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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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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>Neuberger Berman Loan Advisers CLO 32 Ltd FRN 01/19/2032 144A 2019-32A B</name>
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        <title>Neuberger Berman Loan Advisers CLO 32 Ltd FRN 01/19/2032 144A 2019-32A B</title>
        <cusip>64132DAC2</cusip>
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          <other otherDesc="Internal Identifier" value="959138"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 05/25/2025 2015-HQ2 M3</name>
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        <cusip>3137G0FJ3</cusip>
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          <other otherDesc="Internal Identifier" value="679595"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>HORIZON PHARMA INC 4% 05/22/2026 Seventh Amendment Refinancing Term Loans</name>
        <lei>549300XKTPCO4GUSJY52</lei>
        <title>HORIZON PHARMA INC 4% 05/22/2026 Seventh Amendment Refinancing Term Loans</title>
        <cusip>44055UAC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1034321"/>
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        <balance>1452527.09000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-22</maturityDt>
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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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          <other otherDesc="Internal Identifier" value="686021"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Proper Pass-Thru Trust III 9.44422% 04/15/2026 144A PT2 A</name>
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        <cusip>74360NAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1049666"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.44422</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DAVITA INC 3.40275% 08/12/2026 Tranche B-1 Term Loan</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DAVITA INC 3.40275% 08/12/2026 Tranche B-1 Term Loan</title>
        <cusip>23918VAY0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040628"/>
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        <balance>2693250.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2630548.45000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-12</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2020-7 FRN 04/17/2045 144A</name>
        <lei>N/A</lei>
        <title>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2020-7 FRN 04/17/2045 144A</title>
        <cusip>21056VAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1049806"/>
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        <balance>3195485.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2754682.39000000</valUSD>
        <pctVal>0.089419800493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>14.158691</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2030 2017-HQA3 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2030 2017-HQA3 M2</title>
        <cusip>3137G0RL5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977373"/>
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        <balance>209723.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>185427.40000000</valUSD>
        <pctVal>0.006019162562</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>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2021 CDS</title>
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          <other otherDesc="Internal Sec ID" value="691389"/>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>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>40799.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41093.29000000</valUSD>
        <pctVal>0.001333930113</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG IIS RCV INFL CPURNSA 06/01/28 USD</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="689296"/>
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        <balance>1400000</balance>
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        <curCd>USD</curCd>
        <valUSD>-158049.95</valUSD>
        <pctVal>-0.00513046260</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Index " issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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      <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"/>
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        <balance>395.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>411.46000000</valUSD>
        <pctVal>0.000013356411</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.46800000</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>Braskem Netherlands Finance BV 4.5% 01/31/2030 144A</name>
        <lei>N/A</lei>
        <title>Braskem Netherlands Finance BV 4.5% 01/31/2030 144A</title>
        <cusip>10554TAD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1025403"/>
        </identifiers>
        <balance>7100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5768750.00000000</valUSD>
        <pctVal>0.187259509832</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC 2.35% 08/02/2021</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 2.35% 08/02/2021</title>
        <cusip>172967KV2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="641494"/>
        </identifiers>
        <balance>5400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5453308.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain CLO 2014-2 Ltd FRN 10/20/2030 2014-2A CR2 144A</name>
        <lei>549300NUS8PQQUZMPR50</lei>
        <title>BlueMountain CLO 2014-2 Ltd FRN 10/20/2030 2014-2A CR2 144A</title>
        <cusip>09626QBE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="928151"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>901397.22000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-20</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>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200915</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="3102823575777"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-104389.1</valUSD>
        <pctVal>-0.00338857667</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>
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            <amtCurPur>7737664.85000000</amtCurPur>
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            <settlementDt>2020-09-15</settlementDt>
            <unrealizedAppr>-104389.10000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.414% 09/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.414% 09/01/2033 FAR FNARM</title>
        <cusip>31402LGC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548254"/>
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        <balance>11132.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11251.99000000</valUSD>
        <pctVal>0.000365251073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.41400000</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>China Overseas Finance Cayman VII Ltd 4.25% 04/26/2023 REG S</name>
        <lei>3003003EQA2BE4U94Y86</lei>
        <title>China Overseas Finance Cayman VII Ltd 4.25% 04/26/2023 REG S</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1811821054"/>
          <other otherDesc="Internal Identifier" value="871125"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2628937.50000000</valUSD>
        <pctVal>0.085337993088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Holland Park CLO DAC FRN 11/14/2032 1A A1RR 144A</name>
        <lei>549300DH041IB658HY57</lei>
        <title>Holland Park CLO DAC FRN 11/14/2032 1A A1RR 144A</title>
        <cusip>BCC2M4U91</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1021226"/>
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        <balance>30000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
        <valUSD>31605968.54000000</valUSD>
        <pctVal>1.025961980771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.92000000</annualizedRt>
          <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% 04/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.468% 04/01/2033     FNMA ARM</title>
        <cusip>31401GY24</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="329754"/>
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        <balance>2639.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2712.35000000</valUSD>
        <pctVal>0.000088045647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.46800000</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>ALLERGAN FUNDING SCS 3.80% 03/15/2025</name>
        <lei>222100FLFVOSKCBCAR54</lei>
        <title>ALLERGAN FUNDING SCS 3.80% 03/15/2025</title>
        <cusip>00507UAS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="598677"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>641107.94000000</valUSD>
        <pctVal>0.020811017741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</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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      </invstOrSec>
      <invstOrSec>
        <name>Diamond Sports Group LLC 6.5% 08/24/2026 Term Loan</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group LLC 6.5% 08/24/2026 Term Loan</title>
        <cusip>25277BAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998576"/>
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        <balance>1745614.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1432494.52000000</valUSD>
        <pctVal>0.046500233439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.82000000</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>Aventiv Technologies LLC 6.37688% 11/01/2024 INITIAL TERM LOAN</name>
        <lei>N/A</lei>
        <title>Aventiv Technologies LLC 6.37688% 11/01/2024 INITIAL TERM LOAN</title>
        <cusip>78410QAB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="668591"/>
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        <balance>346455.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291022.78000000</valUSD>
        <pctVal>0.009446896317</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.50000000</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>OCEANEERING INTERNATIONAL INC 4.65% 11/15/2024</name>
        <lei>549300L6PH74701W0R30</lei>
        <title>OCEANEERING INTERNATIONAL INC 4.65% 11/15/2024</title>
        <cusip>675232AA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="592329"/>
        </identifiers>
        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26187.50000000</valUSD>
        <pctVal>0.000850072964</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</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>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>4112575.56000000</valUSD>
        <pctVal>0.133498398008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.53525000</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>BlueMountain CLO XXIV Ltd FRN 04/20/2031 2019-24A D 144A</name>
        <lei>N/A</lei>
        <title>BlueMountain CLO XXIV Ltd FRN 04/20/2031 2019-24A D 144A</title>
        <cusip>09609NAJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="964232"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>855424.77000000</valUSD>
        <pctVal>0.027767960672</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>5.03525000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JACKSON NATIONAL LIFE GLOBAL FUNDING 2.25% 04/29/2021 144A</name>
        <lei>635400PQXLYXWJI5QD78</lei>
        <title>JACKSON NATIONAL LIFE GLOBAL FUNDING 2.25% 04/29/2021 144A</title>
        <cusip>46849LSP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="632679"/>
        </identifiers>
        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50401.29000000</valUSD>
        <pctVal>0.001636077288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE PALMA 06/21/20 5-7% TRANCHE 2.30% 06/20/2021 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="692362"/>
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        <balance>710000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-153663.69</valUSD>
        <pctVal>-0.00498808013</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index " issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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</narrativeDesc>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>-153663.69</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200915</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="3077523409961"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>9496.11</valUSD>
        <pctVal>0.000308253417</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>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <amtCurPur>439500.69000000</amtCurPur>
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            <settlementDt>2020-09-15</settlementDt>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP 3.55% 03/05/2024  FIXED TO FLOAT</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <cusip>06051GHF9</cusip>
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          <other otherDesc="Internal Identifier" value="685770"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/23 2013-C01 M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/23 2013-C01 M2</title>
        <cusip>30711XAB0</cusip>
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          <other otherDesc="Internal Identifier" value="688501"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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          <other otherDesc="Internal Identifier" value="544485"/>
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        <curCd>USD</curCd>
        <valUSD>5591447.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.823% 08/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.823% 08/01/2037 FAR FNARM</title>
        <cusip>31413DC70</cusip>
        <identifiers>
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        <curCd>USD</curCd>
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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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      <invstOrSec>
        <name>FANNIE MAE 3.50% 11/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.50% 11/01/2030 FAR FNARM</title>
        <cusip>31385Y6D2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="536039"/>
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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>2030-11-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Race Point X CLO Ltd FRN 07/25/2031 2016-10A B1R 144A</name>
        <lei>N/A</lei>
        <title>Race Point X CLO Ltd FRN 07/25/2031 2016-10A B1R 144A</title>
        <cusip>74983DAS6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="914349"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>645414.78000000</valUSD>
        <pctVal>0.020950822161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.64138000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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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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        <balance>12456748.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11437910.23000000</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>2030-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.13725000</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>DISH DBS CORP 5.875% 07/15/2022</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 5.875% 07/15/2022</title>
        <cusip>25470XAJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="530689"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3041100.00000000</valUSD>
        <pctVal>0.098717208294</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</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>
        <name>FANNIE MAE 3.573% 07/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.573% 07/01/2033     FNMA ARM</title>
        <cusip>31400FEQ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="473188"/>
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        <balance>16465.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>16539.92000000</valUSD>
        <pctVal>0.000536902675</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>2033-07-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_CAD_20200723</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="3020123150023"/>
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        <units>NC</units>
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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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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>Aflac Inc 3.6% 04/01/2030</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>Aflac Inc 3.6% 04/01/2030</title>
        <cusip>001055BJ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058435"/>
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        <balance>2800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3143525.62000000</valUSD>
        <pctVal>0.102042048406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Credit Trust 2019-SLCT4 FRN 08/15/2044 2019-S4 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Credit Trust 2019-SLCT4 FRN 08/15/2044 2019-S4 PT 144A</title>
        <cusip>21054GAA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="996010"/>
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        <balance>1558110.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1241118.57000000</valUSD>
        <pctVal>0.040287974875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-08-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>13.259062</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>SOUTHERN CO/THE 3.25% 07/01/2026</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN CO/THE 3.25% 07/01/2026</title>
        <cusip>842587CV7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="634608"/>
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        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>909191.45000000</valUSD>
        <pctVal>0.029513281953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 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>
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          <other otherDesc="Internal Identifier" value="565431"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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"/>
        </identifiers>
        <balance>320000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-249414.67</valUSD>
        <pctVal>-0.00809625462</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>55139.9</upfrontRcpt>
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            <unrealizedAppr>-209515.28</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Invitation Homes 2018-SFR3 Trust FRN 07/17/2037 2018-SFR3 A 144A</name>
        <lei>N/A</lei>
        <title>Invitation Homes 2018-SFR3 Trust FRN 07/17/2037 2018-SFR3 A 144A</title>
        <cusip>46187VAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690065"/>
        </identifiers>
        <balance>10715873.57500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10483692.74000000</valUSD>
        <pctVal>0.340311360992</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.75075000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 1.894% PY EUR 1.5% 05/04/21</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="687895"/>
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        <balance>2460000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>266837.4</valUSD>
        <pctVal>0.008661814210</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Cross Currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="0.0" pmntAmt="2460000.0">
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                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <fixedPmntDesc amount="2000000" curCd="EUR" fixedOrFloating="Fixed" fixedRt="1.5"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.0</upfrontRcpt>
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            <notionalAmt>2460000.0</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>266837.4</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CRESTWOOD MIDSTREAM PARTNERS LP/FINANCE CORP 6.25% 04/01/2023</name>
        <lei>N/A</lei>
        <title>CRESTWOOD MIDSTREAM PARTNERS LP/FINANCE CORP 6.25% 04/01/2023</title>
        <cusip>226373AL2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="640087"/>
        </identifiers>
        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>882240.00000000</valUSD>
        <pctVal>0.028638410392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</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>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA IIS RCV INFL CPURNSA 09/18/24 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="674527"/>
        </identifiers>
        <balance>1770000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-106483.2</valUSD>
        <pctVal>-0.00345655329</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Index " issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CITIBANK NA IIS RCV INFL CPURNSA 09/18/24 USD</indexName>
                <indexIdentifier>MCDNA331</indexIdentifier>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.0" pmntAmt="3960000.0">
              <rtResetTenors>
                <rtResetTenor rateTenor="Year" rateTenorUnit="7" resetDt="Year" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="3960000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.07875"/>
            <terminationDt>2024-09-18</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>42400.0</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1770000.0</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-106549.73</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CREDIT SUISSE INTERNATIONAL IRS PAY FIXED 2.7125% 03/29/23 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="687593"/>
        </identifiers>
        <balance>-4700000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-325449.69</valUSD>
        <pctVal>-0.01056442893</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>Credit Suisse International</counterpartyName>
              <counterpartyLei>E58DKGMJYYYJLN8C3868</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="0.00000000" pmntAmt="4700000.0">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="4700000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.7125"/>
            <terminationDt>2023-03-29</terminationDt>
            <upfrontPmnt>0.0</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.0</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-4700000.0</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-325537.02</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.216% 02/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.216% 02/01/2037 FAR FNARM</title>
        <cusip>31411SNF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564392"/>
        </identifiers>
        <balance>33785.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34092.39000000</valUSD>
        <pctVal>0.001106673757</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>3.21600000</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 3.656% 11/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.656% 11/01/2026 FAR FNARM</title>
        <cusip>31385RXJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564330"/>
        </identifiers>
        <balance>17995.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18115.89000000</valUSD>
        <pctVal>0.000588060269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.65600000</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>COMM 2014-277P Mortgage Trust FRN 08/10/2049 2014-277P A 144A</name>
        <lei>N/A</lei>
        <title>COMM 2014-277P Mortgage Trust FRN 08/10/2049 2014-277P A 144A</title>
        <cusip>12592FAA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="685894"/>
        </identifiers>
        <balance>3880000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4111005.11000000</valUSD>
        <pctVal>0.133447419599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.73167700</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 3.369% 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"/>
        </identifiers>
        <balance>18675.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18824.57000000</valUSD>
        <pctVal>0.000611064745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.36900000</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>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"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1010625.00000000</valUSD>
        <pctVal>0.032805918461</pctVal>
        <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>
          <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>BANK OF NOVA SCOTIA/THE 1.875% 04/26/2022</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA/THE 1.875% 04/26/2022</title>
        <cusip>06416CAC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="632334"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101239.27000000</valUSD>
        <pctVal>0.003286329980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A CR2 144A</name>
        <lei>5493004OOK6VXHQ8DQ60</lei>
        <title>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A CR2 144A</title>
        <cusip>00176ABC8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688287"/>
        </identifiers>
        <balance>1850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1621016.92000000</valUSD>
        <pctVal>0.052619862859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66013000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.813% 04/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.813% 04/01/2035 FAR FNARM</title>
        <cusip>31371MAW7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571476"/>
        </identifiers>
        <balance>26685.56000000</balance>
        <units>PA</units>
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        <fairValLevel>2</fairValLevel>
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        <name>COLORADO ST BRD GOVERNORS UNIV ENTERPRISE SYS RE</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A BR2 144A</name>
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        <cusip>00176ABB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688286"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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          <other otherDesc="Internal Identifier" value="1015242"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-42 FRN 11/15/2044 144A 2019-42</name>
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          <other otherDesc="Internal Identifier" value="1014377"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.084% 11/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="468439"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.487% 09/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 2.957% 06/01/2040     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.957% 06/01/2040     FNMA ARM</title>
        <cusip>31385Y2E4</cusip>
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          <other otherDesc="Internal Identifier" value="469611"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>EURO-BOBL FUTURE  Jun20 Jun 20 Future</title>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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                  <ticker value="OEM0"/>
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      <invstOrSec>
        <name>CARLYLE US CLO 2017-4 Ltd FRN 01/15/2030 2017-4A C 144A</name>
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        <cusip>14315BAG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="676622"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DBCG 2017-BBG Mortgage Trust FRN 6/15/2034 2017-BBG A 144A</name>
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        <cusip>233062AA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688966"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>1011778 BC ULC/NEW RED FINANCE INC 4.25% 05/15/2024 144A</name>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="665439"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.771% 02/01/2036 FAR FNARM</name>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="548291"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 4.335% 07/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.335% 07/01/2035 FAR FNARM</title>
        <cusip>31406YCY4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564389"/>
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        <issuerCat>USGA</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>
        <lei>549300H3PON1KOB2RF56</lei>
        <title>Flagstar Mortgage Trust 2018-6RR FRN 10/25/2048 144A 2018-6RR 1A3</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.734% 03/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.734% 03/01/2037 FAR FNARM</title>
        <cusip>31410F4H5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="545003"/>
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        <balance>21754.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21858.57000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-01</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 3.282% 07/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.282% 07/01/2033 FAR FNARM</title>
        <cusip>31385XKU0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="561538"/>
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        <balance>38939.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39491.09000000</valUSD>
        <pctVal>0.001281921067</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.28200000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo Commercial Mortgage Trust  2.399% 11/15/2049 2016-NXS6 A2</name>
        <lei>549300CFP9NBBMZH1008</lei>
        <title>Wells Fargo Commercial Mortgage Trust  2.399% 11/15/2049 2016-NXS6 A2</title>
        <cusip>95000KAZ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683349"/>
        </identifiers>
        <balance>6534000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6582305.86000000</valUSD>
        <pctVal>0.213668362974</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.39900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Halcyon Loan Advisors Funding 2018-1 Ltd FRN 07/21/2031 144A 18-1A A2</name>
        <lei>N/A</lei>
        <title>Halcyon Loan Advisors Funding 2018-1 Ltd FRN 07/21/2031 144A 18-1A A2</title>
        <cusip>40538TAC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688718"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4700000.00000000</valUSD>
        <pctVal>0.152566794576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.93525000</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>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"/>
        </identifiers>
        <balance>1750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1616315.30000000</valUSD>
        <pctVal>0.052467243477</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>2.73525000</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>Pricoa Global Funding I 3.45% 09/01/2023 144A</name>
        <lei>635400IBXEBMD9ADYA79</lei>
        <title>Pricoa Global Funding I 3.45% 09/01/2023 144A</title>
        <cusip>741531FA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="926946"/>
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        <balance>7200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7717406.47000000</valUSD>
        <pctVal>0.250514886716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.352% 11/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.352% 11/01/2033     FNMA ARM</title>
        <cusip>31385XS99</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="441479"/>
        </identifiers>
        <balance>207817.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215046.91000000</valUSD>
        <pctVal>0.006980642072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.35200000</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 3.687% 11/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.687% 11/01/2026 FAR FNARM</title>
        <cusip>31376YWN2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559784"/>
        </identifiers>
        <balance>1642.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1659.22000000</valUSD>
        <pctVal>0.000053859973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.68700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2030 2017-DNA3 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2030 2017-DNA3 M2</title>
        <cusip>3137G0QQ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="676303"/>
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        <balance>10350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9866459.39000000</valUSD>
        <pctVal>0.320275336797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98725000</annualizedRt>
          <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>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>
        <identifiers>
          <isin value="XS2036104672"/>
          <other otherDesc="Internal Identifier" value="999970"/>
        </identifiers>
        <balance>9800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
        <valUSD>10416989.04000000</valUSD>
        <pctVal>0.338146090844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.07000000</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>BANK OF AMERICA CORP 2.369% 07/21/2021 FIXED TO FLOAT</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP 2.369% 07/21/2021 FIXED TO FLOAT</title>
        <cusip>06051GGP8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="680600"/>
        </identifiers>
        <balance>6800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6806199.49000000</valUSD>
        <pctVal>0.220936178603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.36900000</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 4.583% 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"/>
        </identifiers>
        <balance>7770.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7830.91000000</valUSD>
