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      <invstOrSec>
        <name>EI du Pont de Nemours and Co 2.3% 07/15/2030</name>
        <lei>GLU7INWNWH88J9XBXD45</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>New York State Dormitory Authority</name>
        <lei>549300C8XO7EXTX2XU71</lei>
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        <name>BUNGE LTD FINANCE CORP 3.25% 08/15/2026</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Allison Transmission Inc 5.875% 06/01/2029 144A</name>
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          <other otherDesc="Internal Identifier" value="971857"/>
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        <name>ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>AT&amp;T Inc 2.3% 06/01/2027</name>
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        <name>Akbank T.A.S. 5.125% 03/31/2025 144A</name>
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        <name>ENQUEST PLC 7.00%/7.00% 10/15/2023 TOGG PIK 144A REGS</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>CSC HOLDINGS LLC 4.5565% 07/17/2025 March 2017 Incremental Term Loans</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC 4.5565% 07/17/2025 March 2017 Incremental Term Loans</title>
        <cusip>64072UAE2</cusip>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ITALY GOVERNMENT INTERNATIONAL BOND 1.00% 06/20/2023 CDS</title>
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        <identifiers>
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        <balance>1500000.00000000</balance>
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        <valUSD>-15704.61000000</valUSD>
        <pctVal>-0.00392492666</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <swapFlag>Y</swapFlag>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AbbVie Inc 3.2% 11/21/2029 144A</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc 3.2% 11/21/2029 144A</title>
        <cusip>00287YBW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1022140"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>781586.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>BURLINGTON NORTHERN SANTA FE LLC 4.15% 04/01/2045</name>
        <lei>N/A</lei>
        <title>BURLINGTON NORTHERN SANTA FE LLC 4.15% 04/01/2045</title>
        <cusip>12189LAW1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="601426"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>496834.78000000</valUSD>
        <pctVal>0.124169914230</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.15000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Endo Dac / Endo Finance LLC / Endo Finco Inc 9.5% 07/31/2027 144A</name>
        <lei>N/A</lei>
        <title>Endo Dac / Endo Finance LLC / Endo Finco Inc 9.5% 07/31/2027 144A</title>
        <cusip>29273DAB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1083201"/>
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        <balance>452000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>480340.40000000</valUSD>
        <pctVal>0.120047606710</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Springleaf Finance Corp 6.625% 01/15/2028</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>Springleaf Finance Corp 6.625% 01/15/2028</title>
        <cusip>85172FAQ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="980686"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>991690.00000000</valUSD>
        <pctVal>0.247845092977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Indonesia Government International Bond 3.85% 07/18/2027 144A</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Government International Bond 3.85% 07/18/2027 144A</title>
        <cusip>455780CA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1086481"/>
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        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2387458.37000000</valUSD>
        <pctVal>0.596678237848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>B&amp;G FOODS INC 6.5% 10/10/2026 Tranche B-4 Term Loan</name>
        <lei>549300TRW1LZMDJZAQ78</lei>
        <title>B&amp;G FOODS INC 6.5% 10/10/2026 Tranche B-4 Term Loan</title>
        <cusip>05508TAU6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1011005"/>
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        <balance>289479.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>286494.05000000</valUSD>
        <pctVal>0.071601150016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67363000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_NOK_20200723</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4249123149598"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-152304.05000000</valUSD>
        <pctVal>-0.03806412430</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurPur>2570643.64000000</amtCurPur>
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            <settlementDt>2020-07-23</settlementDt>
            <unrealizedAppr>-152304.05000000</unrealizedAppr>
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      <invstOrSec>
        <name>HCA Inc 5.375% 09/01/2026</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA Inc 5.375% 09/01/2026</title>
        <cusip>404121AH8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="922280"/>
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        <balance>713000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>778025.60000000</valUSD>
        <pctVal>0.194445670694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TELUS Corp 4.6% 11/16/2048</name>
        <lei>L2TEUTQ8OSHMJWVLCE40</lei>
        <title>TELUS Corp 4.6% 11/16/2048</title>
        <cusip>87971MBH5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019814"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183481.17000000</valUSD>
        <pctVal>0.045855970755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.60000000</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>Mauser Packaging Solutions Holding Co 7.25% 04/15/2025 144A</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>Mauser Packaging Solutions Holding Co 7.25% 04/15/2025 144A</title>
        <cusip>12429TAE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="662819"/>
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        <balance>1278000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1162647.72000000</valUSD>
        <pctVal>0.290571178758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 07/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 07/15/2034      GNMA SF</title>
        <cusip>36200NYN5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="312831"/>
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        <balance>40742.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46612.53000000</valUSD>
        <pctVal>0.011649494127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Manulife Financial Corp 2.484% 05/19/2027</name>
        <lei>5493007GBX87QOZACS27</lei>
        <title>Manulife Financial Corp 2.484% 05/19/2027</title>
        <cusip>56501RAK2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1071810"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>838406.33000000</valUSD>
        <pctVal>0.209536140136</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.48400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 6.50% 05/01/2031 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 05/01/2031 FNMA 30</title>
        <cusip>31384WKY5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="213574"/>
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        <balance>1293.74400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1443.11000000</valUSD>
        <pctVal>0.000360664857</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>Virginia Electric and Power Co 6.35% 11/30/2037</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>Virginia Electric and Power Co 6.35% 11/30/2037</title>
        <cusip>927804FE9</cusip>
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          <other otherDesc="Internal Identifier" value="925720"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2024 2014-C01 M2</name>
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        <cusip>30711XAD6</cusip>
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          <other otherDesc="Internal Identifier" value="688717"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="4257823149727"/>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>N/A</name>
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          <other otherDesc="Internal Sec ID" value="694827"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>CITIBANK NA</counterpartyName>
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        <name>GOVT NATL MORTG ASSN 6.50% 02/20/2034      GNMA II 30YR BUY DOWN LOAN</name>
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        <title>GOVT NATL MORTG ASSN 6.50% 02/20/2034      GNMA II 30YR BUY DOWN LOAN</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>EOG Resources Inc 4.375% 04/15/2030</name>
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        <title>EOG Resources Inc 4.375% 04/15/2030</title>
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          <other otherDesc="Internal Identifier" value="1060277"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>City of San Francisco CA Public Utilities Commission Water Revenue</name>
        <lei>N/A</lei>
        <title>City of San Francisco CA Public Utilities Commission Water Revenue</title>
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        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CENCOSUD SA 4.375% 07/17/2027 144A</name>
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        <cusip>15132HAH4</cusip>
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        <name>U S TREASURY NOTE/BOND I/L 0.125% 07/15/2024 INDEX LINKED TO CPURNSA</name>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2029 HQA1 M2</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2029 HQA1 M2</title>
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        <name>FANNIE MAE 3% 11/1/2048 FNL</name>
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        <title>FANNIE MAE 3% 11/1/2048 FNL</title>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2033      FHLMC G30</title>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Salt Lake City Corp</name>
        <lei>549300CRGKV67DRSGT85</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 2M2</title>
        <cusip>30711XAM6</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY 3.875% 01/27/2026</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>Dollar Tree Inc 4.2% 05/15/2028</name>
        <lei>549300PMSTQITB1WHR43</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>OWENS-BROCKWAY GLASS CONTAINER INC 5.00% 01/15/2022 144A</name>
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      <invstOrSec>
        <name>URUGUAY REPUBLIC OF 4.375% 12/15/2028 INDEX LINKED</name>
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          <other otherDesc="Internal Identifier" value="562934"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2034      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>SOUTH AFRICA REPUBLIC OF 7.00% 02/28/2031</name>
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        <name>RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC 6.5% 06/01/2023 Term Loan B</name>
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        <title>RUSSELL INVESTMENTS US INSTITUTIONAL HOLDCO INC 6.5% 06/01/2023 Term Loan B</title>
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        <name>Riviera Resources Inc COM USD 0.01</name>
        <lei>N/A</lei>
        <title>Riviera Resources Inc COM USD 0.01</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.00% 10/15/2027</name>
        <lei>N/A</lei>
        <title>MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.00% 10/15/2027</title>
        <cusip>55342UAH7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="673951"/>
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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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        <name>Mohawk Industries Inc 3.625% 05/15/2030</name>
        <lei>549300JI1115MG3Q6322</lei>
        <title>Mohawk Industries Inc 3.625% 05/15/2030</title>
        <cusip>608190AL8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1068617"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Dryden 55 CLO Ltd FRN 04/15/2031 144A 18-55A D</name>
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          <other otherDesc="Internal Identifier" value="688653"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Biogen Inc 2.25% 05/01/2030</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>Biogen Inc 2.25% 05/01/2030</title>
        <cusip>09062XAH6</cusip>
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          <other otherDesc="Internal Identifier" value="1066282"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>LCM 26 Ltd FRN 01/20/2031 26A B 144A</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CENTENE CORP 4.75% 05/15/2022</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_CNH_20200821</title>
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          <other otherDesc="Internal Sec ID" value="4225723264880"/>
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        <units>NC</units>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>County of Broward FL Airport System Revenue</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="1019638"/>
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        <curCd>USD</curCd>
        <valUSD>310173.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <lei>254900IDGKCJICKBPA66</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COLE PARK CLO LTD FRN 10/20/2028 15-1A BR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 6.00% 02/15/2025 144A</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 1M2</name>
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        <name>FANNIE MAE 6.50% 08/01/2032 FNMA 30</name>
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      <invstOrSec>
        <name>JETBLUE AIRWAYS CORP 6.5% 06/16/2024 Term Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LCM XVIII LP FRN 04/20/2031 18A DR 144A</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 08/01/2035      FHLMC G30</name>
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        <name>FANNIE MAE 4.5% 05/01/2048 FNL</name>
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        <name>FMG RESOURCES AUGUST 2006 PTY LTD 5.125% 03/15/2023 144A</name>
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        <name>Diageo Capital PLC 2% 04/29/2030</name>
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        <title>Diageo Capital PLC 2% 04/29/2030</title>
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        <name>Party City Holdings Inc 6.625% 08/01/2026 144A</name>
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        <name>Fedex Corp 3.8% 05/15/2025</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>Fedex Corp 3.8% 05/15/2025</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>New Jersey Transportation Trust Fund Authority</name>
        <lei>549300YUVD5TEXR6L889</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NETFLIX INC 4.375% 11/15/2026</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC 4.375% 11/15/2026</title>
        <cusip>64110LAN6</cusip>
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          <other otherDesc="Internal Identifier" value="678011"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 7.00% 06/15/2032 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 06/15/2032 GNMA SF</title>
        <cusip>36201KLQ7</cusip>
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          <other otherDesc="Internal Identifier" value="259383"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Altria Group Inc 3.4% 05/06/2030</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>Altria Group Inc 3.4% 05/06/2030</title>
        <cusip>02209SBJ1</cusip>
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          <other otherDesc="Internal Identifier" value="1067895"/>
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        <valUSD>1293491.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-06</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Centene Corp 4.625% 12/15/2029</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp 4.625% 12/15/2029</title>
        <cusip>15135BAT8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1068941"/>
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        <curCd>USD</curCd>
        <valUSD>212254.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20200915</title>
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          <other otherDesc="Internal Sec ID" value="4318623410995"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>CALPINE CORP 5.75% 01/15/2025</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>CALPINE CORP 5.75% 01/15/2025</title>
        <cusip>131347CF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="580904"/>
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        <balance>1170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1185110.55000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BANK OF AMERICA CORP 3.248% 10/21/2027</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP 3.248% 10/21/2027</title>
        <cusip>06051GGA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="648853"/>
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        <balance>647000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>713969.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 04/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 04/01/2033      FHLMC G30</title>
        <cusip>31288HBR0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="310120"/>
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        <balance>15296.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17819.84000000</valUSD>
        <pctVal>0.004453569060</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UTEX INDUSTRIES INC 9.552% 05/20/2022 Second Lien Initial Term Loan</name>
        <lei>N/A</lei>
        <title>UTEX INDUSTRIES INC 9.552% 05/20/2022 Second Lien Initial Term Loan</title>
        <cusip>91759UAP0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="576853"/>
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        <curCd>USD</curCd>
        <valUSD>7363.40000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2020-2 FRN 03/15/2045 2020-2 PT 144A</name>
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        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2020-2 FRN 03/15/2045 2020-2 PT 144A</title>
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          <other otherDesc="Internal Identifier" value="1041434"/>
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        <curCd>USD</curCd>
        <valUSD>773108.23000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Eaton Vance CLO 2014-1R Ltd FRN 07/15/2030 2014-1RA C 144A</name>
        <lei>549300FPTLP8I41O7F48</lei>
        <title>Eaton Vance CLO 2014-1R Ltd FRN 07/15/2030 2014-1RA C 144A</title>
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          <other otherDesc="Internal Identifier" value="920952"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE 3% 9/1/2048 FNL</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3% 9/1/2048 FNL</title>
        <cusip>3140JADM7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="966237"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Colbun Sa 3.15% 03/06/2030 144A</name>
        <lei>5493003VQJLE2QB8IF36</lei>
        <title>Colbun Sa 3.15% 03/06/2030 144A</title>
        <cusip>192714AD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1050389"/>
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        <curCd>USD</curCd>
        <valUSD>303900.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>REPUBLIC OF GABON 6.375% 12/12/2024 144A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF GABON 6.375% 12/12/2024 144A</title>
        <cusip>362420AB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977063"/>
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        <balance>1037538.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>988747.78000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>GA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Appvion Operations Inc 6.5% 06/15/2026 Term Loan</name>
        <lei>549300KG8GQ03SX7CT73</lei>
        <title>Appvion Operations Inc 6.5% 06/15/2026 Term Loan</title>
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        <name>ICTSI TREASURY BV 4.625% 01/16/2023 REG S</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2034      FHLMC G30</name>
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        <name>Strata CLO I Ltd FRN 01/15/2031 144A 1A B</name>
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        <name>WESCO Distribution Inc 7.125% 06/15/2025 144A</name>
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        <identifiers>
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        <name>Provident Funding Mortgage Trust 2019-1 FRN 12/25/2049 144A 2019-1 A2</name>
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        <name>African Export-Import Bank/The 3.994% 09/21/2029 144A</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 5.00% 09/20/2033      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 07/01/2032      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 07/01/2032      FHLMC G30</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="279597"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <name>Gilroy Unified School District</name>
        <lei>N/A</lei>
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        <issuerCat>MUN</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <lei>I03QQGEA4SS774AURI46</lei>
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          <other otherDesc="Internal Identifier" value="1083321"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Arch Capital Group Ltd 3.635% 06/30/2050</name>
        <lei>549300AYR4P8AFKDCE43</lei>
        <title>Arch Capital Group Ltd 3.635% 06/30/2050</title>
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          <other otherDesc="Internal Identifier" value="1087036"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FT HOLDINGS CORPORATION III CC USD NPV A/C# 15184</name>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Diamond Sports Group LLC / Diamond Sports Finance Co 5.375% 08/15/2026 144A</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group LLC / Diamond Sports Finance Co 5.375% 08/15/2026 144A</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="998600"/>
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        <valUSD>291968.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO 3.20% 06/15/2026</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO 3.20% 06/15/2026</title>
        <cusip>46625HRS1</cusip>
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          <other otherDesc="Internal Identifier" value="635963"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200915</title>
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          <other otherDesc="Internal Sec ID" value="4247723410994"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6060.44000000</valUSD>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>DAVITA INC 5.00% 05/01/2025</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DAVITA INC 5.00% 05/01/2025</title>
        <cusip>23918KAR9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="601829"/>
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        <balance>728000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>745108.00000000</valUSD>
        <pctVal>0.186218840099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Foothill-Eastern Transportation Corridor Agency</name>
        <lei>N/A</lei>
        <title>Foothill-Eastern Transportation Corridor Agency</title>
