>
        <lei>549300KEQATBHAGVF505</lei>
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        <cusip>55314NAL8</cusip>
        <identifiers>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-02</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>CSC HOLDINGS LLC 4.5565% 07/17/2025 March 2017 Incremental Term Loans</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC 4.5565% 07/17/2025 March 2017 Incremental Term Loans</title>
        <cusip>64072UAE2</cusip>
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          <other otherDesc="Internal Identifier" value="662208"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-17</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>NAVIENT CORP 5.00% 03/20/2020 CDS</title>
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          <other otherDesc="Internal Sec ID" value="684846"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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              <counterpartyName>GOLDMAN SACHS INTERNATIONAL</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO-BOBL FUTURE  Mar20 Mar 20 Future</title>
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          <isin value="DE000C3ZZTL1"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE 3.84% 08/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.84% 08/01/2037 FAR FNARM</title>
        <cusip>31410GMZ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559951"/>
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        <balance>39527.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41576.16000000</valUSD>
        <pctVal>0.001212909295</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>Floating</couponKind>
          <annualizedRt>3.84000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>ARES CLO LTD FRN 07/20/2030 2018-48A B 144A</name>
        <lei>N/A</lei>
        <title>ARES CLO LTD FRN 07/20/2030 2018-48A B 144A</title>
        <cusip>04017FAE9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689103"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>998870.00000000</valUSD>
        <pctVal>0.029140226233</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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      <invstOrSec>
        <name>ALLEGIANT TRAVEL CO 6.5% 02/05/2024 Class B Term Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Carlyle GMS Finance MM CLO 2015-1 LLC FRN 10/15/2031 2015-1A A2R 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Dryden 58 Clo Ltd FRN 07/17/2031 18-58A A2 144A</name>
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        <name>FANNIE MAE 3.158% 02/01/2023 FAR FNARM</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-42 FRN 11/15/2044 144A 2019-42</name>
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        <name>FFRMT- Franklin Floating Rate Income Fund OEMF USD NPV TIS A/C# 20794</name>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Realkredit Danmark A/S 1% 04/01/2027 REG S</name>
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        <title>Realkredit Danmark A/S 1% 04/01/2027 REG S</title>
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        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Galaxy XVIII CLO Ltd FRN 07/15/2031 144A 2018-28A A2</name>
        <lei>5493006XOQ2X0XSJ4F36</lei>
        <title>Galaxy XVIII CLO Ltd FRN 07/15/2031 144A 2018-28A A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CVS HEALTH CORP 2.125% 06/01/2021</name>
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        <title>CVS HEALTH CORP 2.125% 06/01/2021</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="634351"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Columbia Cent CLO 27 Ltd FRN 10/25/2028 2018-27A A2A 144A</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.748% 09/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.748% 09/01/2037 FAR FNARM</title>
        <cusip>31413JZE7</cusip>
        <identifiers>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan</name>
        <lei>549300YI0BNF11FDQE44</lei>
        <title>GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan</title>
        <cusip>37959JAE1</cusip>
        <identifiers>
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        <balance>242353.95000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FLAGSHIP CLO VIII LTD FRN 01/16/2026 2014-8A ARR 144A</name>
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        <title>FLAGSHIP CLO VIII LTD FRN 01/16/2026 2014-8A ARR 144A</title>
        <cusip>338422AQ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689623"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 4.21% 08/01/2025 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31374NHT2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571541"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2025 2015-C03 2M2</name>
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        <cusip>30711XBD5</cusip>
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          <other otherDesc="Internal Identifier" value="658711"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) Mar20 Mar 20 Future</title>
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          <ticker value="TUH0"/>
          <other otherDesc="Internal Identifier" value="1024790"/>
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        <assetCat>DIR</assetCat>
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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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            <payOffProf>Long</payOffProf>
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        <name>FANNIE MAE 3.662% 11/01/2036      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.662% 11/01/2036      FNMA ARM</title>
        <cusip>31419AFS1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="476674"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <name>Italy Buoni Poliennali Del Tesoro .35% 02/01/2025 REG S</name>
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        <title>Italy Buoni Poliennali Del Tesoro .35% 02/01/2025 REG S</title>
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        <identifiers>
          <isin value="IT0005386245"/>
          <other otherDesc="Internal Identifier" value="1025370"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.90637180"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.35000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT1 FRN 04/15/2044 144A S1 PT</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT1 FRN 04/15/2044 144A S1 PT</title>
