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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ASCENTIAL PLC ORD GBP.01</name>
        <lei>213800VDXQDA7KD2IQ21</lei>
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          <ticker value="ASCL"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Ingersoll-Rand Inc COM USD 0.01</name>
        <lei>5299004C02FMZCUOIR50</lei>
        <title>Ingersoll-Rand Inc COM USD 0.01</title>
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        <identifiers>
          <ticker value="IR"/>
          <other otherDesc="Internal Identifier" value="807306"/>
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        <balance>5626.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>158203.12000000</valUSD>
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        <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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      </invstOrSec>
      <invstOrSec>
        <name>LAWSON INC ORD JPY NPV</name>
        <lei>529900IWO8XQO92PR233</lei>
        <title>LAWSON INC ORD JPY NPV</title>
        <cusip>000000000</cusip>
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          <isin value="JP3982100004"/>
          <other otherDesc="Internal Identifier" value="255362"/>
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        <balance>2000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.62000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <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>
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          <other otherDesc="Internal Identifier" value="597350"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>94500.50000000</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>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AstraZeneca PLC 3.375% 11/16/2025</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AstraZeneca PLC 3.375% 11/16/2025</title>
        <cusip>046353AL2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="933486"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>112464.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELCIA HOLDINGS CO LTD ORD JPY NPV SECOND EDITION</name>
        <lei>N/A</lei>
        <title>WELCIA HOLDINGS CO LTD ORD JPY NPV SECOND EDITION</title>
        <cusip>000000000</cusip>
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          <isin value="JP3274280001"/>
          <other otherDesc="Internal Identifier" value="428873"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAYERISCHE MOTOREN WERKE AG ORD EUR1</name>
        <lei>YEH5ZCD6E441RHVHD759</lei>
        <title>BAYERISCHE MOTOREN WERKE AG ORD EUR1</title>
        <cusip>000000000</cusip>
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          <isin value="DE0005190003"/>
          <other otherDesc="Internal Identifier" value="54438"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
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        <pctVal>0.069322401638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>EUR_USD_20200915</title>
        <cusip>000000000</cusip>
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          <other otherDesc="Internal Sec ID" value="1603223411021"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-3207.45000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co 2.393% 06/02/2028 *FIXED TO FLOAT*</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co 2.393% 06/02/2028 *FIXED TO FLOAT*</title>
        <cusip>95000U2S1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1074107"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>206802.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.39300000</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>GARMIN LTD ORD USD 10</name>
        <lei>2549001E0HIPIJQ0W046</lei>
        <title>GARMIN LTD ORD USD 10</title>
        <cusip>H2906T109</cusip>
        <identifiers>
          <ticker value="GRMN"/>
          <other otherDesc="Internal Identifier" value="210193"/>
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        <balance>4296.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>418860.00000000</valUSD>
        <pctVal>0.055729768048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>IMPERIAL BRANDS FINANCE PLC 4.25% 07/21/2025 144A</title>
        <cusip>453140AF2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="632081"/>
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        <balance>585000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>644552.95000000</valUSD>
        <pctVal>0.085758454850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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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>CHARLES SCHWAB CORP COM USD0.01</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>CHARLES SCHWAB CORP COM USD0.01</title>
        <cusip>808513105</cusip>
        <identifiers>
          <ticker value="SCHW"/>
          <other otherDesc="Internal Identifier" value="27711"/>
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        <balance>17831.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>601617.94000000</valUSD>
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        <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>TE CONNECTIVITY LTD ORD USD.57</name>
        <lei>894500ZRIX9K13RHXR17</lei>
        <title>TE CONNECTIVITY LTD ORD USD.57</title>
        <cusip>H84989104</cusip>
        <identifiers>
          <ticker value="TEL"/>
          <other otherDesc="Internal Identifier" value="390745"/>
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        <balance>10949.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>892890.95000000</valUSD>
        <pctVal>0.118800089615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</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>HANESBRANDS INC COM USD.01  W/I</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>HANESBRANDS INC COM USD.01  W/I</title>
        <cusip>410345102</cusip>
        <identifiers>
          <ticker value="HBI"/>
          <other otherDesc="Internal Identifier" value="369770"/>
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        <balance>5102.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57601.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>A2 MILK CO LTD ORD NZD NPV</name>
        <lei>529900PVC9CV0KFA2U62</lei>
        <title>A2 MILK CO LTD ORD NZD NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NZATME0002S8"/>
          <other otherDesc="Internal Identifier" value="562552"/>
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        <currencyConditional curCd="NZD" exchangeRt="1.55763240"/>
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        <pctVal>0.007259003860</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NZ</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Yara International ASA 3.148% 06/04/2030 144A</name>
        <lei>213800WKOUWXWFJ5Z514</lei>
        <title>Yara International ASA 3.148% 06/04/2030 144A</title>
        <cusip>984851AG0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1074536"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>104176.56000000</valUSD>
        <pctVal>0.013860801998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-06-04</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IDEXX LABORATORIES INC COM USD.1</name>
        <lei>OGMTXK0LUU1HKV2P0J84</lei>
        <title>IDEXX LABORATORIES INC COM USD.1</title>
        <cusip>45168D104</cusip>
        <identifiers>
          <ticker value="IDXX"/>
          <other otherDesc="Internal Identifier" value="31843"/>
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        <balance>645.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>212953.20000000</valUSD>
        <pctVal>0.028333649527</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group Inc/the 2.6% 02/07/2030</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc/the 2.6% 02/07/2030</title>
        <cusip>38141GXG4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1051224"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>313575.99000000</valUSD>
        <pctVal>0.041721618651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</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>CHEVRON CORP 2.355% 12/05/2022</name>
        <lei>N/A</lei>
        <title>CHEVRON CORP 2.355% 12/05/2022</title>
        <cusip>166764AB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="537026"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>104088.85000000</valUSD>
        <pctVal>0.013849132089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-05</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>VENTIA PTY LTD 6.5% 05/21/2026 Term B Loans</name>
        <lei>549300DFPWYJ2KFSLN90</lei>
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        <cusip>Q5642FAE1</cusip>
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          <other otherDesc="Internal Identifier" value="992321"/>
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        <curCd>USD</curCd>
        <valUSD>22050.00000000</valUSD>
        <pctVal>0.002933775928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</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>
      <invstOrSec>
        <name>UNILEVER PLC ORD GBP.0311</name>
        <lei>549300MKFYEKVRWML317</lei>
        <title>UNILEVER PLC ORD GBP.0311</title>
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          <other otherDesc="Internal Identifier" value="3019"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Transcontinental Gas Pipe Line Co LLC 7.85% 02/01/2026</name>
        <lei>N/A</lei>
        <title>Transcontinental Gas Pipe Line Co LLC 7.85% 02/01/2026</title>
        <cusip>893574AH6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1042113"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>521253.06000000</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>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GRIFOLS WORLDWIDE OPERATIONS USA INC 6.5% 11/15/2027 Dollar Tranche B Term Loan</name>
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        <cusip>39843PAG8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019865"/>
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        <balance>69825.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>67429.58000000</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>2027-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.10850000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SIX FLAGS ENTERTAINMENT CORP COM USD NPV</name>
        <lei>549300JYTDUAA4JQ3717</lei>
        <title>SIX FLAGS ENTERTAINMENT CORP COM USD NPV</title>
        <cusip>83001A102</cusip>
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          <ticker value="SIX"/>
          <other otherDesc="Internal Identifier" value="483381"/>
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        <balance>1814.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34846.94000000</valUSD>
        <pctVal>0.004636422392</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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      <invstOrSec>
        <name>U S TREASURY NOTE/BOND I/L 0.125% 07/15/2024 INDEX LINKED TO CPURNSA</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U S TREASURY NOTE/BOND I/L 0.125% 07/15/2024 INDEX LINKED TO CPURNSA</title>
        <cusip>912828WU0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="583072"/>
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        <curCd>USD</curCd>
        <valUSD>903608.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Alibaba Group Holding Ltd ORD HKD 0.000003125</name>
        <lei>5493001NTNQJDH60PM02</lei>
        <title>Alibaba Group Holding Ltd ORD HKD 0.000003125</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KYG017191142"/>
          <other otherDesc="Internal Identifier" value="1022256"/>
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        <balance>12900</balance>
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        <pctVal>0.046313556751</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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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>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>196630.00000000</valUSD>
        <pctVal>0.026161830424</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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          <areIntrstPmntsInArrs>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>MANPOWERGROUP INC COM USD.01</name>
        <lei>ERO1WSFOSR0JJ6CRQ987</lei>
        <title>MANPOWERGROUP INC COM USD.01</title>
        <cusip>56418H100</cusip>
        <identifiers>
          <ticker value="MAN"/>
          <other otherDesc="Internal Identifier" value="17109"/>
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        <balance>57.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3918.75000000</valUSD>
        <pctVal>0.000521393851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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>
        <cusip>79765R5B1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1032381"/>
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        <balance>105000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112533.75000000</valUSD>
        <pctVal>0.014972735007</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.47300000</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>ATLASSIAN CORP PLC ORD USD.1</name>
        <lei>549300AGBII4MWBVJY22</lei>
        <title>ATLASSIAN CORP PLC ORD USD.1</title>
        <cusip>G06242104</cusip>
        <identifiers>
          <ticker value="TEAM"/>
          <other otherDesc="Internal Identifier" value="619267"/>
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        <balance>1000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>180270.00000000</valUSD>
        <pctVal>0.023985115041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 04/01/2031</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital 2.8% 04/01/2031</title>
        <cusip>161175BU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1061186"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203197.47000000</valUSD>
        <pctVal>0.027035639285</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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          <areIntrstPmntsInArrs>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>MCCORMICK &amp; CO INC COM NPV</name>
        <lei>549300JQQA6MQ4OJP259</lei>
        <title>MCCORMICK &amp; CO INC COM NPV</title>
        <cusip>579780206</cusip>
        <identifiers>
          <ticker value="MKC"/>
          <other otherDesc="Internal Identifier" value="200568"/>
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        <balance>6000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1076460.00000000</valUSD>
        <pctVal>0.143224146764</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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SGS SA REGD CHF1</name>
        <lei>2138007JNS19JHNA2336</lei>
        <title>SGS SA REGD CHF1</title>
        <cusip>H7485A108</cusip>
        <identifiers>
          <ticker value="SGSN"/>
          <other otherDesc="Internal Identifier" value="32510"/>
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        <balance>267.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="CHF" exchangeRt="0.95165000"/>
        <valUSD>654054.84000000</valUSD>
        <pctVal>0.087022691410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HOLLYFRONTIER CORP COM USD.01</name>
        <lei>549300J3U2WK73C9ZK26</lei>
        <title>HOLLYFRONTIER CORP COM USD.01</title>
        <cusip>436106108</cusip>
        <identifiers>
          <ticker value="HFC"/>
          <other otherDesc="Internal Identifier" value="223249"/>
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        <balance>2216.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64707.20000000</valUSD>
        <pctVal>0.008609361712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 3.125% 02/15/2042</title>
        <cusip>912810QU5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="514574"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>678837.89000000</valUSD>
        <pctVal>0.090320102545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>307442.50000000</valUSD>
        <pctVal>0.040905551289</pctVal>
        <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>
          <annualizedRt>2.84800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Credit Suisse Group Funding Guernsey Ltd 3.8% 06/09/2023</name>
        <lei>549300PXR5FKNXF0OH19</lei>
        <title>Credit Suisse Group Funding Guernsey Ltd 3.8% 06/09/2023</title>
        <cusip>225433AT8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1067768"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>431081.49000000</valUSD>
        <pctVal>0.057355850278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-09</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AVON PRODUCTS INC 5.00% 03/20/2023 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <name>Aflac Inc 3.6% 04/01/2030</name>
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        <name>JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc 5.5% 01/15/2030 144A</name>
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        <name>Standard Chartered PLC 4.05% 04/12/2026 144A</name>
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        <name>FASTENAL CO COM USD.01</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Massachusetts State College Building Authority</name>
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        <name>YANGZIJIANG SHIPBUILDING HOLDINGS LTD ORD SGD NPV</name>
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        <name>METLIFE INC 5.70% 06/15/2035</name>
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        <name>TransCanada PipeLines Ltd 4.875% 05/15/2048</name>
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        <name>IFT MONEY MARKET PORTFOLIO OEMF-SWEEP MONEY MARKET PORTFOLIO</name>
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          <ticker value="INFXX"/>
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        <name>ATMOS ENERGY CORP COM NPV</name>
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        <name>ROBERT HALF INTERNATIONAL INC COM USD.001</name>
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        <name>TWILIO INC COM USD NPV CL A</name>
        <lei>5493004W8TRGD63APX93</lei>
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        <name>WATSCO INC COM USD.5</name>
        <lei>549300F1Y3LN5BX5WN75</lei>
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        <name>GAMING AND LEISURE PROPERTIES INC REIT USD NPV</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Provident Funding Mortgage Trust 2020-1 FRN 144A 2020-1 A3</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MTU AERO ENGINES AG ORD EUR1</name>
        <lei>529900807L67JY81RD65</lei>
        <title>MTU AERO ENGINES AG ORD EUR1</title>
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        <name>ANDRITZ AG ORD EUR NPV</name>
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        <name>Goodman Group REIT AUD NPV</name>
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        <name>WHIRLPOOL CORP COM USD1</name>
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        <name>Colbun Sa 3.15% 03/06/2030 144A</name>
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        <name>PAYCHEX INC COM USD.01</name>
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        <name>HONG KONG EXCHANGES AND CLEARING LTD ORD HKD NPV</name>
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        <name>Abbvie Inc 3.8% 03/15/2025 144A</name>
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        <name>SHINSEI BANK LTD ORD JPY NPV</name>
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        <name>UNITED STATES TREASURY NOTE/BOND 2.25% 08/15/2027</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Novelis Corp 4.75% 01/30/2030 144A</name>
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        <name>NATIXIS SA ORD EUR11.2</name>
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        <name>STAPLES INC 6.50% 04/12/2026 2019 Refinancing Term B-1 Loans</name>
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        <name>GENTEX CORP COM USD.06</name>
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        <name>EVERGY INC COM USD NPV</name>
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        <name>Dynasty Acquisition Co Inc 6.5% 04/04/2026 Initial Term B-2 Loan (CAD)</name>
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        <name>Softbank Corp ORD JPY 1</name>
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        <name>HOME DEPOT INC COM USD0.05</name>
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        <name>BPCE SA 5.70% 10/22/2023 144A</name>
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        <name>Fedex Corp 3.8% 05/15/2025</name>
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        <name>RED ELECTRICA CORP SA ORD EUR.5</name>
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      <invstOrSec>
        <name>N/A</name>
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        <title>USD_MXN_20200723</title>
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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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        <fairValLevel>1</fairValLevel>
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      <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>
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          <other otherDesc="Internal Identifier" value="601426"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <name>DOVER CORP COM USD1</name>
        <lei>549300FMC2ALGA7N9E80</lei>
        <title>DOVER CORP COM USD1</title>
        <cusip>260003108</cusip>
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          <ticker value="DOV"/>
          <other otherDesc="Internal Identifier" value="29689"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SEVEN &amp; I HOLDINGS CO LTD ORD JPY NPV</name>