        <cusip>345105JE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1030181"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154263.00000000</valUSD>
        <pctVal>0.038553708898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.09400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 10/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 10/01/2033      FHLMC G30</title>
        <cusip>31296PUL4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="290615"/>
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        <balance>8489.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9658.11000000</valUSD>
        <pctVal>0.002413773629</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO 3.375% 05/01/2023</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO 3.375% 05/01/2023</title>
        <cusip>46625HJJ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="548124"/>
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        <balance>809000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>865855.24000000</valUSD>
        <pctVal>0.216396225093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2024 14-DN3 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2024 14-DN3 M3</title>
        <cusip>3137G0BK4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="616284"/>
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        <balance>136224.95600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139349.89000000</valUSD>
        <pctVal>0.034826595451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18450000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.00% 02/15/2029 GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 02/15/2029 GNMA SF</title>
        <cusip>36207KKT6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="225558"/>
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        <balance>769.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>855.06000000</valUSD>
        <pctVal>0.000213698257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Nascar Holdings Inc 6.5% 10/18/2026 Initial Term Loans</name>
        <lei>549300XWV2JTQZZOV244</lei>
        <title>Nascar Holdings Inc 6.5% 10/18/2026 Initial Term Loans</title>
        <cusip>63108EAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998927"/>
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        <balance>598410.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>576269.19000000</valUSD>
        <pctVal>0.144022316424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.92950000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dominion Energy Inc 3.375% 04/01/2030</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy Inc 3.375% 04/01/2030</title>
        <cusip>25746UDG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1061589"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1441050.00000000</valUSD>
        <pctVal>0.360150017883</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERSO CORP COM USD.01 CL A</name>
        <lei>549300FODXCTQ8DGT594</lei>
        <title>VERSO CORP COM USD.01 CL A</title>
        <cusip>92531L207</cusip>
        <identifiers>
          <ticker value="VRS"/>
          <other otherDesc="Internal Identifier" value="639881"/>
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        <balance>5620.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67215.20000000</valUSD>
        <pctVal>0.016798553472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INTERGEN NV 7.00% 06/30/2023 144A</name>
        <lei>549300E3XRGX2JMPEC79</lei>
        <title>INTERGEN NV 7.00% 06/30/2023 144A</title>
        <cusip>45867XAG9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="551509"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>675500.00000000</valUSD>
        <pctVal>0.168822273398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>T-MOBILE USA INC 6.375% 03/01/2025</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 6.375% 03/01/2025</title>
        <cusip>87264AAN5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="585558"/>
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        <balance>1051000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1080953.50000000</valUSD>
        <pctVal>0.270154000455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 10/01/2037      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 10/01/2037      FNMA 30</title>
        <cusip>31410GRK1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="419686"/>
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        <balance>21148.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>24844.47000000</valUSD>
        <pctVal>0.006209178248</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Marsh &amp; Mclennan Cos Inc 2.25% 11/15/2030</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>Marsh &amp; Mclennan Cos Inc 2.25% 11/15/2030</title>
        <cusip>571748BN1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1067894"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1249561.33000000</valUSD>
        <pctVal>0.312292797158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>California Health Facilities Financing Authority</name>
        <lei>5493007RI8BUDOGHZ546</lei>
        <title>California Health Facilities Financing Authority</title>
        <cusip>13032UVL9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024570"/>
        </identifiers>
        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>259360.00000000</valUSD>
        <pctVal>0.064819755482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Schlumberger Holdings Corp 3.9% 05/17/2028 144A</name>
        <lei>529900IKZG65COT1D505</lei>
        <title>Schlumberger Holdings Corp 3.9% 05/17/2028 144A</title>
        <cusip>806851AK7</cusip>
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          <other otherDesc="Internal Identifier" value="1011167"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
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      <invstOrSec>
        <name>KROGER CO 4.45% 02/01/2047</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KROGER CO 4.45% 02/01/2047</title>
        <cusip>501044DG3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658133"/>
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        <curCd>USD</curCd>
        <valUSD>182277.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
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      <invstOrSec>
        <name>Weatherford International Ltd 11% 12/01/2024 144A</name>
        <lei>549300A2JKMG5PGOGF82</lei>
        <title>Weatherford International Ltd 11% 12/01/2024 144A</title>
        <cusip>947075AP2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1033481"/>
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        <balance>417000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291900.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.00000000</annualizedRt>
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      <invstOrSec>
        <name>EQUINIX INC 5.875% 01/15/2026</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC 5.875% 01/15/2026</title>
        <cusip>29444UAQ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617769"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>105471.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Spectrum Brands Inc 5.5% 07/15/2030 144A</name>
        <lei>549300VU3EH2E73C1Q04</lei>
        <title>Spectrum Brands Inc 5.5% 07/15/2030 144A</title>
        <cusip>84762LAW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1087864"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200750.00000000</valUSD>
        <pctVal>0.050171830325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2034      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 08/01/2034      FHLMC G30</title>
        <cusip>31297DT32</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="316998"/>
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        <balance>16856.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18771.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Par Pharmaceutical Inc 7.50% 04/01/2027 144A</name>
        <lei>549300KK5WR4MGN4YT97</lei>
        <title>Par Pharmaceutical Inc 7.50% 04/01/2027 144A</title>
        <cusip>69888XAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="970237"/>
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        <balance>184000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>189436.28000000</valUSD>
        <pctVal>0.047344283425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.75% 09/01/2023 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.75% 09/01/2023 144A</title>
        <cusip>903724AQ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617115"/>
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        <balance>369000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>387974.72000000</valUSD>
        <pctVal>0.096963396375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVIS BUDGET CAR RENTAL LLC 3.42% 08/06/2027 Tranche B Term Loans</name>
        <lei>XN8R4HH1TVC1XOCL5P21</lei>
        <title>AVIS BUDGET CAR RENTAL LLC 3.42% 08/06/2027 Tranche B Term Loans</title>
        <cusip>05377JAR3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1041446"/>
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        <balance>720158.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>643942.01000000</valUSD>
        <pctVal>0.160935239177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.43000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK BESPOKE PALMA 06/21/20 5-7% TRANCHE 2.30% 06/20/2021 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="692362"/>
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        <balance>620000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-63234.19000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>HARBOR FREIGHT TOOLS USA INC 4.37688% 08/19/2023 REFINANCING LOANS</name>
        <lei>549300Y48HLCFTTB4249</lei>
        <title>HARBOR FREIGHT TOOLS USA INC 4.37688% 08/19/2023 REFINANCING LOANS</title>
        <cusip>41151PAM7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="683121"/>
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        <balance>198978.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>192064.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AbbVie Inc 2.95% 11/21/2026 144A</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie Inc 2.95% 11/21/2026 144A</title>
        <cusip>00287YBU2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1021273"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
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      <invstOrSec>
        <name>CIM Trust 2019-INV2 FRN 05/25/2049 144A 2019-INV2 A3</name>
        <lei>N/A</lei>
        <title>CIM Trust 2019-INV2 FRN 05/25/2049 144A 2019-INV2 A3</title>
        <cusip>12554TAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="986803"/>
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        <balance>1336202.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1381530.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NORTONLIFELOCK INC 5.00% 04/15/2025 144A</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
        <title>NORTONLIFELOCK INC 5.00% 04/15/2025 144A</title>
        <cusip>871503AU2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="659652"/>
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        <balance>978000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>997560.00000000</valUSD>
        <pctVal>0.249312134790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.25% 08/01/2026</name>
        <lei>N/A</lei>
        <title>MPT OPERATING PARTNERSHIP LP / MPT FINANCE CORP 5.25% 08/01/2026</title>
        <cusip>55342UAG9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="640587"/>
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        <balance>247000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>256980.04000000</valUSD>
        <pctVal>0.064224951251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 05/20/2032      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 05/20/2032      GNMA II</title>
        <cusip>36202DS44</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="279729"/>
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        <balance>1175.88000000</balance>
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        <name>Carlyle Global Market Strategies CLO 2014-4-R Ltd FRN 07/15/2030 2014-4RA C 144A</name>
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        <name>GOVT NATL MORTG ASSN 5.00% 01/15/2034      GNMA SF</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Virgin Media Secured Finance PLC 4.5% 08/15/2030 144A</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 02/01/2036      FHLMC G30</name>
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        <name>GOVT NATL MORTG ASSN 6.50% 04/20/2031 GNMA II</name>
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        <name>Galaxy XVIII CLO Ltd FRN 07/15/2031 2018-28A C 144A</name>
        <lei>5493006XOQ2X0XSJ4F36</lei>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <curCd>USD</curCd>
        <valUSD>154350.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-05-21</maturityDt>
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          <annualizedRt>4.95013000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Crown Americas LLC / Crown Americas Capital Corp VI 4.75% 02/01/2026</name>
        <lei>N/A</lei>
        <title>Crown Americas LLC / Crown Americas Capital Corp VI 4.75% 02/01/2026</title>
        <cusip>228187AB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="955674"/>
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        <balance>1066000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1090080.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Navistar International Corp 9.5% 05/01/2025 144A</name>
        <lei>WNDD3CRVXJGC8I7GX671</lei>
        <title>Navistar International Corp 9.5% 05/01/2025 144A</title>
        <cusip>63934EAW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1064903"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430250.00000000</valUSD>
        <pctVal>0.107528916549</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Westlake Chemical Corp 3.375% 06/15/2030</name>
        <lei>GOXNEVUM0LL78B1OS344</lei>
        <title>Westlake Chemical Corp 3.375% 06/15/2030</title>
        <cusip>960413AW2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1079182"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204691.07000000</valUSD>
        <pctVal>0.051156790202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL NUTRITION CTRS INC 6.5% 12/30/2020 DIP</name>
        <lei>549300Z75YN8DOM1XD09</lei>
        <title>GENERAL NUTRITION CTRS INC 6.5% 12/30/2020 DIP</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1087393"/>
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        <balance>197279.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200238.77000000</valUSD>
        <pctVal>0.050044062729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23500000</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>KFC HLDG/PIZZA HUT/TACO BELL 5.00% 06/01/2024 144A</name>
        <lei>N/A</lei>
        <title>KFC HLDG/PIZZA HUT/TACO BELL 5.00% 06/01/2024 144A</title>
        <cusip>48250NAA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="636158"/>
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        <balance>728000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>743546.44000000</valUSD>
        <pctVal>0.185828571987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Duke Energy Corp 2.45% 06/01/2030</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>Duke Energy Corp 2.45% 06/01/2030</title>
        <cusip>26441CBH7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1070913"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422353.61000000</valUSD>
        <pctVal>0.105555435407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; CO 3.00% 04/22/2026</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO 3.00% 04/22/2026</title>
        <cusip>949746RW3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="632165"/>
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        <balance>2021000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2208711.17000000</valUSD>
        <pctVal>0.552005390079</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Digicel Group 0.5 Ltd 7% 10/01/2168 CNV 144A</name>
        <lei>N/A</lei>
        <title>Digicel Group 0.5 Ltd 7% 10/01/2168 CNV 144A</title>
        <cusip>25381YAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1087026"/>
        </identifiers>
        <balance>25758.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2189.43000000</valUSD>
        <pctVal>0.000547186602</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2168-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NETFLIX INC 5.875% 02/15/2025</name>
        <lei>549300Y7VHGU0I7CE873</lei>
        <title>NETFLIX INC 5.875% 02/15/2025</title>
        <cusip>64110LAL0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="625503"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1114795.00000000</valUSD>
        <pctVal>0.278611733934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 10/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.00% 10/01/2033      FHLMC G30</title>
        <cusip>31292H2D5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="341585"/>
        </identifiers>
        <balance>22693.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>26497.34000000</valUSD>
        <pctVal>0.006622266732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HUGHES SATELLITE SYSTEMS CORPORATION 6.625% 08/01/2026</name>
        <lei>N/A</lei>
        <title>HUGHES SATELLITE SYSTEMS CORPORATION 6.625% 08/01/2026</title>
        <cusip>444454AF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="665606"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>833152.00000000</valUSD>
        <pctVal>0.208222967766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PERUVIAN GOVERNMENT INTERNATIONAL BOND 6.55% 03/14/2037</name>
        <lei>254900STKLK2DBJJZ530</lei>
        <title>PERUVIAN GOVERNMENT INTERNATIONAL BOND 6.55% 03/14/2037</title>
        <cusip>715638AU6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690016"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1525555.00000000</valUSD>
        <pctVal>0.381269671789</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>PE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 7.50% 01/20/2028      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.50% 01/20/2028      GNMA II</title>
        <cusip>36202CY98</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="268124"/>
        </identifiers>
        <balance>2506.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2931.21000000</valUSD>
        <pctVal>0.000732573702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sunoco LP / Sunoco Finance Corp 4.875% 01/15/2023</name>
        <lei>N/A</lei>
        <title>Sunoco LP / Sunoco Finance Corp 4.875% 01/15/2023</title>
        <cusip>86765LAJ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942191"/>
        </identifiers>
        <balance>485000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>479492.83000000</valUSD>
        <pctVal>0.119835780368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FedEx Corp 4.05% 02/15/2048</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FedEx Corp 4.05% 02/15/2048</title>
        <cusip>31428XBQ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="919712"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154352.47000000</valUSD>
        <pctVal>0.038576069415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BIRCH PERMIAN HOLDINGS INC COM USD NPV *Accd inv/Restricted*</name>
        <lei>5493008GXCEAUIZGCH60</lei>
        <title>BIRCH PERMIAN HOLDINGS INC COM USD NPV *Accd inv/Restricted*</title>
        <cusip>09075C203</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="868025"/>
        </identifiers>
        <balance>34907.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>161444.88000000</valUSD>
        <pctVal>0.040348618312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Westinghouse Air Brake Technologies Corp 3.2% 06/15/2025</name>
        <lei>06BTX5UWZD0GQ5N5Y745</lei>
        <title>Westinghouse Air Brake Technologies Corp 3.2% 06/15/2025</title>
        <cusip>960386AQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1083202"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204403.15000000</valUSD>
        <pctVal>0.051084832676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</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>MAXIM INTEGRATED PRODUCTS INC 3.375% 03/15/2023</name>
        <lei>SO0H5YEO14Y4PVKQH532</lei>
        <title>MAXIM INTEGRATED PRODUCTS INC 3.375% 03/15/2023</title>
        <cusip>57772KAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="544650"/>
        </identifiers>
        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103937.23000000</valUSD>
        <pctVal>0.025976194610</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <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>SPRINT COMMUNICATIONS INC 6.00% 11/15/2022</name>
        <lei>549300JKU50UT08ZWD77</lei>
        <title>SPRINT COMMUNICATIONS INC 6.00% 11/15/2022</title>
        <cusip>852061AS9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="535619"/>
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        <balance>405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>427726.58000000</valUSD>
        <pctVal>0.106898258517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Utah Transit Authority</name>
        <lei>N/A</lei>
        <title>Utah Transit Authority</title>
        <cusip>917567EX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1020157"/>
        </identifiers>
        <balance>380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>394459.00000000</valUSD>
        <pctVal>0.098583960240</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.44300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2025 15-HQ1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 03/25/2025 15-HQ1 M3</title>
        <cusip>3137G0EJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="600302"/>
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        <balance>399927.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407200.26000000</valUSD>
        <pctVal>0.101768280712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.98450000</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>T-MOBILE USA INC 6.50% 01/15/2024</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 6.50% 01/15/2024</title>
        <cusip>87264AAJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564912"/>
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        <balance>405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>415050.08000000</valUSD>
        <pctVal>0.103730122989</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BNP Paribas SA 2.219% 06/09/2026 *FIXED TO FLOAT* 144A</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP Paribas SA 2.219% 06/09/2026 *FIXED TO FLOAT* 144A</title>
        <cusip>09659W2L7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1075422"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>511416.92000000</valUSD>
        <pctVal>0.127814311012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.21900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dryden 38 Senior Loan Fund FRN 07/15/2030 2015-38A CR 144A</name>
        <lei>549300ARO9JRDQL4OE07</lei>
        <title>Dryden 38 Senior Loan Fund FRN 07/15/2030 2015-38A CR 144A</title>
        <cusip>26249QAW8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="920043"/>
        </identifiers>
        <balance>863000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>818101.60000000</valUSD>
        <pctVal>0.204461542535</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21888000</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>JPMORGAN CHASE &amp; CO 3.875% 09/10/2024</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO 3.875% 09/10/2024</title>