        <pctVal>0.000254199327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.58300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BESPOKE PECAN 12/20/21 5-10% MEZZ 4.10% 12/20/2021 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693108"/>
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        <balance>800000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-371623.6</valUSD>
        <pctVal>-0.01206328115</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
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</narrativeDesc>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="800000" curCd="USD" fixedOrFloating="Fixed" fixedRt="4.10000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <curCd>USD</curCd>
            <unrealizedAppr>-371623.60</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mauser Packaging Solutions Holding Co 5.23425% 04/03/2024 Initial Term Loan</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>Mauser Packaging Solutions Holding Co 5.23425% 04/03/2024 Initial Term Loan</title>
        <cusip>05604XAP1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="952344"/>
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        <balance>560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>485800.00000000</valUSD>
        <pctVal>0.015769563575</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.23425000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>717360.00000000</valUSD>
        <pctVal>0.023286237395</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>AMERICAN HOME MORTGAGE INVESTMENT TRUST FRN 06/25/2045 05-1 6A</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE INVESTMENT TRUST FRN 06/25/2045 05-1 6A</title>
        <cusip>02660TDH3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="602189"/>
        </identifiers>
        <balance>656219.68500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>640136.72000000</valUSD>
        <pctVal>0.020779490949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.97325000</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>ISRAEL ELECTRIC CORP LTD 4.25% 08/14/2028 144A</name>
        <lei>254900JW7GE35YNJGJ55</lei>
        <title>ISRAEL ELECTRIC CORP LTD 4.25% 08/14/2028 144A</title>
        <cusip>465077AL9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684296"/>
        </identifiers>
        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1483839.00000000</valUSD>
        <pctVal>0.048166927637</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-14</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANTHEM INC 2.95% 12/01/2022</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>ANTHEM INC 2.95% 12/01/2022</title>
        <cusip>036752AF0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="678870"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103917.11000000</valUSD>
        <pctVal>0.003373255398</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT6 FRN 10/17/2044 144A 2019-S6 PT</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT6 FRN 10/17/2044 144A 2019-S6 PT</title>
        <cusip>21056AAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1011686"/>
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        <balance>1430892.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1158150.65000000</valUSD>
        <pctVal>0.037594751554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-10-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>12.84881</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>CGNPC INTERNATIONAL LTD 3.75% 12/11/2027 REG S</name>
        <lei>3003007JIKH4XTQVZT05</lei>
        <title>CGNPC INTERNATIONAL LTD 3.75% 12/11/2027 REG S</title>
        <cusip>Y12564AB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="680948"/>
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        <balance>2100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2275068.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2028 C02 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2028 C02 1M2</title>
        <cusip>30711XCB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="948187"/>
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        <balance>184361.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>189400.98000000</valUSD>
        <pctVal>0.006148149023</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.48725000</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>GREENPOINT MANUFACTURED HOUSING FRN 10/15/2026 1999-5 M1A</name>
        <lei>N/A</lei>
        <title>GREENPOINT MANUFACTURED HOUSING FRN 10/15/2026 1999-5 M1A</title>
        <cusip>395383AF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="638701"/>
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        <balance>279608.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>287316.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>8.30000000</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>AXALTA COATING SYSTEMS U.S. HOLDINGS INC 4.052% 06/01/2024 Term B-3 Dollar Loan</name>
        <lei>549300NZ43V4QV4UGN28</lei>
        <title>AXALTA COATING SYSTEMS U.S. HOLDINGS INC 4.052% 06/01/2024 Term B-3 Dollar Loan</title>
        <cusip>90347BAH1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="867665"/>
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        <balance>1645198.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1606535.99000000</valUSD>
        <pctVal>0.052149797099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.20013000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS 31 LLC FRN 07/20/2030 144A 2017-1A C</name>
        <lei>N/A</lei>
        <title>OCTAGON INVESTMENT PARTNERS 31 LLC FRN 07/20/2030 144A 2017-1A C</title>
        <cusip>67575XAE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="667410"/>
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        <balance>280761.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262063.60000000</valUSD>
        <pctVal>0.008506851793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.53525000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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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        <balance>14289.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14364.92000000</valUSD>
        <pctVal>0.000466299957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-01</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>FANNIE MAE 3.52% 04/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.52% 04/01/2030 FAR FNARM</title>
        <cusip>31385BBB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564326"/>
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        <balance>27933.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28163.67000000</valUSD>
        <pctVal>0.000914221458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.52000000</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>Towd Point Mortgage Trust 2015-2 FRN 11/25/2060 2015-1 144A</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2015-2 FRN 11/25/2060 2015-1 144A</title>
        <cusip>89171YAL5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="638593"/>
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        <balance>356415.12400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>358171.97000000</valUSD>
        <pctVal>0.011626627525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.015% 04/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.015% 04/01/2035 FAR FNARM</title>
        <cusip>31406PP52</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548242"/>
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        <balance>58291.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59007.67000000</valUSD>
        <pctVal>0.001915449163</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.01500000</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>U S TREASURY NOTE/BOND I/L 0.125% 07/15/2026 INDEX LINKED TO CPURNSA</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.125% 07/15/2026 INDEX LINKED TO CPURNSA</title>
        <cusip>912828S50</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="664131"/>
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        <balance>35933021.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37105384.33000000</valUSD>
        <pctVal>1.204478627393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KOREA DEVELOPMENT BANK 3.375% 03/12/2023</name>
        <lei>549300ML2LNRZUCS7149</lei>
        <title>KOREA DEVELOPMENT BANK 3.375% 03/12/2023</title>
        <cusip>500630CU0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686019"/>
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        <balance>7100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7527633.00000000</valUSD>
        <pctVal>0.244354646288</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>
          <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>GLOBAL TEL*LINK CORP 6.5% 11/20/2025 First Lien Term Loan</name>
        <lei>549300YI0BNF11FDQE44</lei>
        <title>GLOBAL TEL*LINK CORP 6.5% 11/20/2025 First Lien Term Loan</title>
        <cusip>37959JAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="945654"/>
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        <balance>948331.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>831436.66000000</valUSD>
        <pctVal>0.026989282150</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>5.70013000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Dryden 64 CLO Ltd FRN 04/18/2031 2018-64A C 144A</name>
        <lei>N/A</lei>
        <title>Dryden 64 CLO Ltd FRN 04/18/2031 2018-64A C 144A</title>
        <cusip>26251LAG9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687161"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>662054.18000000</valUSD>
        <pctVal>0.021490954059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.88525000</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>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"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441623.31000000</valUSD>
        <pctVal>0.014335543152</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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        <name>Radnor RE 2018-1 Ltd FRN 03/25/2028 2018-1 M1 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 5.00% 07/27/2027 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <lei>549300ZYOSZSIH0Y3392</lei>
        <title>Octagon Investment Partners 26 Ltd FRN 07/15/2030 2016-1A BR 144A</title>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Dominion Energy Inc 2.579% 07/01/2020</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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          <other otherDesc="Internal Identifier" value="869120"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MASTR ALTERNATIVE LOAN TRUST 2003-6 5.00% 08/25/2018 2003-6 CL 2A1</name>
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          <other otherDesc="Internal Identifier" value="554846"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Towd Point Mortgage Trust 2018-5 FRN 07/25/2058 2018-5 A1A 144A</name>
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        <cusip>89176VAK8</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>ALIBABA GROUP HOLDING LTD 2.80% 06/06/2023</name>
        <lei>5493001NTNQJDH60PM02</lei>
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        <cusip>01609WAS1</cusip>
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          <other otherDesc="Internal Identifier" value="679776"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31411FWL4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 4.50% 01/01/2024 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31416KDY1</cusip>
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        <name>General Electric Co 3.375% 03/11/2024</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMMC CLO 15 Ltd FRN 01/15/2032 2014-15A BRR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TPC Group Inc 10.5% 08/01/2024 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.385% 11/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PITNEY BOWES INC 6.5% 01/07/2025 Incremental Tranche B Term Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>K2016470219 SA LTD 3.00% 12/31/2022 PIK 144A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP 4.875% 12/01/2024</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP 4.875% 12/01/2024</title>
        <cusip>55336VAG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="647136"/>
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        <balance>6800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6762376.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1B1</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1B1</title>
        <cusip>30711XEQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658267"/>
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        <balance>33000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28014.57000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.23725000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TURKIYE VAKIFLAR BANKASI TAO 2.375% 11/04/2022 REG S</name>
        <lei>789000KAIHOLSQKQ9858</lei>
        <title>TURKIYE VAKIFLAR BANKASI TAO 2.375% 11/04/2022 REG S</title>
        <cusip>M9037BKF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="675781"/>
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        <balance>5600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
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        <pctVal>0.195144692838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Barclays PLC 4.61% 02/15/2023 *FIXED TO FLOAT*</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC 4.61% 02/15/2023 *FIXED TO FLOAT*</title>
        <cusip>06738EBE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942199"/>
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        <balance>6300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6552978.77000000</valUSD>
        <pctVal>0.212716375715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.61000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.514% 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"/>
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        <balance>620.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>623.04000000</valUSD>
        <pctVal>0.000020224513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.51400000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FMG RESOURCES AUGUST 2006 PTY LTD 4.75% 05/15/2022 144A</name>
        <lei>549300EFD6S2NFE9D745</lei>
        <title>FMG RESOURCES AUGUST 2006 PTY LTD 4.75% 05/15/2022 144A</title>
        <cusip>30251GAU1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="665771"/>
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        <balance>4900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4943855.00000000</valUSD>
        <pctVal>0.160482576638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SOUTHERN CO/THE 2.35% 07/01/2021</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN CO/THE 2.35% 07/01/2021</title>
        <cusip>842587CS4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="634618"/>
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        <balance>6500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6580204.74000000</valUSD>
        <pctVal>0.213600158475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Atrium XIV LLC FRN 08/23/2030 144A 14A B</name>
        <lei>N/A</lei>
        <title>Atrium XIV LLC FRN 08/23/2030 144A 14A B</title>
        <cusip>04965LAJ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="916831"/>
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        <balance>2400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2256010.30000000</valUSD>
        <pctVal>0.073232395745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.87613000</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>WEX INC 6.5% 05/17/2026 Term B-3 Loan</name>
        <lei>T9M5IGROL1TL1G5OV478</lei>
        <title>WEX INC 6.5% 05/17/2026 Term B-3 Loan</title>
        <cusip>96208UAP6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="982822"/>
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        <balance>1695717.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1607221.76000000</valUSD>
        <pctVal>0.052172057892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.23938000</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>ALTRA INDUSTRIAL MOTION CORP 6.5% 10/1/2025 Term Loan</name>
        <lei>NQ0NIXPGW4YKG4MWM571</lei>
        <title>ALTRA INDUSTRIAL MOTION CORP 6.5% 10/1/2025 Term Loan</title>
        <cusip>02208HAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="933611"/>
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        <balance>779133.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>741150.36000000</valUSD>
        <pctVal>0.024058496749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98938000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2028 2016-DNA1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2028 2016-DNA1 M3</title>
        <cusip>3137G0HW2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="672837"/>
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        <balance>25160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25571255.30000000</valUSD>
        <pctVal>0.830069032853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.03725000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>2021272.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1926945.61000000</valUSD>
        <pctVal>0.062550620221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.85900000</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>Anheuser-Busch Inbev Worldwide Inc 3.5% 06/01/2030</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>Anheuser-Busch Inbev Worldwide Inc 3.5% 06/01/2030</title>
        <cusip>035240AV2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058816"/>
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        <balance>4600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4916641.55000000</valUSD>
        <pctVal>0.159599200290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.75% 08/20/2026      GNMA ARM</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.75% 08/20/2026      GNMA ARM</title>
        <cusip>36202K5J0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="121929"/>
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        <balance>6825.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6937.53000000</valUSD>
        <pctVal>0.000225199300</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <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>Bristol-Myers Squibb Co 2.25% 08/15/2021 144A</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co 2.25% 08/15/2021 144A</title>
        <cusip>110122BF4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1025210"/>
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        <balance>7900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8030970.23000000</valUSD>
        <pctVal>0.260693486240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-15</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>BX Commercial Mortgage Trust 2020-BXLP FRN 12/15/2036 144A 2020-LP A</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust 2020-BXLP FRN 12/15/2036 144A 2020-LP A</title>
        <cusip>05607QAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040514"/>
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        <balance>11550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11183230.91000000</valUSD>
        <pctVal>0.363019083605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.61400000</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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        <name>BANCA POPOLARE DI MILANO SCRL 0.875% 09/14/2023 REG S</name>
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        <cusip>T1R68VAM0</cusip>
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          <other otherDesc="Internal Identifier" value="623079"/>
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        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-15</maturityDt>
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      <invstOrSec>
        <name>BANQUE CENTRALE DE TUNISIE INTERNATIONAL BOND 5.625% 02/17/2024 REG S</name>
        <lei>254900B5LFB16S9T2T11</lei>
        <title>BANQUE CENTRALE DE TUNISIE INTERNATIONAL BOND 5.625% 02/17/2024 REG S</title>
        <cusip>000000000</cusip>
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          <isin value="XS1567439689"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-17</maturityDt>
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      <invstOrSec>
        <name>NATIONAL MENTOR HOLDINGS INC 6.5% 03/08/2026 Initial Term Loans</name>
        <lei>5493004QULJVJP3CNZ62</lei>
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        <cusip>63689EAJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="960313"/>
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        <balance>370084.47000000</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>
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          <maturityDt>2026-03-08</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BUCKEYE PARTNERS LP 6.50% 11/01/2026 Initial Term Loans</name>
        <lei>549300C1PQJLVEIUBK50</lei>
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        <cusip>11823LAH8</cusip>
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          <other otherDesc="Internal Identifier" value="1015832"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20200702</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="3004623063587"/>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>Dollar Tree Inc 3.7% 05/15/2023</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>Dollar Tree Inc 3.7% 05/15/2023</title>
        <cusip>256746AF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="868504"/>
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        <balance>8800000.00000000</balance>
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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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      <invstOrSec>
        <name>MPH ACQUISITION HOLDINGS LLC 7.125% 06/01/2024 144A</name>
        <lei>5493002WXOPRPTXWTU06</lei>
        <title>MPH ACQUISITION HOLDINGS LLC 7.125% 06/01/2024 144A</title>
        <cusip>553283AB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="635582"/>
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        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>987217.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <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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        <curCd>USD</curCd>
        <valUSD>3155250.42000000</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>CLOUD CRANE LLC 10.125% 08/01/2024 144A</name>
        <lei>N/A</lei>
        <title>CLOUD CRANE LLC 10.125% 08/01/2024 144A</title>
        <cusip>18911YAA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="640739"/>
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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>Proper Pass-Thru Trust III 8.79567% 03/15/2026 144A PT1 A</name>
        <lei>N/A</lei>
        <title>Proper Pass-Thru Trust III 8.79567% 03/15/2026 144A PT1 A</title>
        <cusip>74360NAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040176"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ares XLVIII CLO Ltd FRN 07/20/2030 2018-48A B 144A</name>
        <lei>5493005WFBSWHJ1WGQ35</lei>
        <title>Ares XLVIII CLO Ltd FRN 07/20/2030 2018-48A B 144A</title>
        <cusip>04017FAE9</cusip>
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          <other otherDesc="Internal Identifier" value="689103"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT Jun20 Jun 20 Future</title>
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          <ticker value="YMM0"/>
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        <assetCat>DIR</assetCat>
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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 3YR BOND FUT Jun20 Jun 20 Future</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>Madison Park Funding XXIII Ltd FRN 07/27/2030 144A 17-23A B</name>
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        <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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        <curCd>USD</curCd>
        <valUSD>3850882.20000000</valUSD>
        <pctVal>0.125003564583</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>2.69138000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>FANNIE MAE 3.981% 04/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31376SEX3</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INDUSTRIAL &amp; COMMERCIAL BANK OF CHINA LTD NEW YO 2.452% 10/20/2021</name>
        <lei>5493002ERZU2K9PZDL40</lei>
        <title>INDUSTRIAL &amp; COMMERCIAL BANK OF CHINA LTD NEW YO 2.452% 10/20/2021</title>
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          <other otherDesc="Internal Identifier" value="656410"/>
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        <invCountry>CN</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>
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        <cusip>12592BAG9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NATIONAL MENTOR HOLDINGS INC 6.5% 03/08/2026 Initial Term C Loans</name>
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        <cusip>63689EAK1</cusip>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BRAVO Residential Funding Trust 2019-NQM2 FRN 10/25/2044 2019-2 A3 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <title>ENERGY TRANSFER LP 5.00% 12/20/2020 CDS</title>
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          <other otherDesc="Internal Sec ID" value="678782"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 08/25/28 2016-C01 1M2</name>
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        <cusip>30711XBM5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688836"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.26% 09/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.26% 09/01/2035     FNMA ARM</title>
        <cusip>31407WTA1</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Mediacom Illinois LLC 6.50% 02/15/2024 TRANCHE N TERM LOAN</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 2014-18A A1BR 144A</name>
        <lei>549300FCSYYS3J0RKL34</lei>
        <title>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 2014-18A A1BR 144A</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BANK OF CHINA LTD/MACAU 2.875% 04/20/2022 REG S</name>
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        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Provident Funding Mortgage Trust 2019-1 FRN 12/25/2049 144A 2019-1 A3</name>
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      <invstOrSec>
        <name>Columbia Cent CLO 27 Ltd FRN 10/25/2028 2018-27A A2A 144A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Texas State University System</name>
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        <title>Texas State University System</title>
        <cusip>88278PZC1</cusip>
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          <other otherDesc="Internal Identifier" value="1018808"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Clarios Global LP (Power Solutions) 6.5% 04/30/2026 Initial Dollar Term Loan</name>
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        <title>Clarios Global LP (Power Solutions) 6.5% 04/30/2026 Initial Dollar Term Loan</title>
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        <identifiers>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Appvion Operations Inc COM USD NPV</name>
        <lei>549300KG8GQ03SX7CT73</lei>
        <title>Appvion Operations Inc COM USD NPV</title>
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          <ticker value="45226Z"/>
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        <curCd>USD</curCd>
        <valUSD>458820.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.143% 08/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.143% 08/01/2034 FAR FNARM</title>
        <cusip>31404XE91</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559153"/>
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        <curCd>USD</curCd>
        <valUSD>78965.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <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"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>83705.85000000</valUSD>
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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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        <name>SPRINT SPECTRUM CO LLC / SPRINT SPECTRUM CO II LLC / SP 3.36% 03/20/2023 144A</name>
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          <other otherDesc="Internal Identifier" value="649039"/>
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        <curCd>USD</curCd>
        <valUSD>942796.88000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 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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        <curCd>USD</curCd>
        <valUSD>697.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FGI OPERATING CO LLC (FREEDOM GROUP) 12.3425% 05/15/2022 Term Loan TOGG PIK</name>
        <lei>N/A</lei>
        <title>FGI OPERATING CO LLC (FREEDOM GROUP) 12.3425% 05/15/2022 Term Loan TOGG PIK</title>
        <cusip>30252KAF4</cusip>
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          <other otherDesc="Internal Identifier" value="874433"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>985228.28000000</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>2022-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.00000000</annualizedRt>
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          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Russian Foreign Bond - Eurobond 4.875% 09/16/2023 144A</name>
        <lei>5493004EHVGF71PDBU58</lei>
        <title>Russian Foreign Bond - Eurobond 4.875% 09/16/2023 144A</title>
        <cusip>78307ADG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="975154"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1092440.00000000</valUSD>
        <pctVal>0.035461716822</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.663% 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"/>
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        <balance>17485.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17672.46000000</valUSD>
        <pctVal>0.000573666079</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>
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      <invstOrSec>
        <name>MEXICO CITY AIRPORT TRUST 5.50% 07/31/2047 144A</name>
        <lei>N/A</lei>
        <title>MEXICO CITY AIRPORT TRUST 5.50% 07/31/2047 144A</title>
        <cusip>59284MAD6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="674383"/>
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        <curCd>USD</curCd>
        <valUSD>2012640.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A BR 144A</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A BR 144A</title>
        <cusip>67590BAU4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690152"/>
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        <assetCat>ABS-CBDO</assetCat>
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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>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="691497"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GSAA HOME EQUITY TRUST FRN 02/25/2035 05-5 M3</name>
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        <title>GSAA HOME EQUITY TRUST FRN 02/25/2035 05-5 M3</title>
        <cusip>36242DR88</cusip>
        <identifiers>
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        <name>FANNIE MAE 3.568% 01/01/2035     FNMA ARM</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>ICBCIL Finance Co Ltd 2.5% 09/29/2021 144A</name>
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        <cusip>44931DAK9</cusip>
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        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Voya CLO 2014-1 Ltd FRN 04/18/2031  2014-1A BR2 144A</name>
        <lei>549300ITL5IR423IJ183</lei>
        <title>Voya CLO 2014-1 Ltd FRN 04/18/2031  2014-1A BR2 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BOYD GAMING CORP 4.45363% 09/15/2023 Refinancing Term B Loans</name>
        <lei>254900787YGRYS2A1Z35</lei>
        <title>BOYD GAMING CORP 4.45363% 09/15/2023 Refinancing Term B Loans</title>
        <cusip>10330JAU2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="661841"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/30 2017-1A B 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>eResearch Technology Inc 6.5% 03/31/2026 Initial Term Loan</name>
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        <name>OBX 2018-1 Trust FRN 06/25/2057 2018-1 A2 144A</name>
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        <name>CITIBANK CREDIT CARD ISSUANCE TRUST 2.49% 01/20/2023 2018-A1 A1</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <name>FANNIE MAE 3.84% 08/01/2037 FAR FNARM</name>
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        <cusip>31410GMZ3</cusip>
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        <name>BANCO BPM SPA 0.75% 03/31/2023 REG S</name>
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        <title>BANCO BPM SPA 0.75% 03/31/2023 REG S</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DOMINICAN REPUBLIC 8.90% 02/15/2023 144A</name>
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        <cusip>25714PDX3</cusip>
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          <other otherDesc="Internal Identifier" value="684492"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>DO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sunshine Luxembourg VII Sarl 6.5% 07/17/26 Facility B1 Commitments</name>
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        <title>Sunshine Luxembourg VII Sarl 6.5% 07/17/26 Facility B1 Commitments</title>
