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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Huntington Ingalls Industries</name>
        <lei>5TZLZ6WJTBVJ0QWBG121</lei>
        <title>Huntington Ingalls Industries Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
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        <cusip>000000000</cusip>
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        <balance>33900.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Applied Materials Inc</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
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        <cusip>038222105</cusip>
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          <isin value="US0382221051"/>
          <ticker value="AMAT"/>
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        <balance>22591.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3031712.20000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (SEALED AIR CORP) 0% 03/01/2022 (SEE US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWXC1023"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Zimmer Biomet Holdings Inc</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>Zimmer Biomet Holdings Inc</title>
        <cusip>98956P102</cusip>
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          <isin value="US98956P1021"/>
          <ticker value="ZBH"/>
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        <balance>54081.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6878562.39000000</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>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>GOLDMAN SACHS &amp; CO. LLC (WILLIAMS COS INC/THE) 24.24% 03/24/2022 (WMB US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWY769V3"/>
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        <balance>111100.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3415465.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ralph Lauren Corp</name>
        <lei>HO1QNWM0IXBZ0QSMMO20</lei>
        <title>Ralph Lauren Corp</title>
        <cusip>751212101</cusip>
        <identifiers>
          <isin value="US7512121010"/>
          <ticker value="RL"/>
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        <balance>53915.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7118936.60000000</valUSD>
        <pctVal>0.809067850117</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>Public Service Enterprise Grou</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>Public Service Enterprise Group Inc</title>
        <cusip>744573106</cusip>
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          <isin value="US7445731067"/>
          <ticker value="PEG"/>
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        <balance>42569.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2759748.27000000</valUSD>
        <pctVal>0.313645664392</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Equitable Holdings Inc</name>
        <lei>549300FIBAKMNHPZ4009</lei>
        <title>Equitable Holdings Inc</title>
        <cusip>29452E101</cusip>
        <identifiers>
          <isin value="US29452E1010"/>
          <ticker value="EQH"/>
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        <balance>259523.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8476021.18000000</valUSD>
        <pctVal>0.963300647129</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Ross Stores Inc</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
        <title>Ross Stores Inc</title>
        <cusip>778296103</cusip>
        <identifiers>
          <isin value="US7782961038"/>
          <ticker value="ROST"/>
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        <balance>34612.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3163190.68000000</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>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BNP PARIBAS SECURITIES CORP.</name>
        <lei>RCNB6OTYUAMMP879YW96</lei>
        <title>BNP PARIBAS SECURITIES CORPORATION (SEMPRA ENERGY) 19.50% 03/28/2022 (SRE US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWYG0631"/>
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        <balance>28200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3892194.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (KIMBERLY-CLARK CORP) 17.15% 03/21/2022 (KMB US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWY3Z2E8"/>
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        <balance>30700.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3990192.74000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALTRIA GROUP INC</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC</title>
        <cusip>02209S103</cusip>
        <identifiers>
          <isin value="US02209S1033"/>
          <ticker value="MO"/>
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        <balance>98208.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5037088.32000000</valUSD>
        <pctVal>0.572465586772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Swiss Re AG</name>
        <lei>529900PS9YW3YY29F326</lei>
        <title>Swiss Re AG</title>
        <cusip>000000000</cusip>
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          <isin value="CH0126881561"/>
          <ticker value="SREN"/>
          <other otherDesc="SEDOL" value="B545MG5"/>
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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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        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. MORGAN SECURITIES LLC (PRUDENTIAL FINANCIAL INC) 20.55% 03/03/2022 (PRU US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWXF4CX3"/>
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        <balance>38800.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4355294.97000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. MORGAN SECURITIES LLC (GILDAN ACTIVEWEAR INC) 21.67% 03/17/2022 (GIL US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXUNNT1"/>