        <cusip>46625HJY7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="585542"/>
        </identifiers>
        <balance>809000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>897481.29000000</valUSD>
        <pctVal>0.224300269000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Voya CLO 2014-1 Ltd FRN 04/18/2031 2014-1A CR2 144A</name>
        <lei>549300ITL5IR423IJ183</lei>
        <title>Voya CLO 2014-1 Ltd FRN 04/18/2031 2014-1A CR2 144A</title>
        <cusip>92915PAR6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687821"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>878161.65000000</valUSD>
        <pctVal>0.219471867008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.93525000</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>Equinor ASA 2.375% 05/22/2030</name>
        <lei>OW6OFBNCKXC4US5C7523</lei>
        <title>Equinor ASA 2.375% 05/22/2030</title>
        <cusip>29446MAK8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1072758"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>728506.53000000</valUSD>
        <pctVal>0.182069768438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/2029 2017-C03 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/2029 2017-C03 1M2</title>
        <cusip>30711XJX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="971970"/>
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        <balance>2720000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2761566.50000000</valUSD>
        <pctVal>0.690176069089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18450000</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>CDX.EM.31 1.00% 06/20/2024 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693415"/>
        </identifiers>
        <balance>1598000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46256.11000000</valUSD>
        <pctVal>-0.01156041694</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP PARIBAS SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>CDX.EM.31 1.00% 06/20/2024 CDX</indexName>
                <indexIdentifier>CXPEM531</indexIdentifier>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="1700000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2024-06-20</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>41867.23000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1598000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-13284.07000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Metro Wastewater Reclamation District</name>
        <lei>N/A</lei>
        <title>Metro Wastewater Reclamation District</title>
        <cusip>59164GFA5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1023623"/>
        </identifiers>
        <balance>475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498550.50000000</valUSD>
        <pctVal>0.124598710308</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15800000</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>T-MOBILE USA INC 6.00% 04/15/2024</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-MOBILE USA INC 6.00% 04/15/2024</title>
        <cusip>87264AAQ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="630529"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>204963.00000000</valUSD>
        <pctVal>0.051224751476</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.679% 01/01/2033     FHLMC ARM</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 3.679% 01/01/2033     FHLMC ARM</title>
        <cusip>31342AG45</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="338022"/>
        </identifiers>
        <balance>5359.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5382.59000000</valUSD>
        <pctVal>0.001345227358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.67900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>CATAMARAN CLO LTD FRN 10/18/2026 2014-2A BR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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          <other otherDesc="Internal Identifier" value="1067439"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FIVE POINT OPERATING CO LP/FIVE POINT CAPITAL CO 7.875% 11/15/2025 144A</name>
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          <other otherDesc="Internal Identifier" value="679183"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 5A A 144A</name>
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          <other otherDesc="Internal Identifier" value="1018801"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DOMINICAN REPUBLIC 8.90% 02/15/2023 144A</name>
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          <other otherDesc="Internal Identifier" value="684492"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Cardtronics USA Inc 6.5% 06/30/2027 Term Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>iHeartMedia Inc COM USD NPV CL A</name>
        <lei>N/A</lei>
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          <ticker value="IHRT"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>San Bernardino Community College District</name>
        <lei>549300Y4FPTEP3EQZ007</lei>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <fairValLevel>2</fairValLevel>
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        <name>VOYA CLO LTD FRN 07/23/2027 2015-2A BR 144A</name>
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        <name>FFRMT- Franklin Floating Rate Income Fund OEMF USD NPV TIS A/C# 20794</name>
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        <fairValLevel>1</fairValLevel>
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        <name>REYNOLDS AMERICAN INC 4.45% 06/12/2025</name>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2025 2015-C02 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2025 2015-C02 1M2</title>
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          <maturityDt>2025-05-25</maturityDt>
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          <annualizedRt>4.18450000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Prosper Pass-Thru Trust III 8.79567% 03/15/2026 144A PT1 A</name>
        <lei>N/A</lei>
        <title>Prosper Pass-Thru Trust III 8.79567% 03/15/2026 144A PT1 A</title>
        <cusip>74360NAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040176"/>
        </identifiers>
        <balance>594498.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583696.37000000</valUSD>
        <pctVal>0.145878531691</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.79567</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-51 FRN 01/15/2045 2019-51 PT 144A</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-51 FRN 01/15/2045 2019-51 PT 144A</title>
        <cusip>21055HAA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1026506"/>
        </identifiers>
        <balance>889553.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>741352.63000000</valUSD>
        <pctVal>0.185280290727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>13.176122</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 STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2028 2016-DNA2 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2028 2016-DNA2 M3</title>
        <cusip>3137G0JU4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688721"/>
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        <balance>1266774.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1330053.86000000</valUSD>
        <pctVal>0.332409646760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.83450000</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>GLENCORE FUNDING LLC 4.625% 04/29/2024 144A</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>GLENCORE FUNDING LLC 4.625% 04/29/2024 144A</title>
        <cusip>378272AH1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="575321"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>276152.00000000</valUSD>
        <pctVal>0.069016444771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Resideo Funding Inc 6.125% 11/01/2026 144A</name>
        <lei>5493000IFJ6XJKH66598</lei>
        <title>Resideo Funding Inc 6.125% 11/01/2026 144A</title>
        <cusip>76119LAA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934973"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>784524.00000000</valUSD>
        <pctVal>0.196069763457</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alloy Finco Limited 6.5% 03/06/2025 Term Loan B TOGG PIK</name>
        <lei>N/A</lei>
        <title>Alloy Finco Limited 6.5% 03/06/2025 Term Loan B TOGG PIK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1050519"/>
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        <balance>162595.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70728.85000000</valUSD>
        <pctVal>0.017676691712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>14.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Canadian Natural Resources Ltd 2.95% 07/15/2030</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>Canadian Natural Resources Ltd 2.95% 07/15/2030</title>
        <cusip>136385BA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1086786"/>
        </identifiers>
        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>447459.71000000</valUSD>
        <pctVal>0.111830000734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Diamond Sports Group LLC 6.5% 08/24/2026 Term Loan</name>
        <lei>5493002K6DHWNZH8YA34</lei>
        <title>Diamond Sports Group LLC 6.5% 08/24/2026 Term Loan</title>
        <cusip>25277BAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998576"/>
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        <balance>451700.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369829.58000000</valUSD>
        <pctVal>0.092428527706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.43000000</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>KB HOME 7.00% 12/15/2021</name>
        <lei>549300LGUCWQURMWLG09</lei>
        <title>KB HOME 7.00% 12/15/2021</title>
        <cusip>48666KAT6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="562117"/>
        </identifiers>
        <balance>570000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>598029.75000000</valUSD>
        <pctVal>0.149460757889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCM XVII LP FRN 10/15/2031 17A BRR 144A</name>
        <lei>549300K6S4MWQOINB710</lei>
        <title>LCM XVII LP FRN 10/15/2031 17A BRR 144A</title>
        <cusip>50190AAR3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="926468"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326133.35000000</valUSD>
        <pctVal>0.081507880944</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81888000</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>STATE GRID OVERSEAS INVESTMENT 2016 LTD 3.50% 05/04/2027 144A</name>
        <lei>3003006V8BHG5158QO96</lei>
        <title>STATE GRID OVERSEAS INVESTMENT 2016 LTD 3.50% 05/04/2027 144A</title>
        <cusip>857006AG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="665440"/>
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        <balance>1651000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1828300.89000000</valUSD>
        <pctVal>0.456932513257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 11/20/2033      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 11/20/2033      GNMA II</title>
        <cusip>36202D2D2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="291127"/>
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        <balance>29072.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>32936.77000000</valUSD>
        <pctVal>0.008231621598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20200727</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4278423674838"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-174709.57000000</valUSD>
        <pctVal>-0.04366375542</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>2850000.00000000</amtCurSold>
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            <amtCurPur>1792365.00000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 06/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 06/01/2033      FHLMC G30</title>
        <cusip>31296KGB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="286217"/>
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        <balance>4075.71600000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4666.69000000</valUSD>
        <pctVal>0.001166308238</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 06/01/2032      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 06/01/2032      FHLMC G30</title>
        <cusip>31287TTH8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="277327"/>
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        <balance>1037.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1155.47000000</valUSD>
        <pctVal>0.000288777309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP 3.20% 02/05/2025</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP 3.20% 02/05/2025</title>
        <cusip>14040HBG9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="602813"/>
        </identifiers>
        <balance>1617000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1732506.03000000</valUSD>
        <pctVal>0.432991275589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Presidio Holdings Inc 4.875% 02/01/2027 144A</name>
        <lei>N/A</lei>
        <title>Presidio Holdings Inc 4.875% 02/01/2027 144A</title>
        <cusip>74101XAE0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038336"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>685454.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.10%/6.10% 10/26/2023 TOGG PIK</name>
        <lei>5493008YQUVFPVW2VW35</lei>
        <title>ONSITE RENTAL GROUP OPERATIONS PTY LTD 6.10%/6.10% 10/26/2023 TOGG PIK</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="678002"/>
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        <balance>262519.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>213088.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2023-10-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 04/01/2031</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 04/01/2031</title>
        <cusip>161175BU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1061186"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>304796.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SANCHEZ ENERGY CORP 6.125% 01/15/2023 *DEFAULT*</name>
        <lei>549300SB0HTIM17TVR61</lei>
        <title>SANCHEZ ENERGY CORP 6.125% 01/15/2023 *DEFAULT*</title>
        <cusip>79970YAD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="597640"/>
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        <balance>243000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1215.00000000</valUSD>
        <pctVal>0.000303655162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2034      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.00% 04/01/2034      FHLMC G30</title>
        <cusip>31296WUR6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="302599"/>
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        <curCd>USD</curCd>
        <valUSD>169503.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Wrkco Inc 3% 06/15/2033</name>
        <lei>549300JEB576INN13W07</lei>
        <title>Wrkco Inc 3% 06/15/2033</title>
        <cusip>92940PAG9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1075144"/>
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        <curCd>USD</curCd>
        <valUSD>418218.71000000</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>2033-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MEXICAN FIXED RATE BONDS 6.50% 06/10/2021</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>MEXICAN FIXED RATE BONDS 6.50% 06/10/2021</title>
        <cusip>P9767HCU1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="622932"/>
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        <balance>293000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MXN" exchangeRt="23.08950000"/>
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        <pctVal>0.323877606489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Altice France SA/France 5.5% 01/15/2028 144A</name>
        <lei>5493001ZMCICV4N02J21</lei>
        <title>Altice France SA/France 5.5% 01/15/2028 144A</title>
        <cusip>02156LAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1010667"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202338.00000000</valUSD>
        <pctVal>0.050568706372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alpek SAB de CV 4.25% 09/18/2029 144A</name>
        <lei>549300PWKJTP62D4IQ66</lei>
        <title>Alpek SAB de CV 4.25% 09/18/2029 144A</title>
        <cusip>020564AD2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1014224"/>
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        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1582496.00000000</valUSD>
        <pctVal>0.395500477221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AT&amp;T Inc 4.3% 02/15/2030</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc 4.3% 02/15/2030</title>
        <cusip>00206RGQ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1061849"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1519997.54000000</valUSD>
        <pctVal>0.379880740580</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Emerson Electric Co 2.75% 10/15/2050</name>
        <lei>FGLT0EWZSUIRRITFOA30</lei>
        <title>Emerson Electric Co 2.75% 10/15/2050</title>
        <cusip>291011BM5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1066482"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200616.87000000</valUSD>
        <pctVal>0.050138558216</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Industrial &amp; Commercial Bank of China Ltd/New York NY 3.538% 11/08/2027</name>
        <lei>5493002ERZU2K9PZDL40</lei>
        <title>Industrial &amp; Commercial Bank of China Ltd/New York NY 3.538% 11/08/2027</title>
        <cusip>45580KAK4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="975097"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>991581.88000000</valUSD>
        <pctVal>0.247818071416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.53800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BAT Capital Corp 4.54% 08/15/2047</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT Capital Corp 4.54% 08/15/2047</title>
        <cusip>05526DBF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1011166"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54511.96000000</valUSD>
        <pctVal>0.013623735032</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.54000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MCDX.NA.31 1.00% 12/20/2023 MCDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="691827"/>
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        <balance>2270000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10271.02000000</valUSD>
        <pctVal>-0.00256695328</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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      <invstOrSec>
        <name>Prosper Pass-Thru Trust III 9.44422% 04/15/2026 144A PT2 A</name>
        <lei>N/A</lei>
        <title>Prosper Pass-Thru Trust III 9.44422% 04/15/2026 144A PT2 A</title>
        <cusip>74360NAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1049666"/>
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        <curCd>USD</curCd>
        <valUSD>625756.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.44422</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ZAR_USD_20200817</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4294123772161"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>65817.15000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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        <name>Clearway Energy Operating LLC 5.75% 10/15/2025</name>
        <lei>549300Z3NFMM54NWBB87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State of Oregon Department of Transportation</name>
        <lei>N/A</lei>
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        <cusip>68607DUG8</cusip>
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        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOVT NATL MORTG ASSN 7.00% 10/15/2028      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 7.00% 10/15/2028      GNMA SF</title>
        <cusip>36208CJE8</cusip>
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          <other otherDesc="Internal Identifier" value="289665"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DISH DBS CORP 6.75% 06/01/2021</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 6.75% 06/01/2021</title>
        <cusip>25470XAE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="503549"/>
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        <balance>5000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5102.00000000</valUSD>
        <pctVal>0.001275101759</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2024 2014-DN4 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2024 2014-DN4 M3</title>
        <cusip>3137G0CU1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="596603"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-25</maturityDt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Madison Park Euro Funding XIV DAC FRN 07/15/2032 144A 14A A1N</name>
        <lei>635400XLHN7OVUSEV112</lei>
        <title>Madison Park Euro Funding XIV DAC FRN 07/15/2032 144A 14A A1N</title>
        <cusip>BCC2JVC79</cusip>
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          <other otherDesc="Internal Identifier" value="985473"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BATTALION OIL CORP WTS EXP 10/08/2022 CL C</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>BATTALION OIL CORP WTS EXP 10/08/2022 CL C</title>
        <cusip>07134L131</cusip>
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          <ticker value="BATL-WC"/>
          <other otherDesc="Internal Identifier" value="1014176"/>
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        <descOthUnits>Warrants</descOthUnits>
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        <valUSD>2986.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cigna Corp 4.9% 12/15/2048</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp 4.9% 12/15/2048</title>
        <cusip>125523AK6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1004079"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198602.56000000</valUSD>
        <pctVal>0.049635137945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Anthem Inc 3.7% 09/15/2049</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Anthem Inc 3.7% 09/15/2049</title>
        <cusip>036752AK9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1015816"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>171042.71000000</valUSD>
        <pctVal>0.042747326647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Costco Wholesale Corp 1.75% 04/20/2032</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>Costco Wholesale Corp 1.75% 04/20/2032</title>
        <cusip>22160KAQ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1061880"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101889.43000000</valUSD>
        <pctVal>0.025464404452</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2028 2015-DNA3 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 04/25/2028 2015-DNA3 M3</title>
        <cusip>3137G0GW3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658709"/>
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        <balance>1819000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1909844.13000000</valUSD>
        <pctVal>0.477311958345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.88450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Upgrade Master Pass-Thru Trust 4.84612% 02/15/2026 144A 2019-PT2 A</name>
        <lei>54930089533DCF1JSH22</lei>
        <title>Upgrade Master Pass-Thru Trust 4.84612% 02/15/2026 144A 2019-PT2 A</title>
        <cusip>91531XAB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1033198"/>