        <cusip>L8908YAB4</cusip>
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          <other otherDesc="Internal Identifier" value="998387"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.247% 04/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.247% 04/01/2036     FNMA ARM</title>
        <cusip>31410SHZ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="524670"/>
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        <curCd>USD</curCd>
        <valUSD>101668.77000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 4.264% 06/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.264% 06/01/2035     FNMA ARM</title>
        <cusip>3138EGMR2</cusip>
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          <other otherDesc="Internal Identifier" value="508254"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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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>ZAYO GROUP HOLDINGS INC 6.5% 03/9/2027 Initial Dollar Term Loan</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
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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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        <securityLending>
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      <invstOrSec>
        <name>FANNIE MAE 3.412% 03/01/2033 FAR FNARM</name>
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          <other otherDesc="Internal Identifier" value="544936"/>
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        <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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      <invstOrSec>
        <name>MILL CITY MORTGAGE TRUST FRN 04/25/2057 2016-1 A 144A</name>
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          <other otherDesc="Internal Identifier" value="642940"/>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Massachusetts State College Building Authority</name>
        <lei>N/A</lei>
        <title>Massachusetts State College Building Authority</title>
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          <other otherDesc="Internal Identifier" value="1019595"/>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Atrium XIII FRN 11/21/2030 144A 2013A C</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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        <name>NEW YORK MORTGAGE TRUST FRN 02/25/2036 2005-3 M1</name>
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      <invstOrSec>
        <name>Towd Point Mortgage Trust 2018-3 FRN 3.75% 05/25/2058 18-3 A1 144A</name>
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        <title>Towd Point Mortgage Trust 2018-3 FRN 3.75% 05/25/2058 18-3 A1 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <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>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ELDORADO RESORTS INC 4.28725% 04/17/2024 Initial Term Loan</name>
        <lei>5299000BKFWWVND5L441</lei>
        <title>ELDORADO RESORTS INC 4.28725% 04/17/2024 Initial Term Loan</title>
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        <name>Citigroup Inc 2.9% 12/08/2021</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2028 2016-DNA1 M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CSC HOLDINGS LLC 4.5565% 07/17/2025 March 2017 Incremental Term Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-17</maturityDt>
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        <name>RZD CAPITAL PLC (RUSSIAN RAILWAYS) 5.70% 04/05/2022 REGS</name>
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          <other otherDesc="Internal Identifier" value="517822"/>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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      <invstOrSec>
        <name>N/A</name>
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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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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>CINCINNATI OHIO</name>
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        <name>FANNIE MAE 3.425% 02/01/2033     FNMA ARM</name>
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        <cusip>31402EMX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="486372"/>
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        <name>TORONTO-DOMINION BANK 2.25% 03/15/2022 144A</name>
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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>
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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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        <title>Consumer Loan Underlying Bond CLUB CERTIFICATE ISSUER TRUST FRN 06/17/2041 144A 2018-8</title>
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      <invstOrSec>
        <name>CIM Trust 2018-INV1 FRN 08/25/2048 2018-INV1 A4 144A</name>
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        <name>BlueMountain Fuji US Clo III Ltd FRN 01/15/2030 144A 2017-3A A2</name>
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        <name>Madison Park Euro Funding XIV DAC FRN 07/15/2032 144A 14A A1N</name>
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        <name>LENDING CLUB 4991 MARKETPLACE LOANS</name>
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      <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"/>
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        <balance>-11000000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1476342.06000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <unrealizedAppr>431918.99000000</unrealizedAppr>
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        <securityLending>
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      </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"/>
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        <balance>2764688.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2657803.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73938000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>INFOR US INC LAWSON 6.5% 02/01/2022 Tranche B-6 Term Loan</name>
        <lei>N/A</lei>
        <title>INFOR US INC LAWSON 6.5% 02/01/2022 Tranche B-6 Term Loan</title>
        <cusip>45672LAE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1022196"/>
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        <balance>994871.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>980777.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Proper Pass-Thru Trust III 7.18294% 05/15/2026 144A 2020-PT3 A</name>
        <lei>N/A</lei>
        <title>Proper Pass-Thru Trust III 7.18294% 05/15/2026 144A 2020-PT3 A</title>
        <cusip>74360NAC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058439"/>
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        <balance>1149130.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1167935.28000000</valUSD>
        <pctVal>0.037912370625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.18294</annualizedRt>
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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>Springleaf Finance Corp 6.125% 03/15/2024</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>Springleaf Finance Corp 6.125% 03/15/2024</title>
        <cusip>85172FAP4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1014322"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4719300.00000000</valUSD>
        <pctVal>0.153193292264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2.77% 11/01/2031 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.77% 11/01/2031 FAR FNARM</title>
        <cusip>31388RDD6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571520"/>
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        <balance>35971.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36298.60000000</valUSD>
        <pctVal>0.001178289585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.77000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP 2.50% 05/12/2020</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP 2.50% 05/12/2020</title>
        <cusip>14040HBP9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="665778"/>
        </identifiers>
        <balance>3900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3900924.50000000</valUSD>
        <pctVal>0.126627988691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 06/01/2023      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 06/01/2023      FHLMC G15</title>
        <cusip>3128MMJQ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="429873"/>
        </identifiers>
        <balance>7940.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8290.57000000</valUSD>
        <pctVal>0.000269120359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF IRAQ 5.80% 01/15/2028 144A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF IRAQ 5.80% 01/15/2028 144A</title>
        <cusip>462652AA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="619680"/>
        </identifiers>
        <balance>9600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7056000.00000000</valUSD>
        <pctVal>0.229044957985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>IQ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TEXAS ST</name>
        <lei>549300X9CH74QB747L76</lei>
        <title>TEXAS ST</title>
        <cusip>8827234D8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="648877"/>
        </identifiers>
        <balance>2690000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2792784.90000000</valUSD>
        <pctVal>0.090656646837</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.555% 11/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.555% 11/01/2027 FAR FNARM</title>
        <cusip>31378RM55</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571498"/>
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        <balance>33219.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>33503.00000000</valUSD>
        <pctVal>0.001087541557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.55500000</annualizedRt>
          <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>GOLDMAN SACHS GROUP INC 2.35% 11/15/2021</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC 2.35% 11/15/2021</title>
        <cusip>38145GAG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="646952"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4015991.00000000</valUSD>
        <pctVal>0.130363164663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AbbVie Inc 2.3% 11/21/2022 144A</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc 2.3% 11/21/2022 144A</title>
        <cusip>00287YBL2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1022113"/>
        </identifiers>
        <balance>7500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7696630.50000000</valUSD>
        <pctVal>0.249840477536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.10%/6.10% 10/26/2023 TOGG PIK</name>
        <lei>5493008YQUVFPVW2VW35</lei>
        <title>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.10%/6.10% 10/26/2023 TOGG PIK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="678002"/>
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        <balance>347593.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254177.38000000</valUSD>
        <pctVal>0.008250857046</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</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 3.281% 02/01/2037     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.281% 02/01/2037     FNMA ARM</title>
        <cusip>31411SM94</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="524565"/>
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        <balance>15103.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15351.23000000</valUSD>
        <pctVal>0.000498316585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.28100000</annualizedRt>
          <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 2015-2 FRN 11/25/2057 144A 2015-2 2A1</name>
        <lei>N/A</lei>
        <title>Towd Point Mortgage Trust 2015-2 FRN 11/25/2057 144A 2015-2 2A1</title>
        <cusip>89171YAY7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="671106"/>
        </identifiers>
        <balance>493462.59500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>497990.76000000</valUSD>
        <pctVal>0.016165288081</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>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>REMINGTON OUTDOOR CO INC COM USD .01</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.50% 10/01/2033 FAR FNARM</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2027 2015-DNA1 M2</name>
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        <name>CIM Trust 2019-INV2 FRN 05/25/2049 144A 2019-INV2 A3</name>
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        <name>MLCC MORTGAGE INVESTORS INC FRN 10/25/2028 MLMI 03-E A1</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.773% 05/01/2034 FAR FNARM</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Octagon Investment Partners 37 Ltd FRN 07/25/2030 144A 18-2A A2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT1 FRN 04/15/2044 144A S1 PT</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.428% 09/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>WMG ACQUISITION CORP 5.00% 08/01/2023 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Exelon Corp 4.05% 04/15/2030</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>Exelon Corp 4.05% 04/15/2030</title>
        <cusip>30161NAX9</cusip>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.05000000</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>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"/>
        </identifiers>
        <balance>13800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14020625.98000000</valUSD>
        <pctVal>0.455123822068</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ALLY FINANCIAL INC 5.00% 12/20/2024 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693756"/>
        </identifiers>
        <balance>-2600000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-348953.58</valUSD>
        <pctVal>-0.01132738918</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="2600000" 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>-2600000.00</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>102089.95</unrealizedAppr>
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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>US 10YR NOTE (CBT)Jun20 Jun 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="TYM0"/>
          <other otherDesc="Internal Identifier" value="1025127"/>
        </identifiers>
        <balance>-789.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3159466.08000000</valUSD>
        <pctVal>-0.10255949199</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
              <counterpartyLei>K6Q0W1PS1L1O4IQL9C32</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US 10YR NOTE (CBT)Jun20 Jun 20 Future</issuerName>
                <issueTitle>US 10YR NOTE (CBT)Jun20 Jun 20 Future</issueTitle>
                <identifiers>
                  <cusip value="912828V98"/>
                  <isin value="US912828V988"/>
                  <ticker value="TYM0"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-06-19</expDate>
            <notionalAmt>-106560846.42000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-3160547.01000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.193% 06/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.193% 06/01/2034 FAR FNARM</title>
        <cusip>31404UQ60</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="558354"/>
        </identifiers>
        <balance>54060.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>54377.79000000</valUSD>
        <pctVal>0.001765158535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.19300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.343% 11/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.343% 11/01/2036     FNMA ARM</title>
        <cusip>31410GM42</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="440679"/>
        </identifiers>
        <balance>20511.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21195.87000000</valUSD>
        <pctVal>0.000688039562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.34300000</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 2017-5 FRN 02/25/2057 2017-5 A1 144A</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-5 FRN 02/25/2057 2017-5 A1 144A</title>
        <cusip>89169EAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="676179"/>
        </identifiers>
        <balance>2316382.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2269499.22000000</valUSD>
        <pctVal>0.073670259848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.08725000</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>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"/>
        </identifiers>
        <balance>3508662.6200</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3203889.41000000</valUSD>
        <pctVal>0.104001518608</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>25.404117</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>PRIME SECURITY SERVICES BORROWER LLC 6.5% 09/12/2026 Term B-1 Facility</name>
        <lei>549300O6QPZVWXV2DC15</lei>
        <title>PRIME SECURITY SERVICES BORROWER LLC 6.5% 09/12/2026 Term B-1 Facility</title>
        <cusip>03765VAJ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1009867"/>
        </identifiers>
        <balance>1121875.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1074428.66000000</valUSD>
        <pctVal>0.034877050352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.26625000</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>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"/>
        </identifiers>
        <balance>5150000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
        <valUSD>5356910.00000000</valUSD>
        <pctVal>0.173890763304</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION LLC 5.625% 02/01/2021</title>
        <cusip>785592AE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="572939"/>
        </identifiers>
        <balance>10400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10402252.43000000</valUSD>
        <pctVal>0.337667725450</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXPORT-IMPORT BANK OF KOREA 2.875% 01/21/2025</name>
        <lei>549300APVP4R32PI3Y06</lei>
        <title>EXPORT-IMPORT BANK OF KOREA 2.875% 01/21/2025</title>
        <cusip>302154BT5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="674901"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2118150.00000000</valUSD>
        <pctVal>0.068757309772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2024 2014-HQ3 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2024 2014-HQ3 M3</title>
        <cusip>3137G0DF3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="657305"/>
        </identifiers>
        <balance>2801292.41400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2463553.75000000</valUSD>
        <pctVal>0.079969467851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.23725000</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 4.427% 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"/>
        </identifiers>
        <balance>15720.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15814.63000000</valUSD>
        <pctVal>0.000513359022</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.42700000</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 3.148% 08/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.148% 08/01/2035 FAR FNARM</title>
        <cusip>31406REX9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="560040"/>
        </identifiers>
        <balance>83320.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>84641.00000000</valUSD>
        <pctVal>0.002747533204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.14800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
        <lei>N/A</lei>
        <title>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</title>
        <cusip>457756500</cusip>
        <identifiers>
          <ticker value="INFXX"/>
          <other otherDesc="Internal Identifier" value="170875"/>
        </identifiers>
        <balance>64984888.86000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64984888.86000000</valUSD>
        <pctVal>2.109475784949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN MORTGAGE TRUST FRN 02/25/2034 2004-A1  5A1</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST FRN 02/25/2034 2004-A1  5A1</title>
        <cusip>466247BT9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="569779"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>City &amp; County Honolulu HI Wastewater System Revenue</name>
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          <other otherDesc="Internal Identifier" value="1018611"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMMC CLO 21 LTD FRN 11/02/2030 2017-21A C 144A</name>
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        <cusip>00178LAD1</cusip>
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          <other otherDesc="Internal Identifier" value="674536"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Neuberger Berman CLO XVI-S Ltd FRN 01/15/2028 144A 17-16SA C</name>
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          <other otherDesc="Internal Identifier" value="681289"/>
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        <issuerCat>CORP</issuerCat>
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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 CRR 144A</name>
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        <title>FLAGSHIP CLO VIII LTD FRN 01/16/2026 2014-8A CRR 144A</title>
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          <other otherDesc="Internal Identifier" value="689624"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-16</maturityDt>
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      <invstOrSec>
        <name>Exxon Mobil Corp 1.571% 04/15/2023</name>
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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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          <other otherDesc="Internal Sec ID" value="3085023447205"/>
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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>
        <name>FANNIE MAE 4.334% 07/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31410KWD2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571479"/>
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        <curCd>USD</curCd>
        <valUSD>48924.33000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CCO Holdings LLC / CCO Holdings Capital Corp 4% 03/01/2023 144A</name>
        <lei>N/A</lei>
        <title>CCO Holdings LLC / CCO Holdings Capital Corp 4% 03/01/2023 144A</title>
        <cusip>1248EPBZ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1044572"/>
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        <balance>3200000.00000000</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>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust  2.85% 10/10/2049</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Trust  2.85% 10/10/2049</title>
        <cusip>36251PAD6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="674466"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>617079.90000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BASS PRO GROUP LLC 6.5% 09/25/2024 Initial Term Loans</name>
        <lei>N/A</lei>
        <title>BASS PRO GROUP LLC 6.5% 09/25/2024 Initial Term Loans</title>
        <cusip>07014QAK7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="933007"/>
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        <curCd>USD</curCd>
        <valUSD>899365.76000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.07200000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THORNBURG MORTGAGE SECURITIES TRUST FRN 9/25/34 2004-3 A</name>
        <lei>N/A</lei>
        <title>THORNBURG MORTGAGE SECURITIES TRUST FRN 9/25/34 2004-3 A</title>
        <cusip>885220FS7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="589920"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>574928.27000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AES CORP/THE 5.00% 03/20/2021 CDS</title>
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          <other otherDesc="Internal Sec ID" value="691521"/>
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        <units>NC</units>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE 3.436% 01/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.436% 01/01/2033     FNMA ARM</title>
        <cusip>31391USA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="329187"/>
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        <curCd>USD</curCd>
        <valUSD>1314.47000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="999208"/>
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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>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONSECO FINANCIAL CORP 6.66% 06/01/2030 1998-6 A8</name>
        <lei>N/A</lei>
        <title>CONSECO FINANCIAL CORP 6.66% 06/01/2030 1998-6 A8</title>
        <cusip>393505K27</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="629075"/>
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        <balance>1913742.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1942892.01000000</valUSD>
        <pctVal>0.063068256632</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.66000000</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 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>870.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>872.91000000</valUSD>
        <pctVal>0.000028335549</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>
        </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>605.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>612.08000000</valUSD>
        <pctVal>0.000019868741</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>ENLINK MIDSTREAM PARTNERS LP 4.40% 04/01/2024</name>
        <lei>88CPW63VL7KHJWS0NY83</lei>
        <title>ENLINK MIDSTREAM PARTNERS LP 4.40% 04/01/2024</title>
        <cusip>29336UAB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="579409"/>
        </identifiers>
        <balance>3800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2417750.00000000</valUSD>
        <pctVal>0.078482631401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</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% 11/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.884% 11/01/2033     FNMA ARM</title>
        <cusip>31403UYK1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="461767"/>
        </identifiers>
        <balance>3919.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3985.18000000</valUSD>
        <pctVal>0.000129363008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.88400000</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>Emerson Electric Co 1.8% 10/15/2027</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
        <title>Emerson Electric Co 1.8% 10/15/2027</title>
        <cusip>291011BL7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1066321"/>
        </identifiers>
        <balance>3800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3808679.66000000</valUSD>
        <pctVal>0.123633627083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</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 3.308% 12/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.308% 12/01/2032 FAR FNARM</title>
        <cusip>31391SSW1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="538307"/>
        </identifiers>
        <balance>5043.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5071.04000000</valUSD>
        <pctVal>0.000164611131</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.30800000</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>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"/>
        </identifiers>
        <balance>772194.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592015.98000000</valUSD>
        <pctVal>0.019217442639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.10000000</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>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>4585863.97900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4458010.09000000</valUSD>
        <pctVal>0.144711555238</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>1.56400000</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 4.149% 06/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.149% 06/01/2037 FAR FNARM</title>
        <cusip>31411VDR7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565461"/>
        </identifiers>
        <balance>64504.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64850.59000000</valUSD>
        <pctVal>0.002105116306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.14900000</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>MORGAN STANLEY CAPITAL I TRUST 3.912% 09/09/2032 144A 2014-150E A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST 3.912% 09/09/2032 144A 2014-150E A</title>
        <cusip>61764BAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="674496"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>485655.75000000</valUSD>
        <pctVal>0.015764881073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.91200000</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>Realkredit Danmark A/S 1% 04/01/2027 REG S</name>
        <lei>549300NLOMBOWE943Y30</lei>
        <title>Realkredit Danmark A/S 1% 04/01/2027 REG S</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DK0004602570"/>
          <other otherDesc="Internal Identifier" value="1004035"/>
        </identifiers>
        <balance>36840000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="DKK" exchangeRt="6.85865000"/>
        <valUSD>5760998.37000000</valUSD>
        <pctVal>0.187007884014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2018-4 Ltd FRN 01/15/2032 18-4A B 144A</name>
        <lei>N/A</lei>
        <title>Voya CLO 2018-4 Ltd FRN 01/15/2032 18-4A B 144A</title>
        <cusip>92917WAE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="951196"/>
        </identifiers>
        <balance>948052.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>904922.21000000</valUSD>
        <pctVal>0.029374698068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06888000</annualizedRt>
          <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 3.643% 11/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.643% 11/01/2036     FNMA ARM</title>
        <cusip>31410FZT5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="472637"/>
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        <balance>102122.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102932.51000000</valUSD>
        <pctVal>0.003341294278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64300000</annualizedRt>
          <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 NA CCS RV USD 3M+ 1.3175% PY EUR 1.2% 12/12/21</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="694332"/>
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        <balance>35242500.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>556558.97000000</valUSD>
        <pctVal>0.018066471924</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Cross Currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="1.20000000" pmntAmt="35242500.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <floatingPmntDesc curCd="EUR" fixedOrFloating="Floating" floatingRtIndex="EUR003M" floatingRtSpread="1.20000000" pmntAmt="31750000.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
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            <terminationDt>2021-12-12</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>35242500.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>556558.97000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.462% 11/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.462% 11/01/2034 FAR FNARM</title>
        <cusip>31402QTK7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="529560"/>
        </identifiers>
        <balance>27789.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28166.45000000</valUSD>
        <pctVal>0.000914311700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.46200000</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>KOOKMIN BANK 2.25% 02/03/2022 144A</name>
        <lei>549300XXMOJSIW8P4769</lei>
        <title>KOOKMIN BANK 2.25% 02/03/2022 144A</title>
        <cusip>500498AD2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="631071"/>
        </identifiers>
        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1814850.00000000</valUSD>
        <pctVal>0.058911882369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT7 12/15/2044 2019-S7 PT 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-12-15</maturityDt>
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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>
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          <other otherDesc="Internal Identifier" value="468486"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Newark BSL CLO 2 Ltd FRN 07/25/2030 2017-1A B 144A</name>
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        <title>Newark BSL CLO 2 Ltd FRN 07/25/2030 2017-1A B 144A</title>
        <cusip>65023PAG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="668595"/>
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        <valUSD>542905.57000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.34138000</annualizedRt>
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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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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 10/01/2023      FHLMC G15</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 10/01/2023      FHLMC G15</title>
        <cusip>3128PLVF6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="429874"/>
