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

        <fairValLevel>2</fairValLevel>
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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>
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          <other otherDesc="Internal Identifier" value="868504"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST FRN 02/25/2055 2016-1 A1 144A</name>
        <lei>N/A</lei>
        <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>
        <valUSD>7798679.72000000</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>2055-02-25</maturityDt>
          <couponKind>Variable</couponKind>
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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>3029937.54000000</valUSD>
        <pctVal>0.100529345481</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.76400000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARISTOCRAT TECHNOLOGIES INC 6.5% 10/19/2024 Term B-3 Loans</name>
        <lei>549300I5142EOXMKHL78</lei>
        <title>ARISTOCRAT TECHNOLOGIES INC 6.5% 10/19/2024 Term B-3 Loans</title>
        <cusip>04044PAF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="873567"/>
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        <balance>2075901.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2083362.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-19</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.303% 09/01/2022 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.303% 09/01/2022 FAR FNARM</title>
        <cusip>31365DE50</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564319"/>
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        <balance>6030.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6121.87000000</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>2022-09-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ANTHEM INC 2.50% 11/21/2020</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM INC 2.50% 11/21/2020</title>
        <cusip>036752AE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="679179"/>
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        <balance>7800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7853969.37000000</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>2020-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>
        <name>ZAYO GROUP LLC 4.34463% 01/19/2021 2017 Incremental Refinancing B-1 Term Loan</name>
        <lei>549300Q4HWM0W5QWTQ31</lei>
        <title>ZAYO GROUP LLC 4.34463% 01/19/2021 2017 Incremental Refinancing B-1 Term Loan</title>
        <cusip>98919MAM7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="657975"/>
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        <balance>1193877.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1197856.74000000</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>2021-01-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.78588000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2030000.00000000</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>2020-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <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 4.583% 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>10057.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10436.05000000</valUSD>
        <pctVal>0.000346254423</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>
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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>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 02/25/36 2005-A10 A</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 02/25/36 2005-A10 A</title>
        <cusip>59020UZ65</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="591902"/>
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        <balance>1875975.65900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1845879.57000000</valUSD>
        <pctVal>0.061243858184</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.03275000</annualizedRt>
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      <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>19851.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20523.78000000</valUSD>
        <pctVal>0.000680952047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03800000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.67% 10/17/2022 2018-1 A</name>
        <lei>549300Y4SA5G3GIJTP18</lei>
        <title>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.67% 10/17/2022 2018-1 A</title>
        <cusip>02582JHQ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686660"/>
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        <balance>12000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12039187.20000000</valUSD>
        <pctVal>0.399444408791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.67000000</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>Atrium XIII FRN 11/21/2030 144A 2013-A B</name>
        <lei>549300BF3YFW8EHN6F75</lei>
        <title>Atrium XIII FRN 11/21/2030 144A 2013-A B</title>
        <cusip>04966HAE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="677146"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>988500.00000000</valUSD>
        <pctVal>0.032797130863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-21</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2030 2017-C06 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2030 2017-C06 1M2</title>
        <cusip>30711XQX5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="993327"/>
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        <curCd>USD</curCd>
        <valUSD>13256162.30000000</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>2030-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.47275000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OWENS-BROCKWAY GLASS CONTAINER INC 5.875% 08/15/2023 144A</name>
        <lei>V2UQUCDZJ9WY98W8QU33</lei>
        <title>OWENS-BROCKWAY GLASS CONTAINER INC 5.875% 08/15/2023 144A</title>
        <cusip>69073TAR4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="610566"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4240000.00000000</valUSD>
        <pctVal>0.140677627579</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</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>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200130</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="2857022482165"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>112545.48000000</valUSD>
        <pctVal>0.003734111113</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>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Progress Residential 2018-SFR2 Trust 3.712% 08/17/2035 144A SFR2 A</name>
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        <name>ARGENT SECURITIES INC ASSET-BACKED PASS-THROUGH CTFS FRN 10/25/2035 2005-W2 A2C</name>
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        <name>FANNIE MAE 3.505% 05/01/2033 FNMA</name>
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        <name>GOLDMAN SACHS GROUP INC FRN 09/15/2020</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Carlyle US Clo 2017-2 Ltd FRN 07/20/2031 17-A2 B 144A</name>
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          <other otherDesc="Internal Identifier" value="666474"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Barclays PLC 4.61% 02/15/2023 *FIXED TO FLOAT*</name>
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        <cusip>06738EBE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942199"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.188% 05/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31412EU61</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.574% 02/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31404JLV5</cusip>
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        <name>FANNIE MAE 3.967% 04/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31409D4M2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Syneos Health Inc 6.50% 08/01/2021 Initial Term B Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CVS HEALTH CORP 3.70% 03/09/2023</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

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        <name>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A B 144A</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2024 2014-HQ3 M3</name>
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      <invstOrSec>
        <name>TORONTO-DOMINION BANK 2.25% 03/15/2022 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CENTENE CORP 4.75% 05/15/2022</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>MILL CITY MORTGAGE TRUST FRN 04/25/2057 2016-1 A 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.725% 06/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31405QDU9</cusip>
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        <name>FGI OPERATING CO LLC (FREEDOM GROUP) 8.8425% 05/15/2021 Term Loan FILO</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2028 2016-DNA2 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2028 2016-DNA2 M3</title>
        <cusip>3137G0JU4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.25% 09/01/2030 FAR FNARM</name>
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        <cusip>31385REP1</cusip>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C05 2M2</name>
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        <name>FANNIE MAE 3.084% 11/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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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>

        <fairValLevel>2</fairValLevel>
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        <name>Riviera Resources Inc COM USD 0.01</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT Dec19 Dec 19 Future</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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                <issuerName>AUST 10Y BOND FUT Dec19 Dec 19 Future</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 37 Ltd FRN 07/25/2030 144A 18-2A A2</name>
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        <title>Octagon Investment Partners 37 Ltd FRN 07/25/2030 144A 18-2A A2</title>
        <cusip>67591VAE5</cusip>
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          <other otherDesc="Internal Identifier" value="689267"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <other otherDesc="Internal Sec ID" value="690100"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Spain Government Bond 2.7% 10/31/2048 144A REG S</name>
        <lei>9598007A56S18711AH60</lei>
        <title>Spain Government Bond 2.7% 10/31/2048 144A REG S</title>
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        <identifiers>
          <isin value="ES0000012B47"/>
          <other otherDesc="Internal Identifier" value="991132"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>POST HOLDINGS INC 4.07% 05/24/2024 Series A Incremental Term Loans</name>
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        <title>POST HOLDINGS INC 4.07% 05/24/2024 Series A Incremental Term Loans</title>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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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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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-21</maturityDt>
          <couponKind>Floating</couponKind>
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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>
          <other otherDesc="Internal Identifier" value="565431"/>
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        <curCd>USD</curCd>
        <valUSD>11760.25000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.487% 09/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.487% 09/01/2035     FNMA ARM</title>
        <cusip>31407WSS3</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.497% 10/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31388HAW9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="561518"/>
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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>TOWD POINT MORTGAGE TRUST FRN 11/25/2060 2015-1 144A</name>
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        <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>
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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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        <name>Octagon Investment Partners XXII Ltd FRN 01/22/2030 2014-1A CRR 144A</name>
        <lei>549300MQ9W5DWZ8QX450</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>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"/>
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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>PSEG POWER LLC 3.00% 06/15/2021</name>
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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>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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        <curCd>USD</curCd>
        <valUSD>55962.47000000</valUSD>
        <pctVal>0.001856761205</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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      <invstOrSec>
        <name>ARES CLO LTD FRN 07/20/2030 2018-48A C 144A</name>
        <lei>N/A</lei>
        <title>ARES CLO LTD FRN 07/20/2030 2018-48A C 144A</title>
        <cusip>04017FAG4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689104"/>
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        <valUSD>2988658.20000000</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>HALCON RESOURCES CORP WTS EXP 10/08/2022 CL B</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>ANZ NEW ZEALAND INTERNATIONAL LTD OF LONDON 2.85% 08/06/2020 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Octagon Investment Partners 28 Ltd 10/24/2030 144A 2016-1A A2R</name>
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        <name>N/A</name>
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        <name>REMINGTON OUTDOOR CO INC ESRW REF SM#518763 *Litigation Units-NIB*</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>Citibank NA 3.165% 02/19/2022 FIXED TO FLOAT</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.519% 05/01/2032     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31390S3K5</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FIELDWOOD ENERGY LLC 7.15076% 04/11/2022 Closing Date Loans</name>
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        <name>BlueMountain EUR CLO FRN 01/15/2033 5A A 144A</name>
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        <cusip>BCC2LWNA5</cusip>
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          <other otherDesc="Internal Identifier" value="1018801"/>
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        <name>N/A</name>
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        <title>CAN 10YR BOND FUT Dec19 Dec 19 Future</title>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.985% 08/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Atrium XIV LLC FRN 08/23/2030 144A 14A B</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CSC HOLDINGS LLC 4.5565% 07/17/2025 March 2017 Incremental Term Loans</name>
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        <name>Regions Financial Corp 3.2% 02/08/2021</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Telefonica Emisiones SA 5.134% 04/27/2020</name>
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        <title>Telefonica Emisiones SA 5.134% 04/27/2020</title>
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        <name>CITIBANK CREDIT CARD ISSUANCE TRUST 1.92% 04/07/2022 2017-A3 A3</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CITIBANK CREDIT CARD ISSUANCE TRUST 1.92% 04/07/2022 2017-A3 A3</title>
        <cusip>17305EGB5</cusip>
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          <other otherDesc="Internal Identifier" value="663614"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</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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        <valUSD>4901700.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.369% 08/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.369% 08/01/2033     FNMA ARM</title>
        <cusip>31402T6W0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="470923"/>
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        <curCd>USD</curCd>
        <valUSD>20192.33000000</valUSD>
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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-SLCT6 FRN 10/17/2044 144A 2019-S6 PT</name>
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        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT6 FRN 10/17/2044 144A 2019-S6 PT</title>
        <cusip>21056AAA4</cusip>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.52% 04/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <identifiers>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 4.255% 05/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31416B4E5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571529"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="959138"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Neuberger Berman Loan Advisers CLO 32 Ltd FRN 01/19/2032 144A 2019-32A C</name>
        <lei>5493007YBEOXQIHH3C54</lei>
        <title>Neuberger Berman Loan Advisers CLO 32 Ltd FRN 01/19/2032 144A 2019-32A C</title>
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          <other otherDesc="Internal Identifier" value="959139"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
          <other otherDesc="Internal Identifier" value="499765"/>
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        <balance>124171.20000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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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>
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        <name>FANNIE MAE 3.445% 11/01/2033 FAR FNARM</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Adient US LLC 6.5% 05/06/2024 Initial Term Loans</name>
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        <name>GOVT NATL MORTG ASSN 3.75% 08/20/2026      GNMA ARM</name>
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        <name>AVIS BUDGET CAR RENTAL LLC 4.31% 02/13/2025 TRANCHE B TERM LOANS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Dryden 58 Clo Ltd FRN 07/17/2031 18-58A D 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 06/01/2023      FHLMC G15</name>
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        <cusip>3128MMJQ7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LIONS GATE ENTERTAINMENT CORP 6.50% 03/22/2023 TERM A LOAN</name>
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        <cusip>53627MAC7</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST FRN 03/25/2054 2015-3 A1B 144A</name>
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        <title>TOWD POINT MORTGAGE TRUST FRN 03/25/2054 2015-3 A1B 144A</title>
        <cusip>89172HAK3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.813% 04/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31371MAW7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MACH ONE ULC FRN 05/28/2040 144A 2004-1A M</name>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_BRL_20191211</title>
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          <other otherDesc="Internal Sec ID" value="2876422587984"/>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>Eaton Vance CLO 2014-1R Ltd FRN 07/15/2030 2014-1RA C 144A</name>
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        <title>Eaton Vance CLO 2014-1R Ltd FRN 07/15/2030 2014-1RA C 144A</title>
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        <identifiers>
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        <pctVal>0.025318998826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.10088000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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 XXIX LTD FRN 10/18/2030 144A 2018-29A 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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        <name>FANNIE MAE 3.771% 02/01/2036 FAR FNARM</name>
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        <name>DISH DBS CORP 5.875% 07/15/2022</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>Ares XLIX CLO Ltd FRN 07/22/2030 144A 2019-49A C 144A</name>
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        <name>ARES LII CLO Ltd FRN 04/22/2031 144A 52A C</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BLUEMOUNTAIN CLO LTD FRN 11/20/2028 144A 2A AR2</name>
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        <cusip>09626RAW5</cusip>
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          <other otherDesc="Internal Identifier" value="942463"/>
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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 2.325% 08/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31362MS82</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Alibaba Group Holding Ltd 3.125% 11/28/2021</name>
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        <curCd>USD</curCd>
        <valUSD>5494419.00000000</valUSD>
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        <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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      <invstOrSec>
        <name>1011778 BC ULC/NEW RED FINANCE INC 4.25% 05/15/2024 144A</name>
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        <cusip>68245XAC3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="665439"/>
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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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          <maturityDt>2024-05-15</maturityDt>
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        <name>FANNIE MAE 3.308% 12/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31391SSW1</cusip>
        <identifiers>
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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 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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Invitation Homes 2017-SFR2 Trust FRN 12/17/2036 2017-SFR2 A 144A</name>