        <lei>52990037G8JRM3TWGY86</lei>
        <title>SEVEN &amp; I HOLDINGS CO LTD ORD JPY NPV</title>
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        <name>MONOLITHIC POWER SYSTEMS INC COM USD1</name>
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        <name>10X Genomics Inc COM USD 1 CL A</name>
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          <ticker value="TXG"/>
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        <name>City &amp; County Honolulu HI Wastewater System Revenue</name>
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        <name>Fannie Mae or Freddie Mac 3% 06/01/2050 FNL</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>TEMPLETON GLOBAL BOND VIP FUND OEMF USD NPV CL 1 TIS A/C # 4827</name>
        <lei>V3KXZG7K26O0II8UD472</lei>
        <title>TEMPLETON GLOBAL BOND VIP FUND OEMF USD NPV CL 1 TIS A/C # 4827</title>
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          <ticker value="TEGLVIP"/>
          <other otherDesc="Internal Identifier" value="44335"/>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
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        <name>Jpmorgan Chase &amp; Co 4.493% 03/24/2031 *FIXED TO FLOAT*</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>Jpmorgan Chase &amp; Co 4.493% 03/24/2031 *FIXED TO FLOAT*</title>
        <cusip>46647PBJ4</cusip>
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          <other otherDesc="Internal Identifier" value="1056874"/>
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        <curCd>USD</curCd>
        <valUSD>489649.55000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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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>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693278"/>
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        <balance>280000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>389.15000000</valUSD>
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        <issuerConditional desc="Cross Currency" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>BURLINGTON NORTHERN SANTA FE LLC 4.90% 04/01/2044</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>Westlake Chemical Corp 3.375% 06/15/2030</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HARGREAVES LANSDOWN PLC ORD GBP.004</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MASTERCARD INC COM USD.0001 CL A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Angolan Government International Bond 8.25% 05/09/2028 144A</name>
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        <title>Angolan Government International Bond 8.25% 05/09/2028 144A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MORNINGSTAR INC COM USD1</name>
        <lei>529900YGNQPOVAXQ7F29</lei>
        <title>MORNINGSTAR INC COM USD1</title>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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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>CHENIERE CORPUS CHRISTI HLDGS LLC 5.125% 06/30/2027</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CVS Health Corp 5.3% 12/05/2043</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS Health Corp 5.3% 12/05/2043</title>
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          <other otherDesc="Internal Identifier" value="972057"/>
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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>N/A</name>
        <lei>N/A</lei>
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        <name>California Health Facilities Financing Authority</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SHIONOGI &amp; CO LTD ORD JPY NPV</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <lei>549300K2RLMQL149Q332</lei>
        <title>O'REILLY AUTOMOTIVE INC COM USD.01</title>
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          <ticker value="ORLY"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>VISA INC COM USD NPV CL A</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC COM USD NPV CL A</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>FEDEX CORP 4.75% 11/15/2045</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FEDEX CORP 4.75% 11/15/2045</title>
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        <identifiers>
          <other otherDesc="Internal Identifier" value="640660"/>
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        <valUSD>110386.73000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SKYWORKS SOLUTIONS INC COM USD1</name>
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        <name>GOVT NATL MORTG ASSN 3.00% 09/20/2047 SF2 G2SF</name>
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        <name>Cigna Corp 4.375% 10/15/2028</name>
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        <name>FORTESCUE METALS GROUP LTD ORD AUD NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>HWUPKR0MPOU8FGXBT394</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SPROUTS FARMERS MARKET INC COM USD.001</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>KEYWORDS STUDIOS PLC ORD GBP.0001</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Public Service Enterprise Group Inc 2.875% 06/15/2024</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CIMAREX ENERGY CO COM USD.01</name>
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          <ticker value="XEC"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CSX Corp 4.75% 11/15/2048</name>
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        <cusip>126408HN6</cusip>
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          <other otherDesc="Internal Identifier" value="980436"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-11-15</maturityDt>
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        <name>CAPITALAND MALL TRUST REIT SGD1</name>
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        <title>CAPITALAND MALL TRUST REIT SGD1</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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          <other otherDesc="Internal Identifier" value="1075144"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Fox Corp 5.476% 01/25/2039</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>Fox Corp 5.476% 01/25/2039</title>
        <cusip>35137LAJ4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058433"/>
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        <balance>520000.00000000</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>
        <debtSec>
          <maturityDt>2039-01-25</maturityDt>
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      <invstOrSec>
        <name>Republic of Belarus International Bond 7.625% 06/29/2027 144A</name>
        <lei>635400CVCOWYLHF4ZB08</lei>
        <title>Republic of Belarus International Bond 7.625% 06/29/2027 144A</title>
        <cusip>07737JAA1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1014392"/>
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        <curCd>USD</curCd>
        <valUSD>206855.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-29</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.9% 02/01/2046</name>
        <lei>N/A</lei>
        <title>Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc 4.9% 02/01/2046</title>
        <cusip>03522AAJ9</cusip>
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          <other otherDesc="Internal Identifier" value="984377"/>
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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>PEUGEOT SA ORD EUR1</name>
        <lei>969500TZ5950IT5FPQ42</lei>
        <title>PEUGEOT SA ORD EUR1</title>
        <cusip>F72313111</cusip>
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          <ticker value="UG"/>
          <other otherDesc="Internal Identifier" value="54173"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Surf Holdings LLC 6.5% 03/05/2027 Dollar Tranche Term Loan</name>
        <lei>N/A</lei>
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        <cusip>86875TAB3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038404"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Abbvie Inc 4.85% 06/15/2044 144A</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>Abbvie Inc 4.85% 06/15/2044 144A</title>
        <cusip>00287YCM9</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Provident Funding Mortgage Trust 2019-1 FRN 12/25/2049 144A 2019-1 A2</name>
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          <other otherDesc="Internal Identifier" value="1025543"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Walt Disney Co/The COM USD.01</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>Walt Disney Co/The COM USD.01</title>
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          <ticker value="DIS"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>NVIDIA CORP COM USD.001</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA CORP COM USD.001</title>
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          <ticker value="NVDA"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ANTHEM INC 4.101% 03/01/2028</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CABOT OIL &amp; GAS CORP COM A USD.1</name>
        <lei>FCNMH6O7VWU7LHXMK351</lei>
        <title>CABOT OIL &amp; GAS CORP COM A USD.1</title>
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          <ticker value="COG"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20200806</title>
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        <name>Schlumberger Investment SA 2.4% 08/01/2022 144A</name>
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        <name>Freddie Mac Pool 4% 07/01/2049 FNL</name>
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        <name>GOVT NATL MORTG ASSN 3.5% 12/20/2049 SF2</name>
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        <name>ORIX CORP ORD JPY NPV</name>
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        <name>CIM Trust 2019-INV2 FRN 05/25/2049 144A 2019-INV2 A3</name>
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        <name>N/A</name>
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        <name>BNP Paribas SA 3.052% 01/13/2031 *FIXED TO FLOAT* 144A</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GENUINE PARTS CO COM USD1</name>
        <lei>549300D46DQVEU651W04</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Wells Fargo Bank NA FRN 09/09/2022  *FIXED TO FLOAT*</name>
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        <name>RZD CAPITAL PLC (RUSSIAN RAILWAYS) 5.70% 04/05/2022 REGS</name>
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        <name>TELEFLEX INC COM USD1</name>
        <lei>UUL85LWXB4NGSWWXIQ25</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Diamond Sports Group LLC 6.5% 08/24/2026 Term Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SONY CORP ORD JPY NPV</name>
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        <name>UBIQUITI INC COM USD NPV</name>
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        <name>TOHO GAS CO LTD ORD JPY1</name>
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        <name>Altice France SA/France 5.5% 01/15/2028 144A</name>
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      <invstOrSec>
        <name>CNAC HK Finbridge Co Ltd 3.875% 06/19/2029 REG S</name>
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          <isin value="XS2011969735"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NETFLIX INC 4.875% 04/15/2028</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TJX COS INC COM USD1</name>
        <lei>V167QI9I69W364E2DY52</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Federal Farm Credit Banks Funding Corp 2.86% 07/11/2028</name>
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        <cusip>3133EH6N8</cusip>
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          <other otherDesc="Internal Identifier" value="980442"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Exxon Mobil Corp 3.294% 03/19/2027</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>Exxon Mobil Corp 3.294% 03/19/2027</title>
        <cusip>30231GBJ0</cusip>
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          <other otherDesc="Internal Identifier" value="1067766"/>
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        <valUSD>449478.74000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOTE FRN 08/25/2029 HQA1 M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1276423447197"/>
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        <name>Mexican Bonos 8.5% 05/31/2029</name>
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        <title>Mexican Bonos 8.5% 05/31/2029</title>
        <cusip>000000000</cusip>
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          <isin value="MX0MGO0000H9"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ALLIANT ENERGY CORP COM USD.01</name>
        <lei>5493009ML300G373MZ12</lei>
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          <ticker value="LNT"/>
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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>NITORI HOLDINGS CO LTD ORD JPY NPV</name>
        <lei>N/A</lei>
        <title>NITORI HOLDINGS CO LTD ORD JPY NPV</title>
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          <isin value="JP3756100008"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HIKMA PHARMACEUTICALS PLC ORD GBP.1</name>
        <lei>549300BNS685UXH4JI75</lei>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Salt Lake City Corp</name>
        <lei>549300CRGKV67DRSGT85</lei>
        <title>Salt Lake City Corp</title>
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          <other otherDesc="Internal Identifier" value="1024516"/>
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        <curCd>USD</curCd>
        <valUSD>127242.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 3.5% FNL</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Vistra Operations Co LLC 3.55% 07/15/2024 144A</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
        <title>Vistra Operations Co LLC 3.55% 07/15/2024 144A</title>
        <cusip>92840VAD4</cusip>
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          <other otherDesc="Internal Identifier" value="987966"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EXPERIAN PLC ORD USD.1</name>
        <lei>635400RXXHHYT1JTSZ26</lei>
        <title>EXPERIAN PLC ORD USD.1</title>
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          <isin value="GB00B19NLV48"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>AMGEN INC COM USD.0001</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC COM USD.0001</title>
        <cusip>031162100</cusip>
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          <ticker value="AMGN"/>
          <other otherDesc="Internal Identifier" value="17517"/>
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        <curCd>USD</curCd>
        <valUSD>2897304.24000000</valUSD>
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        <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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      <invstOrSec>
        <name>TOSOH CORP ORD JPY NPV</name>
        <lei>529900YSLFVJF2MDBX02</lei>
        <title>TOSOH CORP ORD JPY NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3595200001"/>
          <other otherDesc="Internal Identifier" value="300074"/>
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        <balance>31200</balance>
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        <currencyConditional curCd="JPY" exchangeRt="0.00000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A CR 144A</name>
        <lei>N/A</lei>
        <title>Octagon Investment Partners XVI Ltd FRN 07/17/2030 2013-1A CR 144A</title>
        <cusip>67590BAW0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690153"/>
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        <valUSD>787623.57000000</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>2030-07-17</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SHIN-ETSU CHEMICAL CO LTD ORD JPY NPV</name>
        <lei>353800PX8Q64N86H5W41</lei>
        <title>SHIN-ETSU CHEMICAL CO LTD ORD JPY NPV</title>
        <cusip>000000000</cusip>
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          <isin value="JP3371200001"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Capital One Financial Corp 3.2% 01/30/2023</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corp 3.2% 01/30/2023</title>
        <cusip>14040HBU8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1015818"/>
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        <curCd>USD</curCd>
        <valUSD>210785.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-30</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NIKE INC COM B NPV</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NIKE INC COM B NPV</title>
        <cusip>654106103</cusip>
        <identifiers>
          <ticker value="NKE"/>
          <other otherDesc="Internal Identifier" value="3790"/>
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        <balance>40608.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3981614.40000000</valUSD>
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        <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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      <invstOrSec>
        <name>OMEGA HEALTHCARE INVESTORS INC REAL ESTATE INVESTMENT TRUST USD.1</name>
        <lei>549300OJ7ENK42CZ8E73</lei>
        <title>OMEGA HEALTHCARE INVESTORS INC REAL ESTATE INVESTMENT TRUST USD.1</title>
        <cusip>681936100</cusip>
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          <ticker value="OHI"/>
          <other otherDesc="Internal Identifier" value="28745"/>
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        <curCd>USD</curCd>
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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>WH GROUP LTD ORD HKD.0001 REG S</name>
        <lei>254900A4AYEDRWYSE928</lei>
        <title>WH GROUP LTD ORD HKD.0001 REG S</title>
        <cusip>G96007102</cusip>
        <identifiers>
          <ticker value="288"/>
          <other otherDesc="Internal Identifier" value="582866"/>
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        <balance>435500.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.75045000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>APPLIED MATERIALS INC COM USD.01</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
        <title>APPLIED MATERIALS INC COM USD.01</title>
        <cusip>038222105</cusip>
        <identifiers>
          <ticker value="AMAT"/>
          <other otherDesc="Internal Identifier" value="29444"/>
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        <balance>25796.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1559368.20000000</valUSD>
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        <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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      <invstOrSec>
        <name>Air Products And Chemicals Inc 2.7% 05/15/2040</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>Air Products And Chemicals Inc 2.7% 05/15/2040</title>
        <cusip>009158AZ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1066462"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>425811.56000000</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>2040-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Marsh &amp; McLennan Cos Inc 4.375% 03/15/2029</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>Marsh &amp; McLennan Cos Inc 4.375% 03/15/2029</title>
        <cusip>571748BG6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="972062"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>482554.64000000</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>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>130591.12000000</valUSD>
        <pctVal>0.017375287272</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>
          <annualizedRt>0.54525000</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>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>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>558276.17000000</valUSD>
        <pctVal>0.074279237600</pctVal>
        <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>
          <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>AGL ENERGY LTD ORD AUD NPV</name>
        <lei>549300QAZ8A74DEDXO80</lei>
        <title>AGL ENERGY LTD ORD AUD NPV</title>
        <cusip>Q01630195</cusip>
        <identifiers>
          <ticker value="AGL"/>
          <other otherDesc="Internal Identifier" value="372525"/>
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        <balance>28153.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.45687650"/>
        <valUSD>333006.06000000</valUSD>
        <pctVal>0.044306810109</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DUKE ENERGY CORP 3.75% 09/01/2046</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP 3.75% 09/01/2046</title>
        <cusip>26441CAT2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="642479"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>226868.07000000</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>2046-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MAGELLAN FINANCIAL GROUP LTD ORD AUD NPV</name>
        <lei>549300X5WFW6USQQ9U26</lei>
        <title>MAGELLAN FINANCIAL GROUP LTD ORD AUD NPV</title>
        <cusip>Q5713S107</cusip>
        <identifiers>
          <ticker value="MFG"/>
          <other otherDesc="Internal Identifier" value="567335"/>
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        <balance>5399.00000000</balance>
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        <currencyConditional curCd="AUD" exchangeRt="1.45687650"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DAIWA SECURITIES GROUP INC ORD JPY NPV</name>
        <lei>353800WRC7Y23PWFJG38</lei>