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        <balance>61569.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>64706.62000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT3 FRN 06/15/2044 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT3 FRN 06/15/2044 144A</title>
        <cusip>21055RAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="982836"/>
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        <balance>712727.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>557372.98000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>14.312085</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 3.905% 02/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.905% 02/01/2036     FNMA ARM</title>
        <cusip>31409VAS2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="458901"/>
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        <balance>331179.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347093.30000000</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>2036-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <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"/>
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        <balance>51850.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52221.49000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>FANNIE MAE 3.635% 08/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.635% 08/01/2035 FAR FNARM</title>
        <cusip>31407MJ97</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548229"/>
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        <balance>6694.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6743.30000000</valUSD>
        <pctVal>0.000218894396</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.63500000</annualizedRt>
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      <invstOrSec>
        <name>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.81488% 10/25/2022 Term Loan</name>
        <lei>5493008YQUVFPVW2VW35</lei>
        <title>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.81488% 10/25/2022 Term Loan</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="677244"/>
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        <balance>254233.61000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>209742.73000000</valUSD>
        <pctVal>0.006808462979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>TIBCO SOFTWARE INC 6.5% 07/31/2026 Term B-3 Loans</name>
        <lei>04EEB871XLHVNY4RZJ65</lei>
        <title>TIBCO SOFTWARE INC 6.5% 07/31/2026 Term B-3 Loans</title>
        <cusip>88632NAP5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1046812"/>
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        <balance>1373099.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1295004.93000000</valUSD>
        <pctVal>0.042037181091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.74000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VOYA CLO 2016-3 LTD FRN 10/18/2031 2016-3A CR 144A</name>
        <lei>549300001G5S0D8B8343</lei>
        <title>VOYA CLO 2016-3 LTD FRN 10/18/2031 2016-3A CR 144A</title>
        <cusip>92915HAU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940293"/>
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        <balance>1698113.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1363314.54000000</valUSD>
        <pctVal>0.044254580716</pctVal>
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        <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>4.38525000</annualizedRt>
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      <invstOrSec>
        <name>AMERICAN HOMES 4 RENT 3.467% 04/17/2052 2015-SFR1 A 144A</name>
        <lei>N/A</lei>
        <title>AMERICAN HOMES 4 RENT 3.467% 04/17/2052 2015-SFR1 A 144A</title>
        <cusip>02666AAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686097"/>
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        <balance>5579829.00800000</balance>
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        <curCd>USD</curCd>
        <valUSD>5805429.31000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.46700000</annualizedRt>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO 3.875% 09/10/2024</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO 3.875% 09/10/2024</title>
        <cusip>46625HJY7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="585542"/>
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        <balance>8400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9048033.79000000</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>2024-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bank Of Montreal 1.85% 05/01/2025</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>Bank Of Montreal 1.85% 05/01/2025</title>
        <cusip>06367WB85</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1065119"/>
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        <balance>5900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5921639.25000000</valUSD>
        <pctVal>0.192222450853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 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>79182.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79727.27000000</valUSD>
        <pctVal>0.002588028515</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>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2029 2017-C04 2M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>UKRAINE GOVERNMENT 7.375% 09/25/2032 144A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="691958"/>
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        <balance>5000000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>CALPINE CORP 5.50% 02/01/2024</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>CALPINE CORP 5.50% 02/01/2024</title>
        <cusip>131347CJ3</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERSO CORP WTS EXP 07/25/2023</name>
        <lei>549300FODXCTQ8DGT594</lei>
        <title>VERSO CORP WTS EXP 07/25/2023</title>
        <cusip>92531L116</cusip>
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          <ticker value="VRSZW"/>
          <other otherDesc="Internal Identifier" value="639882"/>
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        <descOthUnits>Warrants</descOthUnits>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 01/01/2039      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 01/01/2039      FHLMC G30</title>
        <cusip>3128M7DJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="441698"/>
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        <valUSD>108229.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Octagon Investment Partners XXII Ltd FRN 01/22/2030 2014-1A CRR 144A</name>
        <lei>549300MQ9W5DWZ8QX450</lei>
        <title>Octagon Investment Partners XXII Ltd FRN 01/22/2030 2014-1A CRR 144A</title>
        <cusip>67572YBU5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684208"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>FANNIE MAE 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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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Centurion Pipeline Co LLC 6.5% 09/28/2025 Initial Term Loans</name>
        <lei>54930040AX5IIFI80J88</lei>
        <title>Centurion Pipeline Co LLC 6.5% 09/28/2025 Initial Term Loans</title>
        <cusip>15643YAC0</cusip>
        <identifiers>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>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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        <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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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/27/2028 2016-HQA2 M2</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/27/2028 2016-HQA2 M2</title>
        <cusip>3137G0KB4</cusip>
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          <other otherDesc="Internal Identifier" value="652056"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Nascar Holdings Inc 6.5% 10/18/2026 Initial Term Loans</name>
        <lei>549300XWV2JTQZZOV244</lei>
        <title>Nascar Holdings Inc 6.5% 10/18/2026 Initial Term Loans</title>
        <cusip>63108EAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998927"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025 144A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200723</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 2M2</name>
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        <name>HPS Loan Management 13-2018 Ltd FRN 10/15/2030 13A-18 C 144A</name>
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      <invstOrSec>
        <name>Octagon Investment Partners 18-R Ltd FRN 04/16/2031 2018-18A C 144A</name>
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        <name>FANNIE MAE 2.145% 09/01/2030 FAR FNARM</name>
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        <name>Octagon Investment Partners 33 Ltd FRN 01/20/2031 144A 2017-1A C</name>
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        <name>FANNIE MAE 4.199% 04/01/2033     FNMA ARM</name>
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        <name>CHS/COMMUNITY HEALTH SYSTEMS INC 6.25% 03/31/2023</name>
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          <other otherDesc="Internal Identifier" value="661633"/>
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        <name>N/A</name>
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        <title>US LONG BOND(CBT) Jun20 Jun 20 Future</title>
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        <name>CITIZENS PPTY INS CORP FLA</name>
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        <name>FANNIE MAE 3.188% 09/01/2034 FAR FNARM</name>
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        <name>Towd Point Mortgage Trust 2018-2 FRN 03/25/2058 2018-2  A1 144A</name>
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        <name>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A DR 144</name>
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        <title>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A DR 144</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHINA CONSTRUCTION BANK CORP/HONG KONG 2.75% 12/04/2020 REG S</name>
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        <name>THREE GORGES FINANCE I CAYMAN ISLANDS LTD 3.70% 06/10/2025 144A</name>
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        <name>Dryden 50 Senior Loan Fund FRN 07/15/2030 144A 2017-50A A1</name>
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      <invstOrSec>
        <name>TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/2030 2017-1A C 144A</name>
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          <other otherDesc="Internal Identifier" value="676716"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.309% 12/01/2034 FAR FNARM</name>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="3044623264914"/>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATI</name>
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          <other otherDesc="Internal Identifier" value="680539"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Battalion Oil Corp COM USD 0.0001</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Carlyle Global Market Strategies CLO 2014-4-R Ltd FRN 07/15/2030 2014-4RA A2 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Wells Fargo &amp; Co 2.188% 04/30/2026 *FIXED TO FLOAT*</name>
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          <other otherDesc="Internal Identifier" value="1065305"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 4.255% 05/01/2037 FAR FNARM</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2024 2014-DN4 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2024 2014-DN4 M3</title>
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        <name>ALTICE FINANCING SA 7.50% 05/15/2026 144A</name>
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        <name>STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST FRN 2/19/35 04-AR6 A1A</name>
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        <name>BURNHAM PARK CLO LTD FRN 10/20/2029 144A 1A BR</name>
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        <name>Invitation Homes 2017-SFR2 Trust FRN 12/17/2036 2017-SFR2 A 144A</name>
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        <name>Morgan Stanley 2.188% 04/28/2026 *FIXED TO FLOAT*</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-01</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>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 5A A 144A</name>
        <lei>635400IYPG2G6NM3OV52</lei>
        <title>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 5A A 144A</title>
        <cusip>BCC2LWNA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018801"/>
        </identifiers>
        <balance>14800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
        <valUSD>15531341.44000000</valUSD>
        <pctVal>0.504163187014</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.91000000</annualizedRt>
          <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>
        <cusip>31428XBU9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="955161"/>
        </identifiers>
        <balance>3900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4027040.08000000</valUSD>
        <pctVal>0.130721829071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</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>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"/>
        </identifiers>
        <balance>1710406.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1574287.27000000</valUSD>
        <pctVal>0.051102970750</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>4.74870000</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 4.165% 04/01/2025 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.165% 04/01/2025 FAR FNARM</title>
        <cusip>31385PHJ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564328"/>
        </identifiers>
        <balance>15864.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15981.84000000</valUSD>
        <pctVal>0.000518786829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.16500000</annualizedRt>
          <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>261982.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>263995.47000000</valUSD>
        <pctVal>0.008569562263</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 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"/>
        </identifiers>
        <balance>16541.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17245.71000000</valUSD>
        <pctVal>0.000559813339</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.10700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.507% 07/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.507% 07/01/2035     FNMA ARM</title>
        <cusip>31407BZK8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="499766"/>
        </identifiers>
        <balance>29455.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30518.86000000</valUSD>
        <pctVal>0.000990673328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.01600000</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>MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 6.375% 03/01/2024</name>
        <lei>N/A</lei>
        <title>MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 6.375% 03/01/2024</title>
        <cusip>55342UAF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="626937"/>
        </identifiers>
        <balance>3900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4039776.00000000</valUSD>
        <pctVal>0.131135250026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</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 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"/>
        </identifiers>
        <balance>15009.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15250.30000000</valUSD>
        <pctVal>0.000495040295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03800000</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>Neuberger Berman CLO XXII Ltd FRN 10/17/2030 2016-22A BR 144A</name>
        <lei>549300FFV1EYI8ON7P41</lei>
        <title>Neuberger Berman CLO XXII Ltd FRN 10/17/2030 2016-22A BR 144A</title>
        <cusip>64131BAH6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="928512"/>
        </identifiers>
        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>845746.35000000</valUSD>
        <pctVal>0.027453789285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78488000</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 3.581% 05/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.581% 05/01/2036 FAR FNARM</title>
        <cusip>31409JSM3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="534997"/>
        </identifiers>
        <balance>217587.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>219981.81000000</valUSD>
        <pctVal>0.007140833961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.58100000</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>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"/>
        </identifiers>
        <balance>7800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7858214.75000000</valUSD>
        <pctVal>0.255085667127</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dynasty Acquisition Co Inc 6.5% 04/04/2026 Initial Term B-2 Loan (CAD)</name>
        <lei>549300L1RCRPOAUCB870</lei>
        <title>Dynasty Acquisition Co Inc 6.5% 04/04/2026 Initial Term B-2 Loan (CAD)</title>
        <cusip>26812CAF3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1042693"/>
        </identifiers>
        <balance>291629.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>257970.22000000</valUSD>
        <pctVal>0.008373976502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.95013000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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"/>
        </identifiers>
        <balance>507690.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>470597.97000000</valUSD>
        <pctVal>0.015276090173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.48525000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.50% 12/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.50% 12/01/2036 FAR FNARM</title>
        <cusip>31409GRZ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565351"/>
        </identifiers>
        <balance>74518.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75111.27000000</valUSD>
        <pctVal>0.002438188446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 05/10/2025 Initial Term Loan</name>
        <lei>N/A</lei>
        <title>Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 05/10/2025 Initial Term Loan</title>
        <cusip>01881UAE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1041564"/>
        </identifiers>
        <balance>1271927.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1195215.36000000</valUSD>
        <pctVal>0.038797909851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-10</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.84% 11/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.84% 11/01/2034 FAR FNARM</title>
        <cusip>31406DJH0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564384"/>
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        <curCd>USD</curCd>
        <valUSD>22332.45000000</valUSD>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 2.957% 10/01/2040     FNMA ARM</name>
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        <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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Navistar International Corp 9.5% 05/01/2025 144A</name>
        <lei>WNDD3CRVXJGC8I7GX671</lei>
        <title>Navistar International Corp 9.5% 05/01/2025 144A</title>
        <cusip>63934EAW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1064903"/>
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        <curCd>USD</curCd>
        <valUSD>1368250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2029 2017-C02 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 09/25/2029 2017-C02 2M2</title>
        <cusip>30711XGP3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="993015"/>
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        <curCd>USD</curCd>
        <valUSD>2889397.60000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2025 15-HQ1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2025 15-HQ1 M3</title>
        <cusip>3137G0EJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="600302"/>
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        <curCd>USD</curCd>
        <valUSD>6876762.53000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2029 2017-DNA2 M2</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2029 2017-DNA2 M2</title>
        <cusip>3137G0NX3</cusip>
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          <other otherDesc="Internal Identifier" value="960383"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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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>
        <lei>N/A</lei>
        <title>Madison Park Funding XXXI Ltd FRN 01/23/2031 144A 31A A2A</title>
        <cusip>55819DAE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942330"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>GRIFOLS WORLDWIDE OPERATIONS USA INC 6.5% 11/15/2027 Dollar Tranche B Term Loan</name>
        <lei>N/A</lei>
        <title>GRIFOLS WORLDWIDE OPERATIONS USA INC 6.5% 11/15/2027 Dollar Tranche B Term Loan</title>
        <cusip>39843PAG8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019865"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-15</maturityDt>
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      <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"/>
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        <balance>642.96000000</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>2034-08-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 7/25/2025 2015-C03 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 7/25/2025 2015-C03 1M2</title>
        <cusip>30711XBB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658703"/>
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        <curCd>USD</curCd>
        <valUSD>8636463.33000000</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>2025-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.48725000</annualizedRt>
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        <name>Whatabrands LLC 4.41625% 08/02/2026 2020 Refinancing Term Loans</name>
        <lei>254900HMMX4HTWIP0085</lei>
        <title>Whatabrands LLC 4.41625% 08/02/2026 2020 Refinancing Term Loans</title>
        <cusip>96244UAD9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038308"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Carlyle Euro CLO 2019-2 DAC FRN 08/15/2032 2019-2A A2A 144A</name>
        <lei>63540012YBWEYXRWOE16</lei>
        <title>Carlyle Euro CLO 2019-2 DAC FRN 08/15/2032 2019-2A A2A 144A</title>
        <cusip>BCC2KFQI3</cusip>
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          <other otherDesc="Internal Identifier" value="994142"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.80000000</annualizedRt>
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        <name>WEST CLO LTD FRN 07/18/2026 14-1A A2R 144A</name>
        <lei>2549008FQ6ZWGP8NJZ96</lei>
        <title>WEST CLO LTD FRN 07/18/2026 14-1A A2R 144A</title>
        <cusip>951680AK3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="673264"/>
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        <balance>1530000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1524529.85000000</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>2026-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.48525000</annualizedRt>
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      <invstOrSec>
        <name>GLENCORE FUNDING LLC 3.00% 10/27/2022 144A</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>GLENCORE FUNDING LLC 3.00% 10/27/2022 144A</title>
        <cusip>378272AP3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="677149"/>
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        <balance>2200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2184762.80000000</valUSD>
        <pctVal>0.070919629213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SEALED AIR CORP 5.25% 04/01/2023 144A</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>SEALED AIR CORP 5.25% 04/01/2023 144A</title>
        <cusip>81211KAU4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="544487"/>
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        <balance>950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>985815.00000000</valUSD>
        <pctVal>0.032000560552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BESPOKE PECAN 12/20/21 5-10% MEZZ 4.10% 12/20/2021 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693108"/>
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        <balance>2900000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1347135.57000000</valUSD>
        <pctVal>-0.04372939484</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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            <swapFlag>Y</swapFlag>
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        <name>FANNIE MAE 4.375% 08/01/2032 FAR FNARM</name>
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        <name>GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan</name>
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        <name>Mill City Mortgage Loan Trust 2017-3 FRN 01/25/2061 144A 2017-3 A1</name>
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        <name>FANNIE MAE 3.696% 05/01/2036 FAR FNARM</name>
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          <other otherDesc="Internal Identifier" value="571446"/>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-31 FRN 09/15/2044 2019-31 PT 144A</name>
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        <name>NEXSTAR BROADCASTING INC 5.625% 08/01/2024 144A</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2024 2014-C04 2M2</name>
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          <other otherDesc="Internal Identifier" value="652548"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 4.23% 05/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31411YDP5</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PERUVIAN GOVERNMENT INTERNATIONAL BOND 6.55% 03/14/2037</name>
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        <cusip>715638AU6</cusip>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>PE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Fedex Corp 3.8% 05/15/2025</name>
        <lei>549300E707U7WNPZN687</lei>
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        <cusip>31428XBY1</cusip>
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          <other otherDesc="Internal Identifier" value="1059323"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_SGD_20200813</title>
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        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>71000000.00000000</amtCurSold>
            <curSold>SGD</curSold>
            <amtCurPur>5295183550.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-08-13</settlementDt>
            <unrealizedAppr>-945714.25000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>ENTERPRISE PRODUCTS OPERATING LLC 3.35% 03/15/2023</title>
        <cusip>29379VAZ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="544649"/>
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        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>881979.21000000</valUSD>
        <pctVal>0.028629944883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
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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>REPUBLIC OF ARGENTINA 5.00% 12/20/2021 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693987"/>
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        <balance>630000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-465394.77</valUSD>
        <pctVal>-0.01510718899</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>369355.0</upfrontRcpt>
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            <unrealizedAppr>-182367.27</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_BRL_20200513</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="3068623388553"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>38462.76</valUSD>
        <pctVal>0.001248540426</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>1260386.00000000</amtCurSold>
            <curSold>BRL</curSold>
            <amtCurPur>270017.14000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-05-13</settlementDt>
            <unrealizedAppr>38462.76000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Coca-Cola Co/The 1.45% 06/01/2027</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>Coca-Cola Co/The 1.45% 06/01/2027</title>
        <cusip>191216CU2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1067141"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1995683.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CLO VIII LTD FRN 01/16/2026 144A 2014-8A BRR</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CLO VIII LTD FRN 01/16/2026 144A 2014-8A BRR</title>
        <cusip>338422AS7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1065243"/>
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        <balance>1760000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1689056.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.57613000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <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"/>
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        <balance>56516.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56840.53000000</valUSD>
        <pctVal>0.001845101588</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>
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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>B&amp;G FOODS INC 6.5% 10/10/2026 Tranche B-4 Term Loan</name>
        <lei>549300TRW1LZMDJZAQ78</lei>
        <title>B&amp;G FOODS INC 6.5% 10/10/2026 Tranche B-4 Term Loan</title>
        <cusip>05508TAU6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1011005"/>
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        <balance>1073600.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1046984.17000000</valUSD>
        <pctVal>0.033986174210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.48938000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Appvion Operations Inc 6.5% 06/15/2026 Term Loan</name>
        <lei>549300KG8GQ03SX7CT73</lei>
        <title>Appvion Operations Inc 6.5% 06/15/2026 Term Loan</title>
        <cusip>03835HAB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="877475"/>
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        <balance>360145.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352942.85000000</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>2026-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.33186000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 04/01/2031</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 04/01/2031</title>
        <cusip>161175BU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1061186"/>
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        <balance>3800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3830324.91000000</valUSD>
        <pctVal>0.124336253979</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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          <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>2659500.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.98488000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EXPORT-IMPORT BANK OF CHINA 3.625% 07/31/2024 144A</name>
        <lei>300300C1020211000045</lei>
        <title>EXPORT-IMPORT BANK OF CHINA 3.625% 07/31/2024 144A</title>
        <cusip>30216HAD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="679963"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.00% 03/01/2038      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 03/01/2038      FNMA 30</title>
        <cusip>31414CEJ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="436003"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>INDONESIA REPUBLIC OF 1.00% 12/20/2024 CDS</title>
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          <other otherDesc="Internal Sec ID" value="693764"/>
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        <units>NC</units>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mill City Mortgage Loan Trust 2018-4 FRN 04/25/2066 2018-4 A1B 144A</name>
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        <title>Mill City Mortgage Loan Trust 2018-4 FRN 04/25/2066 2018-4 A1B 144A</title>
        <cusip>59980YAB1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="959718"/>
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        <curCd>USD</curCd>
        <valUSD>11516480.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC 3.5% 03/15/2043 4402 PE</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC 3.5% 03/15/2043 4402 PE</title>
        <cusip>3137BEMG6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1031341"/>
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        <balance>1375606.81300000</balance>
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        <curCd>USD</curCd>
        <valUSD>1433580.52000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>Towd Point Mortgage Trust 3% 10/25/2053 144A 2015-1 AE</name>
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        <cusip>89171DBH9</cusip>
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          <other otherDesc="Internal Identifier" value="993185"/>
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      <invstOrSec>
        <name>Dryden 45 Senior Loan Fund FRN 10/15/2030 2016-45A CR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Galaxy XXV CLO Ltd FRN 10/15/2031 2018-25A B 144A</name>
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        <cusip>36319XAC1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="922190"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.448% 03/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.448% 03/01/2038 FAR FNARM</title>