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        <title>Invitation Homes 2017-SFR2 Trust FRN 12/17/2036 2017-SFR2 A 144A</title>
        <cusip>46187BAA1</cusip>
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          <other otherDesc="Internal Identifier" value="680116"/>
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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>
          <maturityDt>2036-12-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BUCKEYE PARTNERS LP 6.5% 11/01/2026 Initial Term Loans</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>BUCKEYE PARTNERS LP 6.5% 11/01/2026 Initial Term Loans</title>
        <cusip>11823LAH8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1015832"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2011562.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <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>22219.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22424.25000000</valUSD>
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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>Cigna Corp 4.75% 11/15/2021 144A</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp 4.75% 11/15/2021 144A</title>
        <cusip>125523BN9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1015183"/>
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        <curCd>USD</curCd>
        <valUSD>7041808.14000000</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>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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      <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>
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        <curCd>USD</curCd>
        <valUSD>1872000.00000000</valUSD>
        <pctVal>0.062110499723</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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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA TRS RCV EURIBOR 3 MONTH PAY  12/20/19</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="693383"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>BNP PARIBAS SA</counterpartyName>
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        <name>Ellington Clo III Ltd FRN 07/20/2030 2018-3A A1 144A</name>
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          <other otherDesc="Internal Identifier" value="689613"/>
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        <issuerCat>CORP</issuerCat>
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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_20200130</title>
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        <invCountry>N/A</invCountry>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>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>6794.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7057.84000000</valUSD>
        <pctVal>0.000234169855</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>
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      </invstOrSec>
      <invstOrSec>
        <name>ARAMARK CORPORATION 6.5% 03/11/2025 U.S. Term B-3 Loan</name>
        <lei>N/A</lei>
        <title>ARAMARK CORPORATION 6.5% 03/11/2025 U.S. Term B-3 Loan</title>
        <cusip>03852JAL5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="875825"/>
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        <curCd>USD</curCd>
        <valUSD>96204.80000000</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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          <maturityDt>2025-03-11</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <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>
        <cusip>36321JAE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="960735"/>
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        <valUSD>6492005.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>SECURUS TECHNOLOGIES HOLDINGS INC 6.37688% 11/01/2024 INITIAL TERM LOAN</name>
        <lei>549300EBCNNXVCJ2FW66</lei>
        <title>SECURUS TECHNOLOGIES HOLDINGS INC 6.37688% 11/01/2024 INITIAL TERM LOAN</title>
        <cusip>78410QAB8</cusip>
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          <other otherDesc="Internal Identifier" value="668591"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Floating</couponKind>
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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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        <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>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_BRL_20191209</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="2903622718111"/>
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        <units>NC</units>
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        <valUSD>-4915.26000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE 3.414% 09/01/2033 FAR FNARM</name>
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        <cusip>31402LGC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548254"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 4.25% 12/01/2025 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>3136056A0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548267"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <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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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>U S TREASURY NOTE/BOND I/L 0.125% 07/15/2022 INDEX LINKED</name>
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        <title>U S TREASURY NOTE/BOND I/L 0.125% 07/15/2022 INDEX LINKED</title>
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          <other otherDesc="Internal Identifier" value="527169"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CALIFORNIA RESOURCES CORP 8.00% 12/15/2022 144A</name>
        <lei>5493003Q8F0T4F4YMR48</lei>
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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>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>
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          <other otherDesc="Internal Identifier" value="559784"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>State of New York</name>
        <lei>N/A</lei>
        <title>State of New York</title>
        <cusip>649791PQ7</cusip>
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          <other otherDesc="Internal Identifier" value="1019097"/>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CIM Trust 2019-INV2 FRN 05/25/2049 144A 2019-INV2 A3</name>
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        <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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        <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>CONSECO FINANCIAL CORP 6.66% 06/01/2030 1998-6 A8</name>
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        <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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        <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>GE CAPITAL INTERNATIONAL FUNDING CO 2.342% 11/15/2020</name>
        <lei>549300G6UZOB126GBY72</lei>
        <title>GE CAPITAL INTERNATIONAL FUNDING CO 2.342% 11/15/2020</title>
        <cusip>36164QMS4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="639522"/>
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        <curCd>USD</curCd>
        <valUSD>1999224.18000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <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>47253.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50379.44000000</valUSD>
        <pctVal>0.001671523608</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <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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        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2.959% 12/10/2030 144A 2012-PARK A</name>
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          <other otherDesc="Internal Identifier" value="617446"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.587% 05/01/2034     FNMA ARM</name>
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        <name>AIR CANADA 3.98419% 10/06/2023 TERM LOAN</name>
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        <cusip>C0102MAJ4</cusip>
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          <other otherDesc="Internal Identifier" value="685302"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST FRN 6/25/35 2005-AR10 2A3</name>
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          <other otherDesc="Internal Identifier" value="531981"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HORIZON PHARMA INC 4.9375% 05/22/2026 Sixth Amendment Refinanced Term Loans</name>
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          <other otherDesc="Internal Identifier" value="983699"/>
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        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.701% 10/01/2031 FAR FNARM</name>
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        <name>FANNIE MAE 4.145% 06/01/2037 FAR FNARM</name>
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        <cusip>31413ESG1</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>HCA INC 6.5% 03/18/2023 Term Loan B11</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC 6.5% 03/18/2023 Term Loan B11</title>
        <cusip>404122AY9</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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          <other otherDesc="Internal Identifier" value="690149"/>
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        <name>Wells Fargo Commercial Mortgage Trust  2.399% 11/15/2049 2016-NXS6 A2</name>
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        <cusip>95000KAZ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683349"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <identifiers>
          <other otherDesc="Internal Identifier" value="688195"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.365% 03/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="571569"/>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 08/25/2024 14-DN3 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 08/25/2024 14-DN3 M3</title>
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          <other otherDesc="Internal Identifier" value="616284"/>
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        <name>Dunedin Park CLO DAC FRN 10/22/2032 144A 1A A2A</name>
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        <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>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 01/25/2025 2015-DN1 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 01/25/2025 2015-DN1 M3</title>
        <cusip>3137G0DW6</cusip>
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          <other otherDesc="Internal Identifier" value="596506"/>
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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>Flagstar Mortgage Trust 2018-6RR FRN 10/25/2048 144A 2018-6RR 1A3</name>
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        <name>DEUTSCHE BANK AG FRN 08/20/2020</name>
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        <name>FANNIE MAE 3.339% 01/01/2035 FAR FNARM</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>City &amp; County Honolulu HI Wastewater System Revenue</name>
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        <name>Bellemeade Re 2018-1 Ltd 3.69113% 04/25/2028 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COUNTRYWIDE ASSET-BACKED CERTIFICATES FRN 05/25/2032 02-3 CL 1A1</name>
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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>BLUEMOUNTAIN CLO LTD FRN 11/20/2028 144A 2A BR2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TRY_USD_20200415</title>
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          <other otherDesc="Internal Sec ID" value="2905822745237"/>
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        <fairValLevel>N/A</fairValLevel>
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        <name>FANNIE MAE 2.957% 08/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.957% 08/01/2040 FAR FNARM</title>
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        <identifiers>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>N/A</name>
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        <title>GOLDMAN SACHS INTERNATIONAL TRS PAY IBOXX USD LIQUI RCV US0003M 12/20/19</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cigna Corp 3.75% 07/15/2023</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp 3.75% 07/15/2023</title>
        <cusip>125523AF7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1004080"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 5.618% 08/01/2029 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.618% 08/01/2029 FAR FNARM</title>
        <cusip>31363EH73</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <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>
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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>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST FRN 11/25/2034 2004-W A9</name>
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        <title>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST FRN 11/25/2034 2004-W A9</title>
        <cusip>94980QAJ8</cusip>
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          <other otherDesc="Internal Identifier" value="471543"/>
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        <curCd>USD</curCd>
        <valUSD>59327.97000000</valUSD>
        <pctVal>0.001968424072</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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      <invstOrSec>
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        <lei>549300HJJWTCMWFILG24</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dryden 70 CLO Ltd FRN 01/16/2032 2018-70A B 144A</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Appvion Operations Inc COM USD NPV</name>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C04 1M2</name>
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        <cusip>30711XDA9</cusip>
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        <name>Euro-Galaxy V CLO BV FRN 11/10/2030 144A 2016-5A BR</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 7/25/2025 2015-C03 1M2</name>
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        <cusip>30711XBB9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CAPITAL ONE FINANCIAL CORP 2.50% 05/12/2020</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST FRN 10/25/2056 2016-5 A1 144A</name>
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        <cusip>89173CAA5</cusip>
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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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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.10% 09/15/2022 2017-1 B</name>
        <lei>549300Y4SA5G3GIJTP18</lei>
        <title>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.10% 09/15/2022 2017-1 B</title>
        <cusip>02587AAK0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688228"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>INDUSTRY CALIF PUB FACS AUTH TAX ALLOC REV</name>
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        <title>INDUSTRY CALIF PUB FACS AUTH TAX ALLOC REV</title>
        <cusip>45656TBM9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="607549"/>
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        <valUSD>5912980.00000000</valUSD>
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        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.337% 09/01/2038     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31417JBG4</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
        <title>IDR_USD_20191216</title>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>FANNIE MAE 4.149% 06/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31411VDR7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565461"/>
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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>Comcast Corp 3.45% 10/01/2021</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corp 3.45% 10/01/2021</title>
        <cusip>20030NCQ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934708"/>
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        <valUSD>12375496.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>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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        <valUSD>1532912.00000000</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>Columbia Cent CLO 27 Ltd FRN 10/25/2028 2018-27A A2A 144A</name>
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        <title>Columbia Cent CLO 27 Ltd FRN 10/25/2028 2018-27A A2A 144A</title>
        <cusip>19736RAE1</cusip>
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          <other otherDesc="Internal Identifier" value="937114"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>798170AD8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="680533"/>
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        <balance>1595000.00000000</balance>
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        <name>GOLDMAN SACHS GROUP INC 2.35% 11/15/2021</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RAAC FRN 03/25/2034 04-SP1 AII</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COMMERCIAL MORTGAGE TRUST FRN 07/10/2038 2006-GG7 AJ</name>
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          <other otherDesc="Internal Identifier" value="519289"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.583% 07/01/2024 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="548282"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

        <fairValLevel>2</fairValLevel>
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        <name>Madison Park Funding XXXI Ltd FRN 01/23/2031 2018-31A C 144A</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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Voya CLO 2018-4 Ltd FRN 01/15/2032 18-4A B 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley Capital I Trust 2011-C1 FRN 09/15/2047 2011-C1 A4 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NZCG FUNDING LTD FRN 02/26/2031 2015-1A A2R 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>Octagon Investment Partners 18-R Ltd FRN 04/16/2031 144A 2018-18A A1A</name>
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      <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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XXIX LTD FRN 10/18/2030 2018-29A 2A 144A</name>
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        <title>Madison Park Funding XXIX LTD FRN 10/18/2030 2018-29A 2A 144A</title>
        <cusip>55820CAE5</cusip>
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          <other otherDesc="Internal Identifier" value="934213"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <units>NC</units>
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        <assetCat>DCR</assetCat>
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        <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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      <invstOrSec>
        <name>FANNIE MAE 4.107% 08/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.107% 08/01/2033     FNMA ARM</title>
        <cusip>31406C6X1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="350174"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <curCd>USD</curCd>
        <valUSD>2353.34000000</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>2035-09-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Spain Government Bond .25% 07/30/2024 144A REG S</name>
        <lei>9598007A56S18711AH60</lei>
        <title>Spain Government Bond .25% 07/30/2024 144A REG S</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="ES0000012E85"/>
          <other otherDesc="Internal Identifier" value="999507"/>
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        <balance>22500000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89726330"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <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>42.99000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42.76000000</valUSD>
        <pctVal>0.000001418720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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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>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7987320.00000000</valUSD>
        <pctVal>0.265008780262</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust 2018-6 FRN 03/25/2058 2018-6 A1A 144A</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2018-6 FRN 03/25/2058 2018-6 A1A 144A</title>
        <cusip>89176LAA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="959719"/>
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        <balance>6957214.33500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7248482.98000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC 2.625% 04/25/2021</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC 2.625% 04/25/2021</title>
        <cusip>38141GVU5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="632590"/>
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        <balance>12000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12115166.88000000</valUSD>
        <pctVal>0.401965314717</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</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>
        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.66% 06/17/2024 2016-A5 A5</name>
        <lei>R42WS16M9R97TJJKGU15</lei>
        <title>CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.66% 06/17/2024 2016-A5 A5</title>
        <cusip>14041NFG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1013872"/>
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        <balance>8878000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8857857.59000000</valUSD>
        <pctVal>0.293892073394</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.66000000</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>LCM XVI LP FRN 10/15/2031 2016A A2R 144A</name>
        <lei>549300RB1XGNK3FHRH35</lei>
        <title>LCM XVI LP FRN 10/15/2031 2016A A2R 144A</title>
        <cusip>50181GBE9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="946430"/>