        <cusip>21053KAA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="965665"/>
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        <balance>1741919.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1498733.56000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FANNIE MAE 3.706% 09/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.706% 09/01/2038 FAR FNARM</title>
        <cusip>31414FS36</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571442"/>
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        <curCd>USD</curCd>
        <valUSD>64526.77000000</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>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.255% 05/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.255% 05/01/2037 FAR FNARM</title>
        <cusip>31416B4E5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571529"/>
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        <curCd>USD</curCd>
        <valUSD>6002.60000000</valUSD>
        <pctVal>0.000175115001</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>Floating</couponKind>
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      <invstOrSec>
        <name>Dryden 50 Senior Loan Fund FRN 07/15/2030 144A 2017-50A A1</name>
        <lei>5493008NBEE3C4AF3K95</lei>
        <title>Dryden 50 Senior Loan Fund FRN 07/15/2030 144A 2017-50A A1</title>
        <cusip>262431AB5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="670815"/>
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        <balance>2640000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2640660.00000000</valUSD>
        <pctVal>0.077036481028</pctVal>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>DOMINICAN REPUBLIC 8.90% 02/15/2023 144A</name>
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        <title>DOMINICAN REPUBLIC 8.90% 02/15/2023 144A</title>
        <cusip>25714PDX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684492"/>
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        <currencyConditional curCd="DOP" exchangeRt="53.39000000"/>
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        <pctVal>0.181817825183</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mediacom Illinois LLC 6.50% 02/15/2024 TRANCHE N TERM LOAN</name>
        <lei>549300C5ZH26WTW5DM15</lei>
        <title>Mediacom Illinois LLC 6.50% 02/15/2024 TRANCHE N TERM LOAN</title>
        <cusip>58446HAR3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687076"/>
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        <balance>3485626.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3503026.56000000</valUSD>
        <pctVal>0.102194466205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.32000000</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>FANNIE MAE 3.197% 04/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.197% 04/01/2035 FAR FNARM</title>
        <cusip>31406N6M1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="544932"/>
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        <balance>9256.23000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9504.74000000</valUSD>
        <pctVal>0.000277283604</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.19700000</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>BX Commercial Mortgage Trust 2019-XL FRN 10/15/2036 144A 2019-XL A</name>
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        <title>BX Commercial Mortgage Trust 2019-XL FRN 10/15/2036 144A 2019-XL A</title>
        <cusip>056054AA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1014489"/>
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        <balance>3850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3866786.00000000</valUSD>
        <pctVal>0.112806490168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.59625000</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>THORNBURG MORTGAGE SECURITIES TRUST FRN 9/25/34 2004-3 A</name>
        <lei>N/A</lei>
        <title>THORNBURG MORTGAGE SECURITIES TRUST FRN 9/25/34 2004-3 A</title>
        <cusip>885220FS7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="589920"/>
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        <balance>675427.89100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>675443.56000000</valUSD>
        <pctVal>0.019704844620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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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>Madison Park Euro Funding XIV DAC FRN 07/15/2032 144A 14A A1N</name>
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        <name>PRIME SECURITY SERVICES BORROWER LLC 6.5% 09/12/2026 Term B-1 Facility</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FLAGSHIP CLO VIII LTD FRN 01/16/2026 2014-8A CRR 144A</name>
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          <other otherDesc="Internal Identifier" value="689624"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Carlyle Euro CLO 2019-2 DAC FRN 08/15/2032 2019-2A A2A 144A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>DONCASTERS US FINANCE LLC 10.58438% 10/09/2020 Second-Lien Term Loans</name>
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        <cusip>25769JAE6</cusip>
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          <other otherDesc="Internal Identifier" value="546713"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FANNIE MAE 2.957% 08/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Madison Park Funding XXVI Ltd FRN 07/29/2030 07-4A AR 144A</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS FRN 10/25/2035 2005-W2 A2C</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <other otherDesc="Internal Identifier" value="633261"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AMERICAN HOME MORTGAGE INVESTMENT TRUST FRN 06/25/2045 05-1 6A</name>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="602189"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 09/25/2030 2018-HQA1 M1</name>
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        <cusip>3137G0UC1</cusip>
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          <other otherDesc="Internal Identifier" value="687122"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MASTR ALTERNATIVE LOAN TRUST 5.00% 02/25/2018 2003-1 3A1</name>