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        <balance>513335.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490175.83000000</valUSD>
        <pctVal>0.122505696499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.72723</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>Digicel Group 0.5 Ltd 8% PIK OR 5% CSH+3% PIK HYBD 04/01/25 TOGG 144A</name>
        <lei>N/A</lei>
        <title>Digicel Group 0.5 Ltd 8% PIK OR 5% CSH+3% PIK HYBD 04/01/25 TOGG 144A</title>
        <cusip>25381YAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1087030"/>
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        <curCd>USD</curCd>
        <valUSD>42768.00000000</valUSD>
        <pctVal>0.010688661715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FANNIE MAE 6.50% 04/01/2032 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 04/01/2032 FNMA 30</title>
        <cusip>31371KML2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="259010"/>
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        <curCd>USD</curCd>
        <valUSD>2492.99000000</valUSD>
        <pctVal>0.000623052908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20200810</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4287723750802"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-59981.93000000</valUSD>
        <pctVal>-0.01499080057</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <amtCurSold>1350000.00000000</amtCurSold>
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            <amtCurPur>871843.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-10</settlementDt>
            <unrealizedAppr>-59981.93000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMC ENTERTAINMENT HOLDINGS INC 5.75% 06/15/2025</name>
        <lei>549300ZO77UNR6NRBR11</lei>
        <title>AMC ENTERTAINMENT HOLDINGS INC 5.75% 06/15/2025</title>
        <cusip>00165AAH1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="608003"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>258000.00000000</valUSD>
        <pctVal>0.064479861638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2033      FHLMC G30</name>
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        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 11/01/2033      FHLMC G30</title>
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          <other otherDesc="Internal Identifier" value="292538"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Clear Channel Worldwide Holdings Inc 5.125% 08/15/2027 144A</name>
        <lei>N/A</lei>
        <title>Clear Channel Worldwide Holdings Inc 5.125% 08/15/2027 144A</title>
        <cusip>18453HAA4</cusip>
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          <other otherDesc="Internal Identifier" value="1001347"/>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TPC Group Inc 10.5% 08/01/2024 144A</name>
        <lei>549300K276KVW5JD1583</lei>
        <title>TPC Group Inc 10.5% 08/01/2024 144A</title>
        <cusip>89236YAB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998831"/>
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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>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NEXSTAR BROADCASTING INC 5.625% 08/01/2024 144A</name>
        <lei>5493006PK6I4I2OOT688</lei>
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        <cusip>65341XAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="640584"/>
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        <balance>1417000.00000000</balance>
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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>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 1.334% PY EUR 1.12% 07/10/21</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="693278"/>
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        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200805</title>
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          <other otherDesc="Internal Sec ID" value="4237623364236"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 02/25/2025 2015-C01 2M2</title>
        <cusip>30711XAV6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="657387"/>
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        <curCd>USD</curCd>
        <valUSD>501998.13000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-SLCT8 FRN 01/15/2045 2019-S8 PT 144A</name>
        <lei>N/A</lei>
        <title>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2019-SLCT8 FRN 01/15/2045 2019-S8 PT 144A</title>
        <cusip>21057BAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1025426"/>
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        <balance>666197.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>553860.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.954589</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gartner Inc 4.5% 07/01/2028 144A</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>Gartner Inc 4.5% 07/01/2028 144A</title>
        <cusip>366651AC1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1085582"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>202840.00000000</valUSD>
        <pctVal>0.050694167188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>HANESBRANDS INC 4.875% 05/15/2026 144A</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>HANESBRANDS INC 4.875% 05/15/2026 144A</title>
        <cusip>410345AL6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="633411"/>
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        <balance>1382000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1395564.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EnLink Midstream LLC 5.375% 06/01/2029</name>
        <lei>54930000GY1H533OBE23</lei>
        <title>EnLink Midstream LLC 5.375% 06/01/2029</title>
        <cusip>29336TAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="973584"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225871.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DAE FUNDING LLC 5.00% 08/01/2024 144A</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC 5.00% 08/01/2024 144A</title>
        <cusip>23371DAB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="670705"/>
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        <balance>1294000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1217155.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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      <invstOrSec>
        <name>STRYKER CORP 3.50% 03/15/2026</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>STRYKER CORP 3.50% 03/15/2026</title>
        <cusip>863667AN1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="628445"/>
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        <balance>405000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>456169.88000000</valUSD>
        <pctVal>0.114006863356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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      <invstOrSec>
        <name>CITIBANK CREDIT CARD ISSUANCE TRUST FRN 08/08/2024 2017-A7 A7</name>
        <lei>R8AG6FXVDQAMDKCSJJ64</lei>
        <title>CITIBANK CREDIT CARD ISSUANCE TRUST FRN 08/08/2024 2017-A7 A7</title>
        <cusip>17305EGF6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="955402"/>
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        <balance>1494000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1500793.37000000</valUSD>
        <pctVal>0.375081197074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-08</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Regions Financial Corp 2.25% 05/18/2025</name>
        <lei>CW05CS5KW59QTC0DG824</lei>
        <title>Regions Financial Corp 2.25% 05/18/2025</title>
        <cusip>7591EPAQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1070917"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>523630.15000000</valUSD>
        <pctVal>0.130866665200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-18</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WYNN LAS VEGAS LLC/CAPITAL CORP 5.50% 03/01/2025 144A</name>
        <lei>N/A</lei>
        <title>WYNN LAS VEGAS LLC/CAPITAL CORP 5.50% 03/01/2025 144A</title>
        <cusip>983130AV7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="613652"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Avalonbay Communities Inc 2.45% 01/15/2031</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
        <title>Avalonbay Communities Inc 2.45% 01/15/2031</title>
        <cusip>05348EBH1</cusip>
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          <other otherDesc="Internal Identifier" value="1068809"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A DR 144A</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A DR 144A</title>
        <cusip>67590BAY6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690154"/>
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        <curCd>USD</curCd>
        <valUSD>356261.92000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/27/2025 2015-C02 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/27/2025 2015-C02 2M2</title>
        <cusip>30711XAZ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658693"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18450000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="693401"/>
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        <balance>1034000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 09/01/2021      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 09/01/2021      FHLMC G30</title>
        <cusip>31335HRC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="279275"/>
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        <balance>2123.98100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2170.57000000</valUSD>
        <pctVal>0.000542473074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Caesars Resort Collection LLC 6.5% 12/22/2024 Term B Loans</name>
        <lei>549300V3UCT773B1KR38</lei>
        <title>Caesars Resort Collection LLC 6.5% 12/22/2024 Term B Loans</title>
        <cusip>12769LAB5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="871413"/>
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        <balance>349107.14000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312838.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.92363000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Octagon Investment Partners 38 Ltd FRN 07/20/2030 2018-1A C 144A</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 38 Ltd FRN 07/20/2030 2018-1A C 144A</title>
        <cusip>67591YAL3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="914347"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>886794.76000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08525000</annualizedRt>
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      <invstOrSec>
        <name>KIMBERLY-CLARK DE MEXICO SAB DE CV 2.431% 07/01/2031 144A</name>
        <lei>549300JGHL56QT00KT54</lei>
        <title>KIMBERLY-CLARK DE MEXICO SAB DE CV 2.431% 07/01/2031 144A</title>
        <cusip>494386AD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1087243"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302475.00000000</valUSD>
        <pctVal>0.075595140112</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United Parcel Service Inc 5.3% 04/01/2050</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>United Parcel Service Inc 5.3% 04/01/2050</title>
        <cusip>911312BW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1057366"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1865341.89000000</valUSD>
        <pctVal>0.466189871997</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac 3% 06/01/2050 FNL</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Fannie Mae or Freddie Mac 3% 06/01/2050 FNL</title>
        <cusip>01F030678</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="988157"/>
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        <balance>16019000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16867506.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_MXN_20200727</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4277723673138"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1205.68000000</valUSD>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>Galaxy XXVII CLO Ltd FRN 05/16/2031 18-27A C 144A</name>
        <lei>549300GJYHKO4BDEN716</lei>
        <title>Galaxy XXVII CLO Ltd FRN 05/16/2031 18-27A C 144A</title>
        <cusip>36320UAG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687871"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TRY_USD_20200714</title>
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        <identifiers>
          <other otherDesc="Internal Sec ID" value="4270923610821"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <settlementDt>2020-07-14</settlementDt>
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      <invstOrSec>
        <name>Piedmont Natural Gas Co Inc 3.35% 06/01/2050</name>
        <lei>VXB4M3BDPKF3I2AZ3G89</lei>
        <title>Piedmont Natural Gas Co Inc 3.35% 06/01/2050</title>
        <cusip>720186AM7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1072755"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328783.07000000</valUSD>
        <pctVal>0.082170104118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2030 2017-C05 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2030 2017-C05 1M2</title>
        <cusip>30711XNX8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="980296"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1848479.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.38450000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Walt Disney Co/The 2.2% 01/13/2028</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co/The 2.2% 01/13/2028</title>
        <cusip>254687FW1</cusip>
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          <other otherDesc="Internal Identifier" value="1069000"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>418197.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_SGD_20200813</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4243123398176"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-6414.38000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>GENERAL NUTRITION CTRS INC 11% 03/04/2021 Tranche B-2 Term Loans *DEFAULT*</name>
        <lei>549300Z75YN8DOM1XD09</lei>
        <title>GENERAL NUTRITION CTRS INC 11% 03/04/2021 Tranche B-2 Term Loans *DEFAULT*</title>
        <cusip>37047QAS8</cusip>
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          <other otherDesc="Internal Identifier" value="684994"/>
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        <balance>512849.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>374380.41000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-03-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
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      <invstOrSec>
        <name>Octagon Investment Partners 37 Ltd FRN 07/25/2030 144A 18-2A C</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners 37 Ltd FRN 07/25/2030 144A 18-2A C</title>
        <cusip>67591VAJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689268"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352426.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.84138000</annualizedRt>
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      <invstOrSec>
        <name>Bell Canada Inc 4.464% 04/01/2048</name>
        <lei>549300O5ZKB2MUUSKB97</lei>
        <title>Bell Canada Inc 4.464% 04/01/2048</title>
        <cusip>0778FPAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1023615"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190354.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.46400000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Fox Corp 3.5% 04/08/2030</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>Fox Corp 3.5% 04/08/2030</title>
        <cusip>35137LAL9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058620"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>447485.54000000</valUSD>
        <pctVal>0.111836456218</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Post Holdings Inc 4.625% 04/15/2030 144A</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>Post Holdings Inc 4.625% 04/15/2030 144A</title>
        <cusip>737446AQ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1044576"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>688205.00000000</valUSD>
        <pctVal>0.171997531700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 4/25/2024 2014-DN2 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 4/25/2024 2014-DN2 M3</title>
        <cusip>3137G0AY5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="689461"/>
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        <balance>2290000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2039950.09000000</valUSD>
        <pctVal>0.509828292838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.78450000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ARISTOCRAT TECHNOLOGIES INC 6.5% 10/19/2024 Term B-3 Loans</name>
        <lei>549300I5142EOXMKHL78</lei>
        <title>ARISTOCRAT TECHNOLOGIES INC 6.5% 10/19/2024 Term B-3 Loans</title>
        <cusip>04044PAF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="873567"/>
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        <balance>775371.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>739511.02000000</valUSD>
        <pctVal>0.184820031975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.85900000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY BESPOKE PECAN 12/20/21 5-10% MEZZ 3.98% 12/20/2021 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693413"/>
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        <balance>850000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-353802.27000000</valUSD>
        <pctVal>-0.08842295122</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>MORGAN STANLEY CAPITAL SERVICES LLC</counterpartyName>
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            <unrealizedAppr>-353802.27000000</unrealizedAppr>
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      <invstOrSec>
        <name>BURNHAM PARK CLO LTD FRN 10/20/2029 144A 1A BR</name>
        <lei>549300BOEG5O4MSO7220</lei>
        <title>BURNHAM PARK CLO LTD FRN 10/20/2029 144A 1A BR</title>
        <cusip>12232KAJ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942197"/>
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        <balance>460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>443782.13000000</valUSD>
        <pctVal>0.110910892790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.63525000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Occidental Petroleum Corp 8.875% 07/15/2030</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp 8.875% 07/15/2030</title>
        <cusip>674599EA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1087851"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400500.00000000</valUSD>
        <pctVal>0.100093738706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OWENS-BROCKWAY GLASS CONTAINER INC 5.875% 08/15/2023 144A</name>
        <lei>V2UQUCDZJ9WY98W8QU33</lei>
        <title>OWENS-BROCKWAY GLASS CONTAINER INC 5.875% 08/15/2023 144A</title>
        <cusip>69073TAR4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="610566"/>
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        <balance>566000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>585869.43000000</valUSD>
        <pctVal>0.146421627071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.75% 09/01/2024 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.75% 09/01/2024 144A</title>
        <cusip>903724AR3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617117"/>
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        <balance>369000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>386047.80000000</valUSD>
        <pctVal>0.096481816782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RZD CAPITAL PLC (RUSSIAN RAILWAYS) 5.70% 04/05/2022 REGS</name>
        <lei>635400VKMH1VQDFMW392</lei>
        <title>RZD CAPITAL PLC (RUSSIAN RAILWAYS) 5.70% 04/05/2022 REGS</title>
        <cusip>G7722TAA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="517822"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1807734.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
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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>GLENCORE FUNDING LLC 4.125% 05/30/2023 144A</name>
        <lei>213800STG1QDNBY87K49</lei>
        <title>GLENCORE FUNDING LLC 4.125% 05/30/2023 144A</title>
        <cusip>378272AF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="550339"/>
        </identifiers>
        <balance>485000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>518907.96000000</valUSD>
        <pctVal>0.129686486293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOUTHERN CO/THE 3.25% 07/01/2026</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN CO/THE 3.25% 07/01/2026</title>
        <cusip>842587CV7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="634608"/>
        </identifiers>
        <balance>2410000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2672847.47000000</valUSD>
        <pctVal>0.668003236612</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET SECURITIES CORP FRN 02/25/2035 05-2XS 2A2</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET SECURITIES CORP FRN 02/25/2035 05-2XS 2A2</title>
        <cusip>86359B2J9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="581535"/>
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        <balance>116548.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114618.56000000</valUSD>
        <pctVal>0.028645693372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.67263000</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>UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025 144A</name>
        <lei>549300YQDE2JSGTL8V47</lei>
        <title>UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025 144A</title>
        <cusip>914906AS1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="597350"/>
        </identifiers>
        <balance>1321000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1248351.61000000</valUSD>
        <pctVal>0.311990461584</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 144A 5A B</name>
        <lei>635400IYPG2G6NM3OV52</lei>
        <title>BlueMountain Fuji Eur CLO V DAC FRN 01/15/2033 144A 5A B</title>
        <cusip>BCC2LWND9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018800"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>647373.31000000</valUSD>
        <pctVal>0.161792796345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bayer US Finance II LLC 4.375% 12/15/2028 144A</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>Bayer US Finance II LLC 4.375% 12/15/2028 144A</title>
        <cusip>07274NAL7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="878186"/>
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        <balance>889000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1039459.95000000</valUSD>
        <pctVal>0.259783851761</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States Treasury Note/Bond 1.50% 11/30/2021</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond 1.50% 11/30/2021</title>
        <cusip>912828YT1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1025236"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3056777.34000000</valUSD>
        <pctVal>0.763955736210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE 6.50% 01/01/2032      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 01/01/2032      FNMA 30</title>
        <cusip>31371KHY0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="225982"/>
        </identifiers>
        <balance>3360.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3881.06000000</valUSD>
        <pctVal>0.000969962061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 1M2</title>
