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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.9</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>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC SR UNSECURED 01/23 VAR</title>
        <cusip>06738EAT2</cusip>
        <identifiers>
          <isin value="US06738EAT29"/>
        </identifiers>
        <balance>36250000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36257873.140000</valUSD>
        <pctVal>1.0887574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.74613</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>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC SR UNSECURED 02/23 VAR</title>
        <cusip>06738EBE4</cusip>
        <identifiers>
          <isin value="US06738EBE41"/>
        </identifiers>
        <balance>6700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6728843.370000</valUSD>
        <pctVal>0.2020548</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>Floating</couponKind>
          <annualizedRt>4.61</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>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC SR UNSECURED 02/23 VAR</title>
        <cusip>06738EBF1</cusip>
        <identifiers>
          <isin value="US06738EBF16"/>
        </identifiers>
        <balance>4500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4505448.330000</valUSD>
        <pctVal>0.1352903</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>Floating</couponKind>
          <annualizedRt>1.586</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>BAT CAPITAL CORPORATION</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP COMPANY GUAR 08/22 2.764</title>
        <cusip>05526DAV7</cusip>
        <identifiers>
          <isin value="US05526DAV73"/>
        </identifiers>
        <balance>3500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3537730.600000</valUSD>
        <pctVal>0.1062316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.764</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>BAT CAPITAL CORPORATION</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP COMPANY GUAR 08/22 VAR</title>
        <cusip>05526DAX3</cusip>
        <identifiers>
          <isin value="US05526DAX30"/>
        </identifiers>
        <balance>30088000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30166856.440000</valUSD>
        <pctVal>0.9058553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.036</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>BAT INTERNATIONAL FINANCE PLC</name>
        <lei>21380041YBGOQDFAC823</lei>
        <title>BAT INTL FINANCE PLC COMPANY GUAR 144A 06/22 3.25</title>
        <cusip>05530QAF7</cusip>
        <identifiers>
          <isin value="US05530QAF72"/>
        </identifiers>
        <balance>2755000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2786309.030000</valUSD>
        <pctVal>0.0836677</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25</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>BAT INTERNATIONAL FINANCE PLC</name>
        <lei>21380041YBGOQDFAC823</lei>
        <title>BAT INTL FINANCE PLC COMPANY GUAR REGS 06/22 3.25</title>
        <cusip>G08820BX2</cusip>
        <identifiers>
          <isin value="USG08820BX29"/>
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        <balance>2351000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2377717.800000</valUSD>
        <pctVal>0.0713985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25</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>BMW US CAPITAL LLC</name>
        <lei>KK5MZM9DIXLXZL9DZL15</lei>
        <title>BMW US CAPITAL LLC COMPANY GUAR 144A 08/24 VAR</title>
        <cusip>05565EBV6</cusip>
        <identifiers>
          <isin value="US05565EBV65"/>
        </identifiers>
        <balance>16800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16850828.400000</valUSD>
        <pctVal>0.5059994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.42983</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>BOEING CO/THE</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO SR UNSECURED 02/23 1.167</title>
        <cusip>097023DD4</cusip>
        <identifiers>
          <isin value="US097023DD43"/>
        </identifiers>
        <balance>36871000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36875480.930000</valUSD>
        <pctVal>1.1073030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.167</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>BOEING CO/THE</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO SR UNSECURED 10/22 2.2</title>
        <cusip>097023BN4</cusip>
        <identifiers>
          <isin value="US097023BN43"/>
        </identifiers>
        <balance>13198000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13330006.130000</valUSD>
        <pctVal>0.4002756</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.2</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>BP CAPITAL MARKETS AMERICA INC</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP CAP MARKETS AMERICA COMPANY GUAR 09/22 VAR</title>
        <cusip>10373QBD1</cusip>
        <identifiers>
          <isin value="US10373QBD16"/>
        </identifiers>
        <balance>2200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2207195.960000</valUSD>
        <pctVal>0.0662780</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.86363</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>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA SR UNSECURED 144A 02/22 VAR</title>
        <cusip>05578AAR9</cusip>
        <identifiers>
          <isin value="US05578AAR95"/>
        </identifiers>
        <balance>15400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15403869.400000</valUSD>
        <pctVal>0.4625499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.489802</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>BRASS NO 8 PLC 8A</name>
        <lei>N/A</lei>
        <title>BRASS PLC BRASS 8A A1 144A</title>
        <cusip>10554MAA8</cusip>
        <identifiers>
          <isin value="US10554MAA80"/>
        </identifiers>
        <balance>1542076.020000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1547539.600000</valUSD>
        <pctVal>0.0464698</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.855</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>BRIXMOR OPERATING PARTNERSHIP LP</name>
        <lei>549300CJHBL7JBUA6503</lei>
        <title>BRIXMOR OPERATING PART SR UNSECURED 02/22 VAR</title>
        <cusip>11120VAG8</cusip>
        <identifiers>
          <isin value="US11120VAG86"/>
        </identifiers>
        <balance>9000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9005153.130000</valUSD>
        <pctVal>0.2704082</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.18163</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST 2021-21M</name>
        <lei>N/A</lei>
        <title>BX TRUST BX 2021 21M A 144A</title>
        <cusip>05609CAA5</cusip>
        <identifiers>
          <isin value="US05609CAA53"/>
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        <balance>19000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18896286.600000</valUSD>
        <pctVal>0.5674208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.84</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A</name>
        <lei>N/A</lei>
        <title>CARLYLE GLOBAL MARKET STRATEGI CGMS 2013 1A A1RR 144A</title>
        <cusip>14310BAU5</cusip>
        <identifiers>
          <isin value="US14310BAU52"/>
        </identifiers>
        <balance>23000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22982750.000000</valUSD>
        <pctVal>0.6901298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.105</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>CARMAX AUTO OWNER TRUST 2020-3</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST CARMX 2020 3 A2A</title>
        <cusip>14315FAB3</cusip>
        <identifiers>
          <isin value="US14315FAB31"/>
        </identifiers>
        <balance>311454.350000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>311483.720000</valUSD>
        <pctVal>0.0093533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CATAMARAN CLO LTD 2014-1A</name>
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        <name>CENTERPOINT ENERGY RESOURCES CORP</name>
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      <invstOrSec>
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        <name>CENTRAL NIPPON EXPRESSWAY COMPANY LIMITED</name>
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          <isin value="XS1572613989"/>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHESAPEAKE FUNDING II LLC 2019-1A</name>
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        <name>CHESAPEAKE FUNDING II LLC 2020-1A</name>
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        <name>CIGNA CORPORATION</name>
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        <name>CK HUTCHISON INTERNATIONAL (17) LIMITED</name>
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        <name>CK HUTCHISON INTERNATIONAL (17) LIMITED</name>
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        <name>COLT 2021-4 MORTGAGE LOAN TRUST</name>
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        <name>COMM MORTGAGE TRUST 2015-LC21</name>
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        <title>COMM MORTGAGE TRUST COMM 2015 LC21 ASB</title>
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        <name>CREDIT SUISSE GROUP FUNDING (GUERNSEY) LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CRESTLINE DENALI CLO XV 2017-1A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CRSNT TRUST 2021-MOON</name>
        <lei>N/A</lei>
        <title>CRSNT TR 2021 MOON 04/36 1</title>
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        <name>CSAIL 2015-C1 COMMERCIAL MORTGAGE TRUST C1</name>
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        <name>CSAIL COMMERCIAL MORTGAGE TRUST 2015-C3</name>
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        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
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        <name>DAIWA SECURITIES GROUP INC</name>
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        <name>DAIWA SECURITIES GROUP INC</name>
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        <name>DANSKE BANK A/S</name>
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        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DANSKE BANK A/S</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DBS GROUP HOLDINGS LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DBS GROUP HOLDINGS LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DELL EQUIPMENT FINANCE TRUST 2020-2</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DEUTSCHE BANK AG/NEW YORK BRANCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG/NEW YORK BRANCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK NY SR UNSECURED 11/22 3.3</title>
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          <isin value="US251526BL24"/>
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        <balance>25500000.000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG/NEW YORK BRANCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK NY SR UNSECURED 11/22 VAR</title>
        <cusip>251526BM0</cusip>
        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DEUTSCHE BANK AG/NEW YORK BRANCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK NY SR UNSECURED 11/23 VAR</title>
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          <isin value="US251526CL15"/>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>DISCOVER FINANCIAL SERVICES</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>DISCOVER FINANCIAL SVS SR UNSECURED 11/22 3.85</title>
        <cusip>254709AJ7</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST 2020-2A</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST DTAOT 2020 2A A 144A</title>
        <cusip>23343RAA6</cusip>
        <identifiers>
          <isin value="US23343RAA68"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DUKE ENERGY CORPORATION</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP SR UNSECURED 03/22 VAR</title>
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        <fairValLevel>2</fairValLevel>
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        <name>DUKE ENERGY CORPORATION</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP SR UNSECURED 06/23 VAR</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENBRIDGE INC</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC COMPANY GUAR 02/22 VAR</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING 2019-3 LLC</name>