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        <name>FANNIE MAE 3.791% 01/01/2035      FNMA ARM</name>
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      <invstOrSec>
        <name>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A C 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.337% 09/01/2038     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.337% 09/01/2038     FNMA ARM</title>
        <cusip>31417JBG4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A CR2 144A</name>
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        <name>TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/30 2017-1A B 144A</name>
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        <name>FSS-FRANKLIN FLEXIBLE ALPHA BOND FUND OEMF USD NPV CL A1 TIS A/C# 20464</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
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        <name>Galaxy XXVI CLO Ltd FRN 11/22/2031 2018-26A A 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Invitation Homes 2017-SFR2 Trust FRN 12/17/2036 2017-SFR2 A 144A</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2025 2015-C02 1M2</name>
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        <name>Progress Residential 2018-SFR2 Trust 3.712% 08/17/2035 144A SFR2 A</name>
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        <name>N/A</name>
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        <title>ITALY GOVERNMENT INTERNATIONAL BOND 1.00% 06/20/2023 CDS</title>
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        <name>Jackson National Life Global Funding 3.3% 02/01/2022 144A</name>
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        <name>GOLDMAN SACHS GROUP INC 2.625% 04/25/2021</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.30% 02/01/2044 FAR FNARM</name>
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        <title>FANNIE MAE 3.30% 02/01/2044 FAR FNARM</title>
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        <identifiers>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sirius XM Radio Inc 4.625% 07/15/2024 144A</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio Inc 4.625% 07/15/2024 144A</title>
        <cusip>82967NBE7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="992360"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>727272.00000000</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>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2.873% 02/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.873% 02/01/2026 FAR FNARM</title>
        <cusip>31377CP64</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571501"/>
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        <balance>22849.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22831.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.519% 05/01/2032     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.519% 05/01/2032     FNMA ARM</title>
        <cusip>31390S3K5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="470359"/>
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        <curCd>USD</curCd>
        <valUSD>14213.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.51900000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_KRW_20200325</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="2980722718987"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>857360.87000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 12/25/2030 2018-C04 2M1</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 12/25/2030 2018-C04 2M1</title>
        <cusip>30711XQ31</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690419"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.30% 02/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.30% 02/01/2036     FNMA ARM</title>
        <cusip>31416BK49</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="469809"/>
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        <balance>747055.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>777360.29000000</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>2036-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.165% 04/01/2025 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.165% 04/01/2025 FAR FNARM</title>
        <cusip>31385PHJ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564328"/>
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        <balance>17885.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18096.38000000</valUSD>
        <pctVal>0.000527929167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.16500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.776% 03/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.776% 03/01/2035     FNMA ARM</title>
        <cusip>31403DHM4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="440936"/>
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        <balance>211015.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>220865.89000000</valUSD>
        <pctVal>0.006443363001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.77600000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CS FIRST BOSTON MORTGAGE SECURITIES CORP 5.00% 05/25/2026 04-6 3A1</name>
        <lei>N/A</lei>
        <title>CS FIRST BOSTON MORTGAGE SECURITIES CORP 5.00% 05/25/2026 04-6 3A1</title>
        <cusip>2254W0HE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="566961"/>
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        <curCd>USD</curCd>
        <valUSD>148498.22000000</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>2019-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE INTERNATIONAL TRS RCV MARKIT IBOXX US PAY US0003M 03/20/20</title>
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          <other otherDesc="Internal Sec ID" value="693105"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>Credit Suisse International</counterpartyName>
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        <securityLending>
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      <invstOrSec>
        <name>DUKE ENERGY INDIANA INC 3.75% 07/15/2020</name>
        <lei>6URPHM2EAWGJ2C6ISB97</lei>
        <title>DUKE ENERGY INDIANA INC 3.75% 07/15/2020</title>
        <cusip>263901AC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="521598"/>
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        <curCd>USD</curCd>
        <valUSD>100921.38000000</valUSD>