        <title>DAIWA SECURITIES GROUP INC ORD JPY NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3502200003"/>
          <other otherDesc="Internal Identifier" value="7167"/>
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        <balance>33500.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.62000000"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MARKETAXESS HOLDINGS INC COM USD.003</name>
        <lei>5493002U1CA1XJOVID83</lei>
        <title>MARKETAXESS HOLDINGS INC COM USD.003</title>
        <cusip>57060D108</cusip>
        <identifiers>
          <ticker value="MKTX"/>
          <other otherDesc="Internal Identifier" value="320317"/>
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        <curCd>USD</curCd>
        <valUSD>553516.60000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>REATA PHARMACEUTICALS INC COM USD.001</name>
        <lei>5299005F094GH9QDDD80</lei>
        <title>REATA PHARMACEUTICALS INC COM USD.001</title>
        <cusip>75615P103</cusip>
        <identifiers>
          <ticker value="RETA"/>
          <other otherDesc="Internal Identifier" value="634806"/>
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        <balance>700.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>109214.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>PHILLIPS 66 COM USD NPV</name>
        <lei>5493005JBO5YSIGK1814</lei>
        <title>PHILLIPS 66 COM USD NPV</title>
        <cusip>718546104</cusip>
        <identifiers>
          <ticker value="PSX"/>
          <other otherDesc="Internal Identifier" value="518551"/>
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        <balance>10544.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>758113.60000000</valUSD>
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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>United States Treasury Note/Bond 3% 02/15/2049</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>United States Treasury Note/Bond 3% 02/15/2049</title>
        <cusip>912810SF6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="960691"/>
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        <balance>2150000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2967461.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2049-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>222360.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GILEAD SCIENCES INC 3.25% 09/01/2022</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILEAD SCIENCES INC 3.25% 09/01/2022</title>
        <cusip>375558BC6</cusip>
        <identifiers>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 11/25/2024 2014-C04 2M2</name>
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        <name>ASTRAZENECA PLC 4.375% 11/16/2045</name>
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        <name>AVIS BUDGET CAR RENTAL LLC 3.42% 08/06/2027 Tranche B Term Loans</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.00% 04/15/2025 2019-3 A</name>
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        <name>Maricopa County Union High School District No 210-Phoenix</name>
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        <name>SEMPRA ENERGY COM USD NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>VALVOLINE INC COM USD.01</name>
        <lei>549300CMHPBEY6VPOT75</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>PRIVATE EXPORT FUNDING CORP 2.80% 05/15/2022</name>
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      <invstOrSec>
        <name>United States Treasury Note/Bond 2.25% 08/15/2049</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <other otherDesc="Internal Identifier" value="1001329"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WALGREENS BOOTS ALLIANCE INC 3.80% 11/18/2024</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Walmart Inc 3.55% 06/26/2025</name>
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          <ticker value="VIE"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PERSOL HOLDINGS CO LTD ORD JPY NPV</name>
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        <name>DTE ENERGY CO COM NPV</name>
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        <name>ALLIANZ SE ORD NPV</name>
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        <title>ALLIANZ SE ORD NPV</title>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Party City Holdings Inc 6.625% 08/01/2026 144A</name>
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        <name>RWJ BARNABAS HEALTH INC</name>
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        <name>BRISTOL-MYERS SQUIBB CO COM USD0.1</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>FIAT CHRYSLER AUTOMOBILES NV ORD EUR.01</name>
        <lei>549300LKT9PW7ZIBDF31</lei>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>EMERSON ELECTRIC CO COM USD1</name>
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        <name>INDUSTRIA DE DISENO TEXTIL SA ORD EUR.03</name>
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        <name>Metro Wastewater Reclamation District</name>
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        <name>NIPPON TELEGRAPH &amp; TELEPHONE CORP ORD JPY NPV</name>
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        <name>3I GROUP PLC ORD GBP.7386</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SAP SE ORD EUR NPV</name>
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        <name>AMERICAN EXPRESS CREDIT ACCOUNT MASTER TRUST 2.87% 10/15/2024 2019-1 A</name>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 4% 05/01/2047 FNL</name>
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        <name>HOYA CORP ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>STRYKER CORP COM USD.1</name>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>MORGAN STANLEY 4.875% 11/01/2022</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 4.875% 11/01/2022</title>
        <cusip>6174824M3</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-01</maturityDt>
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      <invstOrSec>
        <name>SVB Financial Group 3.125% 06/05/2030</name>
        <lei>549300D2KJ20JMXE7542</lei>
        <title>SVB Financial Group 3.125% 06/05/2030</title>
        <cusip>78486QAE1</cusip>
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          <other otherDesc="Internal Identifier" value="1075408"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>S&amp;P500 EMINI FUT  Sep20 Sep 20 Future</title>
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          <ticker value="ESU0"/>
          <other otherDesc="Internal Identifier" value="1025149"/>
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        <issuerConditional desc="Index" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      <invstOrSec>
        <name>B&amp;G FOODS INC 6.5% 10/10/2026 Tranche B-4 Term Loan</name>
        <lei>549300TRW1LZMDJZAQ78</lei>
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        <cusip>05508TAU6</cusip>
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          <other otherDesc="Internal Identifier" value="1011005"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Exelon Corp 4.05% 04/15/2030</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>Exelon Corp 4.05% 04/15/2030</title>
        <cusip>30161NAX9</cusip>
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          <other otherDesc="Internal Identifier" value="1058440"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DOMINION ENERGY INC COM USD NPV</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC COM USD NPV</title>
        <cusip>25746U109</cusip>
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          <ticker value="D"/>
          <other otherDesc="Internal Identifier" value="182154"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>NU SKIN ENTERPRISES INC COM USD.001</name>
        <lei>54930050DETB6CP71D38</lei>
        <title>NU SKIN ENTERPRISES INC COM USD.001</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>nVent Electric PLC ORD USD 0.01</name>
        <lei>N/A</lei>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

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        <fairValLevel>1</fairValLevel>
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        <name>MERCK &amp; CO INC COM USD.5</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>UNITED STATES TREASURY NOTE/BOND 2.75% 11/15/2047</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMADA CO LTD ORD JPY NPV</name>
        <lei>529900QF5O6TQGCPDX85</lei>
        <title>AMADA CO LTD ORD JPY NPV</title>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDEX CORP 5.10% 01/15/2044</name>
        <lei>549300E707U7WNPZN687</lei>
        <title>FEDEX CORP 5.10% 01/15/2044</title>
        <cusip>31428XAW6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="578507"/>
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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 01/25/2030 2017-C05 1M2</name>
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        <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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      <invstOrSec>
        <name>Towd Point Mortgage Trust 2015-5 FRN 05/25/2055 144A 2015-5 A1B</name>
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        <cusip>89171VAK3</cusip>
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          <other otherDesc="Internal Identifier" value="981046"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States International Development Finance Corp 2.12% 03/20/2024</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Identifier" value="999942"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GAP INC COM USD.05</name>
        <lei>T2ZG1WRWZ4BUCMQL9224</lei>
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          <ticker value="GPS"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CINEMARK HOLDINGS INC COM USD.001</name>
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          <ticker value="CNK"/>
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        <name>N/A</name>
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        <name>GOVT NATL MORTG ASSN 3% 02/20/2050 SF2</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GALP ENERGIA SGPS SA ORD EUR1  B SHRS</name>
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          <isin value="PTGAL0AM0009"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AIA GROUP LTD ORD USD1 (HKE)</name>
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          <isin value="HK0000069689"/>
          <other otherDesc="Internal Identifier" value="479386"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PREMIER INC COM USD NPV CL A</name>
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          <ticker value="PINC"/>
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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>Lloyds Banking Group PLC 3.87% 07/09/2025</name>
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        <cusip>53944YAL7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1059012"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JOHNSON MATTHEY PLC ORD GBP1.109245</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HONEYWELL INTERNATIONAL INC COM USD1</name>
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        <name>FOOT LOCKER INC COM USD.01</name>
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        <fairValLevel>1</fairValLevel>
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        <name>PERUVIAN GOVERNMENT INTERNATIONAL BOND 6.55% 03/14/2037</name>
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          <other otherDesc="Internal Identifier" value="690016"/>
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        <invCountry>PE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Phoenix Guarantor Inc 6.5% 03/05/2026 Tranche B-1 Term Loan</name>
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          <other otherDesc="Internal Identifier" value="1040644"/>
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        <name>URUGUAY REPUBLIC OF 3.70% 06/26/2037 INDEX LINKED</name>
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        <name>FUCHS PETROLUB SE PRF EUR NPV</name>
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        <title>FUCHS PETROLUB SE PRF EUR NPV</title>
        <cusip>D27462122</cusip>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CITIBANK NA CCS RV USD 3M+ 1.23% PY EUR 1.07% 09/17/21</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DISCOVER CARD EXECUTION NOTE TRUST 3.04% 07/15/2024 2019-A1 A1</name>
        <lei>549300CKCX1QE4RUW216</lei>
        <title>DISCOVER CARD EXECUTION NOTE TRUST 3.04% 07/15/2024 2019-A1 A1</title>
        <cusip>254683CK9</cusip>
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          <other otherDesc="Internal Identifier" value="959396"/>
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        <curCd>USD</curCd>
        <valUSD>520603.80000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.04000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>EXPEDITORS INTERNATIONAL OF WASHINGTON INC COM USD0.01</name>
        <lei>984500B055A804AB6E40</lei>
        <title>EXPEDITORS INTERNATIONAL OF WASHINGTON INC COM USD0.01</title>
        <cusip>302130109</cusip>
        <identifiers>
          <ticker value="EXPD"/>
          <other otherDesc="Internal Identifier" value="29742"/>
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        <balance>5057.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>384534.28000000</valUSD>
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        <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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      <invstOrSec>
        <name>SANTEN PHARMACEUTICAL CO LTD ORD JPY1</name>
        <lei>529900TPT3I7C17MIM03</lei>
        <title>SANTEN PHARMACEUTICAL CO LTD ORD JPY1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3336000009"/>
          <other otherDesc="Internal Identifier" value="57601"/>
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        <balance>50000.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.62000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KIRIN HOLDINGS CO LTD ORD JPY NPV</name>
        <lei>353800GBVL72LLMTYM96</lei>
        <title>KIRIN HOLDINGS CO LTD ORD JPY NPV</title>
        <cusip>497350108</cusip>
        <identifiers>
          <ticker value="2503"/>
          <other otherDesc="Internal Identifier" value="39399"/>
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        <balance>39900.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.62000000"/>
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        <pctVal>0.111906823167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OBAYASHI CORP ORD JPY NPV</name>
        <lei>529900YT4O5S0LCXWD54</lei>
        <title>OBAYASHI CORP ORD JPY NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3190000004"/>
          <other otherDesc="Internal Identifier" value="21922"/>
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        <balance>27400.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.62000000"/>
        <valUSD>257599.97000000</valUSD>
        <pctVal>0.034273949714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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>MANPOWERGROUP INC STRIKE 65 EXPIRES 07/17/20 PUTS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <ticker value="MAN 7 P65"/>
          <other otherDesc="Internal Identifier" value="1087173"/>
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        <balance>-19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2897.50000000</valUSD>
        <pctVal>-0.00038551545</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>Susquehanna International Group</counterpartyName>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
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                  <cusip value="56418H100"/>
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                  <ticker value="MAN 7 P65"/>
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            <shareNo>100.00000000</shareNo>
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            <unrealizedAppr>1528.66000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PFIZER INC COM USD.05</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFIZER INC COM USD.05</title>
        <cusip>717081103</cusip>
        <identifiers>
          <ticker value="PFE"/>
          <other otherDesc="Internal Identifier" value="971"/>
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        <balance>70822.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2315879.40000000</valUSD>
        <pctVal>0.308130214847</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>AVON PRODUCTS INC 5.00% 03/20/2023 CDS</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="693794"/>
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        <balance>-125000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1166.34000000</valUSD>
        <pctVal>-0.00015518277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>CITIBANK NA</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="125000.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>8724.30000000</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ABBVIE INC COM USD NPV</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC COM USD NPV</title>
        <cusip>00287Y109</cusip>
        <identifiers>
          <ticker value="ABBV"/>
          <other otherDesc="Internal Identifier" value="537642"/>
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        <balance>25727.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2525876.86000000</valUSD>
        <pctVal>0.336070600027</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MATTHEWS INTL CORP COM USD1 CLASS A</name>
        <lei>549300ZVC5O0ATML6U61</lei>
        <title>MATTHEWS INTL CORP COM USD1 CLASS A</title>
        <cusip>577128101</cusip>
        <identifiers>
          <ticker value="MATW"/>
          <other otherDesc="Internal Identifier" value="217563"/>
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        <balance>5800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>110780.00000000</valUSD>
        <pctVal>0.014739396706</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gilroy Unified School District</name>
        <lei>N/A</lei>
        <title>Gilroy Unified School District</title>
        <cusip>376087GM8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1022108"/>
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        <balance>290000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>298035.90000000</valUSD>
        <pctVal>0.039653993165</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.36400000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Simon Property Group LP 3.375% 12/01/2027</name>
        <lei>MR92GTD0MJTTTTQDVG45</lei>
        <title>Simon Property Group LP 3.375% 12/01/2027</title>
        <cusip>828807DE4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1015812"/>
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        <balance>595000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>632296.66000000</valUSD>
        <pctVal>0.084127742443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Truist Financial Corp 3.875% 03/19/2029</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corp 3.875% 03/19/2029</title>
        <cusip>05531GAB7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="972708"/>
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        <balance>1660000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1884068.76000000</valUSD>
        <pctVal>0.250677350385</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101046.83000000</valUSD>
        <pctVal>0.013444388096</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>
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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>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>197812.00000000</valUSD>
        <pctVal>0.026319096779</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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COVESTRO AG ORD EUR NPV</name>
        <lei>3912005AWHKLQ1CPLV11</lei>
        <title>COVESTRO AG ORD EUR NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE0006062144"/>
          <other otherDesc="Internal Identifier" value="800980"/>
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        <balance>12999.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>495065.00000000</valUSD>
        <pctVal>0.065868924268</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BA Credit Card Trust 3.1% 12/15/2023 2018-A3 A3</name>
        <lei>5493006DQ60M1CRKHH19</lei>
        <title>BA Credit Card Trust 3.1% 12/15/2023 2018-A3 A3</title>
        <cusip>05522RDA3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024783"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>514199.90000000</valUSD>
        <pctVal>0.068414843044</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES TREASURY NOTE/BOND 2.125% 03/31/2024</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UNITED STATES TREASURY NOTE/BOND 2.125% 03/31/2024</title>
        <cusip>912828W71</cusip>
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        <name>BWAY MORTGAGE TRUST 3.4543% 03/10/2033 144A 2013-1515 A</name>
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        <lei>969500F0VMZLK2IULV85</lei>
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        <invCountry>FR</invCountry>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Bunge Ltd Finance Corp 4.35% 03/15/2024</name>
        <lei>549300QHC068L40NNM71</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>KOHL'S CORP COM USD.01</name>
        <lei>549300JF6LPRTRJ0FH50</lei>
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          <other otherDesc="Internal Identifier" value="63957"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Amgen Inc 2.2% 02/21/2027</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>Amgen Inc 2.2% 02/21/2027</title>
        <cusip>031162CT5</cusip>