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        <issuerCat>CORP</issuerCat>
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        <name>ERAC USA FINANCE LLC</name>
        <lei>LTKX5ODQW6Z7BQ2K1V47</lei>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 2006-43</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 43 JF</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.40188</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 2007-44</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2007 44 FK</title>
        <cusip>31396VWM6</cusip>
        <identifiers>
          <isin value="US31396VWM61"/>
        </identifiers>
        <balance>564681.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>568595.650000</valUSD>
        <pctVal>0.0170739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.40188</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 2010-74</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2010 74 AF</title>
        <cusip>31398RV36</cusip>
        <identifiers>
          <isin value="US31398RV365"/>
        </identifiers>
        <balance>59349.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60367.490000</valUSD>
        <pctVal>0.0018127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.64188</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 2020-54</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2020 54 WF</title>
        <cusip>3136BBGN6</cusip>
        <identifiers>
          <isin value="US3136BBGN69"/>
        </identifiers>
        <balance>3971815.950000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3989455.980000</valUSD>
        <pctVal>0.1197960</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.53638</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 REMICS 2006-27</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2006 27 BF</title>
        <cusip>31395BZF3</cusip>
        <identifiers>
          <isin value="US31395BZF39"/>
        </identifiers>
        <balance>12787.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12838.800000</valUSD>
        <pctVal>0.0003855</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.40188</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 REMICS 2011-99</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2011 99 GF</title>
        <cusip>3136A1KL8</cusip>
        <identifiers>
          <isin value="US3136A1KL89"/>
        </identifiers>
        <balance>103204.050000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104619.910000</valUSD>
        <pctVal>0.0031415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.65188</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 REMICS 2012-27</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 27 FC</title>
        <cusip>3136A4CH0</cusip>
        <identifiers>
          <isin value="US3136A4CH09"/>
        </identifiers>
        <balance>67751.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68798.490000</valUSD>
        <pctVal>0.0020659</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62188</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 REMICS 2012-6</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 6 F</title>
        <cusip>3136A3RV5</cusip>
        <identifiers>
          <isin value="US3136A3RV54"/>
        </identifiers>
        <balance>290758.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>295242.260000</valUSD>
        <pctVal>0.0088656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.60188</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 REMICS 2012-9</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 9 FC</title>
        <cusip>3136A3D24</cusip>
        <identifiers>
          <isin value="US3136A3D248"/>
        </identifiers>
        <balance>407042.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>411536.420000</valUSD>
        <pctVal>0.0123577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.50188</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 REMICS 2012-93</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2012 93 CF</title>
        <cusip>3136A8JQ4</cusip>
        <identifiers>
          <isin value="US3136A8JQ49"/>
        </identifiers>
        <balance>522582.180000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524033.500000</valUSD>
        <pctVal>0.0157358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.40188</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 REMICS 2013-57</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2013 57 FN</title>
        <cusip>3136AEHA8</cusip>
        <identifiers>
          <isin value="US3136AEHA87"/>
        </identifiers>
        <balance>144224.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>145045.650000</valUSD>
        <pctVal>0.0043555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.45188</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 REMICS 2014-69</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 69 AF</title>
        <cusip>3136ALXW6</cusip>
        <identifiers>
          <isin value="US3136ALXW66"/>
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        <balance>3148583.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3152725.480000</valUSD>
        <pctVal>0.0946706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.43638</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 REMICS 2014-84</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2014 84 BF</title>
        <cusip>3136AL2T7</cusip>
        <identifiers>
          <isin value="US3136AL2T72"/>
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        <balance>16203284.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16323394.080000</valUSD>
        <pctVal>0.4901616</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.43638</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 REMICS 2015-64</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2015 64 FK</title>
        <cusip>3136AP3D2</cusip>
        <identifiers>
          <isin value="US3136AP3D21"/>
        </identifiers>
        <balance>3045735.900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3041030.850000</valUSD>
        <pctVal>0.0913166</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.43638</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 REMICS 2016-40</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2016 40 PF</title>
        <cusip>3136ASM60</cusip>
        <identifiers>
          <isin value="US3136ASM605"/>
        </identifiers>
        <balance>3089862.600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3093999.310000</valUSD>
        <pctVal>0.0929071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.53638</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 REMICS 2019-33</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 33 FB</title>
        <cusip>3136B45C8</cusip>
        <identifiers>
          <isin value="US3136B45C86"/>
        </identifiers>
        <balance>1236690.650000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1251724.360000</valUSD>
        <pctVal>0.0375870</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.55188</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 REMICS 2019-41</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 41 FC</title>
        <cusip>3136B5SR7</cusip>
        <identifiers>
          <isin value="US3136B5SR71"/>
        </identifiers>
        <balance>484204.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>488178.730000</valUSD>
        <pctVal>0.0146591</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.55188</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 REMICS 2019-53</name>
        <lei>N/A</lei>
        <title>FANNIE MAE FNR 2019 53 FA</title>
        <cusip>3136B5K95</cusip>
        <identifiers>
          <isin value="US3136B5K957"/>
        </identifiers>
        <balance>7603293.200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7606550.450000</valUSD>
        <pctVal>0.2284107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FANNIE MAE-2006-56</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>FANNIE MAE-2020-29</name>
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        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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        <name>FEDERAL HOME LOAN BANK (FLHB)</name>
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        <name>FEDERAL NATIONAL MORTGAGE ASSOCIATION (FANNIE MAE)</name>
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        <name>FIRST ABU DHABI BANK PJSC</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST 2019-3</name>
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        <name>FNMA PASS THRU POOLS</name>
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        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 2019-3</name>
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        <title>FORD CREDIT FLOORPLAN MASTER O FORDF 2019 3 A2</title>
        <cusip>34528QHB3</cusip>
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        <curCd>USD</curCd>
        <valUSD>7319751.610000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.70975</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 2021-2</name>
        <lei>N/A</lei>
        <title>FOURSIGHT CAPITAL AUTOMOBILE R FCRT 2021 2 A2 144A</title>
        <cusip>35105UAB9</cusip>
        <identifiers>
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        <balance>10828156.230000</balance>
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        <curCd>USD</curCd>
        <valUSD>10793026.440000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</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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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC 2399</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2399 XF</title>
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        <curCd>USD</curCd>
        <valUSD>184557.120000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</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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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3344</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3344 FL</title>
        <cusip>31397JX82</cusip>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319524.580000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>USGSE</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>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3367</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3367 YF</title>
        <cusip>31397KGG0</cusip>
        <identifiers>
          <isin value="US31397KGG04"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>486081.530000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3382</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3382 FG</title>
        <cusip>31397PHA1</cusip>
        <identifiers>
          <isin value="US31397PHA12"/>
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        <curCd>USD</curCd>
        <valUSD>68868.040000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.70975</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3505</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3505 FA</title>
        <cusip>31397YPE5</cusip>
        <identifiers>
          <isin value="US31397YPE58"/>
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        <balance>42485.730000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43814.190000</valUSD>
        <pctVal>0.0013157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.10975</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3826</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3826 AF</title>
        <cusip>3137A7Q94</cusip>
        <identifiers>
          <isin value="US3137A7Q943"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81866.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.50975</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3838</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3838 FG</title>
        <cusip>3137A9YG5</cusip>
        <identifiers>
          <isin value="US3137A9YG56"/>
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        <curCd>USD</curCd>
        <valUSD>97371.810000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.50975</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 3957</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3957 FA</title>
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        <identifiers>