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        <balance>38800.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1523073.86000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>21.67000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>TD SECURITIES (USA) LLC</name>
        <lei>SUVUFHICNZMP2WKHG940</lei>
        <title>TD SECURITIES INC (COMERICA INC) 0% 03/01/2022 (CMA US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXC0TQ1"/>
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        <balance>23000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2202267.11000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.97000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (M&amp;T BANK CORP) 21.91% 03/24/2022 (MTB US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWY769A9"/>
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        <balance>17400.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3097615.58000000</valUSD>
        <pctVal>0.352044317658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>21.91000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Leidos Holdings Inc</name>
        <lei>549300IUTGTP6EJP8124</lei>
        <title>Leidos Holdings Inc</title>
        <cusip>525327102</cusip>
        <identifiers>
          <isin value="US5253271028"/>
          <ticker value="LDOS"/>
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        <balance>87310.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8891650.40000000</valUSD>
        <pctVal>1.010536949174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
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        <name>Sealed Air Corp</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
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          <other otherDesc="INTERNAL" value="BRWYXN5L3"/>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
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          <other otherDesc="INTERNAL" value="BRWXUNTX6"/>
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        <invCountry>US</invCountry>
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        <name>HSBC SECURITIES (USA) INC.</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>HSBC SECURITIES (USA) INC (ASTRAZENECA PLC) 27.12% 03/14/2022 (AZN LN)</title>
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          <other otherDesc="INTERNAL" value="BRWXSQGT5"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>PRUDENTIAL FINANCIAL INC</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>PRUDENTIAL FINANCIAL INC</title>
        <cusip>744320102</cusip>
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          <isin value="US7443201022"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>SG AMERICAS SECURITIES, LLC</name>
        <lei>549300F35UE0BOM1WJ55</lei>
        <title>SG AMERICAS SECURITIES LLC (CISCO SYSTEMS INC/DELAWARE) 20.65% 04/07/2022 (CSCO US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWYXMYX7"/>
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        <balance>150800.00000000</balance>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>CREDIT SUISSE SECURITIES (USA) LLC (BAYER AG) 18.45% 03/31/2022 (BAYN GY)</title>
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          <other otherDesc="INTERNAL" value="BRWYLU3P3"/>
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        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>GOLDMAN SACHS &amp; CO. LLC (EQT CORP) 24.65% 03/24/2022 (EQT US)</title>
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        <name>Newell Brands Inc</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
        <title>Newell Brands Inc</title>
        <cusip>651229106</cusip>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>SS&amp;C Technologies Holdings Inc</name>
        <lei>529900POY8H7NPPNKK71</lei>
        <title>SS&amp;C Technologies Holdings Inc</title>
        <cusip>78467J100</cusip>
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          <isin value="US78467J1007"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. MORGAN SECURITIES LLC (JOHNSON &amp; JOHNSON) 15.22% 04/07/2022 (JNJ US)</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. MORGAN SECURITIES LLC (INTERCONTINENTAL EXCHANGE INC) 15.60% 03/10/2022 (ICE US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWXLWV05"/>
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        <balance>14600.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <name>Sanofi</name>
        <lei>549300E9PC51EN656011</lei>
        <title>Sanofi</title>
        <cusip>000000000</cusip>
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          <isin value="FR0000120578"/>
          <ticker value="SAN"/>
          <other otherDesc="SEDOL" value="5671735"/>
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        <assetCat>EC</assetCat>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>ConocoPhillips</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>ConocoPhillips</title>
        <cusip>20825C104</cusip>
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          <isin value="US20825C1045"/>
          <ticker value="COP"/>
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        <balance>42652.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4045968.72000000</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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          <isLoanByFund>N</isLoanByFund>
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        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (CIGNA CORP) 24.59% 03/24/2022 (CI US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWY75Y96"/>
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        <balance>15700.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3502429.83000000</valUSD>
        <pctVal>0.398051497290</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-24</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>SG AMERICAS SECURITIES, LLC</name>
        <lei>549300F35UE0BOM1WJ55</lei>
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      <invstOrSec>