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          <other otherDesc="Internal Identifier" value="1068664"/>
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      <invstOrSec>
        <name>CROWN CASTLE INTERNATIONAL CORP REIT USD NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JPMORGAN CHASE &amp; CO 3.875% 09/10/2024</name>
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      <invstOrSec>
        <name>Columbia Cent CLO 28 Ltd FRN 11/07/2030 2018-28A C 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Truist Bank 2.25% 03/11/2030</name>
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      <invstOrSec>
        <name>Wyndham Destinations Inc COM USD.01</name>
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        <name>GILEAD SCIENCES INC COM USD0.001</name>
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        <name>FANNIE MAE 4.5% FNL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>VODAFONE GROUP PLC ORD GBP.2095</name>
        <lei>213800TB53ELEUKM7Q61</lei>
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        <name>EXOR NV ORD EUR NPV</name>
        <lei>5493002ENHZ6NYET7405</lei>
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        <name>PERSIMMON PLC ORD GBP.1</name>
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        <name>UNIVERSAL HEALTH SERVICES INC COM B USD.01</name>
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        <name>LEGGETT &amp; PLATT INC COM NPV</name>
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        <name>PTC INC COM USD.01</name>
        <lei>54930050SSMU8SKDJ030</lei>
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        <cusip>69370C100</cusip>
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      <invstOrSec>
        <name>BlueMountain CLO 2018-1 Ltd FRN 07/30/2030 144A 2018-1A B</name>
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        <title>BlueMountain CLO 2018-1 Ltd FRN 07/30/2030 144A 2018-1A B</title>
        <cusip>09629TAG3</cusip>
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          <other otherDesc="Internal Identifier" value="916406"/>
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        <name>COMMSCOPE TECHNOLOGIES LLC 5.00% 03/15/2027 144A</name>
        <lei>M4TWC4QDOKW45N7T6Y12</lei>
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        <name>HASBRO INC COM USD.5</name>
        <lei>549300NUB6D2R1ITYR45</lei>
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        <assetCat>EC</assetCat>
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        <name>Wuxi Biologics Cayman Inc ORD HKD 0.000025</name>
        <lei>5493001TD2TH6VDTJU11</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AMERICAN NATIONAL INSURANCE CO COM USD1</name>
        <lei>549300RZTZ0HILNF3Y05</lei>
        <title>AMERICAN NATIONAL INSURANCE CO COM USD1</title>
        <cusip>028591105</cusip>
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          <ticker value="ANAT"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>HONDA MOTOR CO LTD ORD JPY NPV</name>
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        <title>HONDA MOTOR CO LTD ORD JPY NPV</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MARTIN MARIETTA MATERIALS INC COM USD.01</name>
        <lei>5299005MZ4WZECVATV08</lei>
        <title>MARTIN MARIETTA MATERIALS INC COM USD.01</title>
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        <name>Adient US LLC 7% 05/15/2026 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>RANDSTAD NV ORD EUR.1</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANDAI NAMCO HOLDINGS INC ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BLACKROCK INC COM USD.01</name>
        <lei>549300LRIF3NWCU26A80</lei>
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        <name>Carrier Global Corp 3.577% 04/05/2050 144A</name>
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        <name>COLGATE-PALMOLIVE CO COM USD1</name>
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        <name>TAKEDA PHARMACEUTICAL CO LTD SPONSERED ADR</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fannie Mae or Freddie Mac 2.5% 06/01/2050 FNL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FACEBOOK INC COM USD NPV CL A</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>FACEBOOK INC COM USD NPV CL A</title>
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        <name>NETAPP INC COM USD.001</name>
        <lei>QTX3D84DZDD5JYOCYH15</lei>
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        <cusip>64110D104</cusip>
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        <assetCat>EC</assetCat>
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        <name>XCEL ENERGY INC COM USD2.5</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
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        <cusip>98389B100</cusip>
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          <ticker value="XEL"/>
          <other otherDesc="Internal Identifier" value="911"/>
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        <assetCat>EC</assetCat>
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        <name>VARIAN MEDICAL SYSTEMS INC COM USD1</name>
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        <title>VARIAN MEDICAL SYSTEMS INC COM USD1</title>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNITEDHEALTH GROUP INC COM USD0.01</name>
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        <title>UNITEDHEALTH GROUP INC COM USD0.01</title>
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        <assetCat>EC</assetCat>
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        <name>STANDARD CHARTERED PLC ORD USD.50</name>
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        <title>STANDARD CHARTERED PLC ORD USD.50</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MICROSOFT CORP 3.30% 02/06/2027</name>
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        <name>NEXTERA ENERGY INC COM USD.01</name>
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        <name>Waystar (Navicure Inc) 6.5% 10/22/2026 Initial Term Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>OTSUKA CORP ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ALLEGION PLC ORD USD0.01</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Enterprise Products Operating LLC 3.125% 07/31/2029</name>
        <lei>5493004LGN656HWLDA30</lei>
        <title>Enterprise Products Operating LLC 3.125% 07/31/2029</title>
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        <name>CASEYS GENERAL STORES INC COM NPV</name>
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        <name>N/A</name>
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        <name>TELEFONICA SA ORD BR EUR1</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>HYLAND SOFTWARE INC 5.14525% 07/01/2024 Term Loans</name>
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        <name>N/A</name>
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          <ticker value="MPL"/>
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        <name>Kingspan Group PLC ORD EUR 0.13</name>
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        <name>GOVT NATL MORTG ASSN 4% 11/20/2049 SF2</name>
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        <name>MORGAN STANLEY 3.591% 07/22/2028 FIXED TO FLOAT</name>
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      <invstOrSec>
        <name>BIOGEN INC 5.20% 09/15/2045</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>BIOGEN INC 5.20% 09/15/2045</title>
        <cusip>09062XAD5</cusip>
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          <other otherDesc="Internal Identifier" value="612761"/>
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        <curCd>USD</curCd>
        <valUSD>755919.33000000</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>2045-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PENTAIR PLC ORD USD.01</name>
        <lei>549300EVR9D56WPSRP15</lei>
        <title>PENTAIR PLC ORD USD.01</title>
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          <ticker value="PNR"/>
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        <curCd>USD</curCd>
        <valUSD>535659.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>STANLEY BLACK &amp; DECKER INC COM USD2.5</name>
        <lei>549300DJ09SMTO561131</lei>
        <title>STANLEY BLACK &amp; DECKER INC COM USD2.5</title>
        <cusip>854502101</cusip>
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          <ticker value="SWK"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KAMIGUMI CO LTD ORD JPY NPV</name>
        <lei>N/A</lei>
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        <cusip>000000000</cusip>
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          <isin value="JP3219000001"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Metropolitan Life Global Funding I 2.95% 04/09/2030 144A</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>Metropolitan Life Global Funding I 2.95% 04/09/2030 144A</title>
        <cusip>59217GEG0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1059322"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>274254.68000000</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>2030-04-09</maturityDt>
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      <invstOrSec>
        <name>Dollar Tree Inc 4% 05/15/2025</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>Dollar Tree Inc 4% 05/15/2025</title>
        <cusip>256746AG3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="868507"/>
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        <balance>450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>507043.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DY9 Leasing LLC 2.372% 03/19/2027</name>
        <lei>5493000GFQWJZ2B1KN79</lei>
        <title>DY9 Leasing LLC 2.372% 03/19/2027</title>
        <cusip>26818LAB6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="991081"/>
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        <balance>672597.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>705436.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>HUSKY ENERGY INC ORD NPV</name>
        <lei>N/A</lei>
        <title>HUSKY ENERGY INC ORD NPV</title>
        <cusip>448055103</cusip>
        <identifiers>
          <ticker value="HSE"/>
          <other otherDesc="Internal Identifier" value="192140"/>
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        <balance>82500.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.36790000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Springleaf Finance Corp 5.375% 11/15/2029</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>Springleaf Finance Corp 5.375% 11/15/2029</title>
        <cusip>85172FAR0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1019913"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>94620.00000000</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>2029-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA IIS RCV INFL CPURNSA 01/15/29 USD</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="694530"/>
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        <balance>2500000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-137145.88000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="Index" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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      <invstOrSec>
        <name>SUNDRUG CO LTD ORD JPY1</name>
        <lei>N/A</lei>
        <title>SUNDRUG CO LTD ORD JPY1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3336600006"/>
          <other otherDesc="Internal Identifier" value="314431"/>
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        <balance>18600.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.62000000"/>
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        <pctVal>0.081903601009</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Enable Midstream Partners LP 4.95% 05/15/2028</name>
        <lei>549300TLGDBYE711G509</lei>
        <title>Enable Midstream Partners LP 4.95% 05/15/2028</title>
        <cusip>292480AL4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="875749"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278813.34000000</valUSD>
        <pctVal>0.037096411132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</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>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"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>302321.10000000</valUSD>
        <pctVal>0.040224143578</pctVal>
        <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>
          <annualizedRt>7.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dominion Energy Inc 4.25% 06/01/2028</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy Inc 4.25% 06/01/2028</title>
        <cusip>25746UCY3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="919704"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1440119.04000000</valUSD>
        <pctVal>0.191609368432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CNH_USD_20200821</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1221523264905"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11469.75000000</valUSD>
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        <assetCat>DFE</assetCat>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
              <counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei>
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            <settlementDt>2020-08-21</settlementDt>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ESTEE LAUDER COMPANIES INC COM USD.01</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>ESTEE LAUDER COMPANIES INC COM USD.01</title>
        <cusip>518439104</cusip>
        <identifiers>
          <ticker value="EL"/>
          <other otherDesc="Internal Identifier" value="36132"/>
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        <balance>7118.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1343024.24000000</valUSD>
        <pctVal>0.178690802127</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 12014-8A CR2 144A</name>
        <lei>549300FCSYYS3J0RKL34</lei>
        <title>Neuberger Berman CLO XVIII Ltd FRN 10/21/2030 12014-8A CR2 144A</title>
        <cusip>64128QAY1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="980060"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>707509.91000000</valUSD>
        <pctVal>0.094134945271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.10900000</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>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>
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      <invstOrSec>
        <name>BP Capital Markets America Inc 4.234% 11/06/2028</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Essity AB ORD SEK NPV CL B</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ferguson PLC ORD GBP 1</name>
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        <lei>6CPEOKI6OYJ13Q6O7870</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>Autonation Inc 4.75% 06/01/2030</name>
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        <name>LEGALZOOM.COM INC 6.8055% 11/21/2024 2018 Term Loans</name>
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        <name>WP CAREY INC REIT USD NPV</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>AbbVie Inc 4.25% 11/21/2049 144A</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SOUTHWEST AIRLINES CO COM USD1</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>FACTSET RESEARCH SYSTEMS INC COM USD.01</name>
        <lei>549300ZSJE7NBK6K9P30</lei>
        <title>FACTSET RESEARCH SYSTEMS INC COM USD.01</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>DEUTSCHE LUFTHANSA AG ORD EUR NPV</name>
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        <assetCat>EC</assetCat>
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        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MITSUBISHI ELECTRIC CORP ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Fiserv Inc 3.5% 07/01/2029</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>Fiserv Inc 3.5% 07/01/2029</title>
        <cusip>337738AU2</cusip>
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        <name>SEI INVESTMENTS CO COM USD.01</name>
        <lei>5LJTIFADGZ6XH1RVOC11</lei>
        <title>SEI INVESTMENTS CO COM USD.01</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Harsco Corp 5.75% 07/31/2027 144A</name>
        <lei>KAO98FK89NPNNPQGUZ43</lei>
        <title>Harsco Corp 5.75% 07/31/2027 144A</title>
        <cusip>415864AM9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DARDEN RESTAURANTS INC COM NPV</name>
        <lei>CY1NFSCCB5GUXC7WZC70</lei>
        <title>DARDEN RESTAURANTS INC COM NPV</title>
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          <ticker value="DRI"/>
          <other otherDesc="Internal Identifier" value="41411"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>REGENERON PHARMACEUTICALS INC COM USD.001</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>HCA Inc 4.125% 06/15/2029</name>
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        <lei>4T5VJ4S81BRT6Q7GGT78</lei>
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        <fairValLevel>1</fairValLevel>
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        <name>NIKE Inc 3.875% 11/01/2045</name>
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        <name>Epiroc AB ORD SEK 0.412413 CL B</name>
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        <name>AMDOCS LTD ORD USD.01</name>
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        <lei>FU4LY2G4933NH2E1CP29</lei>
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        <name>Uber Technologies Inc COM USD 0.00001</name>
        <lei>549300B2FTG34FILDR98</lei>
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        <name>SUMITOMO MITSUI FINANCIAL GROUP INC SPONSORED ADR</name>
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        <name>Credit Suisse Group Funding Guernsey Ltd 3.8% 09/15/2022</name>
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        <name>TOKYO GAS CO LTD ORD JPY NPV</name>
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        <name>NESTE OYJ ORD EUR1</name>
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        <name>GW PHARMACEUTICALS PLC SPONSORED ADR</name>
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        <lei>2T3D6M0JSY48PSZI1Q41</lei>
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        <name>GENERAL DYNAMICS CORP COM USD1</name>
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        <name>KOMATSU LTD ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COSTCO WHOLESALE CORP COM USD.005</name>
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        <name>NN GROUP NV ORD EUR NPV</name>
        <lei>724500OHYNDT9OY6Q215</lei>
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        <name>BNP Paribas SA 2.219% 06/09/2026 *FIXED TO FLOAT* 144A</name>
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        <name>Banijay Group US Holding Inc 6.5% 02/03/2025 Facility B (USD) Loan</name>
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        <name>HERSHEY CO COM USD1</name>
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        <name>Telefonica Emisiones SA 5.52% 03/01/2049</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MITSUBISHI UFJ LEASE &amp; FINANCE CO LTD ORD JPY1</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PLASTIPAK HLDGS INC 6.25% 10/15/2025 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>JBS USA LUX SA 3.072% 05/01/2026 Initial Term Loan</name>
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        <name>Clarios Global LP (Power Solutions) 6.5% 04/30/2026 Initial Dollar Term Loan</name>
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        <name>TIME WARNER ENTERTAINMENT CO LP 8.375% 03/15/2023</name>
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        <name>HENNES &amp; MAURITZ AB ORD B SEK NPV</name>
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        <name>LEAR CORP COM USD NPV</name>
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        <name>State of Oregon Department of Transportation</name>
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        <name>Okta Inc COM USD NPV CL A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TAL EDUCATION GROUP SPONSORED ADR</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CAPITAL ONE FINANCIAL CORP 3.75% 03/09/2027</name>
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        <name>SHINHAN FINANCIAL GROUP CO LTD ORD KRW5000</name>
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        <name>California Health Facilities Financing Authority</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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      <invstOrSec>
        <name>EXELON CORP COM NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Gilead Sciences Inc 4.6% 09/01/2035</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>Gilead Sciences Inc 4.6% 09/01/2035</title>
        <cusip>375558BG7</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BANK OF AMERICA CORP 4.183% 11/25/2027</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP 4.183% 11/25/2027</title>
        <cusip>06051GGC7</cusip>
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          <other otherDesc="Internal Identifier" value="653892"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>HCA INC 4.50% 02/15/2027</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA INC 4.50% 02/15/2027</title>
        <cusip>404119BU2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SAMSUNG ELECTRONICS CO LTD ORD KRW 100</name>
        <lei>9884007ER46L6N7EI764</lei>
        <title>SAMSUNG ELECTRONICS CO LTD ORD KRW 100</title>
        <cusip>Y74718100</cusip>
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          <ticker value="005930"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FINECOBANK BANCA FINECO SPA ORD EUR NPV</name>
        <lei>549300L7YCATGO57ZE10</lei>
        <title>FINECOBANK BANCA FINECO SPA ORD EUR NPV</title>