          <isin value="US3137AHC300"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FREDDIE MAC REMICS 4263</name>
        <lei>N/A</lei>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS 4419</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4419 AF</title>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FREDDIE MAC REMICS 4521</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4521 AF</title>
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          <isin value="US3137BLN539"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FREDDIE MAC REMICS 4697</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4697 WF</title>
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        <curCd>USD</curCd>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS 4707</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4707 FD</title>
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          <isin value="US3137F2N367"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FREDDIE MAC REMICS 4722</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4722 FA</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4736</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4736 AF</title>
        <cusip>3137FCHA5</cusip>
        <identifiers>
          <isin value="US3137FCHA59"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5926650.590000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 4842</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4842 FW</title>
        <cusip>3137FJG52</cusip>
        <identifiers>
          <isin value="US3137FJG520"/>
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        <balance>9561805.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9573434.070000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.43638</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 REMICS 4904</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 4904 FA</title>
        <cusip>3137FN6L9</cusip>
        <identifiers>
          <isin value="US3137FN6L95"/>
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        <balance>3594301.570000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3622915.450000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.55975</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS 5068</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5068 AB</title>
        <cusip>3137F8NS8</cusip>
        <identifiers>
          <isin value="US3137F8NS89"/>
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        <balance>5957955.260000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5820374.750000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1</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>FREDDIE MAC REMICS 5115</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 5115 EM</title>
        <cusip>3137H0W53</cusip>
        <identifiers>
          <isin value="US3137H0W535"/>
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        <balance>28472638.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28407247.890000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1</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 REMICS-3913</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3913 FA</title>
        <cusip>3137AER98</cusip>
        <identifiers>
          <isin value="US3137AER982"/>
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        <balance>11720.140000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11858.260000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.60975</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC REMICS-3977</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3977 FB</title>
        <cusip>3137AJZ31</cusip>
        <identifiers>
          <isin value="US3137AJZ315"/>
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        <balance>339369.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344966.390000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.62975</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 328</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 328 F4</title>
        <cusip>31351DC90</cusip>
        <identifiers>
          <isin value="US31351DC901"/>
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        <balance>2212523.700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2209150.020000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.43638</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>FREDDIE MAC STRIPS 330</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 330 F4</title>
        <cusip>31351DDT5</cusip>
        <identifiers>
          <isin value="US31351DDT54"/>
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        <balance>7065469.580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7127849.830000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.43638</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRIPS 343</name>
        <lei>N/A</lei>
        <title>FREDDIEMAC STRIP FHS 343 F4</title>
        <cusip>31351DEC1</cusip>
        <identifiers>
          <isin value="US31351DEC11"/>
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        <balance>5247127.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5301954.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.43638</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-2614</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 2614 FV</title>
        <cusip>31393QMP4</cusip>
        <identifiers>
          <isin value="US31393QMP45"/>
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        <balance>137705.990000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142343.180000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.59925</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC-3305</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3305 KF</title>
        <cusip>31397GTW0</cusip>
        <identifiers>
          <isin value="US31397GTW05"/>
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        <balance>310067.400000</balance>
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        <curCd>USD</curCd>
        <valUSD>312205.930000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.40975</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC-3339</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC FHR 3339 FL</title>
        <cusip>31397JYP3</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GA GLOBAL FUNDING TRUST</name>
        <lei>54930029I8ROQ4OROZ88</lei>
        <title>GA GLOBAL FUNDING TRUST SECURED 144A 04/24 1</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 01/22 VAR</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-14</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 04/22 3.45</title>
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        <curCd>USD</curCd>
        <valUSD>1414351.330000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 06/22 3.15</title>
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        <curCd>USD</curCd>
        <valUSD>4366991.860000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO COMPANY GUAR 06/22 VAR</title>
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        <curCd>USD</curCd>
        <valUSD>12702936.340000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.52788</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINL CO SR UNSECURED 07/22 3.55</title>
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        <curCd>USD</curCd>
        <valUSD>2049566.050000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST 2020-2</name>
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        <name>GNMA PASS THRU POOLS</name>
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        <name>GOLDEN STATE TOBACCO SECURITIZATION</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC</name>
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        <name>GOLDMAN SACHS GROUP INC</name>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <fairValLevel>2</fairValLevel>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-4</name>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2010-50</name>
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        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2012-H08</name>
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      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2014-H17</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.58113</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H20</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H20 FA</title>
        <cusip>38376RFG6</cusip>
        <identifiers>
          <isin value="US38376RFG65"/>
        </identifiers>
        <balance>746440.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>748996.580000</valUSD>
        <pctVal>0.0224910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.55113</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H29</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H29 FA</title>
        <cusip>38376RMB9</cusip>
        <identifiers>
          <isin value="US38376RMB95"/>
        </identifiers>
        <balance>13846.680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13922.330000</valUSD>
        <pctVal>0.0004181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.78113</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2015-H30</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2015 H30 FA</title>
        <cusip>38376RKZ8</cusip>
        <identifiers>
          <isin value="US38376RKZ81"/>
        </identifiers>
        <balance>27277.810000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>27576.970000</valUSD>
        <pctVal>0.0008281</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.76113</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016 H23</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H23 PT</title>
        <cusip>38376RC53</cusip>
        <identifiers>
          <isin value="US38376RC539"/>
        </identifiers>
        <balance>3956227.560000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4156647.670000</valUSD>
        <pctVal>0.1248165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-09-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.7076</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-117</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 117 FA</title>
        <cusip>38380ANR4</cusip>
        <identifiers>
          <isin value="US38380ANR40"/>
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        <balance>528351.390000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>532795.720000</valUSD>
        <pctVal>0.0159989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.51925</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H07</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H07 FM</title>
        <cusip>38376RRJ7</cusip>
        <identifiers>
          <isin value="US38376RRJ76"/>
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        <balance>22244.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22331.410000</valUSD>
        <pctVal>0.0006706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.85113</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2016-H11</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2016 H11 F</title>
        <cusip>38375UXM7</cusip>
        <identifiers>
          <isin value="US38375UXM79"/>
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        <balance>3643936.080000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3690821.880000</valUSD>
        <pctVal>0.1108286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.88113</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H12</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H12 FE</title>
        <cusip>38376R2V7</cusip>
        <identifiers>
          <isin value="US38376R2V71"/>
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        <balance>48900.220000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48830.680000</valUSD>
        <pctVal>0.0014663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.28113</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H16</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H16 KF</title>
        <cusip>38375UG53</cusip>
        <identifiers>
          <isin value="US38375UG536"/>
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        <balance>1091375.310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1104838.620000</valUSD>
        <pctVal>0.0331763</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.83113</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>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2017-H18</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2017 H18 FB</title>