        <pctVal>0.002944198789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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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="691339"/>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST FRN 11/25/2060 2015-1 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST FRN 11/25/2060 2015-1 144A</title>
        <cusip>89171YAL5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="638593"/>
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        <curCd>USD</curCd>
        <valUSD>412965.56000000</valUSD>
        <pctVal>0.012047523546</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.264% 06/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.264% 06/01/2035     FNMA ARM</title>
        <cusip>3138EGMR2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="508254"/>
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        <balance>184279.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194261.29000000</valUSD>
        <pctVal>0.005667221899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.26400000</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>LCM 26 Ltd FRN 01/20/2031 26A B 144A</name>
        <lei>N/A</lei>
        <title>LCM 26 Ltd FRN 01/20/2031 26A B 144A</title>
        <cusip>50200FAE9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="681262"/>
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        <balance>4500000.00000000</balance>
        <units>PA</units>
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        <name>Flagstar Mortgage Trust 2018-6RR FRN 10/25/2048 144A 2018-6RR 1A3</name>
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        <name>AMERICAN HOMES 4 RENT 3.678% 12/17/2036 2014-SFR3 A 144A</name>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT3 FRN 06/15/2044 144A</name>
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        <name>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A CR 144A</name>
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          <other otherDesc="Internal Identifier" value="690153"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LIVE NATION ENTERTAINMENT INC 6.5% 10/17/2026 Term Loan B</name>
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        <name>Dryden 50 Senior Loan Fund FRN 07/15/2030 2017-50A C 144A</name>
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        <name>TOWD POINT MORTGAGE TRUST FRN 04/25/2056 144A 2016-3 A1</name>
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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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Upgrade Master Pass-Thru Trust 4.84612% 02/15/2026 144A 2019-PT2 A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 2.325% 08/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31362MS82</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559777"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DAE FUNDING LLC 4.00% 08/01/2020 144A</name>
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        <title>DAE FUNDING LLC 4.00% 08/01/2020 144A</title>
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          <other otherDesc="Internal Identifier" value="670702"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.823% 03/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31400HFH1</cusip>
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          <other otherDesc="Internal Identifier" value="561532"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ATRIUM IX FRN 05/28/2030 9A AR 144A</name>
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        <cusip>04964KAL5</cusip>
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          <other otherDesc="Internal Identifier" value="671042"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.216% 02/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31411SNF9</cusip>
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          <other otherDesc="Internal Identifier" value="564392"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST FRN 02/25/2055 2016-1 A1 144A</name>
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        <title>TOWD POINT MORTGAGE TRUST FRN 02/25/2055 2016-1 A1 144A</title>
        <cusip>89172EAA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="638823"/>
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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>2055-02-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA STRIKE 109 EXPIRES 07/14/20 USD Put/JPY Call *OTC*</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="1038150"/>
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        <issuerConditional desc="Currency" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2014-4-R Ltd FRN 07/15/2030 2014-4RA A2 144A</name>
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        <title>Carlyle Global Market Strategies CLO 2014-4-R Ltd FRN 07/15/2030 2014-4RA A2 144A</title>
        <cusip>14316CAG8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690149"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.656% 11/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31385RXJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564330"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="2980122718972"/>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE 3.884% 11/01/2032     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31391Q3Y8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="338120"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A B1</name>
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        <title>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A B1</title>
        <cusip>41154XAG0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="943421"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FIELDWOOD ENERGY LLC 7.15076% 04/11/2022 Closing Date Loans</name>
        <lei>549300KTQCELOBO6BF21</lei>
        <title>FIELDWOOD ENERGY LLC 7.15076% 04/11/2022 Closing Date Loans</title>
        <cusip>31659HAQ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="868700"/>
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        <curCd>USD</curCd>
        <valUSD>3687210.40000000</valUSD>
        <pctVal>0.107567696722</pctVal>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE US CLO 2017-3 Ltd FRN 07/20/2029 17-3A CL B 144A</name>
        <lei>N/A</lei>
        <title>CARLYLE US CLO 2017-3 Ltd FRN 07/20/2029 17-3A CL B 144A</title>