        <cusip>000000000</cusip>
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          <isin value="IT0000072170"/>
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        <assetCat>EC</assetCat>
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        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) Sep20 Sep 20 Future</title>
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          <ticker value="TUU0"/>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>JOHNSON CONTROLS INTERNATIONAL PLC ORD USD.01</name>
        <lei>549300XQ6S1GYKGBL205</lei>
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        <cusip>000000000</cusip>
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          <isin value="IE00BY7QL619"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <fairValLevel>N/A</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>Quest Diagnostics Inc 2.8% 06/30/2031</name>
        <lei>8MCWUBXQ0WE04KMXBX50</lei>
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        <cusip>74834LBC3</cusip>
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        <name>KONINKLIJKE DSM NV ORD EUR1.5</name>
        <lei>724500SNT1MK246AHP04</lei>
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        <cusip>N5017D122</cusip>
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          <ticker value="DSM"/>
          <other otherDesc="Internal Identifier" value="54515"/>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>PROXIMUS SADP ORD EUR NPV</name>
        <lei>549300CWRXC5EP004533</lei>
        <title>PROXIMUS SADP ORD EUR NPV</title>
        <cusip>B6951K109</cusip>
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          <ticker value="PROX"/>
          <other otherDesc="Internal Identifier" value="300562"/>
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        <name>ENDESA SA ORD EUR 1.2</name>
        <lei>549300LHK07F2CHV4X31</lei>
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          <ticker value="ELE"/>
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        <fairValLevel>2</fairValLevel>
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        <name>METTLER-TOLEDO INTERNATIONAL INC COM USD.01</name>
        <lei>5493000BD5GJNUDIUG10</lei>
        <title>METTLER-TOLEDO INTERNATIONAL INC COM USD.01</title>
        <cusip>592688105</cusip>
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          <ticker value="MTD"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>KDDI CORP ORD JPY NPV</name>
        <lei>5299003FU7V4I45FU310</lei>
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          <other otherDesc="Internal Identifier" value="31960"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>Foothill-Eastern Transportation Corridor Agency</name>
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        <name>ECOLAB INC COM USD1</name>
        <lei>82DYEISM090VG8LTLS26</lei>
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        <name>WESCO Distribution Inc 7.125% 06/15/2025 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ABBOTT LABORATORIES COM NPV</name>
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        <fairValLevel>1</fairValLevel>
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        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHENIERE CORPUS CHRISTI HLDGS LLC 5.875% 03/31/2025</name>
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        <name>Amundi SA ORD EUR 2.50</name>
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        <name>PARTNERS GROUP HOLDING AG ORD CHF NPV</name>
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        <name>ANHEUSER-BUSCH INBEV SA/NV ORD EUR NPV</name>
        <lei>5493008H3828EMEXB082</lei>
        <title>ANHEUSER-BUSCH INBEV SA/NV ORD EUR NPV</title>
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          <ticker value="ABI"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>San Diego County Regional Transportation Commission</name>
        <lei>W4FR340A6EQ2SSI17B56</lei>
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        <name>Akbank T.A.S. 5.125% 03/31/2025 144A</name>
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        <invCountry>TR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>J M Smucker Co/The COM NPV</name>
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        <fairValLevel>1</fairValLevel>
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        <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>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CNP ASSURANCES ORD EUR1</name>
        <lei>969500QKVPV2H8UXM738</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <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>
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          <other otherDesc="Internal Identifier" value="980878"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THE SAGE GROUP PLC ORD GBP.01051</name>
        <lei>2138005RN5XYLTF8G138</lei>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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          <other otherDesc="Internal Identifier" value="1057366"/>
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        <valUSD>143487.84000000</valUSD>
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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>2050-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EXXON MOBIL CORP COM NPV</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>EXXON MOBIL CORP COM NPV</title>
        <cusip>30231G102</cusip>
        <identifiers>
          <ticker value="XOM"/>
          <other otherDesc="Internal Identifier" value="29743"/>
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        <balance>28776.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1286862.72000000</valUSD>
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        <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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      <invstOrSec>
        <name>UBS GROUP AG ORD CHF.1</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG ORD CHF.1</title>
        <cusip>H42097107</cusip>
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          <ticker value="UBSG"/>
          <other otherDesc="Internal Identifier" value="591821"/>
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        <currencyConditional curCd="CHF" exchangeRt="0.95165000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BPCE SA 5.15% 07/21/2024 144A</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA 5.15% 07/21/2024 144A</title>
        <cusip>05578QAB9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="568318"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>893776.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KENAN ADVANTAGE GROUP INC/THE 6.5% 07/29/2022 Initial Canadian Term Loan</name>
        <lei>549300GVUXCXDWYPIY65</lei>
        <title>KENAN ADVANTAGE GROUP INC/THE 6.5% 07/29/2022 Initial Canadian Term Loan</title>
        <cusip>48853UAZ3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1040217"/>
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        <balance>5763.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5403.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-29</maturityDt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>H&amp;R BLOCK INC COM NPV</name>
        <lei>549300CE3KUCWLZBG404</lei>
        <title>H&amp;R BLOCK INC COM NPV</title>
        <cusip>093671105</cusip>
        <identifiers>
          <ticker value="HRB"/>
          <other otherDesc="Internal Identifier" value="34911"/>
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        <balance>7332.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>104700.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT Sep20 Sep 20 Future</title>
        <cusip>000000000</cusip>
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          <ticker value="CNU0"/>
          <other otherDesc="Internal Identifier" value="1025140"/>
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        <balance>32.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.36790000"/>
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        <pctVal>0.001230356437</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <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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            <payOffProf>Long</payOffProf>
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                <issuerName>CAN 10YR BOND FUT Sep20 Sep 20 Future</issuerName>
                <issueTitle>CAN 10YR BOND FUT Sep20 Sep 20 Future</issueTitle>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WORKDAY INC COM USD.001 CL A</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>WORKDAY INC COM USD.001 CL A</title>
        <cusip>98138H101</cusip>
        <identifiers>
          <ticker value="WDAY"/>
          <other otherDesc="Internal Identifier" value="532814"/>
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        <balance>4520.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>846867.20000000</valUSD>
        <pctVal>0.112676580776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NORDSTROM INC COM NPV</name>
        <lei>549300S3IZB5P35KNV16</lei>
        <title>NORDSTROM INC COM NPV</title>
        <cusip>655664100</cusip>
        <identifiers>
          <ticker value="JWN"/>
          <other otherDesc="Internal Identifier" value="903"/>
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        <balance>3773.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>58443.77000000</valUSD>
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        <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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      <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>
        <cusip>25277LAA4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="998600"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>72992.00000000</valUSD>
        <pctVal>0.009711663155</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JAPAN POST INSURANCE CO LTD ORD JPY NPV</name>
        <lei>54930042SK2Z708BA841</lei>
        <title>JAPAN POST INSURANCE CO LTD ORD JPY NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3233250004"/>
          <other otherDesc="Internal Identifier" value="617454"/>
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        <balance>9400.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.62000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EXELIXIS INC COM USD.001</name>
        <lei>N/A</lei>
        <title>EXELIXIS INC COM USD.001</title>
        <cusip>30161Q104</cusip>
        <identifiers>
          <ticker value="EXEL"/>
          <other otherDesc="Internal Identifier" value="185966"/>
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        <balance>7348.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>174441.52000000</valUSD>
        <pctVal>0.023209629584</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Co RTS EXP 02/01/2049</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co RTS EXP 02/01/2049</title>
        <cusip>110122157</cusip>
        <identifiers>
          <ticker value="BMY-R"/>
          <other otherDesc="Internal Identifier" value="1024359"/>
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        <balance>5723.00000000</balance>
        <units>OU</units>
        <descOthUnits>Rights</descOthUnits>
        <curCd>USD</curCd>
        <valUSD>20488.34000000</valUSD>
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        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEC CORP ORD JPY NPV</name>
        <lei>5493000QYMPFRTEY4K28</lei>
        <title>NEC CORP ORD JPY NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3733000008"/>
          <other otherDesc="Internal Identifier" value="7171"/>
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        <balance>3500.00000000</balance>
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        <currencyConditional curCd="JPY" exchangeRt="107.62000000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALIBABA GROUP HOLDING LTD 4.00% 12/06/2037</name>
        <lei>5493001NTNQJDH60PM02</lei>
        <title>ALIBABA GROUP HOLDING LTD 4.00% 12/06/2037</title>
        <cusip>01609WAU6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="679827"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>348734.49000000</valUSD>
        <pctVal>0.046399494433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-12-06</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bristol-Myers Squibb Co 2.6% 05/16/2022 144A</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co 2.6% 05/16/2022 144A</title>
        <cusip>110122BY3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="980848"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103999.65000000</valUSD>
        <pctVal>0.013837263934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bristol-Myers Squibb Co 4.625% 05/15/2044 144A</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>Bristol-Myers Squibb Co 4.625% 05/15/2044 144A</title>
        <cusip>110122BT4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1025207"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>537037.18000000</valUSD>
        <pctVal>0.071453367413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Avoca CLO XVII Designated Activity Co FRN 10/15/2032 144A 17A CL B1R</name>
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        <name>FUJITSU LTD ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Enel Finance International NV 4.25% 09/14/2023 144A</name>
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        <name>REALTY INCOME CORP REAL ESTATE INVESTMENT TRUST USD1</name>
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        <name>JOHNSON &amp; JOHNSON COM USD1</name>
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        <name>MONDELEZ INTERNATIONAL INC COM A NPV</name>
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        <name>ISUZU MOTORS LTD ORD JPY NPV</name>
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        <name>CHINA OVERSEAS FINANCE CAYMAN VI LTD 5.95% 05/08/2024 REG S</name>
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        <name>NTT DOCOMO INC ORD JPY NPV</name>
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      <invstOrSec>
        <name>ASHTEAD CAPITAL INC 4.125% 08/15/2025 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ADMIRAL GROUP PLC ORD GBP.001</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EVRAZ PLC ORD GBP.05</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>COPART INC COM USD NPV</name>
        <lei>549300KVYX3JWMYEHU61</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER CO INC COM USD6.5</name>
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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>OMNICOM GROUP INC COM USD.15</name>
        <lei>HKUPACFHSSASQK8HLS17</lei>
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          <ticker value="OMC"/>
          <other otherDesc="Internal Identifier" value="30128"/>
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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>SUZUKEN CO LTD ORD JPY NPV</name>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GENMAB A/S ORD DKK1 (BEARER)</name>
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        <title>GENMAB A/S ORD DKK1 (BEARER)</title>
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          <ticker value="GMAB"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ULTIMATE SOFTWARE GROUP INC 6.5% 05/03/2026 2020 Incremental Term Loan</name>
        <lei>529900FKHWSTQ1GXK240</lei>
        <title>ULTIMATE SOFTWARE GROUP INC 6.5% 05/03/2026 2020 Incremental Term Loan</title>
        <cusip>90385KAD3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1083342"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TAIHEIYO CEMENT CORP ORD JPY NPV</name>
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        <title>TAIHEIYO CEMENT CORP ORD JPY NPV</title>
        <cusip>000000000</cusip>
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          <isin value="JP3449020001"/>
          <other otherDesc="Internal Identifier" value="226153"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED PARCEL SERVICE INC COM B USD.01</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>UNITED PARCEL SERVICE INC COM B USD.01</title>
        <cusip>911312106</cusip>
        <identifiers>
          <ticker value="UPS"/>
          <other otherDesc="Internal Identifier" value="178470"/>
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        <balance>18227.00000000</balance>
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        <valUSD>2026477.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SERVICENOW INC COM USD.001</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>SERVICENOW INC COM USD.001</title>
        <cusip>81762P102</cusip>
        <identifiers>
          <ticker value="NOW"/>
          <other otherDesc="Internal Identifier" value="524863"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>WALGREENS BOOTS ALLIANCE INC COM USD.01</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>WALGREENS BOOTS ALLIANCE INC COM USD.01</title>
        <cusip>931427108</cusip>
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          <ticker value="WBA"/>
          <other otherDesc="Internal Identifier" value="594725"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CUMMINS INC COM USD2.5</name>
        <lei>ZUNI8PYC725B6H8JU438</lei>
        <title>CUMMINS INC COM USD2.5</title>
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          <ticker value="CMI"/>
          <other otherDesc="Internal Identifier" value="29644"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Procter &amp; Gamble Co/The 3.55% 03/25/2040</name>
        <lei>2572IBTT8CCZW6AU4141</lei>
        <title>Procter &amp; Gamble Co/The 3.55% 03/25/2040</title>
        <cusip>742718FJ3</cusip>
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          <other otherDesc="Internal Identifier" value="1067765"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CYBERARK SOFTWARE LTD ORD USD.01</name>
        <lei>529900YEXNDM894PWS93</lei>
        <title>CYBERARK SOFTWARE LTD ORD USD.01</title>
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          <other otherDesc="Internal Identifier" value="587976"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ROYAL GOLD INC COM USD1</name>
        <lei>5493001NGRU6SFL04184</lei>
        <title>ROYAL GOLD INC COM USD1</title>
        <cusip>780287108</cusip>
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          <ticker value="RGLD"/>
          <other otherDesc="Internal Identifier" value="266917"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>REPUBLIC OF COLOMBIA 5.00% 06/15/2045</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>REPUBLIC OF COLOMBIA 5.00% 06/15/2045</title>
        <cusip>195325CU7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="653907"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>563397.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CTS EVENTIM AG &amp; CO KGAA ORD EUR1</name>
        <lei>529900FDHSN08UBJII80</lei>
        <title>CTS EVENTIM AG &amp; CO KGAA ORD EUR1</title>
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        <identifiers>
          <isin value="DE0005470306"/>
          <other otherDesc="Internal Identifier" value="306938"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Coca-Cola Co/The 4.2% 03/25/2050</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>Coca-Cola Co/The 4.2% 03/25/2050</title>
        <cusip>191216CQ1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1057368"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>263282.81000000</valUSD>
        <pctVal>0.035030057614</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KENAN ADVANTAGE GROUP INC/THE 6.5% 07/31/2022 Initial US Term Loans</name>
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        <name>EXPEDIA GROUP INC COM USD.001</name>
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        <name>Exxon Mobil Corp 2.61% 10/15/2030</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ALIBABA GROUP HOLDING LTD 4.20% 12/06/2047</name>
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      <invstOrSec>
        <name>Intel Corp 3.9% 03/25/2030</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KURITA WATER INDUSTRIES LTD ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Pennsylvania Turnpike Commission</name>
        <lei>549300J8LLBYEYEXZJ24</lei>
        <title>Pennsylvania Turnpike Commission</title>
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          <other otherDesc="Internal Identifier" value="1018814"/>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2043-12-01</maturityDt>
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      <invstOrSec>
        <name>TIBCO SOFTWARE INC 6.5% 07/31/2026 Term B-3 Loans</name>
        <lei>04EEB871XLHVNY4RZJ65</lei>
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        <cusip>88632NAP5</cusip>
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          <other otherDesc="Internal Identifier" value="1046812"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Epiroc AB ORD SEK NPV CL A</name>
        <lei>5493004Q73OEYW1SPE91</lei>
        <title>Epiroc AB ORD SEK NPV CL A</title>
        <cusip>W25918116</cusip>
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          <ticker value="EPIA"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Resideo Funding Inc 6.125% 11/01/2026 144A</name>
        <lei>5493000IFJ6XJKH66598</lei>
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        <cusip>76119LAA9</cusip>
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          <other otherDesc="Internal Identifier" value="934973"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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>
        <cusip>970648AJ0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1073488"/>
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        <curCd>USD</curCd>