        <cusip>30711XAF1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658702"/>
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        <balance>1186369.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1047868.21000000</valUSD>
        <pctVal>0.261885260449</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Blackboard Inc 10.375% 11/15/2024 144A</name>
        <lei>549300ONVS6PJZ5LRX23</lei>
        <title>Blackboard Inc 10.375% 11/15/2024 144A</title>
        <cusip>091935AE6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019801"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195625.00000000</valUSD>
        <pctVal>0.048890980360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LCM XVI LP FRN 10/15/2031 144A 2016A BR2</name>
        <lei>549300RB1XGNK3FHRH35</lei>
        <title>LCM XVI LP FRN 10/15/2031 144A 2016A BR2</title>
        <cusip>50181GBG4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="946429"/>
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        <balance>351320.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331219.09000000</valUSD>
        <pctVal>0.082778918973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.96888000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Russian Foreign Bond - Eurobond 4.875% 09/16/2023 144A</name>
        <lei>5493004EHVGF71PDBU58</lei>
        <title>Russian Foreign Bond - Eurobond 4.875% 09/16/2023 144A</title>
        <cusip>78307ADG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="975154"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>889500.00000000</valUSD>
        <pctVal>0.222305569485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHS/COMMUNITY HEALTH SYSTEMS INC 6.25% 03/31/2023</name>
        <lei>5493007X5NC5XI1BB106</lei>
        <title>CHS/COMMUNITY HEALTH SYSTEMS INC 6.25% 03/31/2023</title>
        <cusip>12543DAY6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="661633"/>
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        <balance>805000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>759847.55000000</valUSD>
        <pctVal>0.189902577093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CATALENT PHARMA SOLUTIONS INC 6.5% 05/17/2026 Dollar Term B-2 Loan</name>
        <lei>549300HALRZ339MSTH85</lei>
        <title>CATALENT PHARMA SOLUTIONS INC 6.5% 05/17/2026 Dollar Term B-2 Loan</title>
        <cusip>14880BAG6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="981033"/>
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        <balance>596977.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>591007.55000000</valUSD>
        <pctVal>0.147705756012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Caesars Resort Collection LLC 6.5% 06/19/2025 Term B-1 Loans</name>
        <lei>549300V3UCT773B1KR38</lei>
        <title>Caesars Resort Collection LLC 6.5% 06/19/2025 Term B-1 Loans</title>
        <cusip>12769LAD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1085483"/>
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        <balance>23498.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21992.29000000</valUSD>
        <pctVal>0.005496355877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Panama Notas del Tesoro 3.75% 04/17/2026 144A</name>
        <lei>549300SHS4T08CL0LP14</lei>
        <title>Panama Notas del Tesoro 3.75% 04/17/2026 144A</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="PAL634445TA1"/>
          <other otherDesc="Internal Identifier" value="975976"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>838372.00000000</valUSD>
        <pctVal>0.209527560315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>MILLENNIUM CORPORATE CLAIM TRUST ESRW USD NPV REF SM 574953</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 01/01/2035      FHLMC G30</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UTEX INDUSTRIES INC 6.302% 05/21/2021 Initial Term Loan (First Lien)</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Madison Park Funding XXIII Ltd FRN 07/27/2030 144A 17-23A B</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Colt Merger Sub Inc 5.75% 07/01/2025 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VICI Properties LP / VICI Note Co Inc 3.75% 02/15/2027 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Yara International ASA 3.148% 06/04/2030 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>iHeartCommunications Inc 8.375% 05/01/2027</name>
        <lei>54930076J6KDZL504O62</lei>
        <title>iHeartCommunications Inc 8.375% 05/01/2027</title>
        <cusip>45174HBD8</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ISRAEL ELECTRIC CORP LTD 4.25% 08/14/2028 144A</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GLOBAL TEL*LINK CORP 6.5% 11/20/2025 First Lien Term Loan</name>
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        <cusip>37959JAB7</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Republic of Belarus International Bond 7.625% 06/29/2027 144A</name>
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        <cusip>07737JAA1</cusip>
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          <other otherDesc="Internal Identifier" value="1014392"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>BY</invCountry>

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        <name>REPUBLIC OF COLOMBIA 5.00% 06/15/2045</name>
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        <title>REPUBLIC OF COLOMBIA 5.00% 06/15/2045</title>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 06/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 06/01/2033      FHLMC G30</title>
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        <name>Anthem Inc 2.25% 05/15/2030</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
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        <cusip>036752AN3</cusip>
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          <other otherDesc="Internal Identifier" value="1067430"/>
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        <issuerCat>CORP</issuerCat>
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        <name>OPTEUM MORTGAGE ACCEPTANCE CORP TRUST FRN 11/25/2035  05-4 1APT</name>
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        <title>OPTEUM MORTGAGE ACCEPTANCE CORP TRUST FRN 11/25/2035  05-4 1APT</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ON SEMICONDUCTOR CORP 6.5% 09/18/2026 2019 Replacement Term B-4 Loans</name>
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        <title>ON SEMICONDUCTOR CORP 6.5% 09/18/2026 2019 Replacement Term B-4 Loans</title>
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          <other otherDesc="Internal Identifier" value="1009896"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-18</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="4318023410188"/>
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        <balance>1.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-5511.44000000</valUSD>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>MARTIN MIDSTREAM PARTNERS LP/MARTIN MIDSTREAM FI 7.25% 02/15/2021</name>
        <lei>N/A</lei>
        <title>MARTIN MIDSTREAM PARTNERS LP/MARTIN MIDSTREAM FI 7.25% 02/15/2021</title>
        <cusip>573334AD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="554231"/>
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        <balance>1617000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1218611.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>UKRAINE GOVERNMENT 7.375% 09/25/2032 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT 7.375% 09/25/2032 144A</title>
        <cusip>903724BM3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="675045"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>503868.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 5.25% 08/15/2027 144A</name>
        <lei>N/A</lei>
        <title>Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc 5.25% 08/15/2027 144A</title>
        <cusip>03969AAR1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1074109"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294993.00000000</valUSD>
        <pctVal>0.073725224125</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENERGY TRANSFER OPERATING LP 4.05% 03/15/2025</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP 4.05% 03/15/2025</title>
        <cusip>29273RBD0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="599354"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212974.63000000</valUSD>
        <pctVal>0.053227033623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Exxon Mobil Corp 2.61% 10/15/2030</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corp 2.61% 10/15/2030</title>
        <cusip>30231GBN1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1060900"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534226.72000000</valUSD>
        <pctVal>0.133514980577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.61000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 7.875% 02/15/2021</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 7.875% 02/15/2021</title>
        <cusip>912810EH7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="15661"/>
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        <balance>728000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>762907.03000000</valUSD>
        <pctVal>0.190667208284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHINA OVERSEAS FINANCE CAYMAN VI LTD 5.95% 05/08/2024 REG S</name>
        <lei>3003000GRJQBQQJ25K03</lei>
        <title>CHINA OVERSEAS FINANCE CAYMAN VI LTD 5.95% 05/08/2024 REG S</title>
        <cusip>G2157ZAB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="575740"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>801286.85000000</valUSD>
        <pctVal>0.200259167521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 04/25/2029 2016-C06 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 04/25/2029 2016-C06 1M2</title>
        <cusip>30711XDS0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658700"/>
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        <balance>408374.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430236.28000000</valUSD>
        <pctVal>0.107525487620</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43450000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>CWABS ASSET-BACKED CERTIFICATES TRUST FRN 03/25/2034 2005-11 AF4</name>
        <lei>N/A</lei>
        <title>CWABS ASSET-BACKED CERTIFICATES TRUST FRN 03/25/2034 2005-11 AF4</title>
        <cusip>126670CJ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="345302"/>
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        <balance>384392.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>387441.66000000</valUSD>
        <pctVal>0.096830172983</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-03-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Bemis Co Inc 2.63% 06/19/2030</name>
        <lei>PTVU09TE3QPJPL7K4E13</lei>
        <title>Bemis Co Inc 2.63% 06/19/2030</title>
        <cusip>081437AT2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1081613"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>205270.03000000</valUSD>
        <pctVal>0.051301485011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-06-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.63000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>eResearch Technology Inc 6.5% 03/31/2026 Initial Term Loan</name>
        <lei>N/A</lei>
        <title>eResearch Technology Inc 6.5% 03/31/2026 Initial Term Loan</title>
        <cusip>29481PAH4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024397"/>
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        <balance>58181.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57309.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-02-04</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PART 7.50% 06/15/2025 144A</name>
        <lei>N/A</lei>
        <title>SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PART 7.50% 06/15/2025 144A</title>
        <cusip>86723CAF5</cusip>
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          <other otherDesc="Internal Identifier" value="666604"/>
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        <curCd>USD</curCd>
        <valUSD>933146.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Carlyle GMS Finance MM CLO 2015-1 LLC FRN 10/15/2031 2015-1A A2R 144A</name>
        <lei>N/A</lei>
        <title>Carlyle GMS Finance MM CLO 2015-1 LLC FRN 10/15/2031 2015-1A A2R 144A</title>
        <cusip>14310QAG3</cusip>
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          <other otherDesc="Internal Identifier" value="920954"/>
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        <curCd>USD</curCd>
        <valUSD>1116654.49000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1M2</title>
        <cusip>30711XEP5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658303"/>
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        <curCd>USD</curCd>
        <valUSD>1671600.42000000</valUSD>
        <pctVal>0.417769627116</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.73450000</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>BEACON ROOFING SUPPLY INC 4.875% 11/01/2025 144A</name>
        <lei>549300HDXQWWCBOYXP31</lei>
        <title>BEACON ROOFING SUPPLY INC 4.875% 11/01/2025 144A</title>
        <cusip>073685AD1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="676419"/>
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        <balance>1094000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>979315.98000000</valUSD>
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      <invstOrSec>
        <name>Texas State University System</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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      <invstOrSec>
        <name>COMMSCOPE TECHNOLOGIES LLC 5.00% 03/15/2027 144A</name>
        <lei>M4TWC4QDOKW45N7T6Y12</lei>
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      <invstOrSec>
        <name>SEALED AIR CORP 5.50% 09/15/2025 144A</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
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        <cusip>81211KAX8</cusip>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BAT Capital Corp 3.557% 08/15/2027</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT Capital Corp 3.557% 08/15/2027</title>
        <cusip>05526DBB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="946359"/>
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        <balance>300000.00000000</balance>
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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>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55700000</annualizedRt>
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      <invstOrSec>
        <name>Mauser Packaging Solutions Holding Co 5.23425% 04/03/2024 Initial Term Loan</name>
        <lei>549300DNGHXL0OMHW304</lei>
        <title>Mauser Packaging Solutions Holding Co 5.23425% 04/03/2024 Initial Term Loan</title>
        <cusip>05604XAP1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="952344"/>
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        <balance>149614.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>135101.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-03</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Exelon Corp 4.05% 04/15/2030</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>Exelon Corp 4.05% 04/15/2030</title>
        <cusip>30161NAX9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058440"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1503785.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ABBOTT LABORATORIES 4.75% 11/30/2036</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABBOTT LABORATORIES 4.75% 11/30/2036</title>
        <cusip>002824BG4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="653630"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1346716.40000000</valUSD>
        <pctVal>0.336573981155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.50% 08/01/2030   FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 7.50% 08/01/2030   FHLMC G30</title>
        <cusip>31292HEE0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="192005"/>
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        <curCd>USD</curCd>
        <valUSD>193.24000000</valUSD>
        <pctVal>0.000048294916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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      <invstOrSec>
        <name>Onsite Rental Group Operations Pty Ltd ORD AUD NPV</name>
        <lei>5493008YQUVFPVW2VW35</lei>
        <title>Onsite Rental Group Operations Pty Ltd ORD AUD NPV</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>City &amp; County Honolulu HI Wastewater System Revenue</name>
        <lei>N/A</lei>
        <title>City &amp; County Honolulu HI Wastewater System Revenue</title>
        <cusip>438701Y57</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018610"/>
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        <balance>115000.00000000</balance>
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        <valUSD>122176.00000000</valUSD>
        <pctVal>0.030534463471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.58500000</annualizedRt>
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      <invstOrSec>
        <name>THREE GORGES FINANCE I CAYMAN ISLANDS LTD 3.15% 06/02/2026 144A</name>
        <lei>549300FD0MPTWEITI779</lei>
        <title>THREE GORGES FINANCE I CAYMAN ISLANDS LTD 3.15% 06/02/2026 144A</title>
        <cusip>88556LAC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="635908"/>
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        <balance>1051000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1137844.13000000</valUSD>
        <pctVal>0.284372217319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Five Corners Funding Trust II 2.85% 05/15/2030 144A</name>
        <lei>N/A</lei>
        <title>Five Corners Funding Trust II 2.85% 05/15/2030 144A</title>
        <cusip>33834DAA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1073039"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>929213.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Mediacom Illinois LLC 6.50% 02/15/2024 TRANCHE N TERM LOAN</name>
        <lei>549300C5ZH26WTW5DM15</lei>
        <title>Mediacom Illinois LLC 6.50% 02/15/2024 TRANCHE N TERM LOAN</title>
        <cusip>58446HAR3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687076"/>
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        <balance>303696.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>297622.22000000</valUSD>
        <pctVal>0.074382323899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.87000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL GAME TECHNOLOGY PLC 5.25% 1/15/29</name>
        <lei>549300UQ6KHRCZDRGZ76</lei>
        <title>INTERNATIONAL GAME TECHNOLOGY PLC 5.25% 1/15/29</title>
        <cusip>460599AE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1077797"/>
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        <curCd>USD</curCd>
        <valUSD>684250.00000000</valUSD>
        <pctVal>0.171009090410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Angolan Government International Bond 8.25% 05/09/2028 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FIELDWOOD ENERGY LLC 7.15076% 04/11/2022 Closing Date Loans *DEFAULT*</name>
        <lei>549300KTQCELOBO6BF21</lei>
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        <cusip>31659HAQ4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NOVELIS CORP 5.875% 09/30/2026 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="4204423149726"/>
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        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>FANNIE MAE 3.418% 12/01/2034     FNMA ARM</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.418% 12/01/2034     FNMA ARM</title>
        <cusip>31406AGW6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="329185"/>
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        <balance>58079.02000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-12-01</maturityDt>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 08/25/2035 05-A6 2A3</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST FRN 08/25/2035 05-A6 2A3</title>
        <cusip>59020UZJ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="580305"/>
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        <valUSD>35478.93000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>IHEARTMEDIA INC COM USD NPV CL B</name>
        <lei>N/A</lei>
        <title>IHEARTMEDIA INC COM USD NPV CL B</title>
        <cusip>45174J608</cusip>
        <identifiers>
          <ticker value="1714513D"/>
          <other otherDesc="Internal Identifier" value="987628"/>
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        <balance>142.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1007.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX</name>
        <lei>N/A</lei>
        <title>SAN JOSE CA REDEV AGY SUCCESSOR AGY TAX</title>
        <cusip>798170AM8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="680534"/>
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        <balance>440000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUST 3YR BOND FUT Sep20 Sep 20 Future</title>
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        <identifiers>
          <ticker value="YMU0"/>
          <other otherDesc="Internal Identifier" value="1074105"/>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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                <issuerName>AUST 3YR BOND FUT Sep20 Sep 20 Future</issuerName>
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                  <ticker value="YMU0"/>
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      <invstOrSec>
        <name>KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 4.875% 10/14/2044 144A</name>
        <lei>5493007OEK8EF02UO833</lei>
        <title>KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND 4.875% 10/14/2044 144A</title>
        <cusip>486661AF8</cusip>
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          <other otherDesc="Internal Identifier" value="618530"/>
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        <valUSD>2292343.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CSX Corp 4.1% 03/15/2044</name>
        <lei>549300JVQR4N1MMP3Q88</lei>
        <title>CSX Corp 4.1% 03/15/2044</title>
        <cusip>126408GY3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019852"/>
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        <balance>150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>183459.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.10000000</annualizedRt>
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      <invstOrSec>
        <name>PITNEY BOWES INC 6.5% 01/07/2025 Incremental Tranche B Term Loans</name>
        <lei>549300N2O26NW4ST6W55</lei>
        <title>PITNEY BOWES INC 6.5% 01/07/2025 Incremental Tranche B Term Loans</title>
        <cusip>72448FAR6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1034483"/>
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        <balance>227125.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>191920.63000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-07</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>REYNOLDS GROUP ISSUER INC/LLC/SA 5.125% 07/15/2023 144A</name>
        <lei>N/A</lei>
        <title>REYNOLDS GROUP ISSUER INC/LLC/SA 5.125% 07/15/2023 144A</title>
        <cusip>761735AT6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="637228"/>
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        <balance>566000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>573468.37000000</valUSD>
        <pctVal>0.143322330044</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
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      <invstOrSec>