        <name>Willis Towers Watson PLC</name>
        <lei>549300WHC56FF48KL350</lei>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SG AMERICAS SECURITIES, LLC</name>
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        <title>SG AMERICAS SECURITIES LLC (LEAR CORP) 21.50% 03/07/2022 (LEA US)</title>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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      <invstOrSec>
        <name>Dollar General Corp</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>British American Tobacco PLC</name>
        <lei>213800FKA5MF17RJKT63</lei>
        <title>British American Tobacco PLC</title>
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          <isin value="GB0002875804"/>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Kimberly-Clark Corp</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>Kimberly-Clark Corp</title>
        <cusip>494368103</cusip>
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          <ticker value="KMB"/>
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        <balance>65242.00000000</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>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CenterPoint Energy Inc</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy Inc</title>
        <cusip>15189T107</cusip>
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          <isin value="US15189T1079"/>
          <ticker value="CNP"/>
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        <balance>57445.00000000</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>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (MERCK &amp; CO INC) 0% 03/01/2022 (MRK US)</title>
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          <other otherDesc="INTERNAL" value="BRWXC0VM7"/>
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        <balance>24000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Anthem Inc</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Anthem Inc</title>
        <cusip>036752103</cusip>
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          <isin value="US0367521038"/>
          <ticker value="ANTM"/>
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        <balance>25065.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11325620.25000000</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>Vodafone Group PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>Vodafone Group PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB00BH4HKS39"/>
          <ticker value="VOD"/>
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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>CISCO SYSTEMS INC</name>
        <lei>549300LKFJ962MZ46593</lei>
        <title>CISCO SYSTEMS INC</title>
        <cusip>17275R102</cusip>
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          <isin value="US17275R1023"/>
          <ticker value="CSCO"/>
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        <units>NS</units>
        <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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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS ARBITRAGE (AMERICAN ELECTRIC POWER CO INC) 12.03% 03/07/2022 (AEP US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWXF45W3"/>
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        <balance>27100.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2458873.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>Laboratory Corp of America Hol</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
        <title>Laboratory Corp of America Holdings</title>
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          <isin value="US50540R4092"/>
          <ticker value="LH"/>
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        <curCd>USD</curCd>
        <valUSD>5918893.20000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Unilever PLC</name>
        <lei>549300MKFYEKVRWML317</lei>
        <title>Unilever PLC</title>
        <cusip>904767704</cusip>
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          <ticker value="UL"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BMO CAPITAL MARKETS CORP.</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO CAPITAL MARKETS CORP. (INVESCO LTD) 24.72% 03/17/2022 (IVZ US)</title>
        <cusip>000000000</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Rogers Communications Inc</name>
        <lei>54930030NVF3Y2OL0A78</lei>
        <title>Rogers Communications Inc</title>
        <cusip>775109200</cusip>
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          <isin value="CA7751092007"/>
          <ticker value="RCI/B"/>
          <other otherDesc="SEDOL" value="2169051"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Fidelity National Information</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
        <title>Fidelity National Information Services Inc</title>
        <cusip>31620M106</cusip>
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          <isin value="US31620M1062"/>
          <ticker value="FIS"/>
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        <balance>107797.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10265508.31000000</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>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>GOLDMAN SACHS &amp; CO. LLC (WILLIS TOWERS WATSON PLC) 13.24% 03/21/2022 (WTW US)</title>
        <cusip>000000000</cusip>
        <identifiers>
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        <balance>17800.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3986628.21000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2022-03-21</maturityDt>
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        <name>General Motors Co</name>
        <lei>54930070NSV60J38I987</lei>
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      <invstOrSec>
        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>HSBC SECURITIES (USA) INC.</name>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES LLC</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. MORGAN SECURITIES LLC (FIDELITY NATIONAL FINANCIAL INC) 18.40% 03/10/2022 (FNF US)</title>