        <cusip>31412SKX2</cusip>
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          <other otherDesc="Internal Identifier" value="565403"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 2.625% 04/20/2026     GNMA ARM</name>
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        <title>GOVT NATL MORTG ASSN 2.625% 04/20/2026     GNMA ARM</title>
        <cusip>36202KZN8</cusip>
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          <other otherDesc="Internal Identifier" value="332555"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 2.975% 04/01/2028 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>N/A</name>
        <lei>N/A</lei>
        <title>IDR_USD_20200615</title>
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          <other otherDesc="Internal Sec ID" value="2986622955771"/>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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        <name>CENTENE CORP 4.75% 05/15/2022</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 4.75% 05/15/2022</title>
        <cusip>15135BAD3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="595389"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <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>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CVS HEALTH CORP 2.80% 07/20/2020</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 2.80% 07/20/2020</title>
        <cusip>126650CJ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627328"/>
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        <balance>2800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2799782.47000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Jackson National Life Global Funding 3.3% 02/01/2022 144A</name>
        <lei>635400PQXLYXWJI5QD78</lei>
        <title>Jackson National Life Global Funding 3.3% 02/01/2022 144A</title>
        <cusip>46849LTE1</cusip>
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          <other otherDesc="Internal Identifier" value="959414"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 2.957% 08/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.957% 08/01/2040 FAR FNARM</title>
        <cusip>31386C3G5</cusip>
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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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        <name>FANNIE MAE 3.915% 02/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AVON PRODUCTS INC 5.00% 03/20/2023 CDS</title>
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          <other otherDesc="Internal Sec ID" value="693810"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</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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          <other otherDesc="Internal Sec ID" value="691338"/>
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        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="609987"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>BPCE SA 2.375% 01/14/2025 144A</name>
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        <name>Madison Park Euro Funding VIII DAC FRN 04/15/2032 8A ARN 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MAXIM INTEGRATED PRODUCTS INC 3.45% 06/15/2027</name>
        <lei>SO0H5YEO14Y4PVKQH532</lei>
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        <name>FANNIE MAE 3.375% 10/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Hayfin Kingsland IX Ltd FRN 04/28/2031 144A 2013-6A BR</name>
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        <name>LCM XXII Ltd FRN 10/20/2028 144A 22A A2R</name>
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        <title>LCM XXII Ltd FRN 10/20/2028 144A 22A A2R</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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        <name>FANNIE MAE 3.487% 03/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31406GY52</cusip>
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          <other otherDesc="Internal Identifier" value="368724"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC FRN 03/13/2023 FIXED TO FLOAT</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC FRN 03/13/2023 FIXED TO FLOAT</title>
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          <other otherDesc="Internal Identifier" value="661509"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TEAYS VALLEY OHIO LOC SCH DIST</name>
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          <other otherDesc="Internal Identifier" value="610141"/>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 4.875% 10/14/2044 144A</name>
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          <other otherDesc="Internal Identifier" value="618530"/>
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        <invCountry>KZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 02/25/2024 2014-DN1 M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Neuberger Berman Loan Advisers CLO 32 Ltd FRN 01/19/2032 144A 2019-32A C</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HARBOR FREIGHT TOOLS USA INC 4.37688% 08/19/2023 REFINANCING LOANS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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        <name>BATTALION OIL CORP WTS EXP 10/8/2022 CL A</name>
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        <cusip>07134L123</cusip>
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        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 3.8218% 07/15/2048 2015-C30 A5</name>
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        <name>Athene Global Funding 2.75% 06/25/2024 144A</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding 2.75% 06/25/2024 144A</title>
        <cusip>04685A2J9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="992822"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 2.419% 07/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31362J5B7</cusip>
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        <name>Dynasty Acquisition Co Inc 6.5% 04/04/2026 Initial Term B-1 Loan</name>
        <lei>549300L1RCRPOAUCB870</lei>
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        <cusip>26812CAE6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>CVS HEALTH CORP 2.125% 06/01/2021</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 2.125% 06/01/2021</title>
        <cusip>126650CT5</cusip>
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          <other otherDesc="Internal Identifier" value="634351"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <name>FANNIE MAE 2.957% 06/01/2040     FNMA ARM</name>
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        <cusip>31385Y2D6</cusip>
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          <other otherDesc="Internal Identifier" value="462776"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2028 2016-HQA2 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2028 2016-HQA2 M3</title>
        <cusip>3137G0KE8</cusip>
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          <other otherDesc="Internal Identifier" value="689498"/>
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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>
        <title>FANNIE MAE 3.583% 07/01/2024 FAR FNARM</title>
        <cusip>31385H7J5</cusip>
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          <other otherDesc="Internal Identifier" value="548282"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Verscend Holding Corp 6.5% 07/27/2025 Term B Loans</name>
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        <cusip>92531HAB3</cusip>
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          <other otherDesc="Internal Identifier" value="1041442"/>
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        <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>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>Octagon Investment Partners 28 Ltd 10/24/2030 144A 2016-1A A2R</name>
        <lei>254900BI638DCRT6IN48</lei>
        <title>Octagon Investment Partners 28 Ltd 10/24/2030 144A 2016-1A A2R</title>
        <cusip>67591EAS2</cusip>
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          <other otherDesc="Internal Identifier" value="944126"/>
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        <curCd>USD</curCd>
        <valUSD>3744489.36000000</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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        <name>FSS-FRANKLIN FLEXIBLE ALPHA BOND FUND OEMF USD NPV CL A1 TIS A/C# 20464</name>
        <lei>549300H71J2UJV8EDX53</lei>
        <title>FSS-FRANKLIN FLEXIBLE ALPHA BOND FUND OEMF USD NPV CL A1 TIS A/C# 20464</title>
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          <other otherDesc="Internal Sec ID" value="1025253"/>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>FANNIE MAE 3.505% 05/01/2033 FNMA</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.505% 05/01/2033 FNMA</title>
        <cusip>31385XQE0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="341331"/>
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        <curCd>USD</curCd>
        <valUSD>3880.43000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.50500000</annualizedRt>
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      <invstOrSec>
        <name>Madison Park Funding XXVIII Ltd FRN 07/15/2030 2018-28A C 144A</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXVIII Ltd FRN 07/15/2030 2018-28A C 144A</title>
        <cusip>55821AAG3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689423"/>
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        <balance>4200000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 5.618% 08/01/2029 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31363EH73</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571522"/>
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        <valUSD>8360.59000000</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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        <name>FANNIE MAE 3.89% 01/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31387TZT4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564336"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.594% 09/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.594% 09/01/2033 FAR FNARM</title>
        <cusip>31403GCQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565383"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <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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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY 1.00% 12/20/2024 CDS</title>
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          <other otherDesc="Internal Sec ID" value="693758"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>Valeant Pharmaceuticals International 6.50% 06/02/2025 Inital Term Loans</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Valeant Pharmaceuticals International 6.50% 06/02/2025 Inital Term Loans</title>
        <cusip>C9413PAZ6</cusip>
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          <other otherDesc="Internal Identifier" value="874726"/>
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        <curCd>USD</curCd>
        <valUSD>440069.27000000</valUSD>
        <pctVal>0.014285097428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.71825000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2029 2016-HQA4 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2029 2016-HQA4 M2</title>
        <cusip>3137G0LT4</cusip>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1M2</name>
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        <name>NOTA DO TESOURO NACIONAL NTNF 01/01/2021 STATED RATE 10%</name>
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        <name>Armada Euro CLO IV DAC FRN 07/15/2033 144A 4A B</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 3.497% 10/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>N/A</name>
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        <name>Octagon Investment Partners 28 Ltd FRN 10/24/2030 16-1A BR 144A</name>
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        <name>FANNIE MAE 3.411% 11/01/2031 FAR FNARM</name>
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        <name>Neuberger Berman Loan Advisers CLO 26 Ltd FRN 10/18/2030 144A 2017-26A C</name>
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        <name>LEHMAN XS TRUST FRN 10/25/2035 2005-4 1A4</name>
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        <name>Akbank T.A.S. 5.125% 03/31/2025 144A</name>
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        <title>Akbank T.A.S. 5.125% 03/31/2025 144A</title>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 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>10388.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10488.97000000</valUSD>
        <pctVal>0.000340482666</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>
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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>BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 3.705% 09/15/2048 2015-UBS7 A4</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 3.705% 09/15/2048 2015-UBS7 A4</title>
        <cusip>06054AAX7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="616819"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>109109.54000000</valUSD>
        <pctVal>0.003541806973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Galaxy XXVI CLO Ltd FRN 11/22/2031 144A 26A B</name>
        <lei>N/A</lei>
        <title>Galaxy XXVI CLO Ltd FRN 11/22/2031 144A 26A B</title>
        <cusip>36321LAC3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940295"/>
        </identifiers>
        <balance>2100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1997958.92000000</valUSD>
        <pctVal>0.064855784706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.38275000</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>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="691339"/>
        </identifiers>
        <balance>485000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-378019.11</valUSD>
        <pctVal>-0.01227088593</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="485000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <upfrontRcpt>69483.64</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>485000.00</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-328151.17</unrealizedAppr>
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        </derivativeInfo>
        <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_NOK_20200723</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="3081423149618"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>40328.88</valUSD>
        <pctVal>0.001309116585</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>86200000.00000000</amtCurSold>
            <curSold>NOK</curSold>
            <amtCurPur>8457613.81000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-23</settlementDt>
            <unrealizedAppr>40328.88000000</unrealizedAppr>
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        </derivativeInfo>
        <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>CITIBANK BESPOKE PHOENIX 12/20/21 5-7% TRANCHE 12/20/2021 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693003"/>
        </identifiers>
        <balance>700000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-190540.92</valUSD>
        <pctVal>-0.00618515263</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 PHOENIX 12/20/21 5-7% TRANCHE 12/20/2021 CDX
</narrativeDesc>
              </indexBasketInfo>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="700000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.90000000"/>
            <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>700000.00</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-190540.92</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Imperial Brands Finance PLC 3.125% 07/26/2024 144A</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>Imperial Brands Finance PLC 3.125% 07/26/2024 144A</title>
        <cusip>45262BAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019809"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>690271.62000000</valUSD>
        <pctVal>0.022406920946</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200723</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="3030723208839"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3244.7</valUSD>
        <pctVal>0.000105326271</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>300000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>332542.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-07-23</settlementDt>
            <unrealizedAppr>3244.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTPAC BANKING CORP 2.10% 02/25/2022 144A</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WESTPAC BANKING CORP 2.10% 02/25/2022 144A</title>
        <cusip>96122WAL4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627016"/>
        </identifiers>
        <balance>9700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9801783.85000000</valUSD>
        <pctVal>0.318175902792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANCA MONTE DEI PASCHI DI SIENA SPA 2.875% 07/16/2062 REG S</name>
        <lei>J4CP7MHCXR8DAQMKIL78</lei>
        <title>BANCA MONTE DEI PASCHI DI SIENA SPA 2.875% 07/16/2062 REG S</title>
        <cusip>T1188BER3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="605896"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
        <valUSD>1794127.07000000</valUSD>
        <pctVal>0.058239194921</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Antares CLO 2018-1 Ltd FRN 04/20/2031 2018-1A B 144A</name>
        <lei>N/A</lei>
        <title>Antares CLO 2018-1 Ltd FRN 04/20/2031 2018-1A B 144A</title>
        <cusip>03665MAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687904"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5593903.86000000</valUSD>
        <pctVal>0.181583825763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78525000</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>NAVISTAR INC 5.89% 11/06/2024 Tranche B Term Loan</name>
        <lei>4EW4JDYTYMZ6D6T42H76</lei>
        <title>NAVISTAR INC 5.89% 11/06/2024 Tranche B Term Loan</title>
        <cusip>63937YAE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="677535"/>
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        <balance>1342857.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1226475.74000000</valUSD>
        <pctVal>0.039812653676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.22000000</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>Alloy Finco Limited 6.5% 03/06/2025 Term Loan B TOGG PIK</name>
        <lei>N/A</lei>
        <title>Alloy Finco Limited 6.5% 03/06/2025 Term Loan B TOGG PIK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1050519"/>
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        <balance>193047.6700</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94110.74000000</valUSD>
        <pctVal>0.003054930624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-06</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Jpmorgan Chase &amp; Co 2.083% 04/22/2026 *FIXED TO FLOAT*</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>Jpmorgan Chase &amp; Co 2.083% 04/22/2026 *FIXED TO FLOAT*</title>
        <cusip>46647PBK1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1061623"/>
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        <balance>18200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18466955.96000000</valUSD>
        <pctVal>0.599456229020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.08300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 05/25/2028 2015-HQA2 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 05/25/2028 2015-HQA2 M2</title>
        <cusip>3137G0HF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="631879"/>
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        <balance>756492.63400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>751778.32000000</valUSD>
        <pctVal>0.024403491173</pctVal>
        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Madison Park Euro Funding VIII DAC FRN, 04/15/2032 8A BRN 144A</name>
        <lei>635400Y8CTGVSWYFMB36</lei>
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        <cusip>BCC2M53C1</cusip>
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          <other otherDesc="Internal Identifier" value="1022160"/>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FANNIE MAE 3.50% 01/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31375XB32</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571457"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FANNIE MAE 3.50% 10/01/2025 FNI FNCI</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.50% 10/01/2025 FNI FNCI</title>
        <cusip>31419CAG8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="543609"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.324% 08/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.324% 08/01/2036 FAR FNARM</title>
        <cusip>31375VE74</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571469"/>
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        <valUSD>120005.05000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG FRN 08/20/2020</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2029 2016-C07 2M2</name>
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        <cusip>30711XEC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1000941"/>
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        <curCd>USD</curCd>
        <valUSD>9996818.05000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.83725000</annualizedRt>
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      <invstOrSec>
        <name>Wells Fargo Mortgage Backed Securities 2018-1 FRN 07/25/2047 2018-1 A3 144A</name>
        <lei>549300EZH20KSD9JD814</lei>
        <title>Wells Fargo Mortgage Backed Securities 2018-1 FRN 07/25/2047 2018-1 A3 144A</title>
        <cusip>94989UAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="939087"/>
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        <balance>4811118.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4879138.03000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-07-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>WIDEOPENWEST FINANCE LLC 4.88938% 08/19/2023 Term B Loan</name>
        <lei>54930045JY28O5B5WE54</lei>
        <title>WIDEOPENWEST FINANCE LLC 4.88938% 08/19/2023 Term B Loan</title>
        <cusip>96758DBA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1034992"/>
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        <balance>214833.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201675.19000000</valUSD>
        <pctVal>0.006546582400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-19</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>U S TREASURY NOTE/BOND I/L 0.375% 07/15/2025 INDEX LINKED TO CPURNSA</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.375% 07/15/2025 INDEX LINKED TO CPURNSA</title>
        <cusip>912828XL9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="613517"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ASURION LLC 6.5% 11/03/2023 Replacement B-6 Term Loans</name>
        <lei>549300KNQVXGIOXWK278</lei>
        <title>ASURION LLC 6.5% 11/03/2023 Replacement B-6 Term Loans</title>
        <cusip>04649VAV2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="871262"/>
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        <balance>1306555.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1253748.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-03</maturityDt>
          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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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        <balance>1341043.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1304723.63000000</valUSD>
        <pctVal>0.042352660007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73938000</annualizedRt>
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      <invstOrSec>
        <name>Netflix Inc 5.75% 03/01/2024</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>Netflix Inc 5.75% 03/01/2024</title>
        <cusip>64110LAG1</cusip>
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          <other otherDesc="Internal Identifier" value="1042191"/>
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        <curCd>USD</curCd>
        <valUSD>1970460.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>TRY_USD_20200714</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="3105923610827"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-64229.7</valUSD>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>Morgan Stanley Capital I Trust 2011-C1 FRN 09/15/2047 2011-C1 A4 144A</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Capital I Trust 2011-C1 FRN 09/15/2047 2011-C1 A4 144A</title>
        <cusip>617458AG9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="919980"/>
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        <curCd>USD</curCd>
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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>2047-09-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <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>18858753.60000000</valUSD>
        <pctVal>0.612174380096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2020-2 FRN 03/15/2045 2020-2 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2020-2 FRN 03/15/2045 2020-2 PT 144A</title>
        <cusip>21056TAA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1041434"/>
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        <balance>5183455.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4416114.78000000</valUSD>
        <pctVal>0.143351590737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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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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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>HSBC HOLDINGS PLC 4.30% 03/08/2026</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COMMSCOPE INC 5.50% 06/15/2024 144A</name>
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        <name>FANNIE MAE 3.725% 06/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2024 14-DN3 M3</name>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CARLYLE US CLO 2017-5 Ltd FRN 01/20/2030 144A 2017-5A B</name>
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        <cusip>14316AAG2</cusip>
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          <other otherDesc="Internal Identifier" value="681080"/>
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        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 4.146% 06/01/2037     FHLMC ARM</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FANNIE MAE 3.308% 07/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.308% 07/01/2035     FNMA ARM</title>
        <cusip>31407B2L2</cusip>
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        <name>US Anesthesia Partners Inc 6.5% 06/23/2024 First Lien Term Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <invCountry>ZA</invCountry>

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        <fairValLevel>3</fairValLevel>
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        <name>Madison Park Funding XXII Ltd FRN 01/15/2033 144A 22A CR</name>
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        <name>THORNBURG MORTGAGE SECURITIES TRUST FRN 4/25/2045 05-1 A3</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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        <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>321811.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305117.80000000</valUSD>
        <pctVal>0.009904435045</pctVal>
        <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>3.49288000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>Republic of Belarus International Bond 7.625% 06/29/2027 144A</name>
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      <invstOrSec>
        <name>Adagio CLO VIII DAC FRN 04/15/2032 144A VIII-A B1</name>
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          <other otherDesc="Internal Identifier" value="1010968"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CWABS INC ASSET-BACKED CERTIFICATES FRN 3/25/2034 2004-1 M1</name>
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        <cusip>126671Z25</cusip>
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          <other otherDesc="Internal Identifier" value="525452"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-SLCT2 FRN 05/16/2044 2019-S2 PT 144A</name>
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          <other otherDesc="Internal Identifier" value="972001"/>
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        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 2.325% 08/01/2027 FAR FNARM</name>
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        <name>Invitation Homes 2018-SFR4 Trust FRN 01/17/2038 2018-SFR4 A 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2028 2016-DNA2 M3</name>
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        <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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        <name>FANNIE MAE 3.803% 08/01/2037     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FANNIE MAE 4.488% 01/01/2028     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>SANCHEZ ENERGY CORP 7.75% 06/15/2021 *DEFAULT*</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>Metropolitan Life Global Funding I 3.375% 01/11/2022 144A</name>
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        <name>Banijay Group US Holding Inc 6.5% 02/03/2025 Facility B (USD) Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.955% 03/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.955% 03/01/2034 FAR FNARM</title>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CLUB Certificate Issuer Trust 1 2018-14 FRN 09/16/2041 144A 2018-14 PT</name>
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        <name>United States Treasury Bill 08/13/2020 TBLM</name>
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        <name>FANNIE MAE 4.145% 06/01/2037 FAR FNARM</name>
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        <name>Dryden 38 Senior Loan Fund FRN 07/15/2030 2015-38A CR 144A</name>
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        <name>BlueMountain Fuji US Clo III Ltd FRN 01/15/2030 144A 2017-3A C</name>
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        <name>COUNTRYWIDE HOME LOANS FRN 07/25/2034 04-11 2A1</name>
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        <name>COMM MORTGAGE TRUST 3.178% 02/10/2035 144A 2015-3BP A</name>
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        <name>Mill City Mortgage Loan Trust 2017-1 FRN 11/25/2058 2017-1 A1 144A</name>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PROCTER &amp; GAMBLE CO 1.70% 11/03/2021</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.407% 04/01/2038 FAR FNARM</name>
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        <title>FANNIE MAE 3.407% 04/01/2038 FAR FNARM</title>
        <cusip>31414C5R5</cusip>
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          <other otherDesc="Internal Identifier" value="538317"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>FANNIE MAE 3.696% 07/01/2035 FAR FNARM</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Towd Point Mortgage Trust 2017-4 FRN 06/25/2057 2017-4 A1 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.903% 01/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <other otherDesc="Internal Identifier" value="461866"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.123% 06/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31405WAC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559759"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.823% 05/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31379CQ95</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="561524"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Harvest Operations Corp 4.2% 06/01/2023 144A</name>
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        <cusip>41754WAS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="871507"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <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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        <cusip>3137G0GW3</cusip>
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          <other otherDesc="Internal Identifier" value="658709"/>
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        <name>ON SEMICONDUCTOR CORP 6.5% 09/18/2026 2019 Replacement Term B-4 Loans</name>
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          <other otherDesc="Internal Identifier" value="1009896"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST 2018-1 FRN 01/25/2058 2018-1 A1 144A</name>
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        <name>FANNIE MAE 4.50% 06/01/2025      FNMA 15</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BATTALION OIL CORP WTS EXP 10/08/2022 CL B</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
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        <cusip>07134L115</cusip>
        <identifiers>
          <ticker value="BATL-WB"/>
          <other otherDesc="Internal Identifier" value="1014175"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Ellington Clo III Ltd FRN 07/20/2030 2018-3A A1 144A</name>
        <lei>254900V20GCNJI0I7591</lei>
        <title>Ellington Clo III Ltd FRN 07/20/2030 2018-3A A1 144A</title>
        <cusip>28852LAA1</cusip>
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          <other otherDesc="Internal Identifier" value="689613"/>
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        <valUSD>3749943.95000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corp 3.45% 04/30/2021</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corp 3.45% 04/30/2021</title>