        <name>TURKIYE VAKIFLAR BANKASI TAO 2.375% 11/04/2022 REG S</name>
        <lei>789000KAIHOLSQKQ9858</lei>
        <title>TURKIYE VAKIFLAR BANKASI TAO 2.375% 11/04/2022 REG S</title>
        <cusip>M9037BKF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="675781"/>
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        <balance>500000.00000000</balance>
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        <valUSD>557293.46000000</valUSD>
        <pctVal>0.139279865088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
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          <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>Republic of Belarus International Bond 6.2% 02/28/2030 144A</name>
        <lei>635400CVCOWYLHF4ZB08</lei>
        <title>Republic of Belarus International Bond 6.2% 02/28/2030 144A</title>
        <cusip>07737JAC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1014532"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1150584.00000000</valUSD>
        <pctVal>0.287556190400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.20000000</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>CNH INDUSTRIAL NV 3.85% 11/15/2027</name>
        <lei>549300WGC2HZ5J67V817</lei>
        <title>CNH INDUSTRIAL NV 3.85% 11/15/2027</title>
        <cusip>12594KAB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="678537"/>
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        <balance>566000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>598276.68000000</valUSD>
        <pctVal>0.149522471115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2025 2015-C03 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2025 2015-C03 2M2</title>
        <cusip>30711XBD5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658711"/>
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        <balance>930115.79800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>957071.30000000</valUSD>
        <pctVal>0.239193120162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.18450000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Pennsylvania Turnpike Commission</name>
        <lei>549300J8LLBYEYEXZJ24</lei>
        <title>Pennsylvania Turnpike Commission</title>
        <cusip>709224V71</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018814"/>
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        <balance>955000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1002950.55000000</valUSD>
        <pctVal>0.250659351527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.57900000</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>Aflac Inc 3.6% 04/01/2030</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>Aflac Inc 3.6% 04/01/2030</title>
        <cusip>001055BJ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058435"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1519438.39000000</valUSD>
        <pctVal>0.379740996725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</annualizedRt>
          <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>Lloyds Banking Group PLC 3.87% 07/09/2025</name>
        <lei>549300PPXHEU2JF0AM85</lei>
        <title>Lloyds Banking Group PLC 3.87% 07/09/2025</title>
        <cusip>53944YAL7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1059012"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217831.89000000</valUSD>
        <pctVal>0.054440969486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>3.87000000</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>WALGREENS BOOTS ALLIANCE INC 3.80% 11/18/2024</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>WALGREENS BOOTS ALLIANCE INC 3.80% 11/18/2024</title>
        <cusip>931427AH1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="591399"/>
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        <balance>2087000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2300201.70000000</valUSD>
        <pctVal>0.574870881225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_EUR_20200915</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4247423410187"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-169.56000000</valUSD>
        <pctVal>-0.00004237676</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>DEUTSCHE BANK AG</counterpartyName>
              <counterpartyLei>7LTWFZYICNSX8D621K86</counterpartyLei>
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            <amtCurSold>650000.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>731341.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-15</settlementDt>
            <unrealizedAppr>-169.56000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Diamond Sports Group LLC / Diamond Sports Finance Co 6.625% 08/15/2027 144A</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group LLC / Diamond Sports Finance Co 6.625% 08/15/2027 144A</title>
        <cusip>25277LAC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998602"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161559.00000000</valUSD>
        <pctVal>0.040377139404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Occidental Petroleum Corp 6.45% 09/15/2036</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp 6.45% 09/15/2036</title>
        <cusip>674599DF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1011020"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>430540.00000000</valUSD>
        <pctVal>0.107601393913</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BATTALION OIL CORP WTS EXP 10/08/2022 CL B</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>BATTALION OIL CORP WTS EXP 10/08/2022 CL B</title>
        <cusip>07134L115</cusip>
        <identifiers>
          <ticker value="BATL-WB"/>
          <other otherDesc="Internal Identifier" value="1014175"/>
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        <balance>1098.00000000</balance>
        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>2642.69000000</valUSD>
        <pctVal>0.000660466223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="WARRANTS TO EQUITY"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANQUE CENTRALE DE TUNISIE INTERNATIONAL BOND 5.625% 02/17/2024 REG S</name>
        <lei>254900B5LFB16S9T2T11</lei>
        <title>BANQUE CENTRALE DE TUNISIE INTERNATIONAL BOND 5.625% 02/17/2024 REG S</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1567439689"/>
          <other otherDesc="Internal Identifier" value="675780"/>
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        <balance>2400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>2487827.68000000</valUSD>
        <pctVal>0.621762730955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>TN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 08/01/2032      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 08/01/2032      FNMA 30</title>
        <cusip>31385JK80</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="268239"/>
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        <balance>910.70400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1040.96000000</valUSD>
        <pctVal>0.000260158747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>T-Mobile USA Inc 3.875% 04/15/2030 144A</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA Inc 3.875% 04/15/2030 144A</title>
        <cusip>87264ABE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1059035"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1451378.50000000</valUSD>
        <pctVal>0.362731336685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AUST 10Y BOND FUT Sep20 Sep 20 Future</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="XMU0"/>
          <other otherDesc="Internal Identifier" value="1074103"/>
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        <balance>66.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.45687650"/>
        <valUSD>69607.65000000</valUSD>
        <pctVal>0.017396479228</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
              <counterpartyLei>K6Q0W1PS1L1O4IQL9C32</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>AUST 10Y BOND FUT Sep20 Sep 20 Future</issuerName>
                <issueTitle>AUST 10Y BOND FUT Sep20 Sep 20 Future</issueTitle>
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                  <isin value="AU000XCLWAX7"/>
                  <ticker value="XMU0"/>
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            </descRefInstrmnt>
            <expDate>2020-09-15</expDate>
            <notionalAmt>9719151.77000000</notionalAmt>
            <curCd>AUD</curCd>
            <unrealizedAppr>69526.91000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Co 2.188% 04/30/2026 *FIXED TO FLOAT*</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co 2.188% 04/30/2026 *FIXED TO FLOAT*</title>
        <cusip>95000U2N2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1065305"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>724606.34000000</valUSD>
        <pctVal>0.181095025369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.18800000</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>Clear Channel Worldwide Holdings Inc 9.25% 02/15/2024</name>
        <lei>N/A</lei>
        <title>Clear Channel Worldwide Holdings Inc 9.25% 02/15/2024</title>
        <cusip>18451QAP3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1069021"/>
        </identifiers>
        <balance>256000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238140.16000000</valUSD>
        <pctVal>0.059516451811</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2029 2017-C04 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2029 2017-C04 2M2</title>
        <cusip>30711XLT9</cusip>
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          <other otherDesc="Internal Identifier" value="949490"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-11-25</maturityDt>
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      <invstOrSec>
        <name>VISTRA ENERGY CORP ESCROW ACCOUNT USD NPV REF SM # 492176</name>
        <lei>549300KP43CPCUJOOG15</lei>
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        <cusip>882ESCAM8</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CGNPC INTERNATIONAL LTD 3.75% 12/11/2027 REG S</name>
        <lei>3003007JIKH4XTQVZT05</lei>
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        <cusip>Y12564AB9</cusip>
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          <other otherDesc="Internal Identifier" value="680948"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-12-11</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BLUEMOUNTAIN CLO 2012-2 Ltd FRN 11/20/2028 144A 2A BR2</name>
        <lei>549300WSX4P5CXVKVR97</lei>
        <title>BLUEMOUNTAIN CLO 2012-2 Ltd FRN 11/20/2028 144A 2A BR2</title>
        <cusip>09626RAY1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942464"/>
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        <curCd>USD</curCd>
        <valUSD>487366.58000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-11-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Bausch Health Cos Inc 6.125% 04/15/2025 144A</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Cos Inc 6.125% 04/15/2025 144A</title>
        <cusip>91831AAC5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="599700"/>
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        <balance>243000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan</name>
        <lei>549300YI0BNF11FDQE44</lei>
        <title>GLOBAL TEL*LINK CORP 6.5% 11/20/2026 Second Lien Term Loan</title>
        <cusip>37959JAE1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="945655"/>
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        <balance>183037.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>140481.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-29</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CDX.EM.31 1.00% 06/20/2024 CDX</title>
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          <other otherDesc="Internal Sec ID" value="693421"/>
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        <balance>1598000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46256.11000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>CITIBANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="1700000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.00000000"/>
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            <upfrontRcpt>41480.00000000</upfrontRcpt>
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            <unrealizedAppr>-13524.60000000</unrealizedAppr>
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        <securityLending>
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      <invstOrSec>
        <name>TOLL BROS FINANCE CORP 5.625% 01/15/2024</name>
        <lei>N/A</lei>
        <title>TOLL BROS FINANCE CORP 5.625% 01/15/2024</title>
        <cusip>88947EAQ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="564241"/>
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        <balance>689000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>739741.41000000</valUSD>
        <pctVal>0.184877611492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>EFS COGEN HOLDINGS I LLC (LINDEN) 5.56% 06/28/2023 Term B Advance</name>
        <lei>549300KDKPYR8NXXKI52</lei>
        <title>EFS COGEN HOLDINGS I LLC (LINDEN) 5.56% 06/28/2023 Term B Advance</title>
        <cusip>26844HAE7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="655255"/>
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        <balance>890856.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>865243.89000000</valUSD>
        <pctVal>0.216243435312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-28</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Prosper Pass-Thru Trust III 7.18294% 05/15/2026 144A 2020-PT3 A</name>
        <lei>N/A</lei>
        <title>Prosper Pass-Thru Trust III 7.18294% 05/15/2026 144A 2020-PT3 A</title>
        <cusip>74360NAC2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058439"/>
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        <balance>173508.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>179786.85000000</valUSD>
        <pctVal>0.044932679117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>7.18294</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 9.85% 06/28/2027</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>REPUBLIC OF COLOMBIA 9.85% 06/28/2027</title>
        <cusip>P3772NBA9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="452850"/>
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        <balance>5315000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="COP" exchangeRt="3755.93000000"/>
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        <pctVal>0.446773701059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.85000000</annualizedRt>
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      <invstOrSec>
        <name>Dana Inc 5.625% 06/15/2028</name>
        <lei>KVWHW7YLZPFJM8QYNJ51</lei>
        <title>Dana Inc 5.625% 06/15/2028</title>
        <cusip>235825AG1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1083241"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>696633.00000000</valUSD>
        <pctVal>0.174103873847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UKRAINE GOVERNMENT FRN 05/31/2040 144A</name>
        <lei>6354001WLTJXOMEXPY07</lei>
        <title>UKRAINE GOVERNMENT FRN 05/31/2040 144A</title>
        <cusip>903724AW2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617120"/>
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        <curCd>USD</curCd>
        <valUSD>908051.48000000</valUSD>
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        <assetCat>DO</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>N/A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <terminationDt>2040-05-31</terminationDt>
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              <notionalAmt amt="978000" curCd="USD"/>
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        <securityLending>
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      <invstOrSec>
        <name>BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 5.00% 07/27/2027 144A</name>
        <lei>529900LIZJABE4JJS826</lei>
        <title>BANQUE OUEST AFRICAINE DE DEVELOPPEMENT 5.00% 07/27/2027 144A</title>
        <cusip>06675QAB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="670617"/>
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        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1673360.00000000</valUSD>
        <pctVal>0.418209384771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TNB GLOBAL VENTURES CAPITAL BHD 3.244% 10/19/2026 REG S</name>
        <lei>5493004U8XEGPFWIBZ14</lei>
        <title>TNB GLOBAL VENTURES CAPITAL BHD 3.244% 10/19/2026 REG S</title>
        <cusip>Y8850AAA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="647600"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426064.98000000</valUSD>
        <pctVal>0.106482988214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.24400000</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>CNAC HK FINBRIDGE CO LTD 4.875% 03/14/2025 REG S</name>
        <lei>549300US1UQ7R7WABI28</lei>
        <title>CNAC HK FINBRIDGE CO LTD 4.875% 03/14/2025 REG S</title>
        <cusip>Y1670YAJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686208"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 03/01/2033      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 03/01/2033      FHLMC G30</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-03-01</maturityDt>
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      <invstOrSec>
        <name>Kraft Heinz Foods Co 3.875% 05/15/2027 144A</name>
        <lei>5493003STKEZ2S0RNU91</lei>
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        <cusip>50077LBA3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>University of Pittsburgh-of the Commonwealth System of Higher Education</name>
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        <title>University of Pittsburgh-of the Commonwealth System of Higher Education</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-09-15</maturityDt>
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      <invstOrSec>
        <name>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-52 FRN 01/15/2045 144A</name>
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        <title>Consumer Loan Underlying Bond Certificate Issuer Trust I Series 2019-52 FRN 01/15/2045 144A</title>
        <cusip>21056JAA5</cusip>
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          <other otherDesc="Internal Identifier" value="1034281"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-01-15</maturityDt>
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      <invstOrSec>
        <name>REYNOLDS GROUP ISSUER INC/LLC/SA 7.00% 07/15/2024 144A</name>
        <lei>N/A</lei>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-15</maturityDt>
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      <invstOrSec>
        <name>SBA Communications Corp 3.875% 02/15/2027 144A</name>
        <lei>5299001HX8ZN8Y8QIT49</lei>
        <title>SBA Communications Corp 3.875% 02/15/2027 144A</title>
        <cusip>78410GAC8</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Rutas 2 and 7 Finance Ltd ZERO 09/30/2036 144A</name>
        <lei>N/A</lei>
        <title>Rutas 2 and 7 Finance Ltd ZERO 09/30/2036 144A</title>
        <cusip>78319MAA1</cusip>
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          <other otherDesc="Internal Identifier" value="1014323"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC 3.50% 01/23/2025</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38148LAC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="596134"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>ONSITE RENTAL GROUP OPERATIONS PTY LTD 5.5% 10/25/2022 Term B Loan</name>
        <lei>5493008YQUVFPVW2VW35</lei>
        <title>ONSITE RENTAL GROUP OPERATIONS PTY LTD 5.5% 10/25/2022 Term B Loan</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="677244"/>
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        <balance>192009.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>161048.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>SEALED AIR CORP 4.875% 12/01/2022 144A</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
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        <cusip>81211KAV2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="591512"/>
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        <balance>85000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>87636.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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        <name>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2020-7 FRN 04/17/2045 144A</name>
        <lei>N/A</lei>
        <title>CONSUMER LOAN UNDERLYING BOND CLUB CERTIFICATE ISSUER TRUST I SERIES 2020-7 FRN 04/17/2045 144A</title>
        <cusip>21056VAA8</cusip>
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          <other otherDesc="Internal Identifier" value="1049806"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CNX RESOURCES CORP 5.875% 04/15/2022</name>
        <lei>549300JK3KH8PWM3B226</lei>
        <title>CNX RESOURCES CORP 5.875% 04/15/2022</title>
        <cusip>20854PAL3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="594130"/>
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        <valUSD>164599.38000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SABIC Capital II BV 4.5% 10/10/2028 144A</name>
        <lei>2138005PCUTH59D4RJ83</lei>
        <title>SABIC Capital II BV 4.5% 10/10/2028 144A</title>
        <cusip>78520LAB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934569"/>
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        <curCd>USD</curCd>
        <valUSD>680730.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Centene Corp 5.375% 06/01/2026 144A</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp 5.375% 06/01/2026 144A</title>
        <cusip>15137TAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="873864"/>
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        <curCd>USD</curCd>
        <valUSD>337194.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 04/01/2030      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 7.00% 04/01/2030      FHLMC G30</title>
        <cusip>31283HGR0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="270387"/>
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        <curCd>USD</curCd>
        <valUSD>1910.05000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MSCI Inc 4% 11/15/2029 144A</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI Inc 4% 11/15/2029 144A</title>
        <cusip>55354GAH3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019817"/>
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        <curCd>USD</curCd>
        <valUSD>715183.00000000</valUSD>
        <pctVal>0.178739925915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Honeywell International Inc 1.95% 06/01/2030</name>
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        <name>Jpmorgan Chase &amp; Co 2.522% 04/22/2031 *FIXED TO FLOAT*</name>
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        <name>San Diego County Regional Transportation Commission</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>B&amp;G Foods Inc 5.25% 09/15/2027</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UNITED MEXICAN STATES 4.15% 03/28/2027</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 7/25/2025 2015-C03 1M2</name>
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        <name>Gates Global LLC / Gates Corp 6.25% 01/15/2026 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FGI OPERATING CO LLC (FREEDOM GROUP) 8.8425% 05/15/2021 Term Loan FILO</name>
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        <name>WEX INC 6.5% 05/17/2026 Term B-3 Loan</name>
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        <name>Mill City Mortgage Loan Trust 2018-4 FRN 04/25/2066 2018-4 A1B 144A</name>