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        <balance>1083333.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1080299.67000000</valUSD>
        <pctVal>0.035842923266</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>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18088000</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>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>1130803.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1129389.98000000</valUSD>
        <pctVal>0.037471675235</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>3.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="486372"/>
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        <balance>369.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>381.49000000</valUSD>
        <pctVal>0.000012657336</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>3.42500000</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>AMMC CLO XI LTD FRN 04/30/2031 2012-11A CR2 144A</name>
        <lei>5493004OOK6VXHQ8DQ60</lei>
        <title>AMMC CLO XI LTD FRN 04/30/2031 2012-11A CR2 144A</title>
        <cusip>00176ABC8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688287"/>
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        <balance>1850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1742126.50000000</valUSD>
        <pctVal>0.057801467679</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>3.83550000</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>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2030 2017-DNA3 M2</name>
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        <name>Dryden 49 Senior Loan Fund FRN 07/18/2030 144A 2017-49A C</name>
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        <name>N/A</name>
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        <title>US ULTRA BOND CBT Dec19 Dec 19 Future</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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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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        <curCd>USD</curCd>
        <valUSD>1216112.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.31588000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS FRN 07/25/2034 04-11 2A1</name>
        <lei>N/A</lei>
        <title>COUNTRYWIDE HOME LOANS FRN 07/25/2034 04-11 2A1</title>
        <cusip>12669FA86</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565568"/>
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        <balance>1241833.17100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1270706.16000000</valUSD>
        <pctVal>0.042160360362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.81952700</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>ZIMMER BIOMET HOLDINGS INC 2.70% 04/01/2020</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZIMMER BIOMET HOLDINGS INC 2.70% 04/01/2020</title>
        <cusip>98956PAK8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="601457"/>
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        <balance>7500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7515542.18000000</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>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.375% 09/01/2031 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.375% 09/01/2031 FAR FNARM</title>
        <cusip>31388GPT2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564337"/>
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        <balance>44090.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>45383.15000000</valUSD>
        <pctVal>0.001505753272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-01</maturityDt>
          <couponKind>Floating</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>Atrium XIV LLC FRN 08/23/2030 144A 14A C</name>
        <lei>N/A</lei>
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        <cusip>04965LAL2</cusip>
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          <other otherDesc="Internal Identifier" value="916833"/>
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        <curCd>USD</curCd>
        <valUSD>3862280.00000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE &amp; CO CCS RV USD 2.3925% PY EUR .5% 04/09/20</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="635295"/>
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        <balance>7916500.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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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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          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>Go Daddy Operating Co LLC 6.5% 02/15/2024 Tranche B-2 Term Loan</name>
        <lei>5493005GJOH8HLL11157</lei>
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        <cusip>38017BAN6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1012390"/>
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        <curCd>USD</curCd>
        <valUSD>1353285.17000000</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>2024-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.53588000</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>GRAY TELEVISION INC 6.5%  01/02/2026 Term C Loan</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>GRAY TELEVISION INC 6.5%  01/02/2026 Term C Loan</title>
        <cusip>389376AY0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940858"/>
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        <balance>375920.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>377418.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.51088000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALLEGIANT TRAVEL CO 6.5% 02/05/2024 Class B Term Loans</name>
        <lei>549300JM9OZXOHWL2K18</lei>
        <title>ALLEGIANT TRAVEL CO 6.5% 02/05/2024 Class B Term Loans</title>
        <cusip>01748LAD0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="957076"/>
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        <balance>309500.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>310660.95000000</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>2024-02-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.70900000</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>Madison Park Funding XXIII Ltd FRN 07/27/2030 144A 17-23A B</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXIII Ltd FRN 07/27/2030 144A 17-23A B</title>
        <cusip>55820TAC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="669454"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3975240.00000000</valUSD>
        <pctVal>0.131893238739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.63563000</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>FANNIE MAE 3.525% 10/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.525% 10/01/2035     FNMA ARM</title>
        <cusip>31407PJH2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="470917"/>
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        <balance>14956.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15757.25000000</valUSD>
        <pctVal>0.000522804846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.14900000</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>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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        <balance>114120.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>119976.26000000</valUSD>
        <pctVal>0.003980654627</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <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 3.468% 12/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.468% 12/01/2034 FAR FNARM</title>
        <cusip>31406A3K6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559154"/>
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        <balance>82702.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86350.89000000</valUSD>
        <pctVal>0.002865009043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.46800000</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>N/A</name>
        <lei>N/A</lei>
        <title>BNP PARIBAS SA TRS PAY IBOXX USD LIQUI RCV US0003M 12/20/19</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693814"/>
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        <balance>-6400000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2762.38000000</valUSD>
        <pctVal>-0.00009165213</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BNP PARIBAS SA</counterpartyName>
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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>NOK_USD_20200130</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="2857122482090"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-125337.67000000</valUSD>
        <pctVal>-0.00415853916</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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        <name>UPGRADE MASTER PASS-THRU TRUST FRN 06/15/2025 144A 2019-PT1 A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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>
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        <name>Carlyle GMS Finance MM CLO 2015-1 LLC FRN 10/15/2031 2015-1A A2R 144A</name>
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        <name>Long Point Park CLO Ltd FRN 01/17/2030 2017-1A B 144A</name>
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        <name>LCM 26 Ltd FRN 01/20/2031 26A C 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 4.291% 06/01/2034 FAR FNARM</name>
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        <name>N/A</name>
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        <name>THORNBURG MORTGAGE SECURITIES TRUST FRN 4/25/2045 05-1 A3</name>
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        <name>N/A</name>
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        <name>Neuberger Berman CLO XXII Ltd FRN 10/17/2030 2016-22A BR 144A</name>
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        <name>Cia Securitizadora de Creditos Financeiros Vert-Fintech FRN 02/14/2024</name>
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        <name>Alinea CLO 2018-1 Ltd FRN 07/20/2031 2018-1A B 144A</name>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31385XKU0</cusip>
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          <other otherDesc="Internal Identifier" value="561538"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARLYLE US CLO 2017-5 Ltd FRN 01/20/2030 144A 2017-5A B</name>
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        <title>CARLYLE US CLO 2017-5 Ltd FRN 01/20/2030 144A 2017-5A B</title>
        <cusip>14316AAG2</cusip>
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          <other otherDesc="Internal Identifier" value="681080"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN HOME MORTGAGE INVESTMENT TRUST FRN 06/25/2045 05-1 6A</name>
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        <cusip>02660TDH3</cusip>
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          <other otherDesc="Internal Identifier" value="602189"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-06-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>REPUBLIC OF IRAQ 5.80% 01/15/2028 144A</name>
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        <cusip>462652AA6</cusip>
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          <other otherDesc="Internal Identifier" value="619680"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>IQ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WOLVERINE FUELS HOLDING LLC 7.62688% 08/14/2020 First Lien Initial Term Loan</name>
        <lei>N/A</lei>
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        <cusip>10247GAB2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="556953"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-08-14</maturityDt>
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      <invstOrSec>
        <name>Voya CLO 2017-3 Ltd FRN 07/20/203 2017-3A B 144A</name>
        <lei>N/A</lei>
        <title>Voya CLO 2017-3 Ltd FRN 07/20/203 2017-3A B 144A</title>
        <cusip>92915QAJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="668253"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.31588000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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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        <cusip>85208NAA8</cusip>
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          <other otherDesc="Internal Identifier" value="649039"/>
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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>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2034 FNI</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 10/01/2034 FNI</title>
        <cusip>01F0224B8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018401"/>
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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>2034-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>UPGRADE 4991 MARKETPLACE LOANS</name>
        <lei>N/A</lei>
        <title>UPGRADE 4991 MARKETPLACE LOANS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="982888"/>
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        <balance>2370582.0800</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2346818.94000000</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>2023-06-10</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.487% 03/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.487% 03/01/2035     FNMA ARM</title>
        <cusip>31406GY52</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="368724"/>
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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 2.757% 07/01/2044 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.757% 07/01/2044 FAR FNARM</title>
        <cusip>31405PRS1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="552684"/>
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        <curCd>USD</curCd>
        <valUSD>16888.59000000</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 12/25/2027 15-DNA2 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 12/25/2027 15-DNA2 M3</title>
        <cusip>3137G0FW4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="626863"/>
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        <curCd>USD</curCd>
        <valUSD>18889663.05000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200316</title>
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          <other otherDesc="Internal Sec ID" value="2880822599699"/>
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        <units>NC</units>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>Betony CLO 2 Ltd FRN 04/30/2031 2018-1A A2 144A</name>
        <lei>N/A</lei>
        <title>Betony CLO 2 Ltd FRN 04/30/2031 2018-1A A2 144A</title>
        <cusip>08763QAC6</cusip>
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          <other otherDesc="Internal Identifier" value="689537"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200316</title>
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          <other otherDesc="Internal Sec ID" value="2879322598758"/>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 08/25/2030 2018-C02 2M1</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 08/25/2030 2018-C02 2M1</title>
        <cusip>30711XC28</cusip>
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          <other otherDesc="Internal Identifier" value="686098"/>
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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>
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        <name>FANNIE MAE 3.635% 09/01/2033 FAR FNARM</name>
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        <name>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A A2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 08/25/2028 2016-C01 2M2</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 03/25/2028 15-HQA1 M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <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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        <name>Cook Park CLO Ltd FRN 04/17/2030 144A 18-1A A2</name>
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        <name>AMMC CLO 15 Ltd FRN 01/15/2032 2014-15A BRR 144A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.627% 08/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31410EFD5</cusip>
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          <other otherDesc="Internal Identifier" value="551627"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STANDARD CHARTERED PLC 3.885% 03/15/2024 FIXED TO FLOAT 144A</name>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.27% 09/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="323408"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PENNSYLVANIA ST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.823% 05/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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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>BlueMountain Fuji US Clo II Ltd FRN 10/20/2030 2017-2A A1A 144A</name>
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        <name>Dominion Energy Inc 2.579% 07/01/2020</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Neuberger Berman CLO XVI-S Ltd FRN 01/15/2028 144A 17-16SA C</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WESTPAC BANKING CORP 2.25% 11/09/2021 144A</name>
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        <name>K2016470260 SA LTD 25.00% 12/31/2022 PIK 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Galaxy XXVI CLO Ltd FRN 11/22/2031 144A 26A B</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Mountain View Clo XIV Ltd FRN 04/15/2029 144A 2019-1A A1</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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        <name>GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan</name>
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        <name>FANNIE MAE 2.957% 06/01/2040     FNMA ARM</name>
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        <name>ALTRA INDUSTRIAL MOTION CORP 6.5% 10/1/2025 Term Loan</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 3/25/28 03-A 1A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ROYAL BANK OF CANADA 2.10% 10/14/2021</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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          <other otherDesc="Internal Identifier" value="614433"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.479% 04/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.479% 04/01/2037 FAR FNARM</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 2M2</name>
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        <name>Voya CLO 2014-1 Ltd FRN 04/18/2031 2014-1A CR2 144A</name>
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        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
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        <title>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</title>
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        <name>Invitation Homes 2018-SFR4 Trust FRN 01/17/2038 2018-SFR4 A 144A</name>
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        <name>DRYDEN 41 SENIOR LOAN FUND FRN 04/15/2031 2015-41A AR 144A</name>
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        <name>New York State Urban Development Corp</name>
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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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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>BANQUE CENTRALE DE TUNISIE INTERNATIONAL BOND 5.625% 02/17/2024 REG S</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2027 2015-DNA1 M3</name>
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        <name>AMERICAN HOME MORTGAGE INVESTMENT TRUST FRN 10/25/2034 2004-3 4A</name>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VOYA CLO 2016-3 LTD FRN 10/18/2031 2016-3A A1R 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 5.006% 09/01/2034 FAR FNARM</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VERSO CORP WTS EXP 07/25/2023</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.448% 03/01/2038 FAR FNARM</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 4.375% 08/01/2032 FAR FNARM</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NEW YORK MORTGAGE TRUST FRN 02/25/2036 2005-3 M1</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Dryden 45 Senior Loan Fund FRN 10/15/2030 2016-45A CR 144A</name>
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        <name>FANNIE MAE 4.184% 03/01/2024 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>GSAA HOME EQUITY TRUST FRN 02/25/2035 05-5 M3</name>
        <lei>N/A</lei>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="566174"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Dryden 58 Clo Ltd 0.000001% 07/17/2031 18-58A B</name>
        <lei>549300YIDGL7GPSLZ840</lei>
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        <cusip>26245RAE0</cusip>
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          <other otherDesc="Internal Identifier" value="689421"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10792760.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <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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      <invstOrSec>
        <name>FANNIE MAE 3.458% 08/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.458% 08/01/2027 FAR FNARM</title>
        <cusip>31380AQZ8</cusip>
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          <other otherDesc="Internal Identifier" value="564348"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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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>
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          <other otherDesc="Internal Identifier" value="564364"/>
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        <curCd>USD</curCd>
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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 3.696% 05/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.696% 05/01/2036 FAR FNARM</title>
        <cusip>31403DLF4</cusip>