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          <other otherDesc="INTERNAL" value="BRWXLWTG3"/>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BOFA SECURITIES INC. (CVS HEALTH CORP) 0% 03/31/2022 (CVS US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWYQ3QE8"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Hess Corp</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp</title>
        <cusip>42809H107</cusip>
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          <isin value="US42809H1077"/>
          <ticker value="HES"/>
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        <balance>60234.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6087248.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS ARBITRAGE (CITIGROUP INC) 22.85% 03/07/2022 (C US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWXF46T9"/>
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        <balance>108200.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6422332.95000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AstraZeneca PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AstraZeneca PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB0009895292"/>
          <ticker value="AZN"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. MORGAN SECURITIES LLC (KRAFT HEINZ CO/THE) 25.07% 03/24/2022 (KHC US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWY76927"/>
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        <balance>70600.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2618803.35000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-24</maturityDt>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (COGNIZANT TECHNOLOGY SOLUTIONS CORP) 9.57% 04/07/2022 (CTSH US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWYXN020"/>
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        <balance>60500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5210260.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>3</fairValLevel>
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        <name>Comerica Inc</name>
        <lei>I9Q57JVPWHHZ3ZGBW498</lei>
        <title>Comerica Inc</title>
        <cusip>200340107</cusip>
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          <isin value="US2003401070"/>
          <ticker value="CMA"/>
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        <curCd>USD</curCd>
        <valUSD>3047658.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (ROGERS COMMUNICATIONS INC) 0% 03/03/2022 (RCI/B 16.5v,)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWXF4F51"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>BP PLC</name>
        <lei>213800LH1BZH3DI6G760</lei>
        <title>BP PLC</title>
        <cusip>000000000</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Komatsu Ltd</name>
        <lei>5493004LQ0B4T7QPQV17</lei>
        <title>Komatsu Ltd</title>
        <cusip>000000000</cusip>
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          <isin value="JP3304200003"/>
          <ticker value="6301"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Merck &amp; Co Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>Merck &amp; Co Inc</title>
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          <isin value="US58933Y1055"/>
          <ticker value="MRK"/>
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        <curCd>USD</curCd>
        <valUSD>8399600.72000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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        <name>Ameren Corp</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>Ameren Corp</title>
        <cusip>023608102</cusip>
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          <isin value="US0236081024"/>
          <ticker value="AEE"/>
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        <balance>43528.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>American Electric Power Co Inc</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>American Electric Power Co Inc</title>
        <cusip>025537101</cusip>
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          <isin value="US0255371017"/>
          <ticker value="AEP"/>
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        <balance>64710.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5865961.50000000</valUSD>
        <pctVal>0.666667105825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (BP PLC) 33.68% 03/14/2022 (BP/ LN)</title>
        <cusip>000000000</cusip>
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        <balance>1073100.00000000</balance>
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        <valUSD>5300618.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Apollo Global Management Inc</name>
        <lei>N/A</lei>
        <title>Apollo Global Management Inc</title>
        <cusip>03769M106</cusip>
        <identifiers>
          <isin value="US03769M1062"/>
          <ticker value="APO"/>
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        <curCd>USD</curCd>
        <valUSD>10902205.08000000</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>
      <invstOrSec>
        <name>BAE Systems PLC</name>
        <lei>8SVCSVKSGDWMW2QHOH83</lei>
        <title>BAE Systems PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB0002634946"/>
          <ticker value="BA/"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TD SECURITIES (USA) LLC</name>
        <lei>SUVUFHICNZMP2WKHG940</lei>
        <title>TD SECURITIES INC (NISOURCE INC) 0% 03/01/2022 (NI US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXC0W79"/>
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        <balance>51200.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1451073.55000000</valUSD>
        <pctVal>0.164914652767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>CREDIT SUISSE SECURITIES (USA) LLC (FIDELITY NATIONAL INFORMATION SERVICES INC) 20.80% 04/04/2022 (FIS US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWYQ4MS9"/>