        <cusip>14314FAG3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="669017"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <fairValLevel>N/A</fairValLevel>
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        <name>Dryden 64 CLO Ltd FRN 04/18/2031 2018-64A C 144A</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2028 C02 1M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>REPUBLIC OF GABON 6.625% 02/06/2031 144A</name>
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          <other otherDesc="Internal Identifier" value="1041621"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 2.066% 03/01/2033     FN COFI+125;LC12.25</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST FRN 03/25/2054 2015-3 A1A 144A</name>
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        <title>TOWD POINT MORTGAGE TRUST FRN 03/25/2054 2015-3 A1A 144A</title>
        <cusip>89172HAJ6</cusip>
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          <other otherDesc="Internal Identifier" value="683348"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.701% 10/01/2031 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31385JFP8</cusip>
        <identifiers>
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        <name>FANNIE MAE 4.335% 07/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31406YCY4</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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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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        <title>Go Daddy Operating Co LLC 6.5% 02/15/2024 Tranche B-2 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>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 3.8218% 07/15/2048 2015-C30 A5</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Neuberger Berman CLO XXII Ltd FRN 10/17/2030 2016-22A BR 144A</name>
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        <title>Neuberger Berman CLO XXII Ltd FRN 10/17/2030 2016-22A BR 144A</title>
        <cusip>64131BAH6</cusip>
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          <other otherDesc="Internal Identifier" value="928512"/>
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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>Newark BSL CLO 2 Ltd FRN 07/25/2030 2017-1A B 144A</name>
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        <title>Newark BSL CLO 2 Ltd FRN 07/25/2030 2017-1A B 144A</title>
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          <other otherDesc="Internal Identifier" value="668595"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALLERGAN FUNDING SCS 3.80% 03/15/2025</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BlueMountain Fuji US Clo III Ltd FRN 01/15/2030 144A 2017-3A C</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.867% 06/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.867% 06/01/2036 FAR FNARM</title>
        <cusip>31410SXP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548260"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6284.05000000</valUSD>
        <pctVal>0.000183325796</pctVal>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-01</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO XXIV Ltd FRN 04/20/2031 2019-24A D 144A</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO XXIV Ltd FRN 04/20/2031 2019-24A D 144A</title>
        <cusip>09609NAJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="964232"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1010040.00000000</valUSD>
        <pctVal>0.029466090787</pctVal>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.247% 04/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.247% 04/01/2036     FNMA ARM</title>
        <cusip>31410SHZ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="524670"/>
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        <balance>101395.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>106748.34000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 3.5761% 03/17/2049 2016-C1 A5</name>
        <lei>N/A</lei>
        <title>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 3.5761% 03/17/2049 2016-C1 A5</title>
        <cusip>46645LAY3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="631252"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1631292.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 03/25/2029 2016-HQA3 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 03/25/2029 2016-HQA3 M2</title>
        <cusip>3137G0KX6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="652533"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1428007.42000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.01088000</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>FANNIE MAE 4.015% 04/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.015% 04/01/2035 FAR FNARM</title>
        <cusip>31406PP52</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548242"/>
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        <balance>58960.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60105.49000000</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>2035-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.01500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Caesars Resort Collection LLC 6.5% 12/22/2024 Term B Loans</name>
        <lei>549300V3UCT773B1KR38</lei>
        <title>Caesars Resort Collection LLC 6.5% 12/22/2024 Term B Loans</title>
        <cusip>12769LAB5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="871413"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1501662.00000000</valUSD>
        <pctVal>0.043808273755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.39525000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>DRYDEN 41 SENIOR LOAN FUND FRN 04/15/2031 2015-41A AR 144A</name>
        <lei>5493000CMI5L15ZSNM78</lei>
        <title>DRYDEN 41 SENIOR LOAN FUND FRN 04/15/2031 2015-41A AR 144A</title>
        <cusip>26244KAN6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="685389"/>
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        <balance>3025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3012900.00000000</valUSD>
        <pctVal>0.087895909996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.80125000</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 05/25/2028 2015-HQA2 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 05/25/2028 2015-HQA2 M3</title>