        <cusip>14040HBY0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="878519"/>
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        <balance>6800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6902213.66000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2024 2014-HQ1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2024 2014-HQ1 M3</title>
        <cusip>3137G0BW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686298"/>
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        <curCd>USD</curCd>
        <valUSD>7805833.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.58725000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) Jun20 Jun 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="FVM0"/>
          <other otherDesc="Internal Identifier" value="1029203"/>
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        <units>NC</units>
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        <valUSD>-428839.95000000</valUSD>
        <pctVal>-0.01392058224</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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            <counterparties>
              <counterpartyName>JP MORGAN SECURITIES LLC</counterpartyName>
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                <issuerName>US 5YR NOTE (CBT) Jun20 Jun 20 Future</issuerName>
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                  <cusip value="912828YE4"/>
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            <expDate>2020-06-30</expDate>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689537"/>
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        <balance>3500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3271844.63000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-30</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>Ares XLIX CLO Ltd FRN 07/22/2030 144A 2019-49A C 144A</name>
        <lei>549300FI9E5EZIMPA581</lei>
        <title>Ares XLIX CLO Ltd FRN 07/22/2030 144A 2019-49A C 144A</title>
        <cusip>04017JAG6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="913012"/>
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        <balance>3100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2816686.91000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-22</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/2029 2017-C03 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/2029 2017-C03 1M2</title>
        <cusip>30711XJX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="971970"/>
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        <balance>2780000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2029-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200915</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="3079223411060"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1241301.4</valUSD>
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        <payoffProfile>N/A</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE 2.757% 10/01/2044 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.757% 10/01/2044 FAR FNARM</title>
        <cusip>31406DAF3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="539659"/>
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        <balance>3758.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3777.91000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cigna Corp 3.4% 09/17/2021</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp 3.4% 09/17/2021</title>
        <cusip>125523AE0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1004075"/>
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        <balance>5800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5967151.88000000</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>2021-09-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
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      <invstOrSec>
        <name>Provident Funding Mortgage Trust 2020-1 FRN 144A 2020-1 A3</name>
        <lei>N/A</lei>
        <title>Provident Funding Mortgage Trust 2020-1 FRN 144A 2020-1 A3</title>
        <cusip>743874AE9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1046250"/>
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        <balance>8040256.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8239267.91000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>CNOOC FINANCE 2015 USA LLC 3.50% 05/05/2025</name>
        <lei>549300Q3CTIH31RFPO82</lei>
        <title>CNOOC FINANCE 2015 USA LLC 3.50% 05/05/2025</title>
        <cusip>12634MAB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="621278"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1808391.61000000</valUSD>
        <pctVal>0.058702236441</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 4.022% 10/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.022% 10/01/2034     FNMA ARM</title>
        <cusip>31405WHV0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="456047"/>
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        <balance>36189.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36390.54000000</valUSD>
        <pctVal>0.001181274051</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.02200000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANCA MONTE DEI PASCHI DI SIENA SPA 2.875% 04/16/2059 REG S</name>
        <lei>J4CP7MHCXR8DAQMKIL78</lei>
        <title>BANCA MONTE DEI PASCHI DI SIENA SPA 2.875% 04/16/2059 REG S</title>
        <cusip>T1188BDY9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="578779"/>
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        <balance>6300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
        <valUSD>7075482.55000000</valUSD>
        <pctVal>0.229677381432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDX.NA.HY.33 5.00% 12/20/2024 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="695166"/>
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        <balance>24696000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1250378.77000000</valUSD>
        <pctVal>-0.04058857041</pctVal>
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        <name>ASCENA RETAIL GROUP INC 6.4375% 08/21/2022 TRANCHE B TERM LOAN</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 3/25/28 03-A 1A</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 09/25/2024 2014-HQ2 M3</name>
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        <name>Mill City Mortgage Loan Trust 2018-1 FRN 05/25/2062 2018-1 A1 144A</name>
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        <name>Madison Park Funding XXXI Ltd FRN 01/23/2031 2018-31A B 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>BlueMountain CLO XXIV Ltd FRN 04/20/2031 2019-24A C 144A</name>
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        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOLDMAN SACHS GROUP INC FRN 09/15/2020</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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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>FANNIE MAE 2.873% 02/01/2026 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.873% 02/01/2026 FAR FNARM</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>New York State Urban Development Corp</name>
        <lei>54930039Y2EMGXN6LM88</lei>
        <title>New York State Urban Development Corp</title>
        <cusip>64985TBA8</cusip>
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          <other otherDesc="Internal Identifier" value="1018780"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</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>IQVIA Inc 4.302% 01/20/2025 TERM B-2 DOLLAR LOANS</name>
        <lei>549300PLWY28YB00C717</lei>
        <title>IQVIA Inc 4.302% 01/20/2025 TERM B-2 DOLLAR LOANS</title>
        <cusip>44969CBH2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="673955"/>
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        <balance>3514173.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3396448.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-20</maturityDt>
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          <annualizedRt>2.73938000</annualizedRt>
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      <invstOrSec>
        <name>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A BR 144A</name>
        <lei>549300EY2ULL20U3RR38</lei>
        <title>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A BR 144A</title>
        <cusip>67590WCJ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688014"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1148550.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.41888000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE 3.30% 02/01/2036     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.30% 02/01/2036     FNMA ARM</title>
        <cusip>31416BK49</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="469809"/>
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        <balance>686381.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>708463.76000000</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>2036-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UTEX INDUSTRIES INC 6.302% 05/21/2021 Initial Term Loan (First Lien)</name>
        <lei>N/A</lei>
        <title>UTEX INDUSTRIES INC 6.302% 05/21/2021 Initial Term Loan (First Lien)</title>
        <cusip>91759UAM7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="576851"/>
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        <balance>680976.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>188403.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.31138000</annualizedRt>
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      <invstOrSec>
        <name>FANNIE MAE 4.21% 08/01/2025 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.21% 08/01/2025 FAR FNARM</title>
        <cusip>31374NHT2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571541"/>
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        <balance>9768.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9839.65000000</valUSD>
        <pctVal>0.000319405076</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.21000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </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>40674.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>41458.98000000</valUSD>
        <pctVal>0.001345800784</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>4.02800000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA IIS RCV INFL CPURNSA 01/15/27 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="694527"/>
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        <balance>123400000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-7423744.00000000</valUSD>
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        <assetCat>DIR</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>JPMORGAN CHASE BANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) Jun20 Jun 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="TUM0"/>
          <other otherDesc="Internal Identifier" value="1047360"/>
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        <balance>2765.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5393749.87000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN SECURITIES LLC</counterpartyName>
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>US 2YR NOTE (CBT) Jun20 Jun 20 Future</issuerName>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.291% 06/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.291% 06/01/2034 FAR FNARM</title>
        <cusip>31404SLM5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559152"/>
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        <balance>21146.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22011.46000000</valUSD>
        <pctVal>0.000714514445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-06-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2024 2014-C01 M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2024 2014-C01 M2</title>
        <cusip>30711XAD6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688717"/>
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        <curCd>USD</curCd>
        <valUSD>2395013.23000000</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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          <couponKind>Floating</couponKind>
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      <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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        <balance>195864.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>197458.07000000</valUSD>
        <pctVal>0.006409690383</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust 2017-GS6 3.433% 05/10/2050 2017-GS6 A3</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Trust 2017-GS6 3.433% 05/10/2050 2017-GS6 A3</title>
        <cusip>36253PAC6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="932731"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2093523.80000000</valUSD>
        <pctVal>0.067957918198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Dryden 58 Clo Ltd FRN 07/17/2031 18-58A A2 144A</name>
        <lei>549300YIDGL7GPSLZ840</lei>
        <title>Dryden 58 Clo Ltd FRN 07/17/2031 18-58A A2 144A</title>
        <cusip>26245RAC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689425"/>
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        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1493010.99000000</valUSD>
        <pctVal>0.048464659789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.38488000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Avoca CLO XVII Designated Activity Co FRN 10/15/2032 144A 17A CL B1R</name>
        <lei>635400OUIIBSBWG9WH80</lei>
        <title>Avoca CLO XVII Designated Activity Co FRN 10/15/2032 144A 17A CL B1R</title>
        <cusip>BCC2L9VU3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1009048"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
        <valUSD>1246433.69000000</valUSD>
        <pctVal>0.040460509092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-10-15</maturityDt>
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          <annualizedRt>1.70000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Air Products And Chemicals Inc 1.5% 10/15/2025</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>Air Products And Chemicals Inc 1.5% 10/15/2025</title>
        <cusip>009158BB1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1066481"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2018098.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OWENS-BROCKWAY GLASS CONTAINER INC 5.375% 01/15/2025 144A</name>
        <lei>V2UQUCDZJ9WY98W8QU33</lei>
        <title>OWENS-BROCKWAY GLASS CONTAINER INC 5.375% 01/15/2025 144A</title>
        <cusip>690872AB2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="592327"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4911500.00000000</valUSD>
        <pctVal>0.159432300332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</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>UPGRADE MASTER PASS-THRU TRUST FRN 06/15/2025 144A 2019-PT1 A</name>
        <lei>N/A</lei>
        <title>UPGRADE MASTER PASS-THRU TRUST FRN 06/15/2025 144A 2019-PT1 A</title>
        <cusip>91531XAA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="979868"/>
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        <balance>848871.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>644565.36000000</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>2025-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>10.739058</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <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"/>
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        <balance>4800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4998704.50000000</valUSD>
        <pctVal>0.162263047361</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.662% 10/01/2036     FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 3.662% 10/01/2036     FHLMC ARM</title>
        <cusip>31300LS55</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="508159"/>
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        <balance>357260.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>360862.11000000</valUSD>
        <pctVal>0.011713952214</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>
        <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>552539.32800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>470961.48000000</valUSD>
        <pctVal>0.015287890079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.60600000</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>Costco Wholesale Corp 1.375% 06/20/2027</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>Costco Wholesale Corp 1.375% 06/20/2027</title>
        <cusip>22160KAN5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1061879"/>
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        <balance>5900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5937804.90000000</valUSD>
        <pctVal>0.192747204342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CATALENT PHARMA SOLUTIONS INC 6.5% 05/17/2026 Dollar Term B-2 Loan</name>
        <lei>549300HALRZ339MSTH85</lei>
        <title>CATALENT PHARMA SOLUTIONS INC 6.5% 05/17/2026 Dollar Term B-2 Loan</title>
        <cusip>14880BAG6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="981033"/>
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        <balance>3690680.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3644546.60000000</valUSD>
        <pctVal>0.118305700520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.23938000</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% 09/01/2044 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.757% 09/01/2044 FAR FNARM</title>
        <cusip>31405YPX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="551622"/>
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        <balance>14854.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14932.07000000</valUSD>
        <pctVal>0.000484710224</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2027 2015-DNA1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2027 2015-DNA1 M3</title>
        <cusip>3137G0EW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="602271"/>
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        <balance>6500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6510012.60000000</valUSD>
        <pctVal>0.211321650007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.78725000</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>N/A</name>
        <lei>N/A</lei>
        <title>USD_JPY_20200813</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="3112223418768"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-30097.5</valUSD>
        <pctVal>-0.00097699555</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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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>Carlyle GMS Finance MM CLO 2015-1 LLC FRN 10/15/2031 2015-1A A2R 144A</name>
        <lei>N/A</lei>
        <title>Carlyle GMS Finance MM CLO 2015-1 LLC FRN 10/15/2031 2015-1A A2R 144A</title>
        <cusip>14310QAG3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="920954"/>
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        <balance>7300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6640894.61000000</valUSD>
        <pctVal>0.215570213567</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.41888000</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>
        <name>Korea East-West Power Co Ltd 3.875% 07/19/2023 144A</name>
        <lei>549300VDRGYGX9NBTB52</lei>
        <title>Korea East-West Power Co Ltd 3.875% 07/19/2023 144A</title>
        <cusip>5006EPAJ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="914331"/>
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        <balance>4800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5127809.28000000</valUSD>
        <pctVal>0.166453920222</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <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>Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc 2.773% 12/15/2022</name>
        <lei>N/A</lei>
        <title>Baker Hughes a GE Co LLC / Baker Hughes Co-Obligor Inc 2.773% 12/15/2022</title>
        <cusip>05723KAD2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942193"/>
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        <balance>8800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8886234.90000000</valUSD>
        <pctVal>0.288456249903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.77300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Blackrock European CLO IX DAC FRN 12/15/2032 144A 9A A</name>
        <lei>549300CTNII509TFCV23</lei>
        <title>Blackrock European CLO IX DAC FRN 12/15/2032 144A 9A A</title>
        <cusip>BCC2LLUJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1013848"/>
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        <balance>3300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.91945570"/>
        <valUSD>3465951.17000000</valUSD>
        <pctVal>0.112508310673</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Korea East-West Power Co Ltd 1.75% 05/06/2025 144A</name>
        <lei>549300VDRGYGX9NBTB52</lei>
        <title>Korea East-West Power Co Ltd 1.75% 05/06/2025 144A</title>
        <cusip>5006EPAK7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1066001"/>
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        <balance>8500000.00000000</balance>
        <units>PA</units>
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        <name>Indonesia Government International Bond 4.35% 01/08/2027 144A</name>
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      <invstOrSec>
        <name>SABIC Capital II BV 4.5% 10/10/2028 144A</name>
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        <title>SABIC Capital II BV 4.5% 10/10/2028 144A</title>
        <cusip>78520LAB6</cusip>
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          <other otherDesc="Internal Identifier" value="934569"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Securus Technologies Holdings LLC 10.12688% 11/01/2025 SECOND LIEN INITIAL LOAN</name>
        <lei>549300EBCNNXVCJ2FW66</lei>
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          <other otherDesc="Internal Identifier" value="668594"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3.393% 09/01/2033 FAR FNARM</name>
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          <other otherDesc="Internal Identifier" value="532900"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST FRN 04/25/2056 144A 2016-3 A1</name>
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        <cusip>89172YAA8</cusip>
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          <other otherDesc="Internal Identifier" value="641203"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>UBS AG/London 1.75% 04/21/2022 144A</name>
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        <cusip>902674YA2</cusip>
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          <other otherDesc="Internal Identifier" value="1061190"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INOVALON HOLDINGS INC 6.5% 04/02/2025 Refinancing Date Term Loans</name>
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        <title>INOVALON HOLDINGS INC 6.5% 04/02/2025 Refinancing Date Term Loans</title>
        <cusip>45781BAG0</cusip>
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          <other otherDesc="Internal Identifier" value="1042262"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 02/25/36 2005-A10 A</name>
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        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 02/25/36 2005-A10 A</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>N/A</name>
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        <title>CITIBANK BESPOKE BOGOTA 06/20/20 7-10% TRANCHE 1.35% 06/20/2020 CDX</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MCDX.NA.31 1.00% 12/20/2023 MCDX</title>
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          <other otherDesc="Internal Sec ID" value="691847"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INDUSTRIAL &amp; COMMERCIAL BANK OF CHINA LTD NEW YO 2.957% 11/08/2022</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.365% 03/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31404CF54</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <title>REPUBLIC OF ARGENTINA 5.00% 12/20/2021 CDS</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A B 144A</name>
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        <title>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A B 144A</title>
        <cusip>09630AAG1</cusip>
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          <other otherDesc="Internal Identifier" value="934778"/>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-52 FRN 01/15/2045 144A</name>
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        <name>Ares European CLO VIII BV FRN 04/17/2032 144A 8A AR</name>
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        <name>TOWD POINT MORTGAGE TRUST FRN 02/25/2055 2016-1 A1 144A</name>
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        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST FRN 09/25/2034 04-12 3A1</name>
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        <name>COMMERCIAL MORTGAGE TRUST FRN 07/10/2038 2006-GG7 AJ</name>
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        <name>FANNIE MAE 4.00% 12/01/2025      FNMA 15</name>
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        <name>JACKSON NATIONAL LIFE GLOBAL FUNDING 2.10% 10/25/2021 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>Solera LLC 6.5% 03/03/2023 Dollar Term Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>KFC HLDG/PIZZA HUT/TACO BELL 6.50% 04/03/2025 TERM LOAN B</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BLUEMOUNTAIN CLO 2012-2 Ltd FRN 11/20/2028 144A 2012-2A DR2</name>
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        <title>BLUEMOUNTAIN CLO 2012-2 Ltd FRN 11/20/2028 144A 2012-2A DR2</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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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>

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        <title>FIRSTCASH INC 5.375% 06/01/2024 144A</title>
        <cusip>33767DAA3</cusip>
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        <curCd>USD</curCd>
        <valUSD>5049000.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>
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          <other otherDesc="Internal Identifier" value="564319"/>
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        <curCd>USD</curCd>
        <valUSD>3958.76000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VOYA CLO LTD FRN 04/25/2031 2013-2A A1R 144A</name>
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          <other otherDesc="Internal Identifier" value="686773"/>
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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>
      <invstOrSec>
        <name>Bain Capital Credit CLO 2018-1 FRN 04/23/2031 18-1A A1 144A</name>
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        <title>Bain Capital Credit CLO 2018-1 FRN 04/23/2031 18-1A A1 144A</title>
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          <other otherDesc="Internal Identifier" value="686479"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-04-23</maturityDt>
          <couponKind>Floating</couponKind>
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      <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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        <curCd>USD</curCd>
        <valUSD>7633.17000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2029 HQA1 M2</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2029 HQA1 M2</title>
        <cusip>3137G0NE5</cusip>
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          <other otherDesc="Internal Identifier" value="935251"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>U S TREASURY NOTE/BOND I/L 0.25% 01/15/2025 INDEX LINKED TO CPURNSA</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.25% 01/15/2025 INDEX LINKED TO CPURNSA</title>
        <cusip>912828H45</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="602785"/>
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        <curCd>USD</curCd>
        <valUSD>1499521.94000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.235% 04/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.235% 04/01/2038 FAR FNARM</title>
        <cusip>31414DDT0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565343"/>
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        <balance>51283.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>51943.20000000</valUSD>
        <pctVal>0.001686129260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-01</maturityDt>
          <couponKind>Floating</couponKind>
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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>PARTY CITY HOLDINGS INC 6.125% 08/15/2023 144A</name>
        <lei>5493005PYM1JS6EZN307</lei>
        <title>PARTY CITY HOLDINGS INC 6.125% 08/15/2023 144A</title>
        <cusip>702150AC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="610185"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253500.00000000</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>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDEX CORP 3.20% 02/01/2025</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FEDEX CORP 3.20% 02/01/2025</title>
        <cusip>31428XBC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="608556"/>
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        <balance>850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>892338.02000000</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>2025-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200914</title>
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          <other otherDesc="Internal Sec ID" value="3068123388519"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-280964.4</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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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>6245025.08500000</balance>
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        <curCd>USD</curCd>
        <valUSD>6491967.12000000</valUSD>
        <pctVal>0.210735875317</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2058-03-25</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY 2.80% 06/16/2020</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 2.80% 06/16/2020</title>
        <cusip>61761JB32</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627380"/>
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        <balance>6600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6612152.12000000</valUSD>
        <pctVal>0.214637203021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</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>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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        <balance>223.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>223.00000000</valUSD>
        <pctVal>0.000007238807</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.17200000</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>Long Point Park CLO Ltd FRN 01/17/2030 2017-1A B 144A</name>
        <lei>549300639DPKTBUSCC77</lei>
        <title>Long Point Park CLO Ltd FRN 01/17/2030 2017-1A B 144A</title>
        <cusip>542798AG8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="679889"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1776130.28000000</valUSD>
        <pctVal>0.057655000759</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.83488000</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 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>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CSC HOLDINGS LLC 5.25% 06/01/2024</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC 5.25% 06/01/2024</title>
        <cusip>126307AH0</cusip>
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          <other otherDesc="Internal Identifier" value="606676"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 1.25% PY EUR 1.1% 10/30/21</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Bellemeade Re 2018-1 Ltd 3.69113% 04/25/2028 144A</name>
        <lei>549300O2GEH6GH9NO762</lei>
        <title>Bellemeade Re 2018-1 Ltd 3.69113% 04/25/2028 144A</title>
        <cusip>078768AD0</cusip>
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          <other otherDesc="Internal Identifier" value="687965"/>
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        <curCd>USD</curCd>
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        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 2.87% PY EUR 2.5% 05/04/21</title>
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          <other otherDesc="Internal Sec ID" value="690100"/>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 1.85% PY EUR 1.5% 05/04/21</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="688162"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>BLUEMOUNTAIN CLO 2012-2 Ltd FRN 11/20/2028 144A 2A BR2</name>
        <lei>549300WSX4P5CXVKVR97</lei>
        <title>BLUEMOUNTAIN CLO 2012-2 Ltd FRN 11/20/2028 144A 2A BR2</title>
        <cusip>09626RAY1</cusip>
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          <other otherDesc="Internal Identifier" value="942464"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ELEVEN MADISON TRUST MORTGAGE TRUST FRN 09/10/2035 144A 2015-11MD A</name>
        <lei>N/A</lei>
        <title>ELEVEN MADISON TRUST MORTGAGE TRUST FRN 09/10/2035 144A 2015-11MD A</title>
        <cusip>556227AA4</cusip>
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          <other otherDesc="Internal Identifier" value="613074"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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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>