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        <name>CSM BAKERY SUPPLIES LLC 6.5% 02/04/2022 2nd Lien Term Loan</name>
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        <name>California Health Facilities Financing Authority</name>
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        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
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        <name>BCC Middle Market CLO 2018-1A A2 FRN 10/20/2030 144A 1A A2</name>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Euro-OAT Future   Sep20 Sep 20 Future</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>Fannie Mae or Freddie Mac 2.5% 06/01/2050 FNL</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <cusip>01F022675</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1076141"/>
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        <balance>4000000.00000000</balance>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GRAY TELEVISION INC 6.5%  01/02/2026 Term C Loan</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>GRAY TELEVISION INC 6.5%  01/02/2026 Term C Loan</title>
        <cusip>389376AY0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940858"/>
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        <balance>536352.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>520262.39000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-01-02</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MORTGAGEIT TR 2004-1 FRN 11/25/2034 2004-1 CL A2</name>
        <lei>N/A</lei>
        <title>MORTGAGEIT TR 2004-1 FRN 11/25/2034 2004-1 CL A2</title>
        <cusip>61913PAF9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="581587"/>
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        <balance>102475.24700000</balance>
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        <curCd>USD</curCd>
        <valUSD>101309.49000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Calpine Corp 5.125% 03/15/2028 144A</name>
        <lei>43R4VPJBXTU2O15HEF41</lei>
        <title>Calpine Corp 5.125% 03/15/2028 144A</title>
        <cusip>131347CN4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1034816"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>195925.00000000</valUSD>
        <pctVal>0.048965956943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>HSBC Holdings PLC 2.848% 06/04/2031 *FIXED TO FLOAT*</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC 2.848% 06/04/2031 *FIXED TO FLOAT*</title>
        <cusip>404280CH0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1074535"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>819846.67000000</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>2031-06-04</maturityDt>
          <couponKind>Variable</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Amplify Energy Corp COM USD.01</name>
        <lei>J0TW5YQRAZXYN7VEU787</lei>
        <title>Amplify Energy Corp COM USD.01</title>
        <cusip>03212B103</cusip>
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          <ticker value="AMPY"/>
          <other otherDesc="Internal Identifier" value="648998"/>
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        <curCd>USD</curCd>
        <valUSD>530.13000000</valUSD>
        <pctVal>0.000132491120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 09/25/24 14-HQ2 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 09/25/24 14-HQ2 M2</title>
        <cusip>3137G0CG2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="604171"/>
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        <balance>293488.41000000</balance>
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        <valUSD>296392.60000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Colt Merger Sub Inc 6.25% 07/01/2025 144A</name>
        <lei>N/A</lei>
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        <cusip>28470RAH5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1085602"/>
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        <valUSD>397880.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Weatherford International PLC ORD USD 0.001</name>
        <lei>529900LPBDSCQDJKHQ39</lei>
        <title>Weatherford International PLC ORD USD 0.001</title>
        <cusip>000000000</cusip>
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          <isin value="IE00BLNN3691"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 02/25/2024 2014-DN1 M2</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 02/25/2024 2014-DN1 M2</title>
        <cusip>3137G0AL3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="604168"/>
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        <valUSD>381573.56000000</valUSD>
        <pctVal>0.095363606021</pctVal>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NCI Building Systems Inc 8.00% 04/15/2026 144A</name>
        <lei>549300IW41QEWQ6T0H29</lei>
        <title>NCI Building Systems Inc 8.00% 04/15/2026 144A</title>
        <cusip>72431PAA0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687808"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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      <invstOrSec>
        <name>Playtika Holding Corp 6.5% 12/10/2024 Term B Loans</name>
        <lei>N/A</lei>
        <title>Playtika Holding Corp 6.5% 12/10/2024 Term B Loans</title>
        <cusip>72814CAE8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024856"/>
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        <curCd>USD</curCd>
        <valUSD>78146.25000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>INDONESIA GOVERNMENT 6.125% 05/15/2028</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>INDONESIA GOVERNMENT 6.125% 05/15/2028</title>
        <cusip>Y39814HQ7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="617528"/>
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        <currencyConditional curCd="IDR" exchangeRt="14245.00000000"/>
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        <pctVal>0.436309456754</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Talen Energy Supply LLC 7.25% 05/15/2027 144A</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
        <title>Talen Energy Supply LLC 7.25% 05/15/2027 144A</title>
        <cusip>87422VAF5</cusip>
        <identifiers>
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        <fairValLevel>2</fairValLevel>
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        <name>Indonesia Government International Bond 4.35% 01/08/2027 144A</name>
        <lei>529900FWX0GRR7WG5W79</lei>
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        <cusip>455780BX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940302"/>
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        <curCd>USD</curCd>
        <valUSD>1001835.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Provident Funding Mortgage Trust 2020-1 FRN 144A 2020-1 A3</name>
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        <cusip>743874AE9</cusip>
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          <other otherDesc="Internal Identifier" value="1046250"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>LENDING CLUB LCX 4884 MARKETPLACE LOANS</name>
        <lei>549300YC50YO7Y1OJR92</lei>
        <title>LENDING CLUB LCX 4884 MARKETPLACE LOANS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1033763"/>
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        <balance>1106398.33</balance>
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        <curCd>USD</curCd>
        <valUSD>965698.25000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2023-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Flex Ltd 3.75% 02/01/2026</name>
        <lei>549300EAQH74YHD07T53</lei>
        <title>Flex Ltd 3.75% 02/01/2026</title>
        <cusip>33938XAC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1068808"/>
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        <curCd>USD</curCd>
        <valUSD>1167132.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ALTRA INDUSTRIAL MOTION CORP 6.5% 10/1/2025 Term Loan</name>
        <lei>NQ0NIXPGW4YKG4MWM571</lei>
        <title>ALTRA INDUSTRIAL MOTION CORP 6.5% 10/1/2025 Term Loan</title>
        <cusip>02208HAB4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="933611"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2027 2015-DNA1 M3</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 10/25/2027 2015-DNA1 M3</title>
        <cusip>3137G0EW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="602271"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>255949.50000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-25</maturityDt>
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      <invstOrSec>
        <name>Aventiv Technologies LLC 10.12688% 11/01/2025 SECOND LIEN INITIAL LOAN</name>
        <lei>N/A</lei>
        <title>Aventiv Technologies LLC 10.12688% 11/01/2025 SECOND LIEN INITIAL LOAN</title>
        <cusip>78410QAE2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="668594"/>
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        <balance>597127.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>373204.42000000</valUSD>
        <pctVal>0.093271974280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.25000000</annualizedRt>
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      <invstOrSec>
        <name>Octagon Investment Partners 36 Ltd FRN 04/15/2031 144A 18-1A A1</name>
        <lei>549300S890TBOLY1D042</lei>
        <title>Octagon Investment Partners 36 Ltd FRN 04/15/2031 144A 18-1A A1</title>
        <cusip>67591UAC1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="686314"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>487212.90000000</valUSD>
        <pctVal>0.121765195272</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.18888000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SPRINT CORP 7.875% 09/15/2023</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>SPRINT CORP 7.875% 09/15/2023</title>
        <cusip>85207UAF2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="590243"/>
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        <balance>405000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>456635.48000000</valUSD>
        <pctVal>0.114123227013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CCO HOLDINGS LLC/CAPITAL CORP 5.375% 05/01/2025 144A</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC/CAPITAL CORP 5.375% 05/01/2025 144A</title>
        <cusip>1248EPBG7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="601706"/>
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        <balance>728000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>748096.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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      <invstOrSec>
        <name>FREDDIE MAC 6.50% 10/01/2031      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC 6.50% 10/01/2031      FHLMC G30</title>
        <cusip>31292HLZ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="274951"/>
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        <balance>2909.07300000</balance>
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        <curCd>USD</curCd>
        <valUSD>3266.82000000</valUSD>
        <pctVal>0.000816450006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BATTALION OIL CORP WTS EXP 10/8/2022 CL A</name>
        <lei>3XHTN2NNIMMPORDAMJ28</lei>
        <title>BATTALION OIL CORP WTS EXP 10/8/2022 CL A</title>
        <cusip>07134L123</cusip>
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          <ticker value="BATL-WA"/>
          <other otherDesc="Internal Identifier" value="1014174"/>
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        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
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        <valUSD>2331.45000000</valUSD>
        <pctVal>0.000582680517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="WARRANTS TO EQUITY"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MHP LUX SA 6.95% 04/03/2026 144A</name>
        <lei>222100RHC7R1WZ1J3M44</lei>
        <title>MHP LUX SA 6.95% 04/03/2026 144A</title>
        <cusip>59318YAA6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="687298"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>815409.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.95000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>California Health Facilities Financing Authority</name>
        <lei>5493007RI8BUDOGHZ546</lei>
        <title>California Health Facilities Financing Authority</title>
        <cusip>13032UVK1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024572"/>
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        <balance>295000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>306410.60000000</valUSD>
        <pctVal>0.076578732916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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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>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2024 2014-HQ3 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 10/25/2024 2014-HQ3 M3</title>
        <cusip>3137G0DF3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="657305"/>
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        <balance>456422.76900000</balance>
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        <curCd>USD</curCd>
        <valUSD>471001.64000000</valUSD>
        <pctVal>0.117713645653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-10-25</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>
        <name>Millennium LENDER Claim Trust ESRW USD NPV REF SM 574953</name>
        <lei>N/A</lei>
        <title>Millennium LENDER Claim Trust ESRW USD NPV REF SM 574953</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1041230"/>
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        <balance>950432.20000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ELDORADO RESORTS INC 4.28725% 04/17/2024 Initial Term Loan</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OCTAGON INVESTMENT PARTNERS XXIII LTD FRN 07/15/2027 2015-1A BR 144A</name>
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      <invstOrSec>
        <name>Quest Diagnostics Inc 2.8% 06/30/2031</name>
        <lei>8MCWUBXQ0WE04KMXBX50</lei>
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          <other otherDesc="Internal Identifier" value="1068998"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WYNN LAS VEGAS LLC/CAPITAL CORP 5.25% 05/15/2027 144A</name>
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        <cusip>983130AX3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VOYA CLO LTD FRN 04/25/2031 2013-2A BR 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CCL Industries Inc 3.05% 06/01/2030 144A</name>
        <lei>549300TD3EMSRRC0YH75</lei>
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        <cusip>124900AD3</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Tencent Holdings Ltd 2.39% 06/03/2030 144A</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>Tencent Holdings Ltd 2.39% 06/03/2030 144A</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Live Nation Entertainment Inc 4.75% 10/15/2027 144A</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment Inc 4.75% 10/15/2027 144A</title>
        <cusip>538034AR0</cusip>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Endo Dac / Endo Finance LLC / Endo Finco Inc 6% 06/30/2028 144A</name>
        <lei>N/A</lei>
        <title>Endo Dac / Endo Finance LLC / Endo Finco Inc 6% 06/30/2028 144A</title>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GOVT NATL MORTG ASSN 5.00% 11/15/2033      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 11/15/2033      GNMA SF</title>
        <cusip>36291AFA2</cusip>
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          <other otherDesc="Internal Identifier" value="300927"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Willis North America Inc 2.95% 09/15/2029</name>
        <lei>5493004KVU1HWZCP0C66</lei>
        <title>Willis North America Inc 2.95% 09/15/2029</title>
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          <other otherDesc="Internal Identifier" value="1073488"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>Antares CLO 2018-1 Ltd FRN 04/20/2031 2018-1A B 144A</name>
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        <title>Antares CLO 2018-1 Ltd FRN 04/20/2031 2018-1A B 144A</title>
        <cusip>03665MAC5</cusip>
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          <other otherDesc="Internal Identifier" value="687904"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 2M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2024 2014-C02 2M2</title>
        <cusip>30711XAH7</cusip>
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          <other otherDesc="Internal Identifier" value="622614"/>
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        <curCd>USD</curCd>
        <valUSD>508499.91000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ITALY GOVERNMENT INTERNATIONAL BOND 1.00% 06/20/2023 CDS</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="690615"/>
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        <balance>-1500000.00000000</balance>
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        <valUSD>-346.01000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Us 5yr Note (cbt) Sep20 Sep 20 Future</title>
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        <valUSD>26562.45000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>JP MORGAN SECURITIESPLC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Us 5yr Note (cbt) Sep20 Sep 20 Future</issuerName>
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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2029 2016-C07 2M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 05/25/2029 2016-C07 2M2</title>
        <cusip>30711XEC4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1000941"/>
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        <curCd>USD</curCd>
        <valUSD>809564.81000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.53450000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>OLIN CORP 5.125% 09/15/2027</name>
        <lei>549300GKK294V7W57P06</lei>
        <title>OLIN CORP 5.125% 09/15/2027</title>
        <cusip>680665AJ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="661640"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375162.00000000</valUSD>
        <pctVal>0.093761216480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GOLDMAN SACHS GROUP INC 3.75% 02/25/2026</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC 3.75% 02/25/2026</title>
        <cusip>38143U8H7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="627293"/>
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        <balance>1213000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1353858.64000000</valUSD>
        <pctVal>0.338358983663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 05/01/2031 FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 05/01/2031 FNMA 30</title>
        <cusip>31384WLN8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="220481"/>
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        <balance>569.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>650.85000000</valUSD>
        <pctVal>0.000162661697</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Colombia Government International Bond 4.5% 03/15/2029</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>Colombia Government International Bond 4.5% 03/15/2029</title>
        <cusip>195325DP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="934878"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>550060.00000000</valUSD>
        <pctVal>0.137472064700</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THOR INDUSTRIES INC 6.5% 02/01/2026 Initial USD Term Loans</name>
        <lei>254900XZO1228PDSG060</lei>
        <title>THOR INDUSTRIES INC 6.5% 02/01/2026 Initial USD Term Loans</title>
        <cusip>88516DAB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="939685"/>
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        <balance>1238727.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1219178.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.93750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 5.00% 04/01/2030      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 5.00% 04/01/2030      FNMA 30</title>
        <cusip>31417YNA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="516933"/>
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        <balance>36269.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40694.03000000</valUSD>
        <pctVal>0.010170331100</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 02/20/2032      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 02/20/2032      GNMA II</title>
        <cusip>36202DRW3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="270785"/>
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        <balance>4086.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4792.69000000</valUSD>
        <pctVal>0.001197798403</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Cheniere Energy Partners LP 5.25% 10/01/2025</name>
        <lei>5493005UEC8AZ34LDV29</lei>
        <title>Cheniere Energy Partners LP 5.25% 10/01/2025</title>
        <cusip>16411QAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="918724"/>
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        <balance>970000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>967769.00000000</valUSD>
        <pctVal>0.241866710146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FANNIE MAE 6.50% 06/01/2028      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 06/01/2028      FNMA 30</title>
        <cusip>31371GZJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="279227"/>
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        <balance>13107.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14579.59000000</valUSD>
        <pctVal>0.003643759480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC 3.30% 04/27/2025</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 3.30% 04/27/2025</title>
        <cusip>172967JP7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="613468"/>
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        <balance>243000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>267038.02000000</valUSD>
        <pctVal>0.066738661169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF IRAQ 5.80% 01/15/2028 144A</name>
        <lei>N/A</lei>
        <title>REPUBLIC OF IRAQ 5.80% 01/15/2028 144A</title>
        <cusip>462652AA6</cusip>
        <identifiers>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2024 2014-C03 1M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Clear Channel Outdoor Holdings Inc COM USD 1</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GOVT NATL MORTG ASSN 6.00% 11/20/2034      GNMA II</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SVB Financial Group 3.125% 06/05/2030</name>
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        <name>N/A</name>
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        <name>ORLANDO HEALTH INC 3.777% 10/01/2028</name>
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        <name>Williams Cos Inc/The 3.5% 11/15/2030</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
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        <cusip>969457BX7</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>EDF SA 5.25% 07/29/2168 144A</name>
        <lei>549300X3UK4GG3FNMO06</lei>
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          <other otherDesc="Internal Identifier" value="540918"/>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 5.50% 07/01/2033      FHLMC G30</name>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 12/25/2029 HQA2 M2</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 12/25/2029 HQA2 M2</title>