        <cusip>3137G0HJ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689497"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2188187.20000000</valUSD>
        <pctVal>0.063836405186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.46088000</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>Halcon Resources Corp WTS EXP 10/08/2022 CL C</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>Halcon Resources Corp WTS EXP 10/08/2022 CL C</title>
        <cusip>40537Q142</cusip>
        <identifiers>
          <ticker value="HALC-WC"/>
          <other otherDesc="Internal Identifier" value="1014176"/>
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        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>140.12000000</valUSD>
        <pctVal>0.000004087747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="WARRANTS TO EQUITY"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>DISCOVER CARD EXECUTION NOTE TRUST 1.89% 10/15/2024 A3 A</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DISCOVER CARD EXECUTION NOTE TRUST 1.89% 10/15/2024 A3 A</title>
        <cusip>254683CM5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018629"/>
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        <balance>13340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13487720.49000000</valUSD>
        <pctVal>0.393479858688</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.89000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT6 FRN 10/17/2044 144A 2019-S6 PT</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT6 FRN 10/17/2044 144A 2019-S6 PT</title>
        <cusip>21056AAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1011686"/>
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        <balance>1568652.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1438289.96000000</valUSD>
        <pctVal>0.041959509068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-10-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>12.459373</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY 3.70% 10/23/2024</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 3.70% 10/23/2024</title>
        <cusip>61761JVL0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="600218"/>
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        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1510464.21000000</valUSD>
        <pctVal>0.044065062316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</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>FANNIE MAE 3.50% 01/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.50% 01/01/2027 FAR FNARM</title>
        <cusip>31375XB32</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571457"/>
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        <balance>40858.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41677.35000000</valUSD>
        <pctVal>0.001215861331</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>2027-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <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>Dryden 38 Senior Loan Fund FRN 07/15/2030 2015-38A CR 144A</name>
        <lei>549300ARO9JRDQL4OE07</lei>
        <title>Dryden 38 Senior Loan Fund FRN 07/15/2030 2015-38A CR 144A</title>
        <cusip>26249QAW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="920043"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2489825.00000000</valUSD>
        <pctVal>0.072636142622</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>3.83125000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>3300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90637180"/>
        <valUSD>3654704.74000000</valUSD>
        <pctVal>0.106619402864</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>0.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <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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        <valUSD>2968739.77000000</valUSD>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.308% 12/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.308% 12/01/2032 FAR FNARM</title>
        <cusip>31391SSW1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="538307"/>
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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>2032-12-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BANK OF NOVA SCOTIA/THE 1.875% 04/26/2022</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA/THE 1.875% 04/26/2022</title>
        <cusip>06416CAC2</cusip>
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          <other otherDesc="Internal Identifier" value="632334"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOK_USD_20200316</title>
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          <other otherDesc="Internal Sec ID" value="2981322718975"/>
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        <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>FANNIE MAE 3.439% 01/01/2025 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.439% 01/01/2025 FAR FNARM</title>
        <cusip>31373YXA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564374"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Aptiv Corp 4.15% 03/15/2024</name>
        <lei>N/A</lei>
        <title>Aptiv Corp 4.15% 03/15/2024</title>
        <cusip>247126AJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571039"/>
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        <balance>900000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 3.734% 03/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.734% 03/01/2037 FAR FNARM</title>
        <cusip>31410F4H5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="545003"/>
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        <balance>21981.75000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-03-01</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AMMC CLO 15 Ltd FRN 01/15/2032 2014-15A ARR 144A</name>
        <lei>549300D0GYBG49KJD582</lei>
        <title>AMMC CLO 15 Ltd FRN 01/15/2032 2014-15A ARR 144A</title>
        <cusip>00175MBF6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="946798"/>
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        <balance>4700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4697227.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>State of New York</name>
        <lei>N/A</lei>
        <title>State of New York</title>