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          <other otherDesc="Internal Identifier" value="571446"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST FRN 09/25/2034 04-12 3A1</name>
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        <title>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST FRN 09/25/2034 04-12 3A1</title>
        <cusip>863579AP3</cusip>
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          <other otherDesc="Internal Identifier" value="591355"/>
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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>
          <maturityDt>2034-09-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A B1</name>
        <lei>N/A</lei>
        <title>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A B1</title>
        <cusip>41154XAG0</cusip>
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          <other otherDesc="Internal Identifier" value="943421"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMMC CLO XI LTD FRN 04/30/2031 2012-11A BR2 144A</name>
        <lei>5493004OOK6VXHQ8DQ60</lei>
        <title>AMMC CLO XI LTD FRN 04/30/2031 2012-11A BR2 144A</title>
        <cusip>00176ABB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688286"/>
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        <curCd>USD</curCd>
        <valUSD>1661767.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-30</maturityDt>
          <couponKind>Floating</couponKind>
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      <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>
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          <other otherDesc="Internal Identifier" value="559160"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Credit Trust 2019-SLCT4 FRN 08/15/2044 2019-S4 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Credit Trust 2019-SLCT4 FRN 08/15/2044 2019-S4 PT 144A</title>
        <cusip>21054GAA3</cusip>
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          <other otherDesc="Internal Identifier" value="996010"/>
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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>2044-08-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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        <name>TEXAS ST</name>
        <lei>549300X9CH74QB747L76</lei>
        <title>TEXAS ST</title>
        <cusip>8827234D8</cusip>
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          <other otherDesc="Internal Identifier" value="648877"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Galaxy XXVII CLO Ltd FRN 05/16/2031 144A 2018-27A A</name>
        <lei>549300GJYHKO4BDEN716</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.773% 05/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.773% 05/01/2034 FAR FNARM</title>
        <cusip>31404B5Y4</cusip>
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          <other otherDesc="Internal Identifier" value="548257"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2021 CDS</title>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>FANNIE MAE 4.50% 06/01/2025      FNMA 15</name>
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        <name>FANNIE MAE 3.851% 10/01/2038 FAR FNARM</name>
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        <name>Halcyon Loan Advisors Funding 2018-1 Ltd FRN 07/21/2031 144A 18-1A A2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <title>AUST 3YR BOND FUT Dec19 Dec 19 Future</title>
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        <fairValLevel>1</fairValLevel>
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        <name>Consumer Loan Underlying Bond Credit Trust 2019-SLCT5 FRN 09/15/2044 2019-S5 PT 144A</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 2M2</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2025 2015-C02 1M2</name>
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        <name>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.81488% 10/25/2022 Term Loan</name>
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        <name>STATE GRID OVERSEAS INVESTMENT 2016 LTD 2.75% 05/04/2022 144A</name>
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        <name>CARLYLE US CLO Ltd FRN 04/20/2031 2017-1A A1A 144A</name>
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        <name>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A A2 144A</name>
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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>
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        <name>BlueMountain CLO 2014-2 Ltd FRN 10/20/2030 2014-2A CR2 144A</name>
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        <name>FANNIE MAE 3.148% 08/01/2035 FAR FNARM</name>
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        <name>Dryden 64 CLO Ltd FRN 04/18/2031 2018-64A A 144A</name>
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      <invstOrSec>
        <name>UNITED TECHNOLOGIES CORP 4.50% 04/15/2020</name>
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        <name>N/A</name>
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        <name>BlueMountain CLO 2014-2 Ltd FRN 10/20/2030 201-2A A2R2 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.143% 08/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Angolan Government International Bond 8.25% 05/09/2028 144A</name>
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        <cusip>035198AB6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>HPS Loan Management 13-2018 Ltd FRN 10/15/2030 13A-18 C 144A</name>
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          <other otherDesc="Internal Identifier" value="927217"/>
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        <name>Madison Park Funding XXIII Ltd FRN 07/27/2030 144A 17-23A C</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CS FIRST BOSTON MORTGAGE SECURITIES CORP 5.00% 09/25/2019 04-6 3A1</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>99 CENTS ONLY STORES 8.80431% 01/13/2022 First Lien Term Loan (PIK)</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GLENCORE FUNDING LLC 3.00% 10/27/2022 144A</name>
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        <fairValLevel>2</fairValLevel>
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      <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>
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          <other otherDesc="Internal Identifier" value="685370"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DISCOVER CARD EXECUTION NOTE TRUST FRN 12/15/2023 2019-A2 A</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DISCOVER CARD EXECUTION NOTE TRUST FRN 12/15/2023 2019-A2 A</title>
        <cusip>254683CL7</cusip>
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          <other otherDesc="Internal Identifier" value="999208"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <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>
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      <invstOrSec>
        <name>FANNIE MAE 3.84% 11/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="564384"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Texas State University System</name>
        <lei>N/A</lei>
        <title>Texas State University System</title>
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          <other otherDesc="Internal Identifier" value="1018808"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CLUB Certificate Issuer Trust 1 2018-14 FRN 09/16/2041 144A 2018-14 PT</name>
        <lei>N/A</lei>
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        <cusip>21052DAA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="920880"/>
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        <curCd>USD</curCd>
        <valUSD>2539266.02000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-16</maturityDt>
          <couponKind>Variable</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <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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        <curCd>USD</curCd>
        <valUSD>557.21000000</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>2033-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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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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        <curCd>USD</curCd>
        <valUSD>245069.43000000</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>2035-03-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.19% 04/01/2037 FAR FNARM</name>
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        <cusip>31411YBZ5</cusip>
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          <other otherDesc="Internal Identifier" value="565429"/>
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        <curCd>USD</curCd>
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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 4.335% 07/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31406YCY4</cusip>
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          <other otherDesc="Internal Identifier" value="564389"/>
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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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        <name>N/A</name>
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        <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>
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          <other otherDesc="Internal Identifier" value="689623"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 2.873% 02/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="571501"/>
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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>FANNIE MAE 4.427% 06/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.427% 06/01/2033 FAR FNARM</title>
        <cusip>31401HGE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564360"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SOUTHERN CO/THE 2.35% 07/01/2021</name>
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        <cusip>842587CS4</cusip>
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          <other otherDesc="Internal Identifier" value="634618"/>
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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>BURNHAM PARK CLO LTD FRN 10/20/2029 144A 1A BR</name>
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        <title>BURNHAM PARK CLO LTD FRN 10/20/2029 144A 1A BR</title>
        <cusip>12232KAJ9</cusip>
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          <other otherDesc="Internal Identifier" value="942197"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Madison Park Funding XI Ltd FRN 07/23/2029 2013-11A CR 144A</name>
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        <title>Madison Park Funding XI Ltd FRN 07/23/2029 2013-11A CR 144A</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="672298"/>
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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>IMPERIAL BRANDS FINANCE PLC 2.95% 07/21/2020 144A</name>
        <lei>2138008L3B3MCG1DFS50</lei>
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          <other otherDesc="Internal Identifier" value="632074"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 1M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NEWPAGE CORP ESCROW ACCOUNT 11.375% 12/31/14 *REF SM#459991*</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>FANNIE MAE 4.13% 03/01/2032 FAR FNARM</name>
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        <name>FANNIE MAE 3.656% 11/01/2026 FAR FNARM</name>
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        <name>Madison Park Funding XXIX LTD 10/18/2030 144A 29A D</name>
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        <cusip>55820CAL9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.277% 08/01/2034     FNMA ARM</name>
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        <name>Harvest Operations Corp 4.2% 06/01/2023 144A</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.10%/6.10% 10/26/2023 TOGG PIK</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Madison Park Funding XXXI Ltd FRN 01/23/2031 144A 31A A2A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2028 2015-DNA3 M3</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNITED STATES TREASURY NOTE/BOND 2.125% 01/31/2021</name>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CIM Trust 2018-INV1 FRN 08/25/2048 2018-INV1 A4 144A</name>
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        <cusip>12553XAD5</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Invesco Senior Loan ETF ETF USD NPV</name>
        <lei>549300SIHU6DQELRNG59</lei>
        <title>Invesco Senior Loan ETF ETF USD NPV</title>
        <cusip>46138G508</cusip>
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        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Atrium XII FRN 04/22/2027 144A 12A AR</name>
        <lei>549300O252OCTN35RH57</lei>
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        <cusip>04965CAJ7</cusip>
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          <other otherDesc="Internal Identifier" value="953011"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jackson National Life Global Funding 3.3% 02/01/2022 144A</name>
        <lei>635400PQXLYXWJI5QD78</lei>
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        <cusip>46849LTE1</cusip>
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          <other otherDesc="Internal Identifier" value="959414"/>
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        <valUSD>12341643.12000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dryden 55 CLO Ltd FRN 4/15/2031 144A 18-55A A1</name>
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        <title>Dryden 55 CLO Ltd FRN 4/15/2031 144A 18-55A A1</title>
        <cusip>26245MAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688655"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2972340.00000000</valUSD>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.02088000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>
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          <other otherDesc="Internal Identifier" value="524670"/>
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        <curCd>USD</curCd>
        <valUSD>107987.03000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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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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        <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>2057-06-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 2014-18A A1BR 144A</name>
        <lei>549300FCSYYS3J0RKL34</lei>
        <title>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 2014-18A A1BR 144A</title>
        <cusip>64128QAS4</cusip>
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          <other otherDesc="Internal Identifier" value="941846"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-21</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sound Point Euro CLO II Funding DAC FRN 10/26/2032 2A A 144A</name>
        <lei>6354002JD5KEK1NGKT05</lei>
        <title>Sound Point Euro CLO II Funding DAC FRN 10/26/2032 2A A 144A</title>
        <cusip>BCC2KHCV5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998570"/>
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        <balance>8200000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.89726330"/>
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        <pctVal>0.304176042611</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.11000000</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 3.439% 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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        <balance>19053.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19417.07000000</valUSD>
        <pctVal>0.000644232863</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-01</maturityDt>
          <couponKind>Floating</couponKind>
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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>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE VERONA 12/20/19 7-15% TRANCHE 12/20/2019 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="671574"/>
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        <balance>4000000.00000000</balance>
        <units>NC</units>
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        <valUSD>2842.79000000</valUSD>
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        <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>
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                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>FANNIE MAE 2.957% 10/01/2040     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.957% 10/01/2040     FNMA ARM</title>
        <cusip>31384V7K2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="474172"/>
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        <curCd>USD</curCd>
        <valUSD>9398.20000000</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>2040-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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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        <curCd>USD</curCd>
        <valUSD>3055.91000000</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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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2014-1 Ltd FRN 04/17/2031 2014-1A A2R2 144A</name>
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        <title>Carlyle Global Market Strategies CLO 2014-1 Ltd FRN 04/17/2031 2014-1A A2R2 144A</title>
        <cusip>14310MAY3</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200129</title>
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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>AVON PRODUCTS INC 7.00% 03/15/2023 *RATING PENALTY/5.00%*</name>
        <lei>5493007RY69UEB1F1B45</lei>
        <title>AVON PRODUCTS INC 7.00% 03/15/2023 *RATING PENALTY/5.00%*</title>
        <cusip>054303BA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="544485"/>
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        <curCd>USD</curCd>
        <valUSD>6155925.00000000</valUSD>
        <pctVal>0.204245501074</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </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"/>
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        <curCd>USD</curCd>
        <valUSD>3942760.00000000</valUSD>
        <pctVal>0.130815595026</pctVal>
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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>
          <annualizedRt>3.70088000</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>FANNIE MAE 3.043% 07/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.043% 07/01/2034 FAR FNARM</title>
        <cusip>31405VHD2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571438"/>
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        <curCd>USD</curCd>
        <valUSD>210475.35000000</valUSD>
        <pctVal>0.006983295495</pctVal>
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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>EFS COGEN HOLDINGS I LLC (LINDEN) 5.56% 06/28/2023 Term B Advance</name>
        <lei>549300KDKPYR8NXXKI52</lei>
        <title>EFS COGEN HOLDINGS I LLC (LINDEN) 5.56% 06/28/2023 Term B Advance</title>
        <cusip>26844HAE7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="655255"/>
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        <balance>140255.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>140036.19000000</valUSD>
        <pctVal>0.004646216741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.26777000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 04/25/2029 2016-C02 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 04/25/2029 2016-C02 1M2</title>
        <cusip>30711XDS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658700"/>
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        <curCd>USD</curCd>
        <valUSD>4533771.46000000</valUSD>
        <pctVal>0.150424578532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <annualizedRt>6.07275000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Webster Park CLO Ltd FRN 07/20/2030 2015-1A A2R 144A</name>
        <lei>N/A</lei>
        <title>Webster Park CLO Ltd FRN 07/20/2030 2015-1A A2R 144A</title>
        <cusip>948214AS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690146"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1726690.00000000</valUSD>
        <pctVal>0.057289304897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.56588000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Neuberger Berman CLO XVI-S Ltd FRN 01/15/2028 17-16SA B 144A</name>
        <lei>549300UHUHCR3388B324</lei>
        <title>Neuberger Berman CLO XVI-S Ltd FRN 01/15/2028 17-16SA B 144A</title>
        <cusip>64131TAE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="681288"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391720.00000000</valUSD>
        <pctVal>0.012996754781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.25088000</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>Sound Point Euro CLO II Funding DAC FRN 10/26/2032 144A 2A B1</name>
        <lei>6354002JD5KEK1NGKT05</lei>
        <title>Sound Point Euro CLO II Funding DAC FRN 10/26/2032 144A 2A B1</title>
        <cusip>BCC2KHCY9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998566"/>
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        <balance>4300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89726330"/>
        <valUSD>4788239.26000000</valUSD>
        <pctVal>0.158867485702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.85000000</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>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A CR 144A</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A CR 144A</title>
        <cusip>67590BAW0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690153"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2822910.00000000</valUSD>
        <pctVal>0.093660443789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.85213000</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>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"/>
        </identifiers>
        <balance>1373783.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>759588.43000000</valUSD>