        <cusip>3137G0PU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018282"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mountain View Clo XIV Ltd FRN 04/15/2029 144A 2019-1A C</name>
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          <other otherDesc="Internal Identifier" value="971020"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>China Construction Bank Corp 4.25% 02/27/2029 REG S FIXED TO FLOAT</name>
        <lei>5493001KQW6DM7KEDR62</lei>
        <title>China Construction Bank Corp 4.25% 02/27/2029 REG S FIXED TO FLOAT</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="XS1936784161"/>
          <other otherDesc="Internal Identifier" value="965029"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>FANNIE MAE 6.50% 10/01/2036      FNMA 30</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 6.50% 10/01/2036      FNMA 30</title>
        <cusip>31403DWG0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="393189"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2023 2013-DN2 M2</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 11/25/2023 2013-DN2 M2</title>
        <cusip>3137G0AD1</cusip>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>REMINGTON OUTDOOR CO INC COM USD .01</name>
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        <title>REMINGTON OUTDOOR CO INC COM USD .01</title>
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          <ticker value="3428753Z"/>
          <other otherDesc="Internal Identifier" value="874868"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ALTICE FINANCING SA 7.50% 05/15/2026 144A</name>
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        <name>GOVT NATL MORTG ASSN 7.50% 04/20/2032      GNMA II</name>
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      <invstOrSec>
        <name>COLBUN SA 3.95% 10/11/2027 144A</name>
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        <name>Cushman &amp; Wakefield US Borrower LLC 6.5% 08/21/2025 Replacement Term Loan</name>
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        <name>City of Austin TX Electric Utility Revenue</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Octagon Investment Partners 28 Ltd FRN 10/24/2030 16-1A BR 144A</name>
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        <name>Telefonica Emisiones SA 4.895% 03/06/2048</name>
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        <name>BlueMountain CLO 2018-1 Ltd FRN 07/30/2030 144A 2018-1A D</name>
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        <name>KAZAKHSTAN TEMIR ZHOLY FINANCE BV 6.95% 07/10/2042 144A</name>
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      <invstOrSec>
        <name>Braskem Netherlands Finance BV 4.5% 01/31/2030 144A</name>
        <lei>N/A</lei>
        <title>Braskem Netherlands Finance BV 4.5% 01/31/2030 144A</title>
        <cusip>10554TAD7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1025403"/>
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        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1008425.00000000</valUSD>
        <pctVal>0.252027536715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Aventiv Technologies LLC 6.37688% 11/01/2024 INITIAL TERM LOAN</name>
        <lei>N/A</lei>
        <title>Aventiv Technologies LLC 6.37688% 11/01/2024 INITIAL TERM LOAN</title>
        <cusip>78410QAB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="668591"/>
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        <balance>246835.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>206146.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 05/10/2025 Initial Term Loan</name>
        <lei>N/A</lei>
        <title>Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer 6.5% 05/10/2025 Initial Term Loan</title>
        <cusip>01881UAE5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1041564"/>
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        <balance>274830.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261088.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.92363000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2029 2017-DNA1 M2</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 07/25/2029 2017-DNA1 M2</title>
        <cusip>3137G0MD8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="948145"/>
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        <balance>990000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1007732.68000000</valUSD>
        <pctVal>0.251854510755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.43450000</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>BLUEMOUNTAIN CLO 2012-2 Ltd FRN 11/20/2028 144A 2012-2A CR2</name>
        <lei>549300WSX4P5CXVKVR97</lei>
        <title>BLUEMOUNTAIN CLO 2012-2 Ltd FRN 11/20/2028 144A 2012-2A CR2</title>
        <cusip>09626RBA2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="942465"/>
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        <balance>270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253573.56000000</valUSD>
        <pctVal>0.063373597147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37663000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 11/01/2027      FHLMC G30</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP 6.50% 11/01/2027      FHLMC G30</title>
        <cusip>3128FUTQ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="279261"/>
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        <balance>6905.41400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7689.71000000</valUSD>
        <pctVal>0.001921827274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Baker Hughes A GE Co LLC / Baker Hughes Co-Obligor Inc 4.486% 05/01/2030</name>
        <lei>N/A</lei>
        <title>Baker Hughes A GE Co LLC / Baker Hughes Co-Obligor Inc 4.486% 05/01/2030</title>
        <cusip>05724BAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1066876"/>
        </identifiers>
        <balance>50000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57616.48000000</valUSD>
        <pctVal>0.014399622707</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.48600000</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 XI Ltd FRN 04/30/2031 2012-11A BR2 144A</name>
        <lei>5493004OOK6VXHQ8DQ60</lei>
        <title>AMMC CLO XI Ltd FRN 04/30/2031 2012-11A BR2 144A</title>
        <cusip>00176ABB0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="688286"/>
        </identifiers>
        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>332473.26000000</valUSD>
        <pctVal>0.083092363578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.36013000</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>Massachusetts School Building Authority</name>
        <lei>N/A</lei>
        <title>Massachusetts School Building Authority</title>
        <cusip>576000XQ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1020159"/>
        </identifiers>
        <balance>285000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291147.45000000</valUSD>
        <pctVal>0.072764136792</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.39500000</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>Anheuser-Busch Inbev Worldwide Inc 3.5% 06/01/2030</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>Anheuser-Busch Inbev Worldwide Inc 3.5% 06/01/2030</title>
        <cusip>035240AV2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058816"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1464447.70000000</valUSD>
        <pctVal>0.365997616560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC 3.40% 05/01/2026</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 3.40% 05/01/2026</title>
        <cusip>172967KN0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="634477"/>
        </identifiers>
        <balance>1106000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1227320.76000000</valUSD>
        <pctVal>0.306734390661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISH DBS CORP 5.875% 11/15/2024</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP 5.875% 11/15/2024</title>
        <cusip>25470XAW5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="594958"/>
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        <balance>570000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>567597.45000000</valUSD>
        <pctVal>0.141855058303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMERCIAL MORTGAGE TRUST FRN 07/10/2038 2006-GG7 AJ</name>
        <lei>N/A</lei>
        <title>COMMERCIAL MORTGAGE TRUST FRN 07/10/2038 2006-GG7 AJ</title>
        <cusip>20173MAH3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="519289"/>
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        <balance>392167.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>323538.53000000</valUSD>
        <pctVal>0.080859378484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.80691600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RUSSIAN FOREIGN BOND - EUROBOND 4.75% 05/27/2026 REG S</name>
        <lei>5493004EHVGF71PDBU58</lei>
        <title>RUSSIAN FOREIGN BOND - EUROBOND 4.75% 05/27/2026 REG S</title>
        <cusip>X5424XBD9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="642579"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1369502.40000000</valUSD>
        <pctVal>0.342268702578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>RU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Texas State University System</name>
        <lei>N/A</lei>
        <title>Texas State University System</title>
        <cusip>88278PZM9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1018807"/>
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        <balance>190000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195624.00000000</valUSD>
        <pctVal>0.048890730438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.28900000</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>Sunoco LP / Sunoco Finance Corp 6% 04/15/2027</name>
        <lei>N/A</lei>
        <title>Sunoco LP / Sunoco Finance Corp 6% 04/15/2027</title>
        <cusip>86765LAQ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="995124"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>496140.00000000</valUSD>
        <pctVal>0.123996273462</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 03/25/2028 2015-HQA1 M3</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT N FRN 03/25/2028 2015-HQA1 M3</title>
        <cusip>3137G0GJ2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="660364"/>
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        <balance>1492671.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1555122.31000000</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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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200813</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4243223397106"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-292095.11000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <amtCurSold>8298516.06000000</amtCurSold>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BNP PARIBAS BESPOKE RODEZ2 12/20/20 5-7% MEZZ TR 3.20% 12/20/2020 CDX</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="692038"/>
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        <balance>300000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-25680.37000000</valUSD>
        <pctVal>-0.00641808800</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BNP PARIBAS SA</counterpartyName>
              <counterpartyLei>R0MUWSFPU8MPRO8K5P83</counterpartyLei>
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            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>N/A</indexName>
                <indexIdentifier>N/A</indexIdentifier>
                <narrativeDesc>BNP PARIBAS BESPOKE RODEZ2 12/20/20 5-7% MEZZ TR 3.20% 12/20/2020 CDX</narrativeDesc>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>300000.00000000</notionalAmt>
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            <unrealizedAppr>-25680.37000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 5.00% 04/15/2034      GNMA SF</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 5.00% 04/15/2034      GNMA SF</title>
        <cusip>36200NJ69</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="303265"/>
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        <balance>16721.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19122.19000000</valUSD>
        <pctVal>0.004779054904</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</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>Centene Corp 3.375% 02/15/2030</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp 3.375% 02/15/2030</title>
        <cusip>15135BAV3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1068942"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>606765.00000000</valUSD>
        <pctVal>0.151643888554</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AXALTA COATING SYSTEMS U.S. HOLDINGS INC 4.052% 06/01/2024 Term B-3 Dollar Loan</name>
        <lei>549300NZ43V4QV4UGN28</lei>
        <title>AXALTA COATING SYSTEMS U.S. HOLDINGS INC 4.052% 06/01/2024 Term B-3 Dollar Loan</title>
        <cusip>90347BAH1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="867665"/>
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        <balance>233139.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224299.63000000</valUSD>
        <pctVal>0.056057399643</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.20013000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U S TREASURY NOTE/BOND I/L 0.375% 07/15/2025 INDEX LINKED TO CPURNSA</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.375% 07/15/2025 INDEX LINKED TO CPURNSA</title>
        <cusip>912828XL9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="613517"/>
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        <balance>4541869.16400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4857423.11000000</valUSD>
        <pctVal>1.213976628107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Comerica Inc 5.625% 10/01/2168 PERP</name>
        <lei>I9Q57JVPWHHZ3ZGBW498</lei>
        <title>Comerica Inc 5.625% 10/01/2168 PERP</title>
        <cusip>200340AU1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1073280"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305190.00000000</valUSD>
        <pctVal>0.076273678191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fiserv Inc 2.65% 06/01/2030</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>Fiserv Inc 2.65% 06/01/2030</title>
        <cusip>337738BC1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1068997"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>634325.05000000</valUSD>
        <pctVal>0.158531749836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 6.50% 01/20/2033      GNMA II</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 6.50% 01/20/2033      GNMA II</title>
        <cusip>36202DV40</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="289280"/>
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        <balance>8056.04000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9551.25000000</valUSD>
        <pctVal>0.002387066970</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FGI OPERATING CO LLC (FREEDOM GROUP) 12.3425% 05/15/2022 Term Loan TOGG PIK</name>
        <lei>N/A</lei>
        <title>FGI OPERATING CO LLC (FREEDOM GROUP) 12.3425% 05/15/2022 Term Loan TOGG PIK</title>
        <cusip>30252KAF4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="874433"/>
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        <balance>851786.28000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>658177.58000000</valUSD>
        <pctVal>0.164493020511</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>12.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>Y</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Abbvie Inc 3.8% 03/15/2025 144A</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>Abbvie Inc 3.8% 03/15/2025 144A</title>
        <cusip>00287YDC0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1071732"/>
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        <balance>1778000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1984585.59000000</valUSD>
        <pctVal>0.495991489351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CEMEX SAB DE CV 5.70% 01/11/2025 144A</name>
        <lei>549300RIG2CXWN6IV731</lei>
        <title>CEMEX SAB DE CV 5.70% 01/11/2025 144A</title>
        <cusip>151290BM4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="585621"/>
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        <balance>1013000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>993357.93000000</valUSD>
        <pctVal>0.248261945285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Metropolitan St Louis Sewer District</name>
        <lei>N/A</lei>
        <title>Metropolitan St Louis Sewer District</title>
        <cusip>592481LV5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024603"/>
        </identifiers>
        <balance>1375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1416910.00000000</valUSD>
        <pctVal>0.354116902147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25900000</annualizedRt>
          <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>JPMORGAN CHASE &amp; CO 6.00% 2/1/2169 PERP</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO 6.00% 2/1/2169 PERP</title>
        <cusip>48126HAA8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="555481"/>
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        <balance>213000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215271.99000000</valUSD>
        <pctVal>0.053801194301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>N/A</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Autonation Inc 4.75% 06/01/2030</name>
        <lei>N/A</lei>
        <title>Autonation Inc 4.75% 06/01/2030</title>
        <cusip>05329WAQ5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1073036"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>217101.26000000</valUSD>
        <pctVal>0.054258369016</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Perrigo Finance Unlimited Co 3.15% 06/15/2030</name>
        <lei>549300E86RB6YCTMRM83</lei>
        <title>Perrigo Finance Unlimited Co 3.15% 06/15/2030</title>
        <cusip>71429MAC9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1083101"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>404187.33000000</valUSD>
        <pctVal>0.101015283389</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15000000</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 XVII LP FRN 10/15/2031 17A CRR 144A</name>
        <lei>549300K6S4MWQOINB710</lei>
        <title>LCM XVII LP FRN 10/15/2031 17A CRR 144A</title>
        <cusip>50190AAT9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="926467"/>
        </identifiers>
        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302355.36000000</valUSD>
        <pctVal>0.075565239451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.31888000</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>MPH ACQUISITION HOLDINGS LLC 7.125% 06/01/2024 144A</name>
        <lei>5493002WXOPRPTXWTU06</lei>
        <title>MPH ACQUISITION HOLDINGS LLC 7.125% 06/01/2024 144A</title>
        <cusip>553283AB8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="635582"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>280120.50000000</valUSD>
        <pctVal>0.070008260007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</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>VERSO CORP WTS EXP 07/25/2023</name>
        <lei>549300FODXCTQ8DGT594</lei>
        <title>VERSO CORP WTS EXP 07/25/2023</title>
        <cusip>92531L116</cusip>
        <identifiers>
          <ticker value="VRSZW"/>
          <other otherDesc="Internal Identifier" value="639882"/>
        </identifiers>
        <balance>592.00000000</balance>
        <units>OU</units>
        <descOthUnits>Warrants</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>606.80000000</valUSD>
        <pctVal>0.000151652635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetConditional assetCat="OTHER" desc="WARRANTS TO EQUITY"/>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20200806</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="4264523559043"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-249327.10000000</valUSD>
        <pctVal>-0.06231231360</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="cash or currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
            </counterparties>
            <amtCurSold>2900000.00000000</amtCurSold>
            <curSold>AUD</curSold>
            <amtCurPur>1752354.00000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-06</settlementDt>
            <unrealizedAppr>-249327.10000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Appvion Operations Inc COM USD NPV</name>
        <lei>549300KG8GQ03SX7CT73</lei>
        <title>Appvion Operations Inc COM USD NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="45226Z"/>
          <other otherDesc="Internal Identifier" value="877482"/>
        </identifiers>
        <balance>18684.40000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>353175.14000000</valUSD>
        <pctVal>0.088266217679</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDEN NUGGET INC 6.75% 10/15/2024 144A</name>
        <lei>91D14OD6M4H1RVBN7R43</lei>
        <title>GOLDEN NUGGET INC 6.75% 10/15/2024 144A</title>
        <cusip>38113YAE9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="675849"/>
        </identifiers>
        <balance>1132000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>815040.00000000</valUSD>
        <pctVal>0.203696381510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PRIME SECURITY SERVICES BORROWER LLC 6.5% 09/12/2026 Term B-1 Facility</name>
        <lei>549300O6QPZVWXV2DC15</lei>
        <title>PRIME SECURITY SERVICES BORROWER LLC 6.5% 09/12/2026 Term B-1 Facility</title>
        <cusip>03765VAJ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1009867"/>
        </identifiers>
        <balance>124375.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119866.41000000</valUSD>
        <pctVal>0.029957246247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISH DBS Corp 7.375% 07/01/2028 144A</name>
        <lei>N/A</lei>
        <title>DISH DBS Corp 7.375% 07/01/2028 144A</title>
        <cusip>25470XAZ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1087261"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299625.00000000</valUSD>
        <pctVal>0.074882862571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESCO Distribution Inc 7.25% 06/15/2028 144A</name>
        <lei>549300I2CEZJG9N4AH67</lei>
        <title>WESCO Distribution Inc 7.25% 06/15/2028 144A</title>
        <cusip>95081QAP9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1074799"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>211414.00000000</valUSD>
        <pctVal>0.052836997939</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LYB INTL FINANCE BV 4.00% 07/15/2023</name>
        <lei>549300J6QSW38QNOJK61</lei>
        <title>LYB INTL FINANCE BV 4.00% 07/15/2023</title>
        <cusip>50247VAA7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="554852"/>
        </identifiers>
        <balance>1698000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1842819.65000000</valUSD>
        <pctVal>0.460561069986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>
      <explntrNote note="Used CNY (Onshore Yuan) instead of CNH (Offshore Yuan) for all base currency isocodes." noteItem="C.11.e.i"/>
      <explntrNote note="Used CNY (Onshore Yuan) instead of CNH (Offshore Yuan) for all base currency isocodes" noteItem="C.11.e.ii"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2020-07-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Robert Kubilis</ncom:nameOfApplicant>
      <ncom:signature>Robert Kubilis</ncom:signature>
      <ncom:signerName>Robert Kubilis</ncom:signerName>
      <ncom:title>Chief Financial Officer, Chief Accounting Officer and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