        <cusip>649791PQ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019097"/>
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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>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.574% 02/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.574% 02/01/2034     FNMA ARM</title>
        <cusip>31404JLV5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="329757"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.188% 05/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.188% 05/01/2037 FAR FNARM</title>
        <cusip>31412EU61</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564394"/>
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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>2037-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Pricoa Global Funding I 3.45% 09/01/2023 144A</name>
        <lei>635400IBXEBMD9ADYA79</lei>
        <title>Pricoa Global Funding I 3.45% 09/01/2023 144A</title>
        <cusip>741531FA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="926946"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_DKK_20200723</title>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>Neuberger Berman Loan Advisers CLO 27 Ltd FRN 01/15/2030 2018-27A C 144A</name>
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        <title>Neuberger Berman Loan Advisers CLO 27 Ltd FRN 01/15/2030 2018-27A C 144A</title>
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          <other otherDesc="Internal Identifier" value="683432"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 02/25/36 2005-A10 A</name>
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        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 02/25/36 2005-A10 A</title>
        <cusip>59020UZ65</cusip>
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          <other otherDesc="Internal Identifier" value="591902"/>
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        <valUSD>1779382.71000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-02-25</maturityDt>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust  2.399% 11/15/2049 2016-NXS6 A2</name>
        <lei>549300CFP9NBBMZH1008</lei>
        <title>Wells Fargo Commercial Mortgage Trust  2.399% 11/15/2049 2016-NXS6 A2</title>
        <cusip>95000KAZ8</cusip>
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          <other otherDesc="Internal Identifier" value="683349"/>
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        <balance>6534000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="693757"/>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="691703"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Credit Suisse International</counterpartyName>
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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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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>KB HOME 5.00% 03/20/2020 CDS</title>
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          <other otherDesc="Internal Sec ID" value="662757"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF ARGENTINA 5.00% 12/20/2021 CDS</title>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ITALY GOVERNMENT INTERNATIONAL BOND 1.00% 06/20/2023 CDS</title>
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        <name>N/A</name>
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        <title>CITIBANK NA IRS PAY FIXED 2.806% 04/17/23 USD</title>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>United States Treasury Bill 08/13/2020 TBLM</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="693413"/>
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="678782"/>
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              <counterpartyName>MORGAN STANLEY &amp; CO INTERNATIONAL PLC</counterpartyName>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MCDX.NA.30 1.00% 06/20/2028 MCDX</indexName>
                <indexIdentifier>MCDNA530</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="2000000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0"/>
            <terminationDt>2028-06-20</terminationDt>
            <upfrontPmnt>0</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>2000000.00</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>39434.82</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>CITIBANK NA IIS RCV INFL CPURNSA 09/18/24 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="674527"/>
        </identifiers>
        <balance>1770000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-27136.01000000</valUSD>
        <pctVal>-0.00079164402</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CITIBANK NA IIS RCV INFL CPURNSA 09/18/24 USD</indexName>
                <indexIdentifier>CPURNSA</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0" pmntAmt="3960000.00">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="7" resetDt="Year" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="3960000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.07875"/>
            <terminationDt>2024-09-18</terminationDt>
            <upfrontPmnt>0</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>42400.00</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1770000.00</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-27206.28</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>BNP PARIBAS BESPOKE RODEZ2 12/20/20 5-7% MEZZ TR 3.20% 12/20/2020 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="692038"/>
        </identifiers>
        <balance>340000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>8103.09000000</valUSD>
        <pctVal>0.000236392999</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP PARIBAS SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>BNP PARIBAS BESPOKE RODEZ2 12/20/20 5-7% MEZZ TR 3.20% 12/20/2020 CDX</indexName>
                <indexIdentifier>N/A</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="340000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.2"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0"/>
            <terminationDt>2020-12-20</terminationDt>
            <upfrontPmnt>0</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>340000.00</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>8103.09</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
      <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>