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          <other otherDesc="Internal Identifier" value="688654"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDX.NA.IG.33 1.00% 12/20/2024 CDX</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bayer US Finance II LLC 3.875% 12/15/2023 144A</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>Bayer US Finance II LLC 3.875% 12/15/2023 144A</title>
        <cusip>07274NAE3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC 3.75% 05/22/2025</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC 3.75% 05/22/2025</title>
        <cusip>38148LAE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="623513"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1069319.13000000</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>2025-05-22</maturityDt>
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        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2018-29 FRN 12/15/2043 2018-29 PT 144A</name>
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      <invstOrSec>
        <name>Micron Technology Inc 2.497% 04/24/2023</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>AMERIQUEST MTGE SECURITIES INC AB PASS-THROUGH CTFS FRN 06/25/34 2004-R4 M1</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <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>
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        <name>AVIS BUDGET CAR RENTAL LLC 3.42% 08/06/2027 Tranche B Term Loans</name>
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        <title>AVIS BUDGET CAR RENTAL LLC 3.42% 08/06/2027 Tranche B Term Loans</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 3.706% 09/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31414FS36</cusip>
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        <name>Dryden 70 CLO Ltd FRN 01/16/2032 2018-70A B 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <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>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>METROPOLITAN LIFE GLOBAL FUNDING I 3.875% 04/11/2022 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>RAAC FRN 03/25/2034 04-SP1 AII</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="569204"/>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 04/25/2029 2016-C06 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 04/25/2029 2016-C06 1M2</title>
        <cusip>30711XDS0</cusip>
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          <other otherDesc="Internal Identifier" value="658700"/>
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        <curCd>USD</curCd>
        <valUSD>4660002.19000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Caterpillar Inc 2.6% 04/09/2030</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
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          <other otherDesc="Internal Identifier" value="1059725"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST FRN 03/25/2054 2015-3 A1B 144A</name>
        <lei>549300ZHISOOIT5VZP03</lei>
        <title>TOWD POINT MORTGAGE TRUST FRN 03/25/2054 2015-3 A1B 144A</title>
        <cusip>89172HAK3</cusip>
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          <other otherDesc="Internal Identifier" value="654891"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.655% 04/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.655% 04/01/2037 FAR FNARM</title>
        <cusip>31410GE25</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565414"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FIELDWOOD ENERGY LLC 7.15076% 04/11/2022 Closing Date Loans</name>
        <lei>549300KTQCELOBO6BF21</lei>
        <title>FIELDWOOD ENERGY LLC 7.15076% 04/11/2022 Closing Date Loans</title>
        <cusip>31659HAQ4</cusip>
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          <other otherDesc="Internal Identifier" value="868700"/>
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        <curCd>USD</curCd>
        <valUSD>1086457.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BCC Middle Market CLO 2018-1A A2 FRN 10/20/2030 144A 1A A2</name>
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        <title>BCC Middle Market CLO 2018-1A A2 FRN 10/20/2030 144A 1A A2</title>
        <cusip>055328AC2</cusip>
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          <other otherDesc="Internal Identifier" value="931163"/>
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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>MCDX.NA.31 1.00% 12/20/2023 MCDX</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2035 FNI</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 2.5% 04/01/2035 FNI</title>
        <cusip>01F022451</cusip>
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          <other otherDesc="Internal Identifier" value="1060208"/>
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        <curCd>USD</curCd>
        <valUSD>74103443.04000000</valUSD>
        <pctVal>2.405473355675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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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>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 08/25/2028 2016-C01 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 08/25/2028 2016-C01 2M2</title>
        <cusip>30711XBU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="914998"/>
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        <curCd>USD</curCd>
        <valUSD>6676965.07000000</valUSD>
        <pctVal>0.216741097495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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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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        <name>DISCOVER CARD EXECUTION NOTE TRUST 3.11% 01/16/2024 2018-A4 A4</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EXPORT-IMPORT BANK OF INDIA 3.875% 02/01/2028 144A</name>
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        <cusip>30216JAC9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY 3.70% 10/23/2024</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CNAC HK Finbridge Co Ltd 3.875% 06/19/2029 REG S</name>
        <lei>549300US1UQ7R7WABI28</lei>
        <title>CNAC HK Finbridge Co Ltd 3.875% 06/19/2029 REG S</title>
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        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <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>
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          <other otherDesc="Internal Identifier" value="610566"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TENCENT HOLDINGS LTD 2.985% 01/19/2023 144A</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>TENCENT HOLDINGS LTD 2.985% 01/19/2023 144A</title>
        <cusip>88032WAE6</cusip>
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          <other otherDesc="Internal Identifier" value="682637"/>
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        <curCd>USD</curCd>
        <valUSD>9418040.00000000</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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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2025 2015-C02 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2025 2015-C02 1M2</title>
        <cusip>30711XAX2</cusip>
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          <other otherDesc="Internal Identifier" value="658708"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>NOK_USD_20200723</title>
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          <other otherDesc="Internal Sec ID" value="3019423149617"/>
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        <units>NC</units>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>Galaxy XXVII CLO Ltd FRN 05/16/2031 144A 2018-27A A</name>
        <lei>549300GJYHKO4BDEN716</lei>
        <title>Galaxy XXVII CLO Ltd FRN 05/16/2031 144A 2018-27A A</title>
        <cusip>36320UAC4</cusip>
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          <other otherDesc="Internal Identifier" value="687872"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2.959% 12/10/2030 144A 2012-PARK A</name>
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        <title>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2.959% 12/10/2030 144A 2012-PARK A</title>
        <cusip>05524UAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617446"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.277% 08/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.277% 08/01/2034     FNMA ARM</title>
        <cusip>31405TZV7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="325783"/>
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        <valUSD>9561.22000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Southern Co/The 3.7% 04/30/2030</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>Southern Co/The 3.7% 04/30/2030</title>
        <cusip>842587DE4</cusip>
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          <other otherDesc="Internal Identifier" value="1058804"/>
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        <valUSD>13566567.63000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GENERAL NUTRITION CTRS INC 11% 03/04/2021 Tranche B-2 Term Loans</name>
        <lei>549300Z75YN8DOM1XD09</lei>
        <title>GENERAL NUTRITION CTRS INC 11% 03/04/2021 Tranche B-2 Term Loans</title>
        <cusip>37047QAS8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="684994"/>
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        <curCd>USD</curCd>
        <valUSD>754185.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A A2</name>
        <lei>N/A</lei>
        <title>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A A2</title>
        <cusip>41154XAE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="943418"/>
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        <balance>1710526.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1621397.79000000</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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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 5/25/2030 2017-C07 1M1</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <cusip>31406N6M1</cusip>
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          <other otherDesc="Internal Identifier" value="544932"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Voya CLO 2018-2 Ltd FRN 07/15/2031 2018-2A A2 144A</name>
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          <other otherDesc="Internal Identifier" value="688864"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.935% 11/01/2032 FAR FNARM</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.25% 09/01/2030 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mill City Mortgage Loan Trust 2018-2 FRN 05/25/2058 144A 2 A1</name>
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        <cusip>59980MAC5</cusip>
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          <other otherDesc="Internal Identifier" value="979805"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.848% 09/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31410GDB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="441485"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-09-01</maturityDt>
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      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.125% 09/30/2021</name>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <title>BNP PARIBAS SA IRS PAY FIXED 2.79% 03/28/23 USD</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="691389"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>TCI-Flatiron Clo 2017-1 Ltd FRN 11/17/2030 2017-1A A 144A</name>
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          <other otherDesc="Internal Identifier" value="937055"/>
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        <name>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 144A 5A B</name>
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        <title>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 144A 5A B</title>
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          <other otherDesc="Internal Identifier" value="1018800"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FANNIE MAE 3.421% 02/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31406PKU2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565405"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MASTR ALTERNATIVE LOAN TRUST 5.00% 02/25/2018 2003-1 3A1</name>
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        <title>MASTR ALTERNATIVE LOAN TRUST 5.00% 02/25/2018 2003-1 3A1</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>OXBOW CARBON LLC 5.82675% 01/04/2023 Tranche B Term Loan</name>
        <lei>IH5EFCAY91O8SVS0VX92</lei>
        <title>OXBOW CARBON LLC 5.82675% 01/04/2023 Tranche B Term Loan</title>
        <cusip>69138EAU3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="681041"/>
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        <balance>532500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>481912.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73938000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORLANDO HEALTH INC 3.777% 10/01/2028</name>
        <lei>N/A</lei>
        <title>ORLANDO HEALTH INC 3.777% 10/01/2028</title>
        <cusip>686514AE0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683755"/>
        </identifiers>
        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111463.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.77700000</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>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>3116923.52000000</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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_CAD_20200915</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="3078723411398"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>30477.01</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <amtCurSold>8600000.00000000</amtCurSold>
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            <amtCurPur>6210283.07000000</amtCurPur>
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            <settlementDt>2020-09-15</settlementDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564348"/>
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        <balance>6152.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6226.74000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <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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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2023 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="691388"/>
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        <balance>1185000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-923613.70000000</valUSD>
        <pctVal>-0.02998144290</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-804664.88000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <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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        <balance>1967.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1992.72000000</valUSD>
        <pctVal>0.000064685724</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>3.89600000</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>CS FIRST BOSTON MORTGAGE SECURITIES CORP 5.00% 05/25/2026 04-6 3A1</name>
        <lei>N/A</lei>
        <title>CS FIRST BOSTON MORTGAGE SECURITIES CORP 5.00% 05/25/2026 04-6 3A1</title>
        <cusip>2254W0HE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="566961"/>
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        <balance>162896.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>134050.12000000</valUSD>
        <pctVal>0.004351403642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 2.952% 01/01/2031 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.952% 01/01/2031 FAR FNARM</title>
        <cusip>31386FCG8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564407"/>
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        <balance>26379.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26072.21000000</valUSD>
        <pctVal>0.000846330533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.36100000</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>SIMON PROPERTY GROUP LP 3.375% 10/01/2024</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>SIMON PROPERTY GROUP LP 3.375% 10/01/2024</title>
        <cusip>828807CS4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="585541"/>
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        <balance>5600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5578598.59000000</valUSD>
        <pctVal>0.181087001085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C05 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C05 2M2</title>
        <cusip>30711XDK7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1000936"/>
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        <balance>13153453.84900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13041414.04000000</valUSD>
        <pctVal>0.423337603579</pctVal>
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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>
          <annualizedRt>4.93725000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 1.31% PY EUR 1.11% 08/30/21</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693648"/>
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        <balance>13875000.00000000</balance>
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        <valUSD>261863.21000000</valUSD>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE 3.468% 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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        <curCd>USD</curCd>
        <valUSD>77614.98000000</valUSD>
        <pctVal>0.002519461427</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Dorchester Park CLO DAC FRN 04/20/2028 2015-1A CR 144A</name>
        <lei>549300UGHN2HEE8W3M89</lei>
        <title>Dorchester Park CLO DAC FRN 04/20/2028 2015-1A CR 144A</title>
        <cusip>25820NAE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689700"/>
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        <curCd>USD</curCd>
        <valUSD>1256101.28000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Millennium LENDER Claim Trust ESRW USD NPV REF SM 574953</name>
        <lei>N/A</lei>
        <title>Millennium LENDER Claim Trust ESRW USD NPV REF SM 574953</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1041230"/>
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        <balance>477204.62000000</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>
        </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>
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        <name>Williams Cos Inc/The 4.125% 11/15/2020</name>
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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>

        <fairValLevel>2</fairValLevel>
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        <name>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-SLCT8 FRN 01/15/2045 2019-S8 PT 144A</name>
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        <name>FANNIE MAE 3.09% 02/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>31406GLR8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Centene Corp 3.375% 02/15/2030 144A</name>
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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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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST 1.99% 07/17/2023 2017-A4 A4</name>
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      <invstOrSec>
        <name>Blackrock European CLO IX DAC FRN 12/15/2032 144A 9A B</name>
        <lei>549300CTNII509TFCV23</lei>
        <title>Blackrock European CLO IX DAC FRN 12/15/2032 144A 9A B</title>
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        <name>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A B1</name>
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        <title>Harbor Park CLO Ltd FRN 01/20/2031 144A 1A B1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 2M2</name>
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        <fairValLevel>N/A</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BXP Trust 3.379% 06/13/2039 2017-GM A 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AbbVie Inc 2.95% 11/21/2026 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="693569"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX ALLOCATI</name>
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          <other otherDesc="Internal Identifier" value="680533"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CENCOSUD SA 4.375% 07/17/2027 144A</name>
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        <cusip>15132HAH4</cusip>
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        <invCountry>CL</invCountry>

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      <invstOrSec>
        <name>Baker Hughes A GE Co LLC / Baker Hughes Co-Obligor Inc 4.486% 05/01/2030</name>
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        <cusip>05724BAA7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 1M2</name>
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        <name>FANNIE MAE 3.479% 04/01/2037 FAR FNARM</name>
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      <invstOrSec>
        <name>LEGALZOOM.COM INC 6.8055% 11/21/2024 2018 Term Loans</name>
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        <title>LEGALZOOM.COM INC 6.8055% 11/21/2024 2018 Term Loans</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.519% 05/01/2032     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.519% 05/01/2032     FNMA ARM</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.28888000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Biogen Inc 2.25% 05/01/2030</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>Biogen Inc 2.25% 05/01/2030</title>
        <cusip>09062XAH6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1066282"/>
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        <balance>2200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2192158.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.516% 05/01/2034 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.516% 05/01/2034 FAR FNARM</title>
        <cusip>31404GPL9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="561528"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103395.35000000</valUSD>
        <pctVal>0.003356318536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.51600000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO LTD FRN 04/25/2031 13-2A CR 144A</name>
        <lei>5493007ASGBOUR3XJY69</lei>
        <title>VOYA CLO LTD FRN 04/25/2031 13-2A CR 144A</title>
        <cusip>92916WAJ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686772"/>
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        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283125.00000000</valUSD>
        <pctVal>0.009190526322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.74138000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/27/2025 2015-C02 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/27/2025 2015-C02 2M2</title>
        <cusip>30711XAZ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658693"/>
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        <curCd>USD</curCd>
        <valUSD>4784929.64000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Champ Acquisition Corp 6.5% 12/21/2025 Initial Term Loan</name>
        <lei>N/A</lei>
        <title>Champ Acquisition Corp 6.5% 12/21/2025 Initial Term Loan</title>
        <cusip>15807EAC6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038343"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.57200000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>State of New York</name>
        <lei>N/A</lei>
        <title>State of New York</title>
        <cusip>649791PQ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019097"/>
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        <balance>18195000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18542888.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 4.184% 03/01/2024 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.184% 03/01/2024 FAR FNARM</title>
        <cusip>31371YD32</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564321"/>
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        <balance>6149.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6190.39000000</valUSD>
        <pctVal>0.000200946374</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18400000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States Treasury Inflation Indexed Bonds .625% 04/15/2023 INDEX LINKED CPURNSA</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Inflation Indexed Bonds .625% 04/15/2023 INDEX LINKED CPURNSA</title>
        <cusip>9128284H0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="869387"/>
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        <curCd>USD</curCd>
        <valUSD>106813547.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.768% 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>21025.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21192.68000000</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>
          <annualizedRt>3.76800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GENTIVA HEALTH SERVICES INC 6.5% 07/02/2025 Term B Loans</name>
        <lei>549300STP29LPEN7S547</lei>
        <title>GENTIVA HEALTH SERVICES INC 6.5% 07/02/2025 Term B Loans</title>
        <cusip>37249UAU0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038502"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1895000.00000000</valUSD>
        <pctVal>0.061513633132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <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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        <curCd>USD</curCd>
        <valUSD>14556.87000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.29600000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>KAZAKHSTAN TEMIR ZHOLY FINANCE BV 6.95% 07/10/2042 144A</name>
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        <title>KAZAKHSTAN TEMIR ZHOLY FINANCE BV 6.95% 07/10/2042 144A</title>
        <cusip>48667DAD6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="618531"/>
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        <balance>4200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4845855.00000000</valUSD>
        <pctVal>0.157301396666</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.95000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LIONS GATE ENTERTAINMENT CORP 6.50% 03/22/2023 TERM A LOAN</name>
        <lei>5493000JSMHPHZURLM72</lei>
        <title>LIONS GATE ENTERTAINMENT CORP 6.50% 03/22/2023 TERM A LOAN</title>
        <cusip>53627MAC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687077"/>
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        <balance>141051.10000000</balance>
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        <curCd>USD</curCd>
        <valUSD>132940.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.73938000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AssuredPartners Inc 6.5% 2/13/2027 2020 February Refinancing Term Loans</name>
        <lei>549300HNDSDQWQ3L2P80</lei>
        <title>AssuredPartners Inc 6.5% 2/13/2027 2020 February Refinancing Term Loans</title>
        <cusip>04621HAN3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1042602"/>
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        <curCd>USD</curCd>
        <valUSD>939146.24000000</valUSD>
        <pctVal>0.030485644994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-02-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.48938000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Madison Park Funding XXIX LTD FRN 10/18/2030 2018-29A C 144A</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXIX LTD FRN 10/18/2030 2018-29A C 144A</title>
        <cusip>55820CAJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934212"/>
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        <balance>995968.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>904778.24000000</valUSD>
        <pctVal>0.029370024655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.33525000</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>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>INDONESIA REPUBLIC OF 1.00% 12/20/2024 CDS</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="693764"/>
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        <balance>5225000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-204658.82000000</valUSD>
        <pctVal>-0.00664343407</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST FRN 03/25/2054 2015-3 A1A 144A</name>
        <lei>549300ZHISOOIT5VZP03</lei>
        <title>TOWD POINT MORTGAGE TRUST FRN 03/25/2054 2015-3 A1A 144A</title>
        <cusip>89172HAJ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683348"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-03-25</maturityDt>
          <couponKind>Variable</couponKind>
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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"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <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>
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          <other otherDesc="Internal Identifier" value="338120"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Holland Park CLO DAC FRN 11/14/2032 144A 1A A2R</name>
        <lei>549300DH041IB658HY57</lei>
        <title>Holland Park CLO DAC FRN 11/14/2032 144A 1A A2R</title>
        <cusip>BCC2M4UC4</cusip>
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          <other otherDesc="Internal Identifier" value="1021231"/>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2023 CDS</title>
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          <other otherDesc="Internal Sec ID" value="691388"/>
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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>FANNIE MAE 3.188% 05/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.188% 05/01/2037 FAR FNARM</title>
        <cusip>31412EU61</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564394"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF ARGENTINA 5.00% 12/20/2021 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693846"/>
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        <balance>105000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-77565.79</valUSD>
        <pctVal>-0.00251786467</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>DOMINION ENERGY INC 2.85% 08/15/2026</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC 2.85% 08/15/2026</title>
        <cusip>25746UCK3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="642181"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1348537.27000000</valUSD>
        <pctVal>0.043774895457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.445% 11/01/2033 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.445% 11/01/2033 FAR FNARM</title>
        <cusip>31407ANB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571463"/>
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        <balance>22367.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22511.03000000</valUSD>
        <pctVal>0.000730730997</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>2033-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG CCS RV USD 3M+ .84875% PY EUR .75% 09/14/22</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="687590"/>
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        <balance>3472000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>376529.01</valUSD>
        <pctVal>0.012222515770</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Cross Currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE 3.337% 09/01/2038     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.337% 09/01/2038     FNMA ARM</title>
        <cusip>31417JBG4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="498671"/>
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        <balance>20437.40000000</balance>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2021 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="691496"/>
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        <balance>-320000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>185856.56</valUSD>
        <pctVal>0.006033093534</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>Edwards Lifesciences Corp 4.3% 06/15/2028</name>
        <lei>YA13X31F3V31L8TMPR58</lei>
        <title>Edwards Lifesciences Corp 4.3% 06/15/2028</title>
        <cusip>28176EAD0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="877155"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>343519.92000000</valUSD>
        <pctVal>0.011151007035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROYAL BANK OF CANADA 2.10% 10/14/2021</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA 2.10% 10/14/2021</title>
        <cusip>780082AC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="614433"/>
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        <balance>6400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6439764.99000000</valUSD>
        <pctVal>0.209041340925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>Caesars Resort Collection LLC 6.5% 12/22/2024 Term B Loans</name>
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        <cusip>12769LAB5</cusip>
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          <other otherDesc="Internal Identifier" value="871413"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DISCOVER CARD EXECUTION NOTE TRUST 1.89% 10/15/2024 A3 A</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DISCOVER CARD EXECUTION NOTE TRUST 1.89% 10/15/2024 A3 A</title>
        <cusip>254683CM5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018629"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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          <other otherDesc="Internal Identifier" value="315409"/>