        <valUSD>106154.03000000</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>2029-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SEGRO PLC REIT GBP.1000</name>
        <lei>213800XC35KGM9NFC641</lei>
        <title>SEGRO PLC REIT GBP.1000</title>
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          <isin value="GB00B5ZN1N88"/>
          <other otherDesc="Internal Identifier" value="183802"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SANOFI ORD EUR2</name>
        <lei>549300E9PC51EN656011</lei>
        <title>SANOFI ORD EUR2</title>
        <cusip>F5548N101</cusip>
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          <ticker value="SAN"/>
          <other otherDesc="Internal Identifier" value="198957"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BUCKEYE PARTNERS LP 6.50% 11/01/2026 Initial Term Loans</name>
        <lei>549300C1PQJLVEIUBK50</lei>
        <title>BUCKEYE PARTNERS LP 6.50% 11/01/2026 Initial Term Loans</title>
        <cusip>11823LAH8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1015832"/>
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        <balance>51320.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49511.69000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Telefonica Emisiones SA 7.045% 06/20/2036</name>
        <lei>549300Y5MFC4SW5Z3K71</lei>
        <title>Telefonica Emisiones SA 7.045% 06/20/2036</title>
        <cusip>87938WAC7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="365199"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ROSS STORES INC COM USD.01</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
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          <ticker value="ROST"/>
          <other otherDesc="Internal Identifier" value="30244"/>
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        <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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        <name>AMERICAN WATER WORKS CO INC COM USD NPV</name>
        <lei>549300DXHIJQMD5WFW18</lei>
        <title>AMERICAN WATER WORKS CO INC COM USD NPV</title>
        <cusip>030420103</cusip>
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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>KINDER MORGAN INC 5.55% 06/01/2045</name>
        <lei>549300WR7IX8XE0TBO16</lei>
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        <cusip>49456BAH4</cusip>
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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>Takeda Pharmaceutical Co Ltd 5% 11/26/2028</name>
        <lei>549300ZLMVP4X0OGR454</lei>
        <title>Takeda Pharmaceutical Co Ltd 5% 11/26/2028</title>
        <cusip>874060AW6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038509"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BANCO DE SABADELL SA ORD EUR.125</name>
        <lei>SI5RG2M0WQQLZCXKRM20</lei>
        <title>BANCO DE SABADELL SA ORD EUR.125</title>
        <cusip>E15819191</cusip>
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          <other otherDesc="Internal Identifier" value="313859"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GEORGIA POWER CO 4.30% 03/15/2042</name>
        <lei>D981X4Z4RWS7PDMJUZ03</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>USD_AUD_20200721</title>
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          <other otherDesc="Internal Sec ID" value="1087523142457"/>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>N/A</fairValLevel>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
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        <name>Verizon Communications Inc 4.016% 12/03/2029</name>
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        <name>Federal Agricultural Mortgage Corp 2.9% 01/03/2022</name>
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        <name>FEDERAL FARM CREDIT BANK 3.17% 03/07/2028</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>Kinder Morgan Inc 4.3% 03/01/2028</name>
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        <title>Kinder Morgan Inc 4.3% 03/01/2028</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Coles Group Ltd ORD AUD 1</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FLOW TRADERS ORD EUR.1</name>
        <lei>549300Z7LIC6NFIJL947</lei>
        <title>FLOW TRADERS ORD EUR.1</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>U S TREASURY NOTE/BOND I/L 3.625% 04/15/2028 INDEX LINKED</name>
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        <title>U S TREASURY NOTE/BOND I/L 3.625% 04/15/2028 INDEX LINKED</title>
        <cusip>912810FD5</cusip>
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          <other otherDesc="Internal Identifier" value="395775"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>Northrop Grumman Corp 5.25% 05/01/2050</name>
        <lei>RIMU48P07456QXSO0R61</lei>
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        <cusip>666807BU5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BROWN-FORMAN CORP COM B USD.15</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>UNITED STATES TREASURY NOTE/BOND 2.375% 08/15/2024</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912828D56</cusip>
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        <name>Atrium XII FRN 04/22/2027 12A CR 144A</name>
        <lei>549300O252OCTN35RH57</lei>
        <title>Atrium XII FRN 04/22/2027 12A CR 144A</title>
        <cusip>04965CAN8</cusip>
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          <other otherDesc="Internal Identifier" value="684214"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>INTUITIVE SURGICAL INC COM USD.001</name>
        <lei>54930052SRG011710797</lei>
        <title>INTUITIVE SURGICAL INC COM USD.001</title>
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          <ticker value="ISRG"/>
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        <name>NASDAQ INC COM USD1</name>
        <lei>549300L8X1Q78ERXFD06</lei>
        <title>NASDAQ INC COM USD1</title>
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          <ticker value="NDAQ"/>
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        <fairValLevel>1</fairValLevel>
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        <name>CK HUTCHISON HOLDINGS LTD ORD HKD1</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>RESMED INC COM USD.004</name>
        <lei>529900T3QE5253CCXF22</lei>
        <title>RESMED INC COM USD.004</title>
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          <ticker value="RMD"/>
          <other otherDesc="Internal Identifier" value="58940"/>
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        <fairValLevel>1</fairValLevel>
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        <name>RELX PLC ORD GBP.144397</name>
        <lei>549300WSX3VBUFFJOO66</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SEKISUI CHEMICAL CO LTD ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AUTOZONE INC COM USD0.01</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
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        <name>Adagio CLO VIII DAC FRN 04/15/2032 144A VIII-A B1</name>
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        <title>Adagio CLO VIII DAC FRN 04/15/2032 144A VIII-A B1</title>
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        <name>SUNTORY BEVERAGE &amp; FOOD LTD ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CATALENT INC COM USD.01</name>
        <lei>N/A</lei>
        <title>CATALENT INC COM USD.01</title>
        <cusip>148806102</cusip>
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          <ticker value="CTLT"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Imperial Brands Finance PLC 3.5% 07/26/2026 144A</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>Imperial Brands Finance PLC 3.5% 07/26/2026 144A</title>
        <cusip>45262BAB9</cusip>
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      <invstOrSec>
        <name>REYNOLDS GROUP ISSUER INC/LLC/SA 7.00% 07/15/2024 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AGILENT TECHNOLOGIES INC COM USD.01</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Dominion Energy Inc 3.375% 04/01/2030</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 10/25/23 2013-C01 M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AVEVA GROUP PLC ORD GBP.0355</name>
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        <name>CHOICE HOTELS INTERNATIONAL INC COM USD.01</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Arch Capital Group Ltd 3.635% 06/30/2050</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SWIRE PACIFIC LTD ORD A HKD.60</name>
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        <name>Ulta Beauty Inc COM USD 1</name>
        <lei>529900CIV6HN8M28YM82</lei>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 4% 08/01/2049 FNL</name>
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        <name>CALBEE INC ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ERIE INDEMNITY CO COM USD1</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Panama Notas del Tesoro 3.75% 04/17/2026 144A</name>
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      <invstOrSec>
        <name>Playtika Holding Corp 6.5% 12/10/2024 Term B Loans</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PROCTER &amp; GAMBLE CO COM NPV</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ASPEN TECHNOLOGY INC COM USD.1</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2.75% 05/15/2025 2015-A4 A4</name>
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        <title>CAPITAL ONE MULTI-ASSET EXECUTION TRUST 2.75% 05/15/2025 2015-A4 A4</title>
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      <invstOrSec>
        <name>Caterpillar Inc 3.25% 04/09/2050</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
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        <cusip>149123CJ8</cusip>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 04/25/2029 2016-C06 1M2</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COMFORTDELGRO CORP LTD ORD SGD NPV</name>
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        <name>Tradeweb Markets Inc COM USD 0.01</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Mauser Packaging Solutions Holding Co 5.23425% 04/03/2024 Initial Term Loan</name>
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        <name>B&amp;G Foods Inc 5.25% 09/15/2027</name>
        <lei>549300TRW1LZMDJZAQ78</lei>
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        <name>ACCENTURE PLC ORD A USD.00002</name>
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        <name>VALERO ENERGY CORP COM USD.01</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VALERO ENERGY CORP COM USD.01</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>GEBERIT AG ORD REG CHF1</name>
        <lei>52990093Z5OHD6T7BS47</lei>
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      <invstOrSec>
        <name>HAWAIIAN ELECTRIC INDUSTRIES INC COM NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.5% SF2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <name>NEXT PLC ORD GBP.10</name>
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        <fairValLevel>2</fairValLevel>
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        <name>STATE GRID OVERSEAS INVESTMENT 2016 LTD 3.50% 05/04/2027 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AT&amp;T Inc 3.8% 02/15/2027</name>
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      <invstOrSec>
        <name>MICROSOFT CORP 2.65% 11/03/2022</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Octagon Investment Partners 28 Ltd FRN 10/24/2030 16-1A BR 144A</name>
        <lei>254900BI638DCRT6IN48</lei>
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        <name>DUKE ENERGY FLORIDA LLC 6.40% 06/15/2038</name>
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        <name>Telefonica SA RTS EXP 07/01/2020</name>
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        <name>ILLINOIS TOOL WORKS INC COM NPV</name>
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        <fairValLevel>1</fairValLevel>
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        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>549300OJ9VZHZRO6I137</lei>
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        <name>CARTER'S INC COM USD.01</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TOTAL SA ORD EUR2.5</name>
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          <ticker value="FP"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SUNCOKE ENERGY PARTNERS LP / SUNCOKE ENERGY PART 7.50% 06/15/2025 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CYBERAGENT INC ORD JPY NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Texas State University System</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DEUTSCHE BOERSE AG ORD NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COLOPLAST A/S ORD DKK1</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SCHNEIDER ELECTRIC SE ORD EUR4</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Allstate Corp/The 4.2% 12/15/2046</name>
        <lei>OBT0W1ED8G0NWVOLOJ77</lei>
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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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        <name>Otis Worldwide Corp COM USD 0.01</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>Otis Worldwide Corp COM USD 0.01</title>
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        <name>BROWN-FORMAN CORP COM A USD0.15</name>
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        <name>GLENCORE FUNDING LLC 4.625% 04/29/2024 144A</name>
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        <name>PULTEGROUP INC COM USD.01</name>
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        <name>QUEST DIAGNOSTICS INC COM USD.01</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Kroger Co/The 5.4% 01/15/2049</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CVS Health Corp 4.30% 03/25/2028</name>
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          <other otherDesc="Internal Identifier" value="686103"/>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-03-25</maturityDt>
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      <invstOrSec>
        <name>YAMAZAKI BAKING CO LTD ORD JPY NPV</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SINOPEC ENGINEERING GROUP CO LTD ORD HKD1</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CONOCOPHILLIPS COM USD.01</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
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          <ticker value="COP"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Match Group Inc COM USD.001</name>
        <lei>15OMOPB0A8K0EFUVD031</lei>
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          <ticker value="IAC"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BERKSHIRE HATHAWAY INC COM B USD.0033</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>GOLDMAN SACHS GROUP INC 3.50% 01/23/2025</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>RELIANCE INDUSTRIES LTD 2.06% 01/15/2026</name>
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        <title>RELIANCE INDUSTRIES LTD 2.06% 01/15/2026</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SUN HUNG KAI PROPERTIES LTD ORD HKD NPV</name>
        <lei>529900LUMD393RD3S874</lei>
        <title>SUN HUNG KAI PROPERTIES LTD ORD HKD NPV</title>
        <cusip>Y82594121</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMETEK INC COM USD.01</name>
        <lei>549300WZDEF9KKE40E98</lei>
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        <cusip>031100100</cusip>
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          <ticker value="AME"/>
          <other otherDesc="Internal Identifier" value="47932"/>
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        <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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      <invstOrSec>
        <name>LIVANOVA PLC ORD USD1</name>
        <lei>2138001K2FX6SHK2B339</lei>
        <title>LIVANOVA PLC ORD USD1</title>
        <cusip>G5509L101</cusip>
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        <valUSD>1010730.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ASHTON WOODS USA LLC 6.75% 08/01/2025 144A</name>
        <lei>N/A</lei>
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        <cusip>045086AF2</cusip>
        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PPL CORP COM USD.01</name>
        <lei>9N3UAJSNOUXFKQLF3V18</lei>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>URUGUAY REPUBLIC OF 4.375% 01/23/2031</name>
        <lei>549300RDR012H2V82H43</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U S TREASURY NOTE/BOND I/L 2.00% 01/15/2026 INDEX LINKED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>VI90HBPH7XSFMB9E4M29</lei>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FANNIE MAE 3% 06/01/2035 FNI</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3% 06/01/2035 FNI</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>California Health Facilities Financing Authority</name>
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        <name>VERISIGN INC COM USD.001</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
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          <ticker value="VRSN"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>DIRECT LINE INSURANCE GROUP PLC ORD GBP.109091</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>EOG Resources Inc 4.375% 04/15/2030</name>
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        <name>NEWMARKET CORP COM USD1   (NEW)</name>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BHP Group PLC ORD GBP.5</name>
        <lei>549300C116EOWV835768</lei>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>COTY INC 6.5% 04/05/2025 Term B USD Loans</name>
        <lei>549300BO9IWPF3S48F93</lei>
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        <cusip>22207EBG8</cusip>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WALMART INC 5.25% 09/01/2035</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>WALMART INC 5.25% 09/01/2035</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>LABORATORY CORP OF AMERICA HOLDINGS COM USD.1</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
        <title>LABORATORY CORP OF AMERICA HOLDINGS COM USD.1</title>
        <cusip>50540R409</cusip>
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          <ticker value="LH"/>
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        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal Sec ID" value="1255923411020"/>
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C04 1M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2029 2016-C04 1M2</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>KASIKORNBANK PCL ORD THB10 (FGN)</name>
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        <invCountry>TH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>WALMART INC COM USD0.1</name>
        <lei>Y87794H0US1R65VBXU25</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Lloyds Banking Group PLC 4.05% 08/16/2023</name>
        <lei>549300PPXHEU2JF0AM85</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Regional Transportation District Sales Tax Revenue</name>
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          <other otherDesc="Internal Identifier" value="1024247"/>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ASTELLAS PHARMA INC ORD JPY NPV</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FEDERAL HOME LOAN MORTGAGE CORP 2% 06/01/2035 FNI</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>State Of California</name>
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        <name>JPMORGAN CHASE &amp; CO 3.54% 05/01/2028 FIXED TO FLOAT</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ALPHABET INC COM USD.001 CL A</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC COM USD.001 CL A</title>
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        <fairValLevel>1</fairValLevel>
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        <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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          <other otherDesc="Internal Identifier" value="1067921"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Nascar Holdings Inc 6.5% 10/18/2026 Initial Term Loans</name>
        <lei>549300XWV2JTQZZOV244</lei>
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        <cusip>63108EAB4</cusip>
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        <name>PUBLIC SERVICE ENTERPRISE GROUP INC COM NPV</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>PUBLIC SERVICE ENTERPRISE GROUP INC COM NPV</title>
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          <ticker value="PEG"/>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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        <name>Anthem Inc 4.65% 01/15/2043</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
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        <cusip>94973VBB2</cusip>
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          <other otherDesc="Internal Identifier" value="1070824"/>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FORTIVE CORP COM USD.01</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>FORTIVE CORP COM USD.01</title>
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        <identifiers>
          <ticker value="FTV"/>
          <other otherDesc="Internal Identifier" value="639382"/>
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        <balance>6517.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>440940.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CONSTELLATION BRANDS INC COM A USD.01</name>
        <lei>5493005GKEG8QCVY7037</lei>
        <title>CONSTELLATION BRANDS INC COM A USD.01</title>
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          <ticker value="STZ"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BAKER HUGHES A GE CO LLC / BAKER HUGHES CO-OBLIG 4.08% 12/15/2047</name>