        <cusip>38376R6V3</cusip>
        <identifiers>
          <isin value="US38376R6V36"/>
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        <balance>1142686.530000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1154122.310000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.03238</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H01</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H01 FC</title>
        <cusip>38375U3U2</cusip>
        <identifiers>
          <isin value="US38375U3U28"/>
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        <balance>131142.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131329.860000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.48113</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-57</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 57 EF</title>
        <cusip>38381VSW1</cusip>
        <identifiers>
          <isin value="US38381VSW18"/>
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        <balance>2122441.090000</balance>
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        <curCd>USD</curCd>
        <valUSD>2126000.850000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2019-78</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2019 78 FJ</title>
        <cusip>38381WUF3</cusip>
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          <isin value="US38381WUF30"/>
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        <balance>7410686.620000</balance>
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        <curCd>USD</curCd>
        <valUSD>7457428.780000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.55388</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2021-97</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2021 97 FA</title>
        <cusip>38382VER6</cusip>
        <identifiers>
          <isin value="US38382VER69"/>
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        <balance>43397076.430000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43339110.960000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.45</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTGAGE ASSOC SERIES 2007-26</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE A GNR 2007 26 FJ</title>
        <cusip>38375KCC4</cusip>
        <identifiers>
          <isin value="US38375KCC45"/>
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        <balance>784038.440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>786657.520000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.41388</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE-BACKED SECURITIES TRUST 2021-HP1</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE BACKED SECURITIES 01/52 1</title>
        <cusip>36262RAJ6</cusip>
        <identifiers>
          <isin value="US36262RAJ68"/>
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        <balance>871405.670000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>869958.350000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.89967</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HANWHA ENERGY USA HOLDINGS CORPORATION</name>
        <lei>549300VVIE7XDIYNIT55</lei>
        <title>HANWHA ENERGY USA HOLDN COMPANY GUAR REGS 07/22 2.375</title>
        <cusip>U3821WAA5</cusip>
        <identifiers>
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        <name>HYUNDAI CAPITAL AMERICA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <title>INTERNAL FLV&amp;FGR INC</title>
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          <ticker value="IFF"/>
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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>None</couponKind>
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      <invstOrSec>
        <name>INTERNATIONAL LEASE FINANCE CORPORATION</name>
        <lei>N/A</lei>
        <title>INTL LEASE FINANCE CORP SR UNSECURED 01/22 8.625</title>
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          <isin value="US459745GK57"/>
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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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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>JFIN CLO LTD 2017-2A</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JP MORGAN CHASE &amp; CO</name>
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          <couponKind>Floating</couponKind>
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        <name>JP MORGAN CHASE &amp; CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <name>JP MORGAN CHASE &amp; CO</name>
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        <name>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2021-HTL5</name>
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        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2021 HTL5 A 144A</title>
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        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2013-C15</name>
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        <title>JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2013 C15 ASB</title>
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        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C27</name>
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        <title>JPMBB COMMERCIAL MORTGAGE SECU JPMBB 2015 C27 ASB</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>KEB HANA BANK (AKA: KOREA EXCHANGE BANK)</name>
        <lei>6RPK2YDJN6L35AS0M510</lei>
        <title>HANA BANK SR UNSECURED REGS 03/23 VAR</title>
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          <isin value="XS1777363687"/>
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        <curCd>USD</curCd>
        <valUSD>1789859.330000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.00088</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KEB HANA BANK (AKA: KOREA EXCHANGE BANK)</name>
        <lei>6RPK2YDJN6L35AS0M510</lei>
        <title>HANA BANK SR UNSECURED REGS 09/22 VAR</title>
        <cusip>ACI0Y2276</cusip>
        <identifiers>
          <isin value="XS1678969798"/>
        </identifiers>
        <balance>2200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2209533.850000</valUSD>
        <pctVal>0.0663482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.07325</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>KEB HANA BANK (AKA: KOREA EXCHANGE BANK)</name>
        <lei>6RPK2YDJN6L35AS0M510</lei>
        <title>HANA BANK SR UNSECURED REGS 10/22 VAR</title>
        <cusip>Y4S96CSP9</cusip>
        <identifiers>
          <isin value="USY4S96CSP92"/>
        </identifiers>
        <balance>10600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10633618.320000</valUSD>
        <pctVal>0.3193080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.91438</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>KKR CLO 9 LTD</name>
        <lei>N/A</lei>
        <title>KKR FINANCIAL CLO LTD KKR 9 AR2 144A</title>
        <cusip>48250LAW9</cusip>
        <identifiers>
          <isin value="US48250LAW90"/>
        </identifiers>
        <balance>27000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26966682.270000</valUSD>
        <pctVal>0.8097600</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>1.07375</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>KOMATSU FINANCE AMERICA INC</name>
        <lei>549300SRAAFEEQ8Z4D68</lei>
        <title>KOMATSU FINANCE AMERICA COMPANY GUAR REGS 09/22 2.437</title>
        <cusip>ACI0XK426</cusip>
        <identifiers>
          <isin value="XS1678457463"/>
        </identifiers>
        <balance>500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>505212.500000</valUSD>
        <pctVal>0.0151706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.437</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</name>
        <lei>549300XXMOJSIW8P4769</lei>
        <title>KOOKMIN BANK SR UNSECURED REGS 04/23 VAR</title>
        <cusip>BFMGMKII0</cusip>
        <identifiers>
          <isin value="XS1793243939"/>
        </identifiers>
        <balance>8400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8443342.490000</valUSD>
        <pctVal>0.2535381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.99438</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>KOREA DEVELOPMENT BANK</name>
        <lei>549300ML2LNRZUCS7149</lei>
        <title>KOREA DEVELOPMENT BANK SR UNSECURED 02/23 VAR</title>
        <cusip>500630CZ9</cusip>
        <identifiers>
          <isin value="US500630CZ95"/>
        </identifiers>
        <balance>10400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10419193.410000</valUSD>
        <pctVal>0.3128692</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.51</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>KOREA DEVELOPMENT BANK</name>
        <lei>549300ML2LNRZUCS7149</lei>
        <title>KOREA DEVELOPMENT BANK SR UNSECURED REGS 04/23 VAR</title>
        <cusip>ACI1LNGW2</cusip>
        <identifiers>
          <isin value="XS2155707628"/>
        </identifiers>
        <balance>3000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3049407.000000</valUSD>
        <pctVal>0.0915681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.57225</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>KOREA EXPRESSWAY CORPORATION</name>
        <lei>988400EZO9DR1OFL5772</lei>
        <title>KOREA EXPRESSWAY CORP SR UNSECURED REGS 07/22 VAR</title>
        <cusip>ACI1SVTS2</cusip>
        <identifiers>
          <isin value="XS2033242517"/>
        </identifiers>
        <balance>11400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11430469.120000</valUSD>
        <pctVal>0.3432360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.76388</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>KOREA EXPRESSWAY CORPORATION</name>
        <lei>988400EZO9DR1OFL5772</lei>
        <title>KOREA EXPRESSWAY CORP SR UNSECURED REGS 11/22 VAR</title>
        <cusip>ACI1SVZ48</cusip>
        <identifiers>
          <isin value="XS2079297946"/>
        </identifiers>
        <balance>2000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2010005.920000</valUSD>
        <pctVal>0.0603568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.78025</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>KOREA NATIONAL OIL CORP (KNOC)</name>
        <lei>988400ZTQ08W926ONT36</lei>
        <title>KOREA NATIONAL OIL CORP SR UNSECURED REGS 07/23 VAR</title>
        <cusip>BD5JRZII0</cusip>
        <identifiers>
          <isin value="XS1850316750"/>
        </identifiers>
        <balance>3400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3430429.180000</valUSD>
        <pctVal>0.1030095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.99725</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>KT CORPORATION</name>
        <lei>9884005ACF8449EANY26</lei>
        <title>KT CORP SR UNSECURED REGS 08/22 2.625</title>
        <cusip>Y49915BA1</cusip>
        <identifiers>
          <isin value="USY49915BA11"/>
        </identifiers>
        <balance>6150000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6208360.120000</valUSD>
        <pctVal>0.1864257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.625</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>KUWAIT GOVT</name>
        <lei>549300FSC1YD0D9XX589</lei>
        <title>KUWAIT INTL BOND SR UNSECURED REGS 03/22 2.75</title>
        <cusip>M6417JAB4</cusip>
        <identifiers>
          <isin value="XS1582346703"/>
        </identifiers>
        <balance>39000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39234000.000000</valUSD>
        <pctVal>1.1781250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75</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 30 LTD</name>
        <lei>N/A</lei>
        <title>LCM LTD PARTNERSHIP LCM 30A AR 144A</title>
        <cusip>50200YAQ1</cusip>
        <identifiers>
          <isin value="US50200YAQ17"/>
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        <balance>2000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1999432.040000</valUSD>
        <pctVal>0.0600393</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>1.2115</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCM LP 13A</name>
        <lei>N/A</lei>
        <title>LCM LTD PARTNERSHIP LCM 13A AR3 144A</title>
        <cusip>50184KBL1</cusip>
        <identifiers>
          <isin value="US50184KBL17"/>