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        <curCd>USD</curCd>
        <valUSD>35209.78000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FGI OPERATING CO LLC (FREEDOM GROUP) 8.8425% 05/15/2021 Term Loan FILO</name>
        <lei>N/A</lei>
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        <cusip>30252KAH0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="874435"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2021-05-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.331% 10/01/2033     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.331% 10/01/2033     FNMA ARM</title>
        <cusip>31403GC42</cusip>
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          <other otherDesc="Internal Identifier" value="469632"/>
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        <curCd>USD</curCd>
        <valUSD>22171.60000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HCA INC 5.00% 03/20/2022 CDS</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="691703"/>
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        <units>NC</units>
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        <pctVal>-0.00579761837</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>Credit Suisse International</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NABORS INDUSTRIES INC 1.00% 12/20/2023 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="691339"/>
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        <balance>2375000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1851124.50000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>DUKE ENERGY INDIANA INC 3.75% 07/15/2020</name>
        <lei>6URPHM2EAWGJ2C6ISB97</lei>
        <title>DUKE ENERGY INDIANA INC 3.75% 07/15/2020</title>
        <cusip>263901AC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="521598"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>100493.53000000</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>2020-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Madison Park Funding XXVIII Ltd FRN 07/15/2030 2018-28A B 144A</name>
        <lei>N/A</lei>
        <title>Madison Park Funding XXVIII Ltd FRN 07/15/2030 2018-28A B 144A</title>
        <cusip>55821AAE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689420"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1867474.84000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BlueMountain CLO XXIV Ltd FRN 04/20/2031 144A 2019-24A A2</name>
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        <title>BlueMountain CLO XXIV Ltd FRN 04/20/2031 144A 2019-24A A2</title>
        <cusip>09609NAC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="964231"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <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"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <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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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3.985% 08/01/2040 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.985% 08/01/2040 FAR FNARM</title>
        <cusip>31419DYC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565366"/>
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        <curCd>USD</curCd>
        <valUSD>54422.64000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2028 2015-DNA3 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2028 2015-DNA3 M2</title>
        <cusip>3137G0GT0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="652053"/>
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        <curCd>USD</curCd>
        <valUSD>1679485.53000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 1.23% PY EUR 1.07% 09/17/21</title>
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          <other otherDesc="Internal Sec ID" value="693722"/>
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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>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>BlueMountain CLO 2018-3 Ltd FRN 10/25/2030 2018-3A C 144A</name>
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        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 3.218% 04/14/2033 2015-200P A 144A</name>
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        <title>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 3.218% 04/14/2033 2015-200P A 144A</title>
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          <other otherDesc="Internal Identifier" value="633261"/>
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        <name>Atrium XIII FRN 11/21/2030 144A 2013-A B</name>
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        <name>Phoenix Guarantor Inc 6.5% 03/05/2026 Tranche B-1 Term Loan</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 1M2</name>
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        <name>FANNIE MAE 3.719% 09/01/2035      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C04 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C04 1M2</title>
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        <name>Angolan Government International Bond 8.25% 05/09/2028 144A</name>
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        <name>FANNIE MAE 3.439% 01/01/2025 FAR FNARM</name>
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        <name>LENDING CLUB LCX 4991 MARKETPLACE LOANS</name>
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        <name>Gilbert Park CLO Ltd FRN 10/15/2030 144A 2017-1A B</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Cia Securitizadora de Creditos Financeiros Vert-Fintech FRN 02/14/2024</name>
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        <title>Cia Securitizadora de Creditos Financeiros Vert-Fintech FRN 02/14/2024</title>
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        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200723</title>
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        <name>MILLENNIUM CORPORATE CLAIM TRUST ESRW USD NPV REF SM 574953</name>
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        <name>WEST CLO LTD FRN 07/18/2026 14-1A BR 144A</name>
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        <name>Consumer Loan Underlying Bond Credit Trust 2019-SLCT5 FRN 09/15/2044 2019-S5 PT 144A</name>
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        <name>FANNIE MAE 3.662% 11/01/2036      FNMA ARM</name>
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        <name>CARLYLE US CLO 2017-3 Ltd FRN 07/20/2029 17-3A CL B 144A</name>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC 3.81% 03/31/2023 Term A-2 Loan</name>
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        <name>Sequoia Mortgage Trust 2016-2 FRN 8/25/46 2016-2 A4 144A</name>
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        <name>Euro-Galaxy III CLO BV FRN 01/17/2031 144A 3A B2ER</name>
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        <name>Madison Park Funding XIV Ltd FRN 10/22/2030 2014-14A CRR 144A</name>
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        <name>CENTURYLINK INC 6.45% 06/15/2021</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2029 2016-HQA3 M2</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2029 2016-HQA3 M2</title>
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        <name>Cushman &amp; Wakefield US Borrower LLC 6.5% 08/21/2025 Replacement Term Loan</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.73938000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 05/25/2028 2015-HQA2 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 05/25/2028 2015-HQA2 M3</title>
        <cusip>3137G0HJ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689497"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2007642.40000000</valUSD>
        <pctVal>0.065170120345</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>5.28725000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>1416.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1436.10000000</valUSD>
        <pctVal>0.000046617270</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STAPLES INC 6.50% 04/12/2026 2019 Refinancing Term B-1 Loans</name>
        <lei>XQM2JINI1UL7642TU573</lei>
        <title>STAPLES INC 6.50% 04/12/2026 2019 Refinancing Term B-1 Loans</title>
        <cusip>855031AQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038339"/>
        </identifiers>
        <balance>486579.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391088.06000000</valUSD>
        <pctVal>0.012695117385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.01625000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTPAC BANKING CORP 2.25% 11/09/2021 144A</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>WESTPAC BANKING CORP 2.25% 11/09/2021 144A</title>
        <cusip>96122WAK6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="616382"/>
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        <balance>6300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6347578.42000000</valUSD>
        <pctVal>0.206048870821</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A</title>
        <cusip>453140AF2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="632081"/>
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        <balance>1695000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1736579.86000000</valUSD>
        <pctVal>0.056371153779</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-21</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>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>6769876.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6859581.64000000</valUSD>
        <pctVal>0.222669017648</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.19% 04/01/2037 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.19% 04/01/2037 FAR FNARM</title>
        <cusip>31411YBZ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565429"/>
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        <balance>44846.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45289.65000000</valUSD>
        <pctVal>0.001470148239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.19000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.776% 03/01/2035     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.776% 03/01/2035     FNMA ARM</title>
        <cusip>31403DHM4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="440936"/>
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        <balance>202935.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>210966.09000000</valUSD>
        <pctVal>0.006848174492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.77600000</annualizedRt>
          <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>Alinea CLO 2018-1 Ltd FRN 07/20/2031 2018-1A B 144A</name>
        <lei>N/A</lei>
        <title>Alinea CLO 2018-1 Ltd FRN 07/20/2031 2018-1A B 144A</title>
        <cusip>016269AB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690241"/>
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        <balance>5300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4976975.39000000</valUSD>
        <pctVal>0.161557698284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78525000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Bill 06/04/2020 TBLM</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Bill 06/04/2020 TBLM</title>
        <cusip>912796TX7</cusip>
        <identifiers>
          <ticker value="B"/>
          <other otherDesc="Internal Identifier" value="1025949"/>
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        <balance>3300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3299727.29</valUSD>
        <pctVal>0.107112513959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.50% 05/01/2023      FNMA 15</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.50% 05/01/2023      FNMA 15</title>
        <cusip>31415CND5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="496631"/>
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        <balance>263272.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>281071.24000000</valUSD>
        <pctVal>0.009123859177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG IIS RCV INFL CPURNSA 09/20/26 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="690958"/>
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        <balance>5200000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-540893.96</valUSD>
        <pctVal>-0.01755796971</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="Index " issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
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              <indexBasketInfo>
                <indexName>DEUTSCHE BANK AG IIS RCV INFL CPURNSA 09/20/26 USD</indexName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="5200000.0">
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                <rtResetTenor rateTenor="Year" rateTenorUnit="8" resetDt="Year" resetDtUnit="0"/>
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            <fixedPmntDesc amount="5200000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.35"/>
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            <unrealizedAppr>-541013.78</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2029 2017-DNA1 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2029 2017-DNA1 M2</title>
        <cusip>3137G0MD8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="948145"/>
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        <balance>2900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2798613.97000000</valUSD>
        <pctVal>0.090845864395</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>3.73725000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bausch Health Cos Inc 5.50% 03/01/2023 144A</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Cos Inc 5.50% 03/01/2023 144A</title>
        <cusip>91911KAE2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="595784"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2985000.00000000</valUSD>
        <pctVal>0.096896145065</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.55% 12/01/2034      FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.55% 12/01/2034      FNMA ARM</title>
        <cusip>31406AG30</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="328137"/>
        </identifiers>
        <balance>487.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490.70000000</valUSD>
        <pctVal>0.000015928622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 4.044% 02/01/2030 FAR FNARM</name>
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        <name>Arconic Corp 6.5% 02/04/2027 Initial Term Loans</name>
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        <name>FANNIE MAE 3.703%FRN 08/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>Voya CLO 2014-1 Ltd FRN 04/18/2031 2014-1A CR2 144A</name>
        <lei>549300ITL5IR423IJ183</lei>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Atrium XIV LLC FRN 08/23/2030 144A 14A C</name>
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        <name>Fox Corp 3.05% 04/07/2025</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>Fox Corp 3.05% 04/07/2025</title>
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          <other otherDesc="Internal Identifier" value="1058622"/>
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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>COUNTRYWIDE ASSET-BACKED CERTIFICATES FRN 05/25/2032 02-3 CL 1A1</name>
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        <title>COUNTRYWIDE ASSET-BACKED CERTIFICATES FRN 05/25/2032 02-3 CL 1A1</title>
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          <other otherDesc="Internal Identifier" value="322916"/>
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        <name>AMERICAN HOMES 4 RENT 3.678% 12/17/2036 2014-SFR3 A 144A</name>
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        <name>FANNIE MAE 3.488% 08/01/2029 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>GOLDMAN SACHS GROUP INC 2.625% 04/25/2021</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Italy Buoni Poliennali Del Tesoro .35% 02/01/2025 REG S</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <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>
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          <other otherDesc="Internal Identifier" value="677412"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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"/>
        </identifiers>
        <balance>71338.53000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9868.47000000</valUSD>
        <pctVal>0.000320340603</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.56138000</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>J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE FRN 9/6/2038 2016-NINE A 144A</name>
        <lei>N/A</lei>
        <title>J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE FRN 9/6/2038 2016-NINE A 144A</title>
        <cusip>46646GAA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="670868"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>617973.12000000</valUSD>
        <pctVal>0.020060037883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.94923700</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>Baidu Inc 4.375% 05/14/2024</name>
        <lei>254900AL64IANZYI1E02</lei>
        <title>Baidu Inc 4.375% 05/14/2024</title>
        <cusip>056752AM0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942425"/>
        </identifiers>
        <balance>6500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6943760.85000000</valUSD>
        <pctVal>0.225401560678</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-14</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>Adient US LLC 6.5% 05/06/2024 Initial Term Loans</name>
        <lei>213800SOTRCDGZUHL712</lei>
        <title>Adient US LLC 6.5% 05/06/2024 Initial Term Loans</title>
        <cusip>00687MAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977859"/>
        </identifiers>
        <balance>4049449.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3676139.19000000</valUSD>
        <pctVal>0.119331228220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.52355000</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 3.339% 01/01/2035 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.339% 01/01/2035 FAR FNARM</title>
        <cusip>31402QX48</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="541461"/>
        </identifiers>
        <balance>14995.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15541.44000000</valUSD>
        <pctVal>0.000504490996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.33900000</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>70672.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>71157.72000000</valUSD>
        <pctVal>0.002309852180</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>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"/>
        </identifiers>
        <balance>3011300.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2938098.37000000</valUSD>
        <pctVal>0.095373670310</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>4.08525000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners 26 Ltd FRN 07/15/2030 2016-1A A2R 144A</name>
        <lei>549300ZYOSZSIH0Y3392</lei>
        <title>Octagon Investment Partners 26 Ltd FRN 07/15/2030 2016-1A A2R 144A</title>
        <cusip>67590YAN0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689480"/>
        </identifiers>
        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1509278.16000000</valUSD>
        <pctVal>0.048992708722</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>2.56888000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dryden 58 Clo Ltd 0.000001% 07/17/2031 18-58A B</name>
        <lei>549300YIDGL7GPSLZ840</lei>
        <title>Dryden 58 Clo Ltd 0.000001% 07/17/2031 18-58A B</title>
        <cusip>26245RAE0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689421"/>
        </identifiers>
        <balance>11000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10223886.64000000</valUSD>
        <pctVal>0.331877789952</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.63488000</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>Knowlton Development Corp 6.5% 12/21/2025 Initial Term Loan</name>
        <lei>N/A</lei>
        <title>Knowlton Development Corp 6.5% 12/21/2025 Initial Term Loan</title>
        <cusip>C4953EAD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040506"/>
        </identifiers>
        <balance>273079.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246454.13000000</valUSD>
        <pctVal>0.008000152473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73938000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Electric Co 3.45% 05/01/2027</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>General Electric Co 3.45% 05/01/2027</title>
        <cusip>369604BV4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1060897"/>
        </identifiers>
        <balance>2290000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2332146.63000000</valUSD>
        <pctVal>0.075703858685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 4/25/2024 2014-DN2 M3</name>
        <lei>N/A</lei>
        <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"/>
        </identifiers>
        <balance>16995000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11658960.89000000</valUSD>
        <pctVal>0.378461764058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08725000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US ULTRA BOND CBT Jun20 Jun 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="WNM0"/>
          <other otherDesc="Internal Identifier" value="1047362"/>
        </identifiers>
        <balance>-39.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-723923.97000000</valUSD>
        <pctVal>-0.02349931055</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
              <counterpartyLei>K6Q0W1PS1L1O4IQL9C32</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>US ULTRA BOND CBT Jun20 Jun 20 Future</issuerName>
                <issueTitle>US ULTRA BOND CBT Jun20 Jun 20 Future</issueTitle>
                <identifiers>
                  <cusip value="912810RP5"/>
                  <isin value="US912810RP57"/>
                  <ticker value="WNM0"/>
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            <expDate>2020-06-19</expDate>
            <notionalAmt>-8042544.78000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-723981.30000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAMU MORTGAGE PASS-THROUGH CERTIFICATES FRN 07/25/2045 2005-AR8 1A1A</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES FRN 07/25/2045 2005-AR8 1A1A</title>
        <cusip>92922FR75</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="545158"/>
        </identifiers>
        <balance>760782.95500000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>671732.32000000</valUSD>
        <pctVal>0.021805116356</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>1.06725000</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 4.13% 03/01/2032 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.13% 03/01/2032 FAR FNARM</title>
        <cusip>31389R4T0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564339"/>
        </identifiers>
        <balance>18254.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18306.85000000</valUSD>
        <pctVal>0.000594259026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.13000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM XVI LP FRN 10/15/2031 144A 2016A BR2</name>
        <lei>549300RB1XGNK3FHRH35</lei>
        <title>LCM XVI LP FRN 10/15/2031 144A 2016A BR2</title>
        <cusip>50181GBG4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="946429"/>
        </identifiers>
        <balance>1756602.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1629011.55000000</valUSD>
        <pctVal>0.052879376704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.96888000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.158% 02/01/2023 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.158% 02/01/2023 FAR FNARM</title>
        <cusip>31365DQN8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="559748"/>
        </identifiers>
        <balance>26180.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26406.49000000</valUSD>
        <pctVal>0.000857181603</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>3.15800000</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 4.278% 12/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4.278% 12/01/2036 FAR FNARM</title>
        <cusip>31385HJE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="571532"/>
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        <balance>6381.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6565.59000000</valUSD>
        <pctVal>0.000213125749</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE 3.851% 10/01/2038 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.851% 10/01/2038 FAR FNARM</title>
        <cusip>31416BLS5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="565399"/>
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        <balance>2284.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2284.56000000</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>2038-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="3036523228617"/>
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        <units>NC</units>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST FRN 01/25/2035 05-AR1 1A1</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST FRN 01/25/2035 05-AR1 1A1</title>
        <cusip>36242DUL5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="588547"/>
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        <curCd>USD</curCd>
        <valUSD>182650.05000000</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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          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>SINOPEC GROUP OVERSEAS DEVELOPMENT 2015 LTD 3.25% 04/28/2025 144A</name>
        <lei>5299002Z28NLP3WPFH36</lei>
        <title>SINOPEC GROUP OVERSEAS DEVELOPMENT 2015 LTD 3.25% 04/28/2025 144A</title>
        <cusip>82938BAC4</cusip>
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          <other otherDesc="Internal Identifier" value="602205"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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>
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          <other otherDesc="Internal Identifier" value="977063"/>
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        <curCd>USD</curCd>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bank Of New York Mellon Corp/The 1.6% 04/24/2025</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>Bank Of New York Mellon Corp/The 1.6% 04/24/2025</title>
        <cusip>06406RAN7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1063557"/>
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        <balance>6500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6606481.83000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Playtika Holding Corp 6.5% 12/10/2024 Term B Loans</name>
        <lei>N/A</lei>
        <title>Playtika Holding Corp 6.5% 12/10/2024 Term B Loans</title>
        <cusip>72814CAE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024856"/>
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        <balance>286375.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>284585.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 3.867% 06/01/2036 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.867% 06/01/2036 FAR FNARM</title>
        <cusip>31410SXP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548260"/>
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        <curCd>USD</curCd>
        <valUSD>6086.18000000</valUSD>
        <pctVal>0.000197563611</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>OCTAGON INVESTMENT PARTNERS 35 LTD FRN 01/20/2031 2018-1A A1B 144A</name>
        <lei>549300EBYXJ9QVMC7X31</lei>
        <title>OCTAGON INVESTMENT PARTNERS 35 LTD FRN 01/20/2031 2018-1A A1B 144A</title>
        <cusip>67591TAC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683043"/>
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        <curCd>USD</curCd>
        <valUSD>1887683.96000000</valUSD>
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        <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>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-51 FRN 01/15/2045 2019-51 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-51 FRN 01/15/2045 2019-51 PT 144A</title>
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          <other otherDesc="Internal Identifier" value="1026506"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_DKK_20200723</title>
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          <other otherDesc="Internal Sec ID" value="3018523149471"/>
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      <invstOrSec>
        <name>ARES L CLO Ltd FRN 01/15/2032 2018-50A B 144A</name>
        <lei>549300S7Y78W7UJHZZ39</lei>
        <title>ARES L CLO Ltd FRN 01/15/2032 2018-50A B 144A</title>
        <cusip>04018LAC9</cusip>
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          <other otherDesc="Internal Identifier" value="945644"/>
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        <curCd>USD</curCd>
        <valUSD>3798701.04000000</valUSD>
        <pctVal>0.123309710899</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>2.91888000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE PALMA 06/21/20 5-7% TRANCHE 2.30% 06/20/2021 CDX</title>
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          <other otherDesc="Internal Sec ID" value="692362"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CENTURYLINK INC 5.00% 06/20/2021 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="691729"/>
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        <balance>-4700000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-200228.15</valUSD>
        <pctVal>-0.00649961000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.0000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.0"/>
            <fixedPmntDesc amount="4700000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.0"/>
            <terminationDt>2021-06-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-4700000.00</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-73405.18</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 3.181% 09/01/2027 FAR FNARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.181% 09/01/2027 FAR FNARM</title>
        <cusip>31385WVC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="535030"/>
        </identifiers>
        <balance>6838.01000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6903.28000000</valUSD>
        <pctVal>0.000224087510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18100000</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_EUR_20200915</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="3077123410003"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>5075.55</valUSD>
        <pctVal>0.000164757530</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>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>194860.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>219230.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-15</settlementDt>
            <unrealizedAppr>5075.55000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EDF SA 5.625% 7/22/2167144A PERP</name>
        <lei>549300X3UK4GG3FNMO06</lei>
        <title>EDF SA 5.625% 7/22/2167144A PERP</title>
        <cusip>268317AM6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="568419"/>
        </identifiers>
        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2179529.00000000</valUSD>
        <pctVal>0.070749734726</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BESPOKE PECAN 12/20/21 5-10% MEZZ 3.98% 12/20/2021 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693413"/>
        </identifiers>
        <balance>800000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-414834.88</valUSD>
        <pctVal>-0.01346596338</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>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
              <counterpartyLei>I7331LVCZKQKX5T7XV54</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>MORGAN STANLEY BESPOKE PECAN 12/20/21 5-10% MEZZ 3.98% 12/20/2021 CDX
</narrativeDesc>
              </indexBasketInfo>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="800000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.98000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2021-12-20</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>800000.00</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-414834.88</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA IRS PAY FIXED 2.788% 03/26/23 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="687411"/>
        </identifiers>
        <balance>-7900000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-568384.21</valUSD>
        <pctVal>-0.01845033127</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>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="US0003M" floatingRtSpread="0.00000000" pmntAmt="7900000.0">
              <rtResetTenors>
                <rtResetTenor rateTenor="Month" rateTenorUnit="3" resetDt="Month" resetDtUnit="3"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="7900000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.788"/>
            <terminationDt>2023-03-26</terminationDt>
            <upfrontPmnt>0.0</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.0</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-7900000.0</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-568471.29</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees. " noteItem="B.5.a"/>
      <explntrNote note="Used CNY (Onshore Yuan) instead of CNH (Offshore Yuan) for all base currency isocodes. " noteItem="C.11.e.i"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-05-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