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          <other otherDesc="Internal Identifier" value="683629"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MITSUI FUDOSAN CO LTD ORD JPY NPV</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AT&amp;T Inc 2.3% 06/01/2027</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc 2.3% 06/01/2027</title>
        <cusip>00206RJX1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1073537"/>
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        <curCd>USD</curCd>
        <valUSD>103406.59000000</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>WYNN LAS VEGAS LLC/CAPITAL CORP 5.25% 05/15/2027 144A</name>
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        <title>WYNN LAS VEGAS LLC/CAPITAL CORP 5.25% 05/15/2027 144A</title>
        <cusip>983130AX3</cusip>
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          <other otherDesc="Internal Identifier" value="665553"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>COMMSCOPE INC 6.5% 04/04/2026 Initial Term Loans</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Williams Cos Inc/The 4.85% 03/01/2048</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>Williams Cos Inc/The 4.85% 03/01/2048</title>
        <cusip>96949LAE5</cusip>
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        <valUSD>350448.86000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SARTORIUS STEDIM BIOTECH ORD EUR.2</name>
        <lei>52990006IVXY7GCSSR39</lei>
        <title>SARTORIUS STEDIM BIOTECH ORD EUR.2</title>
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          <ticker value="DIM"/>
          <other otherDesc="Internal Identifier" value="326852"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MS&amp;AD INSURANCE GROUP HOLDINGS INC ORD JPY NPV</name>
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      <invstOrSec>
        <name>Occidental Petroleum Corp 2.6% 08/13/2021</name>
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      <invstOrSec>
        <name>Nexstar Broadcasting Inc 5.625% 07/15/2027 144A</name>
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        <name>State of Texas</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COGNIZANT TECHNOLOGY SOLUTIONS CORP COM USD.01 CL A</name>
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        <name>DOMINOS PIZZA INC COM USD.01</name>
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        <name>GLOBAL TEL*LINK CORP 6.5% 11/20/2025 First Lien Term Loan</name>
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        <name>GOVT NATL MORTG ASSN 4% 12/20/2049 SF2</name>
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        <name>LULULEMON ATHLETICA INC COM USD 0.005</name>
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        <name>PANDORA A/S ORD DKK 1</name>
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        <name>CANADIAN NATIONAL RAILWAY CO ORD NPV USD</name>
        <lei>3SU7BEP7TH9YEQOZCS77</lei>
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        <name>CANADIAN NATURAL RESOURCES LTD 3.90% 02/01/2025</name>
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        <name>URUGUAY REPUBLIC OF 4.50% 08/14/2024</name>
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        <name>ZOZO INC ORD JPY NPV</name>
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        <name>MONSTER BEVERAGE CORP COM USD NPV</name>
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        <name>YUM! BRANDS INC COM NPV</name>
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        <fairValLevel>1</fairValLevel>
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        <name>RIO TINTO LTD ORD AUD NPV</name>
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        <title>RIO TINTO LTD ORD AUD NPV</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>N/A</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>JPMORGAN CHASE BANK NA</counterpartyName>
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            <amtCurSold>339041.10000000</amtCurSold>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KEYSIGHT TECHNOLOGIES INC COM USD NPV</name>
        <lei>549300GLKVIO8YRCYN02</lei>
        <title>KEYSIGHT TECHNOLOGIES INC COM USD NPV</title>
        <cusip>49338L103</cusip>
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          <ticker value="KEYS"/>
          <other otherDesc="Internal Identifier" value="589524"/>
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        <balance>4262.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>429524.36000000</valUSD>
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        <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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      </invstOrSec>
      <invstOrSec>
        <name>GOVT NATL MORTG ASSN 3.5% 02/20/2050 SF2</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>GOVT NATL MORTG ASSN 3.5% 02/20/2050 SF2</title>
        <cusip>36179VFQ8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1046062"/>
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        <balance>10816883.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11454364.77000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Valero Energy Corp 4% 04/01/2029</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>Valero Energy Corp 4% 04/01/2029</title>
        <cusip>91913YAW0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="979791"/>
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        <balance>935000.00000000</balance>
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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>2029-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP 4.875% 06/01/2025</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP 4.875% 06/01/2025</title>
        <cusip>55336VAJ9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1070823"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>111689.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KBC GROEP NV ORD EUR NPV</name>
        <lei>213800X3Q9LSAKRUWY91</lei>
        <title>KBC GROEP NV ORD EUR NPV</title>
        <cusip>B5337G162</cusip>
        <identifiers>
          <ticker value="KBC"/>
          <other otherDesc="Internal Identifier" value="193937"/>
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        <balance>24134.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
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        <pctVal>0.184462545244</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DOLLAR GENERAL CORP COM USD.875</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
        <title>DOLLAR GENERAL CORP COM USD.875</title>
        <cusip>256677105</cusip>
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          <ticker value="DG"/>
          <other otherDesc="Internal Identifier" value="456924"/>
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        <balance>6650.00000000</balance>
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        <curCd>USD</curCd>
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        <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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CINTAS CORP COM NPV</name>
        <lei>N/A</lei>
        <title>CINTAS CORP COM NPV</title>
        <cusip>172908105</cusip>
        <identifiers>
          <ticker value="CTAS"/>
          <other otherDesc="Internal Identifier" value="29592"/>
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        <balance>6184.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1647170.24000000</valUSD>
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        <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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      <invstOrSec>
        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1M2</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 07/25/2029 2017-C01 1M2</title>
        <cusip>30711XEP5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="658303"/>
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        <balance>877436.22000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>POOL CORP COM USD.001</name>
        <lei>5493005VZK1KMN6CO617</lei>
        <title>POOL CORP COM USD.001</title>
        <cusip>73278L105</cusip>
        <identifiers>
          <ticker value="POOL"/>
          <other otherDesc="Internal Identifier" value="204435"/>
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        <balance>1094.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>297425.78000000</valUSD>
        <pctVal>0.039572816050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ILLUMINA INC COM USD.01</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>ILLUMINA INC COM USD.01</title>
        <cusip>452327109</cusip>
        <identifiers>
          <ticker value="ILMN"/>
          <other otherDesc="Internal Identifier" value="191240"/>
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        <balance>3446.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1276226.10000000</valUSD>
        <pctVal>0.169803238625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dollar Tree Inc 4.2% 05/15/2028</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>Dollar Tree Inc 4.2% 05/15/2028</title>
        <cusip>256746AH1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="868668"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>582237.38000000</valUSD>
        <pctVal>0.077467302050</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>Fidelity National Financial Inc COM USD.0001</name>
        <lei>549300CAZYIH39SYQ287</lei>
        <title>Fidelity National Financial Inc COM USD.0001</title>
        <cusip>31620R303</cusip>
        <identifiers>
          <ticker value="FNF"/>
          <other otherDesc="Internal Identifier" value="580054"/>
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        <balance>2105.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64539.30000000</valUSD>
        <pctVal>0.008587022439</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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          <isLoanByFund>N</isLoanByFund>
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        <name>PENSKE AUTOMOTIVE GROUP INC COM USD.0001</name>
        <lei>549300W7UTQ0M4C7LB15</lei>
        <title>PENSKE AUTOMOTIVE GROUP INC COM USD.0001</title>
        <cusip>70959W103</cusip>
        <identifiers>
          <ticker value="PAG"/>
          <other otherDesc="Internal Identifier" value="42486"/>
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        <balance>782.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30271.22000000</valUSD>
        <pctVal>0.004027617984</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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        <name>PTC THERAPEUTICS INC COM USD.001</name>
        <lei>549300UJLWOIWFDGB318</lei>
        <title>PTC THERAPEUTICS INC COM USD.001</title>
        <cusip>69366J200</cusip>
        <identifiers>
          <ticker value="PTCT"/>
          <other otherDesc="Internal Identifier" value="552507"/>
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        <balance>2300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>116702.00000000</valUSD>
        <pctVal>0.015527325098</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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          <isLoanByFund>N</isLoanByFund>
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        <name>URBAN OUTFITTERS INC COM USD.0001</name>
        <lei>549300N3DUFR5U6NRN38</lei>
        <title>URBAN OUTFITTERS INC COM USD.0001</title>
        <cusip>917047102</cusip>
        <identifiers>
          <ticker value="URBN"/>
          <other otherDesc="Internal Identifier" value="30441"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36132.28000000</valUSD>
        <pctVal>0.004807438245</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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      <invstOrSec>
        <name>Anheuser-Busch InBev Worldwide Inc 5.8% 01/23/2059</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>Anheuser-Busch InBev Worldwide Inc 5.8% 01/23/2059</title>
        <cusip>03523TBW7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="972027"/>
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        <curCd>USD</curCd>
        <valUSD>142643.11000000</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>2059-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Anheuser-Busch Inbev Worldwide Inc 3.5% 06/01/2030</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>Anheuser-Busch Inbev Worldwide Inc 3.5% 06/01/2030</title>
        <cusip>035240AV2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1058816"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225299.65000000</valUSD>
        <pctVal>0.029976357818</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>
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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>LAS VEGAS SANDS CORP COM USD1</name>
        <lei>549300DUOO1KXOHPM605</lei>
        <title>LAS VEGAS SANDS CORP COM USD1</title>
        <cusip>517834107</cusip>
        <identifiers>
          <ticker value="LVS"/>
          <other otherDesc="Internal Identifier" value="323302"/>
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        <balance>17329.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>789162.66000000</valUSD>
        <pctVal>0.104998930417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ATLAS COPCO AB ORD SEK.639 CL A</name>
        <lei>213800T8PC8Q4FYJZR07</lei>
        <title>ATLAS COPCO AB ORD SEK.639 CL A</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="SE0011166610"/>
          <other otherDesc="Internal Identifier" value="37018"/>
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        <balance>11437.00000000</balance>
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        <currencyConditional curCd="SEK" exchangeRt="9.32860000"/>
        <valUSD>486992.16000000</valUSD>
        <pctVal>0.064794824328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SYMRISE AG ORD EUR NPV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ABBOTT LABORATORIES 3.75% 11/30/2026</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MSC INDUSTRIAL DIRECT CO INC COM USD.001 CL A</name>
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      <invstOrSec>
        <name>REPUBLIC OF IRAQ 5.80% 01/15/2028 144A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>REPUBLIC SERVICES INC COM USD.01</name>
        <lei>NKNQHM6BLECKVOQP7O46</lei>
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          <ticker value="RSG"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>RELIANCE STEEL &amp; ALUMINUM CO COM NPV</name>
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        <title>RELIANCE STEEL &amp; ALUMINUM CO COM NPV</title>
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          <ticker value="RS"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ASML HOLDING NV NY REGD USD.09</name>
        <lei>724500Y6DUVHQD6OXN27</lei>
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          <ticker value="ASML"/>
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        <assetCat>EC</assetCat>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Aptiv PLC ORD USD.01</name>
        <lei>N/A</lei>
        <title>Aptiv PLC ORD USD.01</title>
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          <isin value="JE00B783TY65"/>
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        <assetCat>EC</assetCat>
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        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Dryden 42 Senior Loan Fund FRN 07/15/2030 2016-42A CR 144A</name>
        <lei>549300GTVIVSKVBYOB52</lei>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2024 2014-C01 M2</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES FRN 01/25/2024 2014-C01 M2</title>
        <cusip>30711XAD6</cusip>
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          <other otherDesc="Internal Identifier" value="688717"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <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>
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          <other otherDesc="Internal Identifier" value="676419"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Bancolombia SA 3% 01/29/2025</name>
        <lei>54930052NWJRPNMP1W58</lei>
        <title>Bancolombia SA 3% 01/29/2025</title>
        <cusip>05968LAM4</cusip>
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          <other otherDesc="Internal Identifier" value="1040499"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-29</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>SIEMENS AG ORD EUR NPV - REGISTERED</name>
        <lei>W38RGI023J3WT1HWRP32</lei>
        <title>SIEMENS AG ORD EUR NPV - REGISTERED</title>
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          <isin value="DE0007236101"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Trane Technologies PLC ORD USD1</name>
        <lei>549300BURLR9SLYY2705</lei>
        <title>Trane Technologies PLC ORD USD1</title>
        <cusip>000000000</cusip>
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          <isin value="IE00BK9ZQ967"/>
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        <assetCat>EC</assetCat>
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        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ROYAL DUTCH SHELL PLC ORD GBP.07 B SHARES</name>
        <lei>21380068P1DRHMJ8KU70</lei>
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        <cusip>000000000</cusip>
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          <isin value="GB00B03MM408"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CVS HEALTH CORP COM USD1</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP COM USD1</title>
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          <ticker value="CVS"/>
          <other otherDesc="Internal Identifier" value="811"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Presidio Holdings Inc 8.25% 02/01/2028 144A</name>
        <lei>N/A</lei>
        <title>Presidio Holdings Inc 8.25% 02/01/2028 144A</title>
        <cusip>74101XAF7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038335"/>
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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>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>THE BERKELEY GROUP HOLDINGS PLC ORD GBP.05</name>
        <lei>2138009OQSSLVVHQAL78</lei>
        <title>THE BERKELEY GROUP HOLDINGS PLC ORD GBP.05</title>
        <cusip>000000000</cusip>
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          <isin value="GB00B02L3W35"/>
          <other otherDesc="Internal Identifier" value="319338"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>CANADIAN NATURAL RESOURCES LTD 3.85% 06/01/2027</name>
        <lei>549300T15RIMIKZC5Q38</lei>
        <title>CANADIAN NATURAL RESOURCES LTD 3.85% 06/01/2027</title>
        <cusip>136385AX9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="666835"/>
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        <curCd>USD</curCd>
        <valUSD>321038.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-01</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>AFLAC INC COM USD0.1</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>AFLAC INC COM USD0.1</title>
        <cusip>001055102</cusip>
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        <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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      <invstOrSec>
        <name>JAPAN AIRLINES CO LTD ORD JPY NPV</name>
        <lei>3538002MH5L1QZZ93477</lei>
        <title>JAPAN AIRLINES CO LTD ORD JPY NPV</title>
        <cusip>000000000</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALLISON TRANSMISSION HOLDINGS INC COM USD.01</name>
        <lei>529900RP7DJ882LI9T83</lei>
        <title>ALLISON TRANSMISSION HOLDINGS INC COM USD.01</title>
        <cusip>01973R101</cusip>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>NORFOLK SOUTHERN CORP COM USD1</name>
        <lei>54930036C8MWP850MI84</lei>
        <title>NORFOLK SOUTHERN CORP COM USD1</title>
        <cusip>655844108</cusip>
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          <ticker value="NSC"/>
          <other otherDesc="Internal Identifier" value="910"/>
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        <balance>4400.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>772508.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Nbcuniversal Media LLC 5.95% 04/01/2041</name>
        <lei>VTBDOQJ6KOGQ6K786R46</lei>
        <title>Nbcuniversal Media LLC 5.95% 04/01/2041</title>
        <cusip>63946BAG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1067763"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Allison Transmission Inc 5.875% 06/01/2029 144A</name>
        <lei>MWKQ3I0U1GXP2YDSZW75</lei>
        <title>Allison Transmission Inc 5.875% 06/01/2029 144A</title>
        <cusip>019736AF4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="971857"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>104290.50000000</valUSD>
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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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Citigroup Inc 3.352% 04/24/2025 FIXED TO FLOAT</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc 3.352% 04/24/2025 FIXED TO FLOAT</title>
        <cusip>172967MF5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="977548"/>
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        <valUSD>1837771.43000000</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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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BPCE SA 4.875% 04/01/2026 144A</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA 4.875% 04/01/2026 144A</title>
        <cusip>05578QAE3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1011157"/>
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        <valUSD>567547.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>IAA Inc COM USD 0.01</name>