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        <balance>5300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5300000.000000</valUSD>
        <pctVal>0.1591493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.086</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>LEGACY MORTGAGE ASSET TRUST 2021-SL1</name>
        <lei>N/A</lei>
        <title>LEGACY MORTGAGE ASSET TRUST LMAT 2021 SL1 A 144A</title>
        <cusip>52475PAA9</cusip>
        <identifiers>
          <isin value="US52475PAA93"/>
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        <balance>2973604.890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2982498.940000</valUSD>
        <pctVal>0.0895590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-09-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.991</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>7-ELEVEN INC</name>
        <lei>549300K23JPL0SS3LB18</lei>
        <title>7 ELEVEN INC SR UNSECURED 144A 02/23 0.625</title>
        <cusip>817826AA8</cusip>
        <identifiers>
          <isin value="US817826AA80"/>
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        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1195752.400000</valUSD>
        <pctVal>0.0359062</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.625</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>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC SR UNSECURED 03/22 3.45</title>
        <cusip>00287YCS6</cusip>
        <identifiers>
          <isin value="US00287YCS63"/>
        </identifiers>
        <balance>8417000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8424763.840000</valUSD>
        <pctVal>0.2529802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
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        <name>MUFG UNION BANK NA (AKA: UNION BANK OF CALIFORNIA)</name>
        <lei>OX3PU53ZLPQKJ4700D47</lei>
        <title>MUFG UNION BANK NA SR UNSECURED 12/22 VAR</title>
        <cusip>624786FV6</cusip>
        <identifiers>
          <isin value="US624786FV62"/>
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        <balance>5650000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5675444.040000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.759656</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>NATIONWIDE BUILDING SOCIETY</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 04/23 VAR</title>
        <cusip>63861VAD9</cusip>
        <identifiers>
          <isin value="US63861VAD91"/>
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        <balance>4483000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4519801.130000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.622</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>NATIONWIDE BUILDING SOCIETY</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>NATIONWIDE BLDG SOCIETY SR UNSECURED REGS 04/23 VAR</title>
        <cusip>63861WAD7</cusip>
        <identifiers>
          <isin value="US63861WAD74"/>
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        <balance>575000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>579720.200000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.622</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018-285M</name>
        <lei>N/A</lei>
        <title>NATIXIS COMMERCIAL MORTGAGE SE NCMS 2018 285M A 144A</title>
        <cusip>63874FAA5</cusip>
        <identifiers>
          <isin value="US63874FAA57"/>
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        <balance>4000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4062634.400000</valUSD>
        <pctVal>0.1219935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.7904</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>NATWEST MARKETS PLC</name>
        <lei>RR3QWICWWIPCS8A4S074</lei>
        <title>NATWEST MARKETS PLC SR UNSECURED 144A 09/22 VAR</title>
        <cusip>63906AAB6</cusip>
        <identifiers>
          <isin value="US63906AAB61"/>
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        <balance>45000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>45440934.300000</valUSD>
        <pctVal>1.3645078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.71161</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>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-DA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2020 DA A 144A</title>
        <cusip>63941HAA0</cusip>
        <identifiers>
          <isin value="US63941HAA05"/>
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        <balance>3651962.280000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3656112.370000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.69</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>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-HA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2020 HA A 144A</title>
        <cusip>63935BAA1</cusip>
        <identifiers>
          <isin value="US63935BAA17"/>
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        <balance>10954278.330000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10914727.910000</valUSD>
        <pctVal>0.3277492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.31</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>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-G</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2021 GA A 144A</title>
        <cusip>63942KAA2</cusip>
        <identifiers>
          <isin value="US63942KAA25"/>
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        <balance>11600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11567393.560000</valUSD>
        <pctVal>0.3473476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2070-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.58</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>NAVIENT STUDENT LOAN TRUST 2015-AA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2015 AA A2B 144A</title>
        <cusip>63939EAC7</cusip>
        <identifiers>
          <isin value="US63939EAC75"/>
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        <balance>4552875.510000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4572468.810000</valUSD>
        <pctVal>0.1373028</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.30975</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>NAVIENT STUDENT LOAN TRUST 2018-1A</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2018 1A A2 144A</title>
        <cusip>63940DAB8</cusip>
        <identifiers>
          <isin value="US63940DAB82"/>
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        <balance>6772853.120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6775712.620000</valUSD>
        <pctVal>0.2034622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.45275</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>NAVIENT STUDENT LOAN TRUST 2019-CA</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST NAVSL 2019 CA A2 144A</title>
        <cusip>63940YAB2</cusip>
        <identifiers>
          <isin value="US63940YAB20"/>
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        <balance>1648723.270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1681524.450000</valUSD>
        <pctVal>0.0504931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.13</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>NEW YORK LIFE GLOBAL FUNDING</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FDG SR SECURED 144A 01/22 VAR</title>
        <cusip>64952WDK6</cusip>
        <identifiers>
          <isin value="US64952WDK62"/>
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        <balance>6000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6000480.780000</valUSD>
        <pctVal>0.1801834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.4095</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>NEXTERA ENERGY CAPITAL HOLDINGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL COMPANY GUAR 02/23 VAR</title>
        <cusip>65339KBT6</cusip>
        <identifiers>
          <isin value="US65339KBT60"/>
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        <balance>2700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2696110.080000</valUSD>
        <pctVal>0.0809592</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.42963</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>NEXTERA ENERGY CAPITAL HOLDINGS INC</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL COMPANY GUAR 11/23 VAR</title>
        <cusip>65339KBX7</cusip>
        <identifiers>
          <isin value="US65339KBX72"/>
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        <balance>37000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37006272.610000</valUSD>
        <pctVal>1.1112304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.449848</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>NISSAN MASTER OWNER TRUST RECEIVABLES 2019-A</name>
        <lei>N/A</lei>
        <title>NISSAN MASTER OWNER TRUST RECE NMOTR 2019 A A</title>
        <cusip>65474VAQ4</cusip>
        <identifiers>
          <isin value="US65474VAQ41"/>
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        <balance>6155000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6158161.820000</valUSD>
        <pctVal>0.1849183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.66975</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>NISSAN MOTOR ACCEPTANCE COMPANY LLC</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/22 2.8</title>
        <cusip>654740AV1</cusip>
        <identifiers>
          <isin value="US654740AV10"/>
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        <balance>2500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2501455.500000</valUSD>
        <pctVal>0.0751141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.8</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>NISSAN MOTOR ACCEPTANCE COMPANY LLC</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 01/22 VAR</title>
        <cusip>654740AW9</cusip>
        <identifiers>
          <isin value="US654740AW92"/>
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        <balance>9067000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9067852.300000</valUSD>
        <pctVal>0.2722910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.01175</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST</name>
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        <name>NSLT-2021-BA</name>
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        <name>ONTARIO TEACHERS CADILLAC FAIRVIEW PROPERTIES TRUST</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>OSD CLO 2021-23A LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD 2019-2A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PALMER SQUARE LOAN FUNDING LTD 2019-4A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PANASONIC CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <name>PARKER-HANNIFIN CORPORATION</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>PAWNEE EQUIPMENT RECEIVABLES 2021-1</name>
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        <title>PAWNEE EQUIPMENT RECEIVABLES PWNE 2021 1 A2 144A</title>
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          <couponKind>Fixed</couponKind>
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        <name>PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP</name>
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          <couponKind>Fixed</couponKind>
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        <name>PFS FINANCING CORP 2019-A</name>
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        <name>PFS FINANCING CORP 2020 B</name>
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        <name>PHEAA STUDENT LOAN TRUST 2016-2A</name>
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      <invstOrSec>
        <name>PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>QATAR GOVT</name>
        <lei>52990074F6OJOAXK4P65</lei>
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          <isin value="XS0615236006"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>QNB FINANCE LTD</name>
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        <name>ALLY FINANCIAL INC</name>
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        <name>RESIMAC PREMIER SERIES 2021-1A</name>
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        <name>RYDER SYSTEM INC</name>
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        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A</name>
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        <name>SANTANDER HOLDINGS USA INC</name>