        <pctVal>0.025202145818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.31250000</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>GSAMP TRUST 3.09613% 06/25/2035 2005-HE3 CL M2</name>
        <lei>N/A</lei>
        <title>GSAMP TRUST 3.09613% 06/25/2035 2005-HE3 CL M2</title>
        <cusip>362341BR9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="531827"/>
        </identifiers>
        <balance>55658.73400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55847.22000000</valUSD>
        <pctVal>0.001852937362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82775000</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>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>2000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>48245.45000000</valUSD>
        <pctVal>0.001600720624</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>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>BNP PARIBAS BESPOKE RODEZ2 12/20/20 5-7% MEZZ TR</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="2000000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.20000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>2000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>48245.45000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="499768"/>
        </identifiers>
        <balance>100400.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105847.10000000</valUSD>
        <pctVal>0.003511867668</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>4.42900000</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>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"/>
        </identifiers>
        <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>FANNIE MAE 3.421% 02/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.421% 02/01/2035 FAR FNARM</title>
        <cusip>31406PKU2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565405"/>
        </identifiers>
        <balance>2541.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2625.02000000</valUSD>
        <pctVal>0.000087094713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.42100000</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>DAE FUNDING LLC 4.00% 08/01/2020 144A</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC 4.00% 08/01/2020 144A</title>
        <cusip>23371DAC8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="670702"/>
        </identifiers>
        <balance>4100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4130545.00000000</valUSD>
        <pctVal>0.137046054530</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.574% 08/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.574% 08/01/2034     FNMA ARM</title>
        <cusip>31406AZZ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="324078"/>
        </identifiers>
        <balance>663.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>674.19000000</valUSD>
        <pctVal>0.000022368738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.57400000</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 4.257% 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"/>
        </identifiers>
        <balance>903.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>912.35000000</valUSD>
        <pctVal>0.000030270573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.25700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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        <name>FANNIE MAE 2.757% 06/01/2043 FAR FNARM</name>
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        <name>COLE PARK CLO LTD FRN 10/20/2028 15-1A BR 144A</name>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust 2018-4 FRN 06/25/2058 2018-4 A1 144A</name>
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          <other otherDesc="Internal Identifier" value="921746"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.197% 04/01/2035 FAR FNARM</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/27/2025 2015-C02 2M2</name>
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        <name>ALTICE FINANCING SA 7.50% 05/15/2026 144A</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2024 2014-DN4 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2024 2014-DN4 M3</title>
        <cusip>3137G0CU1</cusip>
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          <other otherDesc="Internal Identifier" value="596603"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.343% 11/01/2036     FNMA ARM</name>
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        <name>Realkredit Danmark A/S 1% 04/01/2027</name>
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        <name>FANNIE MAE 4.015% 04/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FANNIE MAE 4.856% 03/01/2028 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31362VFD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559763"/>
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        <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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      <invstOrSec>
        <name>Antares CLO 2018-1 Ltd FRN 04/20/2031 2018-1A B 144A</name>
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          <other otherDesc="Internal Identifier" value="687904"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.696% 07/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="559947"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <fairValLevel>N/A</fairValLevel>
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        <name>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A DR 144</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BlueMountain CLO XXIV Ltd FRN 04/20/2031 144A 2019-24A A2</name>
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        <name>GREENPOINT MANUFACTURED HOUSING FRN 10/15/2026 1999-5 M1A</name>
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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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2028 2016-DNA1 M2</name>
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        <name>COMM 2014-277P Mortgage Trust FRN 08/10/2049 2014-277P A 144A</name>
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        <name>Towd Point Mortgage Trust FRN 07/25/2056 2016-4 A1 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>VOYA CLO 2016-3 LTD FRN 10/18/2031 2016-3A CR 144A</name>
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      <invstOrSec>
        <name>FANNIE MAE 3.492% 09/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Madison Park Funding XXVIII Ltd FRN 07/15/2030 2018-28A C 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UTEX INDUSTRIES INC 6.302% 05/21/2021 Initial Term Loan (First Lien)</name>
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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>
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        <cusip>88632NAK6</cusip>
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          <other otherDesc="Internal Identifier" value="989479"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Metropolitan Life Global Funding I 3.375% 01/11/2022 144A</name>
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          <other otherDesc="Internal Identifier" value="954288"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <cusip>21055RAA8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 4.21% 08/01/2025 FAR FNARM</name>
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        <cusip>31374NHT2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 12/25/27 2015-DNA2 M2</name>
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        <cusip>3137G0FT1</cusip>
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          <other otherDesc="Internal Identifier" value="631419"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENDO LUXEMBOURG FINANCE CO I SARL AND ENDO LLC 6.1875% 04/29/2024 INITIAL TERM LOANS</name>
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        <title>ENDO LUXEMBOURG FINANCE CO I SARL AND ENDO LLC 6.1875% 04/29/2024 INITIAL TERM LOANS</title>
        <cusip>L2968EAB8</cusip>
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          <other otherDesc="Internal Identifier" value="663994"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Wells Fargo Mortgage Backed Securities 2018-1 FRN 07/25/2047 2018-1 A3 144A</name>
        <lei>549300EZH20KSD9JD814</lei>
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        <cusip>94989UAC5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>LCM XXV Ltd FRN 07/22/2030 25A A 144A</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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      <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>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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          <other otherDesc="Internal Identifier" value="648911"/>
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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>MKS INSTRUMENTS INC 6.50% 02/02/2026 Tranche B-6 Term Loan</name>
        <lei>549300KEQATBHAGVF505</lei>
        <title>MKS INSTRUMENTS INC 6.50% 02/02/2026 Tranche B-6 Term Loan</title>
        <cusip>55314NAL8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1011675"/>
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        <curCd>USD</curCd>
        <valUSD>496878.03000000</valUSD>
        <pctVal>0.016485760013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.53588000</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>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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7199075.14000000</valUSD>
        <pctVal>0.238855851759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEHMAN XS TRUST FRN 10/25/2035 2005-4 1A4</name>
        <lei>N/A</lei>
        <title>LEHMAN XS TRUST FRN 10/25/2035 2005-4 1A4</title>
        <cusip>525221CB1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="632308"/>
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        <balance>393785.18500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391990.86000000</valUSD>
        <pctVal>0.013005741560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.38275000</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>Mill City Mortgage Loan Trust 2017-3 FRN 01/25/2061 144A 2017-3 A1</name>
        <lei>N/A</lei>
        <title>Mill City Mortgage Loan Trust 2017-3 FRN 01/25/2061 144A 2017-3 A1</title>
        <cusip>59980CAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683971"/>
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        <balance>6665991.89200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6747840.27000000</valUSD>
        <pctVal>0.223884471808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-01-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE JUNE-20 0-3% EQUITY TRANCHE CDX 06/20/2020 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="691466"/>
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        <balance>798913.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-101805.08000000</valUSD>
        <pctVal>-0.00337775875</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>CITIBANK BESPOKE JUNE-20 0-3% EQUITY TRANCHE CDX INDEX</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="1000000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>254000.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>798913.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-20565.78000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST FRN 11/25/2057 144A 2015-2 2A1</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST FRN 11/25/2057 144A 2015-2 2A1</title>
        <cusip>89171YAY7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="671106"/>
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        <balance>505654.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511131.00000000</valUSD>
        <pctVal>0.016958654825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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"/>
        </identifiers>
        <balance>559035.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564625.40000000</valUSD>
        <pctVal>0.018733528712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.21290000</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 3.514% 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>633.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>635.84000000</valUSD>
        <pctVal>0.000021096335</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_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>25111.54000000</valUSD>
        <pctVal>0.000833167894</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>5300000.00000000</amtCurSold>
            <curSold>CAD</curSold>
            <amtCurPur>4052731.39000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-16</settlementDt>
            <unrealizedAppr>25111.54000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEXIA CREDIT LOCAL SA 2.375% 09/20/2022 144A</name>
        <lei>F4G136OIPBYND1F41110</lei>
        <title>DEXIA CREDIT LOCAL SA 2.375% 09/20/2022 144A</title>
        <cusip>25214BAT1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="674252"/>
        </identifiers>
        <balance>4550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4617544.75000000</valUSD>
        <pctVal>0.153204066195</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.663% 10/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.663% 10/01/2033 FAR FNARM</title>
        <cusip>31403CL33</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571481"/>
        </identifiers>
        <balance>18805.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19490.92000000</valUSD>
        <pctVal>0.000646683109</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>3.66300000</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 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"/>
        </identifiers>
        <balance>47083.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48394.12000000</valUSD>
        <pctVal>0.001605653299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95700000</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 3.905% 02/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.905% 02/01/2036     FNMA ARM</title>
        <cusip>31409VAS2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="458901"/>
        </identifiers>
        <balance>338047.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>356340.41000000</valUSD>
        <pctVal>0.011822906483</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>
          <annualizedRt>3.90500000</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>DONCASTERS US FINANCE LLC 10.58438% 10/09/2020 Second-Lien Term Loans</name>
        <lei>N/A</lei>
        <title>DONCASTERS US FINANCE LLC 10.58438% 10/09/2020 Second-Lien Term Loans</title>
        <cusip>25769JAE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="546713"/>
        </identifiers>
        <balance>881574.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238025.14000000</valUSD>
        <pctVal>0.007897361320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.35438000</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 3.30% 02/01/2044 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.30% 02/01/2044 FAR FNARM</title>
        <cusip>3138XP2F9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571582"/>
        </identifiers>
        <balance>57200.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59239.05000000</valUSD>
        <pctVal>0.001965473824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain EUR CLO FRN 01/15/2033 144A 5A B</name>
        <lei>N/A</lei>
        <title>BlueMountain EUR CLO FRN 01/15/2033 144A 5A B</title>
        <cusip>BCC2LWND9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018800"/>
        </identifiers>
        <balance>4300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89726330"/>
        <valUSD>4795790.23000000</valUSD>
        <pctVal>0.159118016963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.542% 01/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.542% 01/01/2035 FAR FNARM</title>
        <cusip>31406TWR8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564387"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.513% 09/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.513% 09/01/2035     FNMA ARM</title>
        <cusip>31403CZ95</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="487200"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.125% 09/30/2021</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 2.125% 09/30/2021</title>
        <cusip>912828F21</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="598610"/>
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        <balance>117000000.00000000</balance>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-09-30</maturityDt>
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      <invstOrSec>
        <name>BIOGEN INC 2.90% 09/15/2020</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>BIOGEN INC 2.90% 09/15/2020</title>
        <cusip>09062XAC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="612760"/>
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        <balance>11500000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-15</maturityDt>
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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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        <balance>5800000.00000000</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>
        <debtSec>
          <maturityDt>2022-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 4/25/2024 2014-DN2 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 4/25/2024 2014-DN2 M3</title>
        <cusip>3137G0AY5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689461"/>
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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>2024-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Neuberger Berman Loan Advisers CLO 26 Ltd FRN 10/18/2030 144A 2017-26A C</name>
        <lei>549300P0MOXZPIM3AS61</lei>
        <title>Neuberger Berman Loan Advisers CLO 26 Ltd FRN 10/18/2030 144A 2017-26A C</title>
        <cusip>64131QAE0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684858"/>
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        <curCd>USD</curCd>
        <valUSD>1985886.00000000</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>2030-10-18</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>INDUSTRIAL &amp; COMMERCIAL BANK OF CHINA LTD NEW YO 3.231% 11/13/2019</name>
        <lei>5493002ERZU2K9PZDL40</lei>
        <title>INDUSTRIAL &amp; COMMERCIAL BANK OF CHINA LTD NEW YO 3.231% 11/13/2019</title>
        <cusip>45580KAC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="591295"/>
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        <balance>5400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5401026.00000000</valUSD>
        <pctVal>0.179198944380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.23100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 4.875% 10/14/2044 144A</name>
        <lei>5493007OEK8EF02UO833</lei>
        <title>KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 4.875% 10/14/2044 144A</title>
        <cusip>486661AF8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="618530"/>
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        <balance>3500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4268005.00000000</valUSD>
        <pctVal>0.141606796673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-10-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200313</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="2875822585574"/>
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        <balance>1.00000000</balance>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>KINDER MORGAN INC 3.05% 12/01/2019</name>
        <lei>549300WR7IX8XE0TBO16</lei>
        <title>KINDER MORGAN INC 3.05% 12/01/2019</title>
        <cusip>49456BAE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="592807"/>
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        <balance>4500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4503152.84000000</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>2019-12-01</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>USD_EUR_20200130</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="2845522434892"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <valUSD>216466.71000000</valUSD>
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        <assetCat>DFE</assetCat>
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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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        <name>SECURUS TECHNOLOGIES HOLDINGS INC 10.12688% 11/01/2025 SECOND LIEN INITIAL LOAN</name>
        <lei>549300EBCNNXVCJ2FW66</lei>
        <title>SECURUS TECHNOLOGIES HOLDINGS INC 10.12688% 11/01/2025 SECOND LIEN INITIAL LOAN</title>
        <cusip>78410QAE2</cusip>
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          <other otherDesc="Internal Identifier" value="668594"/>
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        <curCd>USD</curCd>
        <valUSD>434849.71000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <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"/>
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        <balance>5900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6166730.09000000</valUSD>
        <pctVal>0.204603999759</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-04-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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      <invstOrSec>
        <name>GE COMMERCIAL MORTGAGE CORP TRUST FRN 12/10/2049 2007-C1 AM</name>
        <lei>549300MEP395QRNT3X34</lei>
        <title>GE COMMERCIAL MORTGAGE CORP TRUST FRN 12/10/2049 2007-C1 AM</title>
        <cusip>36159XAH3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="459094"/>
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        <balance>858348.30400000</balance>
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        <curCd>USD</curCd>
        <valUSD>758402.23000000</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>2049-12-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.60600000</annualizedRt>
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      <invstOrSec>
        <name>U S TREASURY NOTE/BOND I/L 0.375% 07/15/2023 INDEX LINKED</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.375% 07/15/2023 INDEX LINKED</title>