        <lei>549300PZCOPC5178W747</lei>
        <title>IAA Inc COM USD 0.01</title>
        <cusip>449253103</cusip>
        <identifiers>
          <ticker value="IAA"/>
          <other otherDesc="Internal Identifier" value="993081"/>
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        <balance>1139.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43931.23000000</valUSD>
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        <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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      <invstOrSec>
        <name>DSV PANALPINA A/S ORD DKK1</name>
        <lei>529900X41C0BSLK67H70</lei>
        <title>DSV PANALPINA A/S ORD DKK1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DK0060079531"/>
          <other otherDesc="Internal Identifier" value="226390"/>
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        <currencyConditional curCd="DKK" exchangeRt="6.63220000"/>
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        <pctVal>0.220613132298</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMPHENOL CORP COM A USD.001</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>AMPHENOL CORP COM A USD.001</title>
        <cusip>032095101</cusip>
        <identifiers>
          <ticker value="APH"/>
          <other otherDesc="Internal Identifier" value="29427"/>
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        <balance>8633.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>827127.73000000</valUSD>
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        <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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      <invstOrSec>
        <name>US Bancorp 3% 07/30/2029</name>
        <lei>N1GZ7BBF3NP8GI976H15</lei>
        <title>US Bancorp 3% 07/30/2029</title>
        <cusip>91159HHW3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="999494"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>325991.83000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>QUALCOMM INC COM USD0.0001</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM INC COM USD0.0001</title>
        <cusip>747525103</cusip>
        <identifiers>
          <ticker value="QCOM"/>
          <other otherDesc="Internal Identifier" value="30205"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>932531.04000000</valUSD>
        <pctVal>0.124074245708</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>FANNIE MAE 4% 01/01/2050 FNL</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 4% 01/01/2050 FNL</title>
        <cusip>31418DKV3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1034361"/>
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        <balance>1021243.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1082149.01000000</valUSD>
        <pctVal>0.143981075589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <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"/>
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        <balance>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>101730.00000000</valUSD>
        <pctVal>0.013535284590</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>N/A</maturityDt>
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      <invstOrSec>
        <name>ENERGY TRANSFER OPERATING LP 6.05% 06/01/2041</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP 6.05% 06/01/2041</title>
        <cusip>29273RAP4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="532327"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>722467.14000000</valUSD>
        <pctVal>0.096125020615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2041-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GrafTech International Ltd COM USD 0.01</name>
        <lei>549300GY32W00XP57351</lei>
        <title>GrafTech International Ltd COM USD 0.01</title>
        <cusip>384313508</cusip>
        <identifiers>
          <ticker value="EAF"/>
          <other otherDesc="Internal Identifier" value="869839"/>
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        <balance>844.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6735.12000000</valUSD>
        <pctVal>0.000896114872</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Carlyle Global Market Strategies CLO 2014-4-R Ltd FRN 07/15/2030 2014-4RA C 144A</name>
        <lei>N/A</lei>
        <title>Carlyle Global Market Strategies CLO 2014-4-R Ltd FRN 07/15/2030 2014-4RA C 144A</title>
        <cusip>14316CAL7</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="690151"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>214434.74000000</valUSD>
        <pctVal>0.028530769999</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>4.11888000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>253805.90000000</valUSD>
        <pctVal>0.033769144669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.46400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>HARBOR FREIGHT TOOLS USA INC 4.37688% 08/19/2023 REFINANCING LOANS</name>
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          <other otherDesc="Internal Identifier" value="683121"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <ticker value="CRM"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CONSOLIDATED EDISON INC COM USD.1</name>
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          <ticker value="ED"/>
          <other otherDesc="Internal Identifier" value="470"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>GALAPAGOS NV ORD EUR NPV</name>
        <lei>549300QKJ78IY0IOV655</lei>
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          <isin value="BE0003818359"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DEUTSCHE TELEKOM AG ORD REGD NPV</name>
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        <title>DEUTSCHE TELEKOM AG ORD REGD NPV</title>
        <cusip>000000000</cusip>
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          <isin value="DE0005557508"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AssuredPartners Inc 6.5% 2/13/2027 2020 February Refinancing Term Loans</name>
        <lei>549300HNDSDQWQ3L2P80</lei>
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          <other otherDesc="Internal Identifier" value="1042602"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PACCAR INC COM USD1</name>
        <lei>KDTEY8BWE486IKZ3CC07</lei>
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          <other otherDesc="Internal Identifier" value="31242"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SUMITOMO METAL MINING CO LTD ORD JPY NPV</name>
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          <isin value="JP3402600005"/>
          <other otherDesc="Internal Identifier" value="21942"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HITACHI LTD ORD JPY NPV</name>
        <lei>549300T6IPOCDWLKC615</lei>
        <title>HITACHI LTD ORD JPY NPV</title>
        <cusip>J20454112</cusip>
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          <ticker value="6501"/>
          <other otherDesc="Internal Identifier" value="17636"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>San Bernardino Community College District</name>
        <lei>549300Y4FPTEP3EQZ007</lei>
        <title>San Bernardino Community College District</title>
        <cusip>796720MT4</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1024843"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>108995.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ECOPETROL SA 4.125% 01/16/2025</name>
        <lei>254900IDGKCJICKBPA66</lei>
        <title>ECOPETROL SA 4.125% 01/16/2025</title>
        <cusip>279158AK5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="585860"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>251538.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MATSUMOTOKIYOSHI HOLDINGS CO LTD ORD JPY NPV</name>
        <lei>N/A</lei>
        <title>MATSUMOTOKIYOSHI HOLDINGS CO LTD ORD JPY NPV</title>
        <cusip>000000000</cusip>
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          <isin value="JP3869010003"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>FANNIE MAE 2.5% 06/01/2035 FNI</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 2.5% 06/01/2035 FNI</title>
        <cusip>31418DQF2</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1068183"/>
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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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        <name>BROADRIDGE FINANCIAL SOLUTIONS INC COM USD NPV</name>
        <lei>N/A</lei>
        <title>BROADRIDGE FINANCIAL SOLUTIONS INC COM USD NPV</title>
        <cusip>11133T103</cusip>
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          <ticker value="BR"/>
          <other otherDesc="Internal Identifier" value="384906"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>TOKYO ELECTRON LTD ORD JPY NPV</name>
        <lei>549300H5LSF8DP3RIJ34</lei>
        <title>TOKYO ELECTRON LTD ORD JPY NPV</title>
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          <other otherDesc="Internal Identifier" value="25093"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AVON PRODUCTS INC 7.00% 03/15/2023 *RATING PENALTY/5.00%*</name>
        <lei>5493007RY69UEB1F1B45</lei>
        <title>AVON PRODUCTS INC 7.00% 03/15/2023 *RATING PENALTY/5.00%*</title>
        <cusip>054303BA9</cusip>
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          <other otherDesc="Internal Identifier" value="544485"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Indonesia Government International Bond 4.35% 01/08/2027 144A</name>
        <lei>529900FWX0GRR7WG5W79</lei>
        <title>Indonesia Government International Bond 4.35% 01/08/2027 144A</title>
        <cusip>455780BX3</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="940302"/>
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        <curCd>USD</curCd>
        <valUSD>556575.00000000</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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        <name>Southern Co/The 3.7% 04/30/2030</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>Southern Co/The 3.7% 04/30/2030</title>
        <cusip>842587DE4</cusip>
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          <other otherDesc="Internal Identifier" value="1058804"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MONCLER SPA ORD EUR NPV</name>
        <lei>815600EBD7FB00525B20</lei>
        <title>MONCLER SPA ORD EUR NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="IT0004965148"/>
          <other otherDesc="Internal Identifier" value="575183"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>State of Ohio</name>
        <lei>5493005LEB5E170OMX59</lei>
        <title>State of Ohio</title>
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        <name>NEUROCRINE BIOSCIENCES INC COM USD.001</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VERISK ANALYTICS INC COM USD.001</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>ROCHE HOLDING AG ORD CHF NPV</name>
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        <assetCat>EC</assetCat>
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        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MPLX LP 5.5% 02/15/2049</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BOOHOO GROUP PLC ORD GBP.01</name>
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        <name>BARRATT DEVELOPMENTS PLC ORD GBP.10</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BURLINGTON STORES INC COM USD.0001</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>INTERMEDIATE CAPITAL GROUP PLC ORD GBP.2625</name>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>ALIBABA GROUP HOLDING LTD SPONSORED ADR</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Bill.com Holdings Inc COM USD 0.000010</name>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Citigroup Inc 2.572% 06/03/2031 *FIXED TO FLOAT*</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Challenger Ltd ORD AUD NPV</name>
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          <ticker value="CGF"/>
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        <assetCat>EC</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>REYNOLDS AMERICAN INC 5.85% 08/15/2045</name>
        <lei>02S2RPPVO9RP4NEU2740</lei>
        <title>REYNOLDS AMERICAN INC 5.85% 08/15/2045</title>
        <cusip>761713BB1</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="606431"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>City of Austin TX Electric Utility Revenue</name>
        <lei>N/A</lei>
        <title>City of Austin TX Electric Utility Revenue</title>
        <cusip>052414JQ3</cusip>
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          <other otherDesc="Internal Identifier" value="1019140"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>VERTAFORE INC 6.5% 07/02/2025 Initial Term Loans</name>
        <lei>549300C8UJDK6DDYSL16</lei>
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        <cusip>92531SAZ6</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1041422"/>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>MERCADOLIBRE INC COM USD NPV</name>
        <lei>549300DKPDN9M5S8GB14</lei>
        <title>MERCADOLIBRE INC COM USD NPV</title>
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          <ticker value="MELI"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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"/>
        </identifiers>
        <balance>90000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>92664.00000000</valUSD>
        <pctVal>0.012329043657</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MPLX LP 4.875% 12/01/2024</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP 4.875% 12/01/2024</title>
        <cusip>55336VAG5</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="647136"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>444519.27000000</valUSD>
        <pctVal>0.059143761185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</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>N/A</name>
        <lei>N/A</lei>
        <title>USD_JPY_20200813</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1410223418766"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4993.30000000</valUSD>
        <pctVal>0.000664363870</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>102000000.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>950195.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-08-13</settlementDt>
            <unrealizedAppr>4993.30000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Whatabrands LLC 4.41625% 08/02/2026 2020 Refinancing Term Loans</name>
        <lei>254900HMMX4HTWIP0085</lei>
        <title>Whatabrands LLC 4.41625% 08/02/2026 2020 Refinancing Term Loans</title>
        <cusip>96244UAD9</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1038308"/>
        </identifiers>
        <balance>19900.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19091.56000000</valUSD>
        <pctVal>0.002540152343</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.92525000</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>JERONIMO MARTINS SGPS SA ORD EUR1</name>
        <lei>259400A8SZP10GB5IB19</lei>
        <title>JERONIMO MARTINS SGPS SA ORD EUR1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="PTJMT0AE0001"/>
          <other otherDesc="Internal Identifier" value="62624"/>
        </identifiers>
        <balance>7526.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>131692.84000000</valUSD>
        <pctVal>0.017521872288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PT</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MSCI INC COM USD.01</name>
        <lei>549300HTIN2PD78UB763</lei>
        <title>MSCI INC COM USD.01</title>
        <cusip>55354G100</cusip>
        <identifiers>
          <ticker value="MSCI"/>
          <other otherDesc="Internal Identifier" value="405373"/>
        </identifiers>
        <balance>2378.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>793823.96000000</valUSD>
        <pctVal>0.105619121334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASML HOLDING NV ORD EUR.09</name>
        <lei>724500Y6DUVHQD6OXN27</lei>
        <title>ASML HOLDING NV ORD EUR.09</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0010273215"/>
          <other otherDesc="Internal Identifier" value="63128"/>
        </identifiers>
        <balance>5200.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>1902058.14000000</valUSD>
        <pctVal>0.253070856509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Aflac Inc 4.75% 01/15/2049</name>
        <lei>549300N0B7DOGLXWPP39</lei>
        <title>Aflac Inc 4.75% 01/15/2049</title>
        <cusip>001055AY8</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="972035"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>902890.11000000</valUSD>
        <pctVal>0.120130488477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</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>ALASKA AIR GROUP INC COM USD1</name>
        <lei>529900G48RT4KWLC6C27</lei>
        <title>ALASKA AIR GROUP INC COM USD1</title>
        <cusip>011659109</cusip>
        <identifiers>
          <ticker value="ALK"/>
          <other otherDesc="Internal Identifier" value="29394"/>
        </identifiers>
        <balance>3923.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142247.98000000</valUSD>
        <pctVal>0.018926244880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CK Asset Holdings Ltd ORD HKD1</name>
        <lei>5299006GJZSGP78B8S35</lei>
        <title>CK Asset Holdings Ltd ORD HKD1</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="KYG2177B1014"/>
          <other otherDesc="Internal Identifier" value="603522"/>
        </identifiers>
        <balance>142830.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75045000"/>
        <valUSD>856516.05000000</valUSD>
        <pctVal>0.113960370521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Booking Holdings Inc COM USD.008</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings Inc COM USD.008</title>
        <cusip>09857L108</cusip>
        <identifiers>
          <ticker value="BKNG"/>
          <other otherDesc="Internal Identifier" value="60462"/>
        </identifiers>
        <balance>423.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>673559.82000000</valUSD>
        <pctVal>0.089617849724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>JPY_USD_20200813</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal Sec ID" value="1259323418765"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11466.07000000</valUSD>
        <pctVal>-0.00152557279</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>956668.54000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>102000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-08-13</settlementDt>
            <unrealizedAppr>-11466.07000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T INC COM USD1</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T INC COM USD1</title>
        <cusip>00206R102</cusip>
        <identifiers>
          <ticker value="T"/>
          <other otherDesc="Internal Identifier" value="1918"/>
        </identifiers>
        <balance>39921.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1206811.83000000</valUSD>
        <pctVal>0.160567596247</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAXIM INTEGRATED PRODUCTS INC COM USD0.001</name>
        <lei>SO0H5YEO14Y4PVKQH532</lei>
        <title>MAXIM INTEGRATED PRODUCTS INC COM USD0.001</title>
        <cusip>57772K101</cusip>
        <identifiers>
          <ticker value="MXIM"/>
          <other otherDesc="Internal Identifier" value="30016"/>
        </identifiers>
        <balance>8003.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>485061.83000000</valUSD>
        <pctVal>0.064537991871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102201.57000000</valUSD>
        <pctVal>0.013598027480</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DASSAULT AVIATION SA ORD EUR8</name>
        <lei>969500CVFTUT88V8QN95</lei>
        <title>DASSAULT AVIATION SA ORD EUR8</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000121725"/>
          <other otherDesc="Internal Identifier" value="317862"/>
        </identifiers>
        <balance>253.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.88995680"/>
        <valUSD>232106.15000000</valUSD>
        <pctVal>0.030881969875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <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 3.337% 12/15/2027</name>
        <lei>N/A</lei>
        <title>Baker Hughes A Ge Co Llc / Baker Hughes Co-obligor Inc 3.337% 12/15/2027</title>
        <cusip>05723KAE0</cusip>
        <identifiers>
          <other otherDesc="Internal Identifier" value="1050145"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426382.75000000</valUSD>
        <pctVal>0.056730677929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.33700000</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>NIPPON TELEVISION HOLDINGS INC ORD JPY NPV</name>
        <lei>N/A</lei>
        <title>NIPPON TELEVISION HOLDINGS INC ORD JPY NPV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="JP3732200005"/>
          <other otherDesc="Internal Identifier" value="47339"/>
        </identifiers>
        <balance>13800.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="JPY" exchangeRt="107.62000000"/>
        <valUSD>149467.47000000</valUSD>
        <pctVal>0.019886805696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PUBLIC STORAGE REIT USD.1</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>PUBLIC STORAGE REIT USD.1</title>
        <cusip>74460D109</cusip>
        <identifiers>
          <ticker value="PSA"/>
          <other otherDesc="Internal Identifier" value="30332"/>
        </identifiers>
        <balance>5214.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1000514.46000000</valUSD>
        <pctVal>0.133119511973</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </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>