        <lei>549300SMVCQN2P0O6I58</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>SANTANDER RETAIL AUTO LEASE TRUST 2020-A</name>
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        <name>SARANAC CLO LTD 2018-6A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SK TELECOM CO LTD</name>
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        <name>SLC STUDENT LOAN TRUST 2006-1</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SLM STUDENT LOAN TRUST 2003-10A</name>
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        <name>SLM STUDENT LOAN TRUST 2003-11</name>
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        <name>SLM STUDENT LOAN TRUST 2004-B</name>
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        <name>SLM STUDENT LOAN TRUST 2005-5</name>
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        <title>SLM STUDENT LOAN TRUST SLMA 2005 5 A4</title>
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        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST 2005-A</name>
        <lei>N/A</lei>
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        <cusip>78443CBV5</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST 2015-B</name>
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        <title>SMB PRIVATE EDUCATION LOAN TRU SMB 2015 B A2B 144A</title>
        <cusip>78448QAC2</cusip>
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        <balance>1034599.220000</balance>
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        <curCd>USD</curCd>
        <valUSD>1035602.570000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY</name>
        <lei>549300OD7VKRVNWB2J98</lei>
        <title>SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/22 3</title>
        <cusip>78448TAB8</cusip>
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        <balance>9102000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9196828.370000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY</name>
        <lei>549300OD7VKRVNWB2J98</lei>
        <title>SMBC AVIATION CAPITAL FI COMPANY GUAR REGS 07/22 3</title>
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          <isin value="USG82296AB34"/>
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        <balance>6315000.000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>SOFI PROFESSIONAL LOAN PROGRAM LLC 2016-E</name>
        <lei>N/A</lei>
        <title>SOCIAL PROFESSIONAL LOAN PROGR SOFI 2016 E A1 144A</title>
        <cusip>78470RAA5</cusip>
        <identifiers>
          <isin value="US78470RAA59"/>
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        <balance>90520.860000</balance>
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        <curCd>USD</curCd>
        <valUSD>90617.310000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SOUND POINT CLO XV LTD 2017-1A</name>
        <lei>N/A</lei>
        <title>SOUND POINT CLO LTD SNDPT 2017 1A ARR 144A</title>
        <cusip>83609RAL5</cusip>
        <identifiers>
          <isin value="US83609RAL50"/>
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        <balance>27390000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27389061.890000</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>2029-01-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.02388</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>SOUTHERN CALIFORNIA EDISON COMPANY</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CAL EDISON 1ST MORTGAGE 04/23 VAR</title>
        <cusip>842400HA4</cusip>
        <identifiers>
          <isin value="US842400HA44"/>
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        <balance>15000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15014155.650000</valUSD>
        <pctVal>0.4508475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.69002</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>SOUTHERN CALIFORNIA EDISON COMPANY</name>
        <lei>9R1Z5I36FERIBVKW4P77</lei>
        <title>SOUTHERN CAL EDISON 1ST MORTGAGE 12/22 VAR</title>
        <cusip>842400HL0</cusip>
        <identifiers>
          <isin value="US842400HL09"/>
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        <balance>20000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20021032.200000</valUSD>
        <pctVal>0.6011948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.519715</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN EXPRESS COMPANY</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO SR UNSECURED 05/22 VAR</title>
        <cusip>025816CE7</cusip>
        <identifiers>
          <isin value="US025816CE78"/>
        </identifiers>
        <balance>1200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1201561.990000</valUSD>
        <pctVal>0.0360807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.78</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>SOUTHERN CO</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN CO SR UNSECURED 05/23 VAR</title>
        <cusip>842587DK0</cusip>
        <identifiers>
          <isin value="US842587DK09"/>
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        <balance>600000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>598728.990000</valUSD>
        <pctVal>0.0179787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.41983</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC SR UNSECURED 144A 01/23 VAR</title>
        <cusip>853254BL3</cusip>
        <identifiers>
          <isin value="US853254BL33"/>
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        <balance>1900000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1900728.160000</valUSD>
        <pctVal>0.0570754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.2815</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC SR UNSECURED 144A 01/23 VAR</title>
        <cusip>853254BM1</cusip>
        <identifiers>
          <isin value="US853254BM16"/>
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        <balance>5331000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5338696.040000</valUSD>
        <pctVal>0.1603112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.247</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC SR UNSECURED REGS 01/23 VAR</title>
        <cusip>ACI15C2C3</cusip>
        <identifiers>
          <isin value="XS1887493309"/>
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        <balance>400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400578.580000</valUSD>
        <pctVal>0.0120286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.247</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>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC SR UNSECURED REGS 01/23 VAR</title>
        <cusip>ACI15C2L3</cusip>
        <identifiers>
          <isin value="XS1887493481"/>
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        <balance>8150000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8153123.410000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.2815</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP SR UNSECURED 01/22 2.25</title>
        <cusip>03027XAL4</cusip>
        <identifiers>
          <isin value="US03027XAL47"/>
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        <balance>13118000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13125144.190000</valUSD>
        <pctVal>0.3941240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25</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>SUMITOMO MITSUI BANKING CORP/NEW YORK BRANCH</name>
        <lei>549300MS3WYYVQ4HXM15</lei>
        <title>SUMITOMO MITSUI BKG CORP</title>
        <cusip>86565C6C8</cusip>
        <identifiers>
          <isin value="US86565C6C89"/>
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        <balance>31000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30990789.280000</valUSD>
        <pctVal>0.9305965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.22</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>SUMITOMO MITSUI BANKING CORPORATION</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
        <title>SUMITOMO MITSUI BANKING SUBORDINATED REGS 03/22 4.85</title>
        <cusip>ACI01NE32</cusip>
        <identifiers>
          <isin value="XS0748939880"/>
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        <balance>5710000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5747142.640000</valUSD>
        <pctVal>0.1725761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMITOMO MITSUI FINL GRP SR UNSECURED 07/22 VAR</title>
        <cusip>86562MAP5</cusip>
        <identifiers>
          <isin value="US86562MAP59"/>
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        <balance>685000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>687340.320000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.90113</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI FINANCIAL GROUP INC</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>SUMITOMO MITSUI FINL GRP SR UNSECURED 07/23 VAR</title>
        <cusip>86562MBA7</cusip>
        <identifiers>
          <isin value="US86562MBA71"/>
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        <balance>1000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1009182.530000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.98363</annualizedRt>
          <isDefault>N</isDefault>
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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>
      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LIMITED</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/23 0.8</title>
        <cusip>86563VAQ2</cusip>
        <identifiers>
          <isin value="US86563VAQ23"/>
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        <balance>31745000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>31644067.720000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.8</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>
      <invstOrSec>
        <name>SUNTORY HOLDINGS LIMITED</name>
        <lei>54930074QUY8RD0UZM08</lei>
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        <cusip>86803UAC5</cusip>
        <identifiers>
          <isin value="US86803UAC53"/>
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        <balance>2000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2015219.380000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55</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>SYNCHRONY BANK (AKA: GE CAPITAL RETAIL BANK)</name>
        <lei>549300UATVPGSLE43Z27</lei>
        <title>SYNCHRONY BANK SR UNSECURED 06/22 3</title>
        <cusip>87166FAA1</cusip>
        <identifiers>
          <isin value="US87166FAA12"/>
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        <balance>11142000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3</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>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL SR UNSECURED 07/22 2.85</title>
        <cusip>87165BAQ6</cusip>
        <identifiers>
          <isin value="US87165BAQ68"/>
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        <balance>2169000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2191345.650000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85</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>TCI-SYMPHONY CLO LTD 2016-1A</name>
        <lei>N/A</lei>
        <title>TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A</title>
        <cusip>87229WAQ4</cusip>
        <identifiers>
          <isin value="US87229WAQ42"/>
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        <balance>800000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>801795.200000</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>2032-10-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.1375</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TCW CLO LTD 2018-1A</name>
        <lei>N/A</lei>
        <title>TCW CLO TCW 2018 1A A1R 144A</title>
        <cusip>87240UAR1</cusip>
        <identifiers>
          <isin value="US87240UAR14"/>
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        <balance>2000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1996991.400000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.12438</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-2</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 2 A2A</title>
        <cusip>03066EAB0</cusip>
        <identifiers>
          <isin value="US03066EAB02"/>
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        <balance>524348.860000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524493.270000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVA AMCAR 2020 3 A2</title>