        <cusip>912828VM9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="555358"/>
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        <curCd>USD</curCd>
        <valUSD>32353627.41000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Dunedin Park CLO DAC FRN 10/22/2032 144A 1A A1</name>
        <lei>635400VZKZZW7P5TBL62</lei>
        <title>Dunedin Park CLO DAC FRN 10/22/2032 144A 1A A1</title>
        <cusip>000000000</cusip>
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          <isin value="XS2036104672"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="529560"/>
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        <curCd>USD</curCd>
        <valUSD>34226.22000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.903% 01/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.903% 01/01/2035     FNMA ARM</title>
        <cusip>31406H3D7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="461866"/>
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        <balance>9611.00000000</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>
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          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <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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        <curCd>USD</curCd>
        <valUSD>2631288.00000000</valUSD>
        <pctVal>0.087302677669</pctVal>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Newark BSL CLO 2 Ltd FRN 07/25/2030 2017-1A B 144A</name>
        <lei>N/A</lei>
        <title>Newark BSL CLO 2 Ltd FRN 07/25/2030 2017-1A B 144A</title>
        <cusip>65023PAG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="668595"/>
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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>Towd Point Mortgage Trust 2019-1 FRN 03/25/2058 2019-1 A1 144A</name>
        <lei>N/A</lei>
        <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>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-03-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020</name>
        <lei>549300APVP4R32PI3Y06</lei>
        <title>EXPORT-IMPORT BANK OF KOREA 2.25% 01/21/2020</title>
        <cusip>302154BS7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="595448"/>
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        <balance>11200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11206552.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST FRN 2/19/35 04-AR6 A1A</name>
        <lei>N/A</lei>
        <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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        <balance>1160143.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1152574.81000000</valUSD>
        <pctVal>0.038240917424</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>
          <annualizedRt>2.54638000</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>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>6500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6768157.50000000</valUSD>
        <pctVal>0.224558570797</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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
        <cusip>126650CJ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627328"/>
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        <balance>2800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2813631.66000000</valUSD>
        <pctVal>0.093352600662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</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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        <name>OXBOW CARBON LLC 4.62688% 01/04/2022 TRANCHE A TERM LOAN</name>
        <lei>IH5EFCAY91O8SVS0VX92</lei>
        <title>OXBOW CARBON LLC 4.62688% 01/04/2022 TRANCHE A TERM LOAN</title>
        <cusip>69138EAT6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="681018"/>
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        <balance>321287.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319680.77000000</valUSD>
        <pctVal>0.010606587808</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28588000</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>ON SEMICONDUCTOR CORP 6.5% 09/18/2026 2019 Replacement Term B-4 Loans</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON SEMICONDUCTOR CORP 6.5% 09/18/2026 2019 Replacement Term B-4 Loans</title>
        <cusip>68218EAH7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1009896"/>
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        <balance>3234378.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3253012.14000000</valUSD>
        <pctVal>0.107930667533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.78588000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 08/25/2024 2014-HQ1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 08/25/2024 2014-HQ1 M3</title>
        <cusip>3137G0BW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686298"/>
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        <balance>10078927.44400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10653720.61000000</valUSD>
        <pctVal>0.353476448185</pctVal>
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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>5.92275000</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>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.04% 05/15/2023 2017-6 A</name>
        <lei>549300Y4SA5G3GIJTP18</lei>
        <title>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.04% 05/15/2023 2017-6 A</title>
        <cusip>02582JHJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="677238"/>
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        <balance>16300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16336316.40000000</valUSD>
        <pctVal>0.542017508144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.04000000</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>Bausch Health Cos Inc 6.5% 11/27/2025 First Incremental Term Loans</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Cos Inc 6.5% 11/27/2025 First Incremental Term Loans</title>
        <cusip>C9413PBB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="943422"/>
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        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1753594.50000000</valUSD>
        <pctVal>0.058181960848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.67125000</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>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>1791220.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1749798.06000000</valUSD>
        <pctVal>0.058055999958</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>5.81250000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.385% 11/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.385% 11/01/2036 FAR FNARM</title>
        <cusip>31411AK61</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571488"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18933.67000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>
          <other otherDesc="Internal Identifier" value="661943"/>
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        <balance>1454809.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1454493.75000000</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>2024-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.21425000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>
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        <curCd>USD</curCd>
        <valUSD>3890250.00000000</valUSD>
        <pctVal>0.129073382238</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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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.028% 06/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.028% 06/01/2035 FAR FNARM</title>
        <cusip>31410GFX6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571471"/>
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        <balance>51915.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54668.64000000</valUSD>
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        <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>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2023 2013-DN2 M2</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2023 2013-DN2 M2</title>
        <cusip>3137G0AD1</cusip>
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          <other otherDesc="Internal Identifier" value="625271"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST FRN 04/25/2056 144A 2016-3 A1</name>
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        <title>TOWD POINT MORTGAGE TRUST FRN 04/25/2056 144A 2016-3 A1</title>
        <cusip>89172YAA8</cusip>
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          <other otherDesc="Internal Identifier" value="641203"/>
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        <curCd>USD</curCd>
        <valUSD>8117020.24000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-04-25</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GRIFOLS WORLDWIDE OPERATIONS USA INC 4.46988% 01/31/2025 Tranche B Term Loan</name>
        <lei>N/A</lei>
        <title>GRIFOLS WORLDWIDE OPERATIONS USA INC 4.46988% 01/31/2025 Tranche B Term Loan</title>
        <cusip>39843PAD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="657991"/>
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        <balance>1420503.90000000</balance>
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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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 09/25/2024 2014-HQ2 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 09/25/2024 2014-HQ2 M3</title>
        <cusip>3137G0CH0</cusip>
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          <other otherDesc="Internal Identifier" value="686300"/>
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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>5.57275000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CSM BAKERY SUPPLIES LLC 10.16% 07/03/2021 Second Lien Term Loan</name>
        <lei>5493001EXHLY7Q2ERI31</lei>
        <title>CSM BAKERY SUPPLIES LLC 10.16% 07/03/2021 Second Lien Term Loan</title>
        <cusip>60001PAD9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="550226"/>
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        <balance>772194.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>691114.01000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-03</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THORNBURG MORTGAGE SECURITIES TRUST FRN 9/25/44 2004-3 A</name>
        <lei>N/A</lei>
        <title>THORNBURG MORTGAGE SECURITIES TRUST FRN 9/25/44 2004-3 A</title>
        <cusip>885220FS7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="589920"/>
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        <balance>701124.54100000</balance>
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        <curCd>USD</curCd>
        <valUSD>708993.68000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.56275000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Neuberger Berman Loan Advisers CLO 26 Ltd FRN 10/18/2030 144A 2017-26A B</name>
        <lei>549300P0MOXZPIM3AS61</lei>
        <title>Neuberger Berman Loan Advisers CLO 26 Ltd FRN 10/18/2030 144A 2017-26A B</title>
        <cusip>64131QAC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="677412"/>
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        <balance>1078945.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1058186.10000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.50325000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Madison Park Euro Funding XIV DAC FRN 07/15/2032 144A 14A A1N</name>
        <lei>635400XLHN7OVUSEV112</lei>
        <title>Madison Park Euro Funding XIV DAC FRN 07/15/2032 144A 14A A1N</title>
        <cusip>BCC2JVC79</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="985473"/>
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        <balance>4200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89726330"/>
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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>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.12000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA TRS RCV EURIBOR 3 MONTH PAY  12/20/19</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="693811"/>
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        <balance>10200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89726330"/>
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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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              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Dryden 64 CLO Ltd FRN 04/18/2031 2018-64A D 144A</name>
        <lei>N/A</lei>
        <title>Dryden 64 CLO Ltd FRN 04/18/2031 2018-64A D 144A</title>
        <cusip>26251LAJ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687162"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>456300.00000000</valUSD>
        <pctVal>0.015139434307</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.65325000</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>BRAVO Residential Funding Trust 2019-1 3.50 03/25/2058 2019-1 A1C 144A</name>
        <lei>N/A</lei>
        <title>BRAVO Residential Funding Trust 2019-1 3.50 03/25/2058 2019-1 A1C 144A</title>
        <cusip>10568GAD9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977066"/>
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        <balance>6843103.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6971570.80000000</valUSD>
        <pctVal>0.231307556755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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        <cusip>21053KAA5</cusip>
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          <other otherDesc="Internal Identifier" value="965665"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Towd Point Mortgage Trust 2016-2 FRN 08/25/2055 2016-2 A1A 144A</name>
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          <other otherDesc="Internal Identifier" value="670959"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.879% 05/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.879% 05/01/2036     FNMA ARM</title>
        <cusip>31403DMB2</cusip>
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          <other otherDesc="Internal Identifier" value="453848"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-05-01</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES GROUP INC 5.00% 12/20/2019 CDS</title>
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          <other otherDesc="Internal Sec ID" value="679267"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200130</title>
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          <other otherDesc="Internal Sec ID" value="2860622503097"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>CELGENE CORP 2.25% 08/15/2021</name>
        <lei>4SIHMF0MOSTTL8CD0X64</lei>
        <title>CELGENE CORP 2.25% 08/15/2021</title>
        <cusip>151020AV6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="676754"/>
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        <balance>7900000.00000000</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>2021-08-15</maturityDt>
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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>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS2011969735"/>
          <other otherDesc="Internal Identifier" value="1000079"/>
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        <balance>4700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4841728.50000000</valUSD>
        <pctVal>0.160642188387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UTEX INDUSTRIES INC 9.552% 05/20/2022 Second Lien Initial Term Loan</name>
        <lei>N/A</lei>
        <title>UTEX INDUSTRIES INC 9.552% 05/20/2022 Second Lien Initial Term Loan</title>
        <cusip>91759UAP0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="576853"/>
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        <balance>71338.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>37809.42000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.03588000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TURKEY GOVERNMENT INTERNATIONAL BOND 1.00% 12/20/2019 CDS</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="690780"/>
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        <balance>-900000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1552.57000000</valUSD>
        <pctVal>-0.00005151223</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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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>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-29 FRN 12/15/2043 2018-29 PT 144A</title>
        <cusip>21052UAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942471"/>
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        <balance>721225.23000000</balance>
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        <curCd>USD</curCd>
        <valUSD>596586.40000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>25.917286</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlueMountain Fuji US Clo II Ltd FRN 10/20/2030 2017-2A B 144A</name>
        <lei>N/A</lei>
        <title>BlueMountain Fuji US Clo II Ltd FRN 10/20/2030 2017-2A B 144A</title>
        <cusip>09629EAG6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="672756"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>968080.00000000</valUSD>
        <pctVal>0.032119622100</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>
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      <invstOrSec>
        <name>SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATI</name>
        <lei>N/A</lei>
        <title>SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATI</title>
        <cusip>798170AE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="680539"/>
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        <balance>5320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5446190.40000000</valUSD>
        <pctVal>0.180697439815</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1M2</title>
        <cusip>30711XEP5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658303"/>
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        <balance>20305000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21278360.79000000</valUSD>
        <pctVal>0.705988045921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.37275000</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>Galaxy XXVII CLO Ltd FRN 05/16/2031 18-27A D 144A</name>
        <lei>549300GJYHKO4BDEN716</lei>
        <title>Galaxy XXVII CLO Ltd FRN 05/16/2031 18-27A D 144A</title>
        <cusip>36320UAJ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687874"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223615.00000000</valUSD>
        <pctVal>0.007419251813</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.91838000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2023 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="691497"/>
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        <balance>1590000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-400036.91000000</valUSD>
        <pctVal>-0.01327269892</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="1590000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <upfrontRcpt>273976.36000000</upfrontRcpt>
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            <unrealizedAppr>-174637.50000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BARCLAYS BANK PLC TRS RCV MARKIT IBOXX US PAY US0003M 06/20/20</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693775"/>
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        <balance>30950000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-329186.28000000</valUSD>
        <pctVal>-0.01092196813</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="30950000.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="9" resetDt="Month" resetDtUnit="0"/>
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="0.00000000" pmntAmt="30950000.00000000">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <terminationDt>2020-06-20</terminationDt>
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            <upfrontRcpt>14827.66000000</upfrontRcpt>
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            <notionalAmt>30950000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-329186.28000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ATRIUM IX FRN 05/28/2030 9A AR 144A</name>
        <lei>549300UTF8S11AHH4P70</lei>
        <title>ATRIUM IX FRN 05/28/2030 9A AR 144A</title>
        <cusip>04964KAL5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="671042"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1999040.00000000</valUSD>
        <pctVal>0.066325519961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.38438000</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>UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021</name>
        <lei>N/A</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 2.25% 07/31/2021</title>
        <cusip>912828WY2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="585938"/>
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        <balance>39000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39457031.25000000</valUSD>
        <pctVal>1.309132440463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-31</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 3.177% 02/01/2023 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.177% 02/01/2023 FAR FNARM</title>
        <cusip>31365DQS7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559765"/>
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        <balance>8789.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8861.07000000</valUSD>
        <pctVal>0.000293998656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.17700000</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 09/25/2030 2018-HQA1 M1</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 09/25/2030 2018-HQA1 M1</title>
        <cusip>3137G0UC1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687122"/>
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        <balance>3720903.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3722140.60000000</valUSD>
        <pctVal>0.123495733283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.52275000</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 2.757% 10/01/2044     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.757% 10/01/2044     FNMA ARM</title>
        <cusip>31402RH77</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="468486"/>
        </identifiers>
        <balance>24372.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24917.88000000</valUSD>
        <pctVal>0.000826742510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO LTD FRN 04/25/2031 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>4500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4455540.00000000</valUSD>
        <pctVal>0.147828961505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.90963000</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>HSBC HOLDINGS PLC 3.40% 03/08/2021</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 3.40% 03/08/2021</title>
        <cusip>404280AV1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="628117"/>
        </identifiers>
        <balance>3300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3359499.00000000</valUSD>
        <pctVal>0.111463761597</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</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>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>2400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2340720.00000000</valUSD>
        <pctVal>0.077662013308</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>3.37713000</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 CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 2M2</title>
        <cusip>30711XAH7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="622614"/>
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        <balance>1212595.71200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1254599.78000000</valUSD>
        <pctVal>0.041625971842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.42275000</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 3.326% 10/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.326% 10/01/2033 FAR FNARM</title>
        <cusip>31403AWT8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565454"/>
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        <balance>8199.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8447.59000000</valUSD>
        <pctVal>0.000280279933</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>3.32600000</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 2.066% 03/01/2033     FN COFI+125;LC12.25</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.066% 03/01/2033     FN COFI+125;LC12.25</title>
        <cusip>31370Q6L8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="315409"/>
        </identifiers>
        <balance>41409.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41465.24000000</valUSD>
        <pctVal>0.001375762167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.06600000</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>CREDIT SUISSE NEW YORK 4.375% 08/05/2020</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE NEW YORK 4.375% 08/05/2020</title>
        <cusip>22546QAF4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="476704"/>
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        <balance>12000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12305400.00000000</valUSD>
        <pctVal>0.408276999625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2.975% 04/01/2028 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.975% 04/01/2028 FAR FNARM</title>
        <cusip>31401AJS7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564396"/>
        </identifiers>
        <balance>54801.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55351.95000000</valUSD>
        <pctVal>0.001836504954</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.97500000</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>HALCON RESOURCES CORP WTS EXP 10/08/2022 CL A</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>HALCON RESOURCES CORP WTS EXP 10/08/2022 CL A</title>
        <cusip>40537Q134</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1014174"/>
        </identifiers>
        <balance>1093.00000000</balance>
        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="WARRANTS TO EQUITY"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10113896.20000000</valUSD>
        <pctVal>0.335565783725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</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>NOTA DO TESOURO NACIONAL NTNF 01/01/2021 STATED RATE 10%</name>
        <lei>N/A</lei>
        <title>NOTA DO TESOURO NACIONAL NTNF 01/01/2021 STATED RATE 10%</title>
        <cusip>P80551PC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="498212"/>
        </identifiers>
        <balance>2350.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="BRL" exchangeRt="3.98735000"/>
        <valUSD>620289.71000000</valUSD>
        <pctVal>0.020580397361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.46138200</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 4.263% 05/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.263% 05/01/2038 FAR FNARM</title>
        <cusip>31379MDU0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="550642"/>
        </identifiers>
        <balance>53135.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55330.60000000</valUSD>
        <pctVal>0.001835796589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.26300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 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"/>
        </identifiers>
        <balance>382150.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401171.02000000</valUSD>
        <pctVal>0.013310327204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.66200000</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>41689.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43987.43000000</valUSD>
        <pctVal>0.001459445116</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ALLY FINANCIAL INC 5.00% 12/20/2024 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693756"/>
        </identifiers>
        <balance>-11000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2263291.08000000</valUSD>
        <pctVal>-0.07509302350</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="11000000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-11000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-150131.20000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>10765594.56000000</valUSD>
        <pctVal>0.357188278815</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>
        </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"/>
        </identifiers>
        <balance>5567625.84500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5567673.73000000</valUSD>
        <pctVal>0.184728097044</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>2.66350000</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>CROWN Americas LLC 4.28319% 04/03/2025 Dollar Term B Loan</name>
        <lei>RPPGGRL1J75WGF2DFO04</lei>
        <title>CROWN Americas LLC 4.28319% 04/03/2025 Dollar Term B Loan</title>
        <cusip>22818RAW6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="682482"/>
        </identifiers>
        <balance>1052970.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1060868.08000000</valUSD>
        <pctVal>0.035198208648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99725000</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>2728825.00000000</valUSD>
        <pctVal>0.090538827141</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>2.94550000</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 4.24% 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"/>
        </identifiers>
        <balance>5770.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5944.58000000</valUSD>
        <pctVal>0.000197233351</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>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST FRN 02/25/2035 2005-AR1 1A1</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST FRN 02/25/2035 2005-AR1 1A1</title>
        <cusip>949781AA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="557044"/>
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        <balance>593820.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>619475.16000000</valUSD>
        <pctVal>0.020553371663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.07995500</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>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>733250.00000000</valUSD>
        <pctVal>0.024328271326</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO LTD FRN 10/15/2028 144A 2012-4A A2R</name>
        <lei>N/A</lei>
        <title>VOYA CLO LTD FRN 10/15/2028 144A 2012-4A A2R</title>
        <cusip>92916GAC8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="644222"/>
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        <balance>7660000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7663140.60000000</valUSD>
        <pctVal>0.254252933823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.85088000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY 1.00% 12/20/2024 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693758"/>
        </identifiers>
        <balance>11000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>239090.16000000</valUSD>
        <pctVal>0.007932697284</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="11000000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>11000000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>25345.05000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WEST CLO LTD FRN 07/18/2026 14-1A A2R 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 2.757% 10/01/2044 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Williams Cos Inc/The 4.125% 11/15/2020</name>
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        <name>HARBOR FREIGHT TOOLS USA INC 4.37688% 08/19/2023 REFINANCING LOANS</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31414FS36</cusip>
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          <other otherDesc="Internal Identifier" value="571442"/>
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        <name>FANNIE MAE 2.419% 07/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="548276"/>
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        <name>FANNIE MAE 3.498% 10/01/2029     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31383S6Q8</cusip>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.507% 07/01/2035     FNMA ARM</title>
        <cusip>31407BZK8</cusip>
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      <invstOrSec>
        <name>FANNIE MAE 3.84% 08/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31410GMZ3</cusip>
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        <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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        <isRestrictedSec>N</isRestrictedSec>

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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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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="4100000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-4100000.00000000</notionalAmt>
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            <unrealizedAppr>-95797.62000000</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 3.385% 02/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.385% 02/01/2033     FNMA ARM</title>
        <cusip>31400HFD0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="473736"/>
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        <balance>18380.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18966.70000000</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>2033-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.38500000</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>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"/>
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        <balance>3100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3139907.17000000</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>2020-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>FANNIE MAE 3.97% 04/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.97% 04/01/2037 FAR FNARM</title>
        <cusip>31411UL74</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571565"/>
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        <balance>3391.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3466.69000000</valUSD>
        <pctVal>0.000115020218</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>3.97000000</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>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-31 FRN 09/15/2044 2019-31 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-31 FRN 09/15/2044 2019-31 PT 144A</title>
        <cusip>21055FAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1001174"/>
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        <balance>2300367.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2149903.32000000</valUSD>
        <pctVal>0.071330966646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>22.58</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A D 144A</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A D 144A</title>
        <cusip>92917JAN7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688860"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275187.00000000</valUSD>
        <pctVal>0.009130342995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.75088000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A CR 144A</name>
        <lei>549300EY2ULL20U3RR38</lei>
        <title>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A CR 144A</title>
        <cusip>67590WCL6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688015"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246322.50000000</valUSD>
        <pctVal>0.008172656820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.85088000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dryden 55 CLO Ltd FRN 04/15/2031 144A 18-55A D</name>
        <lei>N/A</lei>
        <title>Dryden 55 CLO Ltd FRN 04/15/2031 144A 18-55A D</title>
        <cusip>26245MAL5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688653"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272409.00000000</valUSD>
        <pctVal>0.009038172606</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>4.85088000</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>TECH DATA CORP 3.70% 02/15/2022</name>
        <lei>549300EK847TAWPJWF34</lei>
        <title>TECH DATA CORP 3.70% 02/15/2022</title>
        <cusip>878237AG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="685632"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>821125.14000000</valUSD>
        <pctVal>0.027243852981</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>3.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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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        <balance>3078283.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3096372.58000000</valUSD>
        <pctVal>0.102733572796</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>4.62275000</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 3.825% 02/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.825% 02/01/2037 FAR FNARM</title>
        <cusip>31402DHS2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564341"/>
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        <balance>11803.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12533.77000000</valUSD>
        <pctVal>0.000415854016</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>3.82500000</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 3.26% 09/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.26% 09/01/2035     FNMA ARM</title>
        <cusip>31407WTA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="418556"/>
        </identifiers>
        <balance>26273.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27419.73000000</valUSD>
        <pctVal>0.000909750605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.26000000</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>BlueMountain Fuji US Clo III Ltd FRN 01/15/2030 144A 2017-3A A2</name>
        <lei>N/A</lei>
        <title>BlueMountain Fuji US Clo III Ltd FRN 01/15/2030 144A 2017-3A A2</title>
        <cusip>09628FAC3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="680577"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>977500.00000000</valUSD>
        <pctVal>0.032432165320</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>3.15088000</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>Madison Park Funding XIV Ltd FRN 10/22/2030 2014-14A CRR 144A</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XIV Ltd FRN 10/22/2030 2014-14A CRR 144A</title>
        <cusip>55818RBC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="937838"/>
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        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>368490.00000000</valUSD>
        <pctVal>0.012226013911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.15325000</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>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"/>
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        <balance>820751.06500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>822924.33000000</valUSD>
        <pctVal>0.027303547740</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>2.40275000</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 3.468% 01/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.468% 01/01/2034     FNMA ARM</title>
        <cusip>31404GV40</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="486434"/>
        </identifiers>
        <balance>453.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>475.94000000</valUSD>
        <pctVal>0.000015791063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.46800000</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>FedEx Corp 3.4% 01/14/2022</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FedEx Corp 3.4% 01/14/2022</title>
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        <name>Galaxy XXVI CLO Ltd FRN 11/22/2031 2018-26A A 144A</name>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-26 FRN 08/15/2044 144A</name>
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        <name>N/A</name>
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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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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1155000.00000000</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>2024-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.12500000</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>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>5942911.30000000</valUSD>
        <pctVal>0.197177986461</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WOLVERINE FUELS HOLDING LLC 12.62688% 02/16/2021 Second Lien Initial Term Loan</name>
        <lei>N/A</lei>
        <title>WOLVERINE FUELS HOLDING LLC 12.62688% 02/16/2021 Second Lien Initial Term Loan</title>
        <cusip>10247GAD8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="556954"/>
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        <balance>427667.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>404501.66000000</valUSD>
        <pctVal>0.013420833462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.87413000</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 3.296% 12/01/2028 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.296% 12/01/2028 FAR FNARM</title>
        <cusip>31382UUW4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571549"/>
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        <balance>15356.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15567.57000000</valUSD>
        <pctVal>0.000516511512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.29600000</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>Neuberger Berman Loan Advisers CLO 27 Ltd FRN 01/15/2030 2018-27A C 144A</name>
        <lei>549300IWMW28G8CR9G28</lei>
        <title>Neuberger Berman Loan Advisers CLO 27 Ltd FRN 01/15/2030 2018-27A C 144A</title>
        <cusip>64131WAG2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683432"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469325.00000000</valUSD>
        <pctVal>0.015571586689</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>
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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>State of California</name>
        <lei>N/A</lei>
        <title>State of California</title>
        <cusip>13063DRD2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018938"/>
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        <balance>18195000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18441178.35000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</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>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA TRS RCV MARKIT IBOXX US PAY US0003M 12/20/19</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693138"/>
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        <balance>1300000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10562.05000000</valUSD>
        <pctVal>0.000350434937</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="1300000.00000000">
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            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="0.00000000" pmntAmt="1300000.00000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>1300000.00000000</notionalAmt>
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            <unrealizedAppr>10562.05000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE/BOND I/L 1.375% 01/15/2020 INDEX LINKED</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 1.375% 01/15/2020 INDEX LINKED</title>
        <cusip>912828MF4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="461021"/>
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        <balance>25935113.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25937139.05000000</valUSD>
        <pctVal>0.860560185788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</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>DRYDEN 50 SENIOR LOAN FUND FRN 07/15/2030 2017-50A C 144A</name>