        <cusip>03066PAB5</cusip>
        <identifiers>
          <isin value="US03066PAB58"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.42</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST 2020-A</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST TESLA 2020 A A2 144A</title>
        <cusip>88167HAB2</cusip>
        <identifiers>
          <isin value="US88167HAB24"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2315212.480000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.55</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA SR UNSECURED 09/23 VAR</title>
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          <isin value="US0641598L36"/>
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        <balance>4200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THERMO FISHER SCIENTIFIC INC</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>THERMO FISHER SCIENTIFIC SR UNSECURED 04/23 VAR</title>
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        <identifiers>
          <isin value="US883556CN08"/>
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        <balance>29700000.000000</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>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOWD POINT HE TRUST 2021-HE1</name>
        <lei>N/A</lei>
        <title>TOWD POINT ASSET FUNDING, LLC TPHT 2021 HE1 A1 144A</title>
        <cusip>89180DAA4</cusip>
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          <isin value="US89180DAA46"/>
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        <curCd>USD</curCd>
        <valUSD>5779575.630000</valUSD>
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        <assetCat>ABS-MBS</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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          <isDefault>N</isDefault>
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        <securityLending>
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        <name>TOWD POINT MORTGAGE TRUST 2018-3</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST TPMT 2018 3 A1 144A</title>
        <cusip>89175MAA1</cusip>
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          <isin value="US89175MAA18"/>
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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>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2019-HY2</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A</title>
        <cusip>89177HAA0</cusip>
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          <isin value="US89177HAA05"/>
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        <balance>1467341.260000</balance>
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        <curCd>USD</curCd>
        <valUSD>1474314.950000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST 2021-1</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST TPMT 2021 1 A1 144A</title>
        <cusip>89179YAR4</cusip>
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          <isin value="US89179YAR45"/>
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        <curCd>USD</curCd>
        <valUSD>7639254.790000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25</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>TOYOTA INDUSTRIES CORPORATION</name>
        <lei>35380000WKGEAHEMW830</lei>
        <title>TOYOTA INDUSTRIES CORP SR UNSECURED 144A 03/22 3.11</title>
        <cusip>892330AD3</cusip>
        <identifiers>
          <isin value="US892330AD30"/>
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        <balance>7700000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7723733.250000</valUSD>
        <pctVal>0.2319295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.11</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>AMMC CLO 16 LTD 2015-16A</name>
        <lei>N/A</lei>
        <title>AMERICAN MONEY MANAGEMENT CORP AMMC 2015 16A AR2 144A</title>
        <cusip>00176JAT3</cusip>
        <identifiers>
          <isin value="US00176JAT34"/>
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        <balance>4527112.910000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4526077.970000</valUSD>
        <pctVal>0.1359098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.10675</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>TRINITAS CLO V LTD 2016-5A</name>
        <lei>N/A</lei>
        <title>TRINITAS CLO LTD TRNTS 2016 5A ARR 144A</title>
        <cusip>89641AAV7</cusip>
        <identifiers>
          <isin value="US89641AAV70"/>
        </identifiers>
        <balance>1450120.370000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1450226.550000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.15388</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>AMMC CLO XII LTD 2013-12A</name>
        <lei>N/A</lei>
        <title>AMERICAN MONEY MANAGEMENT CORP AMMC 2013 12A AR2 144A</title>
        <cusip>00176CAW1</cusip>
        <identifiers>
          <isin value="US00176CAW10"/>
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        <balance>3000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3010838.550000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.09563</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>UBS AG/LONDON BRANCH</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG LONDON SR UNSECURED 144A 06/23 VAR</title>
        <cusip>902674YG9</cusip>
        <identifiers>
          <isin value="US902674YG97"/>
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        <balance>11000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10998592.110000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.369731</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>UBS GROUP AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG SR UNSECURED 144A 05/23 3.491</title>
        <cusip>90352JAA1</cusip>
        <identifiers>
          <isin value="US90352JAA16"/>
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        <balance>23568000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23808801.090000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.491</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>UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2013-C6</name>
        <lei>N/A</lei>
        <title>UBS BARCLAYS COMMERCIAL MORTGA UBSBB 2013 C6 A3FL 144A</title>
        <cusip>90349GAC9</cusip>
        <identifiers>
          <isin value="US90349GAC96"/>
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        <balance>13114666.070000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13080853.840000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.89138</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 GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 11/24 0.75</title>
        <cusip>91282CDH1</cusip>
        <identifiers>
          <isin value="US91282CDH16"/>
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        <balance>68400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68025937.500000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>APIDOS CLO 2017-27A</name>
        <lei>N/A</lei>
        <title>APIDOS CLO APID 2017 27A A1R 144A</title>
        <cusip>03767JAF2</cusip>
        <identifiers>
          <isin value="US03767JAF21"/>
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        <balance>5200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5193500.000000</valUSD>
        <pctVal>0.1559513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.05225</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES GOVT</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY N/B 12/24 1</title>
        <cusip>91282CDN8</cusip>
        <identifiers>
          <isin value="US91282CDN83"/>
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        <balance>312100000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312477934.370000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APIDOS CLO XXVI LLC 2017-26A</name>
        <lei>N/A</lei>
        <title>APIDOS CLO APID 2017 26A A1AR 144A</title>
        <cusip>03766GAL6</cusip>
        <identifiers>
          <isin value="US03766GAL68"/>
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        <balance>10000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9993931.800000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.02225</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UPSTART SECURITIZATION TRUST 2020-1</name>
        <lei>N/A</lei>
        <title>UPSTART SECURITIZATION TRUST UPST 2020 1 A 144A</title>
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        <identifiers>
          <isin value="US91679UAA07"/>
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        <balance>224237.020000</balance>
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        <curCd>USD</curCd>
        <valUSD>224803.060000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.322</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UTAH STATE BOARD OF REGENTS 2016-1</name>
        <lei>N/A</lei>
        <title>STATE BOARD OF REGENTS OF THE USBR 2016 1 A</title>
        <cusip>91754RZD2</cusip>
        <identifiers>
          <isin value="US91754RZD24"/>
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        <curCd>USD</curCd>
        <valUSD>2011101.560000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.85275</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UTAH STATE BOARD OF REGENTS 2017-1</name>
        <lei>N/A</lei>
        <title>STATE BOARD OF REGENTS OF THE USBR 2017 1 A</title>
        <cusip>91754RZF7</cusip>
        <identifiers>
          <isin value="US91754RZF71"/>
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        <balance>2604598.480000</balance>
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        <curCd>USD</curCd>
        <valUSD>2567252.440000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.85275</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VENTURE CLO LTD 2014-17A</name>
        <lei>N/A</lei>
        <title>VENTURE CDO LTD VENTR 2014 17A ARR 144A</title>
        <cusip>92329YAL0</cusip>
        <identifiers>
          <isin value="US92329YAL02"/>
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        <balance>5239167.790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5238456.100000</valUSD>
        <pctVal>0.1573012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.00375</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>VENTURE XXIX CLO LTD 2017-29A</name>
        <lei>N/A</lei>
        <title>VENTURE CDO LTD VENTR 2017 29A AR 144A</title>
        <cusip>92331EAF3</cusip>
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          <isin value="US92331EAF34"/>
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        <balance>15000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14991255.900000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.146</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>VERISK ANALYTICS INC</name>
        <lei>549300I1YSWNIRKBWP67</lei>
        <title>VERISK ANALYTICS INC SR UNSECURED 09/22 4.125</title>
        <cusip>92345YAC0</cusip>
        <identifiers>
          <isin value="US92345YAC03"/>
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        <balance>2719000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2781224.020000</valUSD>
        <pctVal>0.0835151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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        <securityLending>
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      </invstOrSec>
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        <name>VMWARE INC</name>
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          <isin value="US928563AB16"/>
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        <valUSD>4553481.560000</valUSD>
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        <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>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC</name>
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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>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
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          <isin value="USU9273ADC63"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>419018.300000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARCH STREET CLO LTD 2016-2A</name>
        <lei>N/A</lei>
        <title>ARCH STREET CLO, LTD. ARCHS 2016 2A AR2 144A</title>
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          <isin value="US03940AAU88"/>