        <lei>5493008NBEE3C4AF3K95</lei>
        <title>DRYDEN 50 SENIOR LOAN FUND FRN 07/15/2030 2017-50A C 144A</title>
        <cusip>262431AE9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="670814"/>
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        <balance>2150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2150666.50000000</valUSD>
        <pctVal>0.071356287956</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>
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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 3.401% 03/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.401% 03/01/2033     FNMA ARM</title>
        <cusip>31391LRW7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="347272"/>
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        <balance>7130.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7370.78000000</valUSD>
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        <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>3.40100000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dryden 55 CLO Ltd FRN 4/15/2031 144A  18-55A C</name>
        <lei>N/A</lei>
        <title>Dryden 55 CLO Ltd FRN 4/15/2031 144A  18-55A C</title>
        <cusip>26245MAJ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688654"/>
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        <curCd>USD</curCd>
        <valUSD>568896.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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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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        <currencyConditional curCd="EUR" exchangeRt="0.89726330"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2024 2014-C04 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2024 2014-C04 2M2</title>
        <cusip>30711XAR5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="652548"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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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        <curCd>USD</curCd>
        <valUSD>1075037.25000000</valUSD>
        <pctVal>0.035668323087</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>
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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>FANNIE MAE 3.09% 02/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.09% 02/01/2035     FNMA ARM</title>
        <cusip>31406GLR8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="354415"/>
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        <balance>5930.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5891.26000000</valUSD>
        <pctVal>0.000195464264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.09000000</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>CAPITAL ONE FINANCIAL CORP 3.05% 03/09/2022</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP 3.05% 03/09/2022</title>
        <cusip>14040HBL8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="661513"/>
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        <balance>13600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13868965.30000000</valUSD>
        <pctVal>0.460154041363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>4683532.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4708903.60000000</valUSD>
        <pctVal>0.156235232770</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>3.53588000</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>NOK_USD_20200130</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="2910422767316"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-33700.20000000</valUSD>
        <pctVal>-0.00111812834</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>3982905.33000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>36300000.00000000</amtCurPur>
            <curPur>NOK</curPur>
            <settlementDt>2020-01-30</settlementDt>
            <unrealizedAppr>-33700.20000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CALPINE CORP 5.875% 01/15/2024 144A</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>CALPINE CORP 5.875% 01/15/2024 144A</title>
        <cusip>131347CC8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="563235"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4098000.00000000</valUSD>
        <pctVal>0.135966254202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</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>RZD CAPITAL PLC (RUSSIAN RAILWAYS) 5.70% 04/05/2022 REGS</name>
        <lei>635400VKMH1VQDFMW392</lei>
        <title>RZD CAPITAL PLC (RUSSIAN RAILWAYS) 5.70% 04/05/2022 REGS</title>
        <cusip>G7722TAA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="517822"/>
        </identifiers>
        <balance>4800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5151096.00000000</valUSD>
        <pctVal>0.170906595450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</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 3.383% 08/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.383% 08/01/2035     FNMA ARM</title>
        <cusip>31407FUZ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="496630"/>
        </identifiers>
        <balance>20157.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21400.54000000</valUSD>
        <pctVal>0.000710041791</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>3.38300000</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 3.331% 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"/>
        </identifiers>
        <balance>22613.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23863.02000000</valUSD>
        <pctVal>0.000791743641</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>
          <ticker value="HKRWQ"/>
          <other otherDesc="Internal Identifier" value="645128"/>
        </identifiers>
        <balance>8753.00000000</balance>
        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="WARRANTS TO EQUITY"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>
          <other otherDesc="Internal Identifier" value="1014176"/>
        </identifiers>
        <balance>1757.00000000</balance>
        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="WARRANTS TO EQUITY"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2028 2015-DNA3 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2028 2015-DNA3 M2</title>
        <cusip>3137G0GT0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="652053"/>
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        <balance>3077918.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3111961.24000000</valUSD>
        <pctVal>0.103250784047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.67275000</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 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"/>
        </identifiers>
        <balance>17945.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18348.96000000</valUSD>
        <pctVal>0.000608794377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY FRN 01/27/2020</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY FRN 01/27/2020</title>
        <cusip>61747YDX0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="596149"/>
        </identifiers>
        <balance>22400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22451821.28000000</valUSD>
        <pctVal>0.744921922759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.07563000</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>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>102317.40200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103014.18000000</valUSD>
        <pctVal>0.003417875105</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.63658800</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CATAMARAN CLO LTD FRN 10/18/2026 2014-2A BR 144A</name>
        <lei>549300YV4DIC30VMKL37</lei>
        <title>CATAMARAN CLO LTD FRN 10/18/2026 2014-2A BR 144A</title>
        <cusip>14889HAL3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="653558"/>
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        <balance>3011300.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3012685.20000000</valUSD>
        <pctVal>0.099956935513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.95325000</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 3.674% 03/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.674% 03/01/2034     FNMA ARM</title>
        <cusip>31404ENZ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="499711"/>
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        <balance>81879.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84974.36000000</valUSD>
        <pctVal>0.002819337587</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.67400000</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>Jyske Realkredit A/S 1% 04/01/2026</name>
        <lei>529900R9HQNZRT2OXB26</lei>
        <title>Jyske Realkredit A/S 1% 04/01/2026</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DK0009391377"/>
          <other otherDesc="Internal Identifier" value="1004034"/>
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        <balance>49970000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="DKK" exchangeRt="6.70340000"/>
        <valUSD>8006486.04000000</valUSD>
        <pctVal>0.265644684281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <name>KAZAKHSTAN TEMIR ZHOLY FINANCE BV 6.95% 07/10/2042 144A</name>
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        <name>OBP DEPOSITOR LLC TRUST 4.6462% 07/15/2045 2010-OBP A 144A</name>
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        <name>OCTAGON INVESTMENT PARTNERS 35 LTD FRN 01/20/2031 2018-1A A1B 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 26 Ltd FRN 07/15/2030 2016-1A BR 144A</name>
        <lei>549300ZYOSZSIH0Y3392</lei>
        <title>Octagon Investment Partners 26 Ltd FRN 07/15/2030 2016-1A BR 144A</title>
        <cusip>67590YAQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689481"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1971600.00000000</valUSD>
        <pctVal>0.065415096824</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>3.60088000</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>Towd Point Mortgage Trust 2018-2 FRN 03/25/2058 2018-2  A1 144A</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2018-2 FRN 03/25/2058 2018-2  A1 144A</title>
        <cusip>89175VAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689253"/>
        </identifiers>
        <balance>6725882.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6902796.63000000</valUSD>
        <pctVal>0.229025720181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-03-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain Fuji US Clo III Ltd FRN 01/15/2030 144A 2017-3A C</name>
        <lei>N/A</lei>
        <title>BlueMountain Fuji US Clo III Ltd FRN 01/15/2030 144A 2017-3A C</title>
        <cusip>09628FAG4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="680575"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>473110.00000000</valUSD>
        <pctVal>0.015697168015</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>3.70088000</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 3.71% 03/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.71% 03/01/2034 FAR FNARM</title>
        <cusip>31404JS55</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="561530"/>
        </identifiers>
        <balance>719.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>761.70000000</valUSD>
        <pctVal>0.000025272204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.71000000</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>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"/>
        </identifiers>
        <balance>953133.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>834944.95000000</valUSD>
        <pctVal>0.027702376114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.03588000</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>ARDAGH PACKAGING FINANCE PLC/MP HOLDINGS USA INC 4.25% 09/15/2022 144A</name>
        <lei>N/A</lei>
        <title>ARDAGH PACKAGING FINANCE PLC/MP HOLDINGS USA INC 4.25% 09/15/2022 144A</title>
        <cusip>03969AAM2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="660919"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4065000.00000000</valUSD>
        <pctVal>0.134871357572</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A C 144A</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A C 144A</title>
        <cusip>09630AAJ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934779"/>
        </identifiers>
        <balance>1785715.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1714643.54000000</valUSD>
        <pctVal>0.056889619186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13963000</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 3.884% 11/01/2032     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.884% 11/01/2032     FNMA ARM</title>
        <cusip>31391Q3Y8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="338120"/>
        </identifiers>
        <balance>22920.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23354.53000000</valUSD>
        <pctVal>0.000774872611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.88400000</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>VOYA CLO 2016-3 LTD FRN 10/18/2031 144A 3A A2R</name>
        <lei>549300001G5S0D8B8343</lei>
        <title>VOYA CLO 2016-3 LTD FRN 10/18/2031 144A 3A A2R</title>
        <cusip>92915HAN3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940298"/>
        </identifiers>
        <balance>818182.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>808282.00000000</valUSD>
        <pctVal>0.026817734475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.40325000</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>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"/>
        </identifiers>
        <balance>3494495.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3491584.68000000</valUSD>
        <pctVal>0.115846190866</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>3.57000000</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 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"/>
        </identifiers>
        <balance>4500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4351995.00000000</valUSD>
        <pctVal>0.144393474489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.36588000</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>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"/>
        </identifiers>
        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1757227.50000000</valUSD>
        <pctVal>0.058302499013</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>4.66588000</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 3.295% 07/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.295% 07/01/2032 FAR FNARM</title>
        <cusip>31407DNK7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571503"/>
        </identifiers>
        <balance>29887.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30234.32000000</valUSD>
        <pctVal>0.001003135002</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.29500000</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>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>6942916.08000000</valUSD>
        <pctVal>0.230356830805</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>GOVT NATL MORTG ASSN 3.75% 09/20/2026      GNMA ARM</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.75% 09/20/2026      GNMA ARM</title>
        <cusip>36202K6G5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="122313"/>
        </identifiers>
        <balance>1520.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1548.14000000</valUSD>
        <pctVal>0.000051365250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000000</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 4.116% 07/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.116% 07/01/2036     FNMA ARM</title>
        <cusip>31409VJ20</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="468037"/>
        </identifiers>
        <balance>72309.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>76191.42000000</valUSD>
        <pctVal>0.002527931181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.11600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 1M2</title>
        <cusip>30711XAT1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658710"/>
        </identifiers>
        <balance>11008665.74200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11661856.12000000</valUSD>
        <pctVal>0.386925059464</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>6.12275000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SPAIN GOVERNMENT INTERNATIONAL BOND 1.00% 12/20/2024 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693765"/>
        </identifiers>
        <balance>4400000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>144651.37000000</valUSD>
        <pctVal>0.004799342348</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="4400000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2024-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>4400000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>15946.55000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1969180.00000000</valUSD>
        <pctVal>0.065334804404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.58963000</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 3.848% 09/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.848% 09/01/2034     FNMA ARM</title>
        <cusip>31410GDB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="441485"/>
        </identifiers>
        <balance>98927.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103421.84000000</valUSD>
        <pctVal>0.003431400729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.84800000</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>WELLS FARGO MORTGAGE BACKED SECURITIES FRN 10/25/2033 05-AR9 2A2</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED SECURITIES FRN 10/25/2033 05-AR9 2A2</title>
        <cusip>94982HAD9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="569457"/>
        </identifiers>
        <balance>86686.12500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88048.09000000</valUSD>
        <pctVal>0.002921319908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.59202900</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>Atrium XIII FRN 11/21/2030 144A 2013A C</name>
        <lei>549300BF3YFW8EHN6F75</lei>
        <title>Atrium XIII FRN 11/21/2030 144A 2013A C</title>
        <cusip>04966HAG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="677147"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>954000.00000000</valUSD>
        <pctVal>0.031652466205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.73400000</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 3.67% 01/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.67% 01/01/2038 FAR FNARM</title>
        <cusip>31414BLA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565463"/>
        </identifiers>
        <balance>266954.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>279126.48000000</valUSD>
        <pctVal>0.009261049764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.67000000</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 3.309% 12/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.309% 12/01/2034 FAR FNARM</title>
        <cusip>31406LZ68</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="549986"/>
        </identifiers>
        <balance>3160.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3314.35000000</valUSD>
        <pctVal>0.000109965777</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.30900000</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>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"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5035569.90000000</valUSD>
        <pctVal>0.167073591283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.803% 08/01/2037     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.803% 08/01/2037     FNMA ARM</title>
        <cusip>31413GK90</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="488627"/>
        </identifiers>
        <balance>14395.82200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14901.88000000</valUSD>
        <pctVal>0.000494424793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.80300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 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"/>
        </identifiers>
        <balance>104437.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115395.75000000</valUSD>
        <pctVal>0.003828679326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>N/A</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG IRS RCV FIXED 2.765% 08/26/24 CNY</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693633"/>
        </identifiers>
        <balance>109200000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CNY" exchangeRt="7.05530000"/>
        <valUSD>-236951.27000000</valUSD>
        <pctVal>-0.00786173172</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="109200000.00000000" curCd="CNY" fixedOrFloating="Fixed" fixedRt="2.76500000"/>
            <floatingPmntDesc curCd="CNY" fixedOrFloating="Floating" floatingRtIndex="CNRR007" floatingRtSpread="0.00000000" pmntAmt="109200000.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingPmntDesc>
            <terminationDt>2024-08-26</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>109200000.00000000</notionalAmt>
            <curCd>CNY</curCd>
            <unrealizedAppr>-237144.52000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Betony CLO 2 Ltd FRN 04/30/2031 2018-1A C 144A</name>
        <lei>N/A</lei>
        <title>Betony CLO 2 Ltd FRN 04/30/2031 2018-1A C 144A</title>
        <cusip>08763QAG7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689538"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>271779.00000000</valUSD>
        <pctVal>0.009017270034</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>4.83550000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
      <explntrNote note="Used CNY (Onshore Yuan) instead of CNH (Offshore Yuan) for all base currency isocodes." noteItem="C.2.b"/>
      <explntrNote note="Used CNY (Onshore Yuan) instead of CNH (Offshore Yuan) for all base currency isocodes." noteItem="C.11.e.ii"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2019-11-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