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        <balance>5927029.960000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5928506.210000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</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>WASHINGTON HEALTH CARE FACILITY AUTHORITY</name>
        <lei>549300ZVPWQIL3N5TL85</lei>
        <title>WASHINGTON ST HLTH CARE FACS A WASMED 01/42 FLOATING VAR</title>
        <cusip>93978HRL1</cusip>
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          <isin value="US93978HRL14"/>
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        <balance>7000000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7001920.100000</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>2042-01-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLFLEET CLO LTD 2017-1A</name>
        <lei>N/A</lei>
        <title>WELLFLEET CLO LTD WELF 2017 1A A1RR 144A</title>
        <cusip>94950GAL1</cusip>
        <identifiers>
          <isin value="US94950GAL14"/>
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        <balance>22401838.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22398448.530000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.0215</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>ARES XL CLO LTD 2016-40A</name>
        <lei>N/A</lei>
        <title>ARES CLO LTD ARES 2016 40A A1RR 144A</title>
        <cusip>04016GBB3</cusip>
        <identifiers>
          <isin value="US04016GBB32"/>
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        <balance>1100000.000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1097837.510000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3A</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLE WLAKE 2020 3A A2 144A</title>
        <cusip>96042QAC4</cusip>
        <identifiers>
          <isin value="US96042QAC42"/>
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        <balance>6732417.170000</balance>
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        <curCd>USD</curCd>
        <valUSD>6734504.220000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.56</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C11</name>
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        <title>WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2013 C11 A5</title>
        <cusip>92937EAZ7</cusip>
        <identifiers>
          <isin value="US92937EAZ79"/>
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        <balance>19789320.460000</balance>
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        <curCd>USD</curCd>
        <valUSD>20066901.300000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>WF-RBS COMMERCIAL MORTGAGE TRUST 2013-C14</name>
        <lei>N/A</lei>
        <title>WF RBS COMMERCIAL MORTGAGE TRU WFRBS 2013 C14 A5</title>
        <cusip>92890PAE4</cusip>
        <identifiers>
          <isin value="US92890PAE43"/>
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        <curCd>USD</curCd>
        <valUSD>20970008.640000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</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>WOORI BANK</name>
        <lei>549300VUVMRL6RE7R376</lei>
        <title>WOORI BANK SR UNSECURED REGS 02/23 VAR</title>
        <cusip>ACI101VM8</cusip>
        <identifiers>
          <isin value="XS1755413652"/>
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        <balance>1500000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1507177.460000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.00163</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>WORLD BANK (INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT: IBRD)</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
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          <isin value="US459058JS32"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48759775.000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.65</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>WORLD OMNI SELECT AUTO TRUST 2020-A</name>
        <lei>N/A</lei>
        <title>WORLD OMNI SELECT AUTO TRUST WOSAT 2020 A A2</title>
        <cusip>98163DAB4</cusip>
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          <isin value="US98163DAB47"/>
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        <curCd>USD</curCd>
        <valUSD>1674279.600000</valUSD>
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        <assetCat>ABS-O</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>Z CAPITAL CREDIT PARTNERS CLO LTD 2015-1</name>
        <lei>N/A</lei>
        <title>Z CAPITAL CREDIT PARTNERS CLO ZCCP 2015 1A A1R 144A</title>
        <cusip>98877EAG8</cusip>
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          <isin value="US98877EAG89"/>
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        <curCd>USD</curCd>
        <valUSD>155387.910000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>ZIMMER BIOMET HOLDINGS INC</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZIMMER BIOMET HOLDINGS SR UNSECURED 04/22 3.15</title>
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          <isin value="US98956PAL67"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18337113.320000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15</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>FIXED INC CLEARING CORP.REPO</title>
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        <curCd>USD</curCd>
        <valUSD>1010000.000000</valUSD>
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        <assetCat>RA</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="Fixed Income Clearing Corp" isCleared="Y"/>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO BANK OF AMERICA REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLA004"/>
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        <balance>-588000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-588005.390000</valUSD>
        <pctVal>-0.0176567</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.1100000</repurchaseRt>
          <maturityDt>2022-01-03</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>600000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>584820.660000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO JPM CHASE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLQ009"/>
        </identifiers>
        <balance>-312490125.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-312492208.270000</valUSD>
        <pctVal>-9.3835673</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.0400000</repurchaseRt>
          <maturityDt>2022-01-04</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>312100000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>312477934.370000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO JPM CHASE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLQ009"/>
        </identifiers>
        <balance>-160444130.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-160452241.340000</valUSD>
        <pctVal>-4.8180862</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.1300000</repurchaseRt>
          <maturityDt>2022-01-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>165700000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>162932369.670000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>AMBS</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO DEUTSCHE REVERSE REPO</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="913ZLG001"/>
        </identifiers>
        <balance>-67361500.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-67362211.030000</valUSD>
        <pctVal>-2.0227635</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="9J6MBOOO7BECTDTUZW19" name="Deutsche Bank Securities Inc."/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.0200000</repurchaseRt>
          <maturityDt>2022-01-05</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>67700000.000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>67329765.620000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARI FLEET LEASE TRUST 2019-A</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST ARIFL 2019 A A2B 144A</title>
        <cusip>04033JAC5</cusip>
        <identifiers>
          <isin value="US04033JAC53"/>
        </identifiers>
        <balance>2302827.630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2304484.280000</valUSD>
        <pctVal>0.0691994</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.58975</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>ARROW ELECTRONICS INC</name>
        <lei>549300YNNLBXT8N8R512</lei>
        <title>ARROW ELECTRONICS INC SR UNSECURED 04/22 3.5</title>
        <cusip>042735BD1</cusip>
        <identifiers>
          <isin value="US042735BD16"/>
        </identifiers>
        <balance>20053000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20093748.500000</valUSD>
        <pctVal>0.6033784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.5</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>ARROYO MORTGAGE TRUST 2021-1R</name>
        <lei>N/A</lei>
        <title>ARROYO MORTGAGE TRUST ARRW 2021 1R A1 144A</title>
        <cusip>042853AA9</cusip>
        <identifiers>
          <isin value="US042853AA99"/>
        </identifiers>
        <balance>6220738.820000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6192563.850000</valUSD>
        <pctVal>0.1859513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>1.175</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>CDX IG36 5Y ICE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWPC0JZ99"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>91801.020000</valUSD>
        <pctVal>0.0027566</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CDX.NA.IG.36</issueTitle>
                <identifiers>
                  <ticker value="CDX"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2026-06-21</terminationDt>
            <upfrontPmnt>92713.760000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>3700000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-912.740000</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>CDX IG37 5Y ICE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SWPC0KBZ4"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1975442.250000</valUSD>
        <pctVal>0.0593189</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>Intercontinental Exchange</counterpartyName>
              <counterpartyLei>5493000F4ZO33MV32P92</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>CDX.NA.IG.37</issueTitle>
                <identifiers>
                  <ticker value="CDX"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2026-12-22</terminationDt>
            <upfrontPmnt>1882013.410000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>79600000.000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>93428.840000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T INC</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT+T INC SR UNSECURED 02/23 VAR</title>
        <cusip>00206RFY3</cusip>
        <identifiers>
          <isin value="US00206RFY36"/>
        </identifiers>
        <balance>5372000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5405030.060000</valUSD>
        <pctVal>0.1623031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.046</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="A negative balance, which may be due to such circumstances as a net overdraft as of the reporting period-end, is reported as $0 in Item B.2.f - Cash and cash equivalents not reported in Parts C and D.  This is done in order to conform to the technical constraints of the XML type, which do not allow negative values in B.2.f." noteItem="B.2.f"/>
      <explntrNote note="Total returns do not deduct sales loads and redemption fees." noteItem="B.5.a"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.c.vi"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.d.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.e.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.f.ii"/>
      <explntrNote note="The form requires the filer to report ISO country codes and certain supranational entities are not on the ISO country code list.  Instruments issued by or economic exposure to a supranational entity may be disclosed as N/A." noteItem="C.5.a"/>

    </explntrNotes>
    <signature>
      <ncom:dateSigned>2022-02-15</ncom:dateSigned>
      <ncom:nameOfApplicant>PIMCO Funds</ncom:nameOfApplicant>
      <ncom:signature>/s/ Jason Nagler</ncom:signature>
      <ncom:signerName>Jason Nagler</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