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        <balance>32500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3075385.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-04</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (RECKITT BENCKISER GROUP PLC) 20.19% 03/31/2022 (RKT LN)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWYLU5Y2"/>
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        <balance>17200.00000000</balance>
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        <pctVal>0.159526684545</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>CREDIT SUISSE SECURITIES (USA) LLC (UNILEVER PLC) 18.70% 03/10/2022 (UL US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXLWV13"/>
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        <balance>88100.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4410043.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Broadcom Inc</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>Broadcom Inc</title>
        <cusip>11135F101</cusip>
        <identifiers>
          <isin value="US11135F1012"/>
          <ticker value="AVGO"/>
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        <balance>19655.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11546133.20000000</valUSD>
        <pctVal>1.312219182468</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>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. MORGAN SECURITIES LLC (GENERAL MOTORS CO) 26.33% 03/17/2022 (GM US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXUNQB7"/>
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        <balance>84100.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3989630.18000000</valUSD>
        <pctVal>0.453421865352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>26.33000000</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>Cigna Corp</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp</title>
        <cusip>125523100</cusip>
        <identifiers>
          <isin value="US1255231003"/>
          <ticker value="CI"/>
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        <balance>27675.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6580561.50000000</valUSD>
        <pctVal>0.747881466646</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>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>GOLDMAN SACHS &amp; CO. LLC (MEDTRONIC PLC) 13.05% 03/17/2022 (MDT US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXUNVV7"/>
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        <balance>36100.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3791777.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>13.05000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TD SECURITIES (USA) LLC</name>
        <lei>SUVUFHICNZMP2WKHG940</lei>
        <title>TD SECURITIES INC (WELLS FARGO &amp; CO) 0% 03/01/2022 (WFC US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXC1643"/>
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        <balance>110300.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5909578.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BOFA SECURITIES INC. (ALTRIA GROUP INC) 26.60% 04/07/2022 (MO US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWYUJNL5"/>
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        <balance>55300.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2788299.07000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (PRUDENTIAL PLC) 21.58% 03/14/2022 (PRU LN)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWXSQS70"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-14</maturityDt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BlackRock Liquidity Funds T-Fund</name>
        <lei>5493002L9DNZ83RX7V61</lei>
        <title>BlackRock Liquidity Funds T-Fund</title>
        <cusip>09248U718</cusip>
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          <isin value="US09248U7182"/>
          <ticker value="TSTXX"/>
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        <curCd>USD</curCd>
        <valUSD>56660036.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BNP PARIBAS SECURITIES CORP.</name>
        <lei>RCNB6OTYUAMMP879YW96</lei>
        <title>BNP PARIBAS SECURITIES CORPORATION (CENTERPOINT ENERGY INC) 16.31% 04/04/2022 (CNP US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWYQ3P82"/>
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        <balance>91300.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2474533.28000000</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>2022-04-04</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>3M Co</name>
        <lei>LUZQVYP4VS22CLWDAR65</lei>
        <title>3M Co</title>
        <cusip>88579Y101</cusip>
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          <isin value="US88579Y1010"/>
          <ticker value="MMM"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2841742.05000000</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>Siemens AG</name>
        <lei>W38RGI023J3WT1HWRP32</lei>
        <title>Siemens AG</title>
        <cusip>000000000</cusip>
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          <isin value="DE0007236101"/>
          <ticker value="SIE"/>
          <other otherDesc="SEDOL" value="5727973"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Medtronic PLC</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>Medtronic PLC</title>
        <cusip>000000000</cusip>
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          <ticker value="MDT"/>
          <other otherDesc="SEDOL" value="BTN1Y11"/>
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        <balance>87762.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9214132.38000000</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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          <isLoanByFund>N</isLoanByFund>
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        <name>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (CARDINAL HEALTH INC) 21.63% 03/03/2022 (CAH US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXC0TB4"/>
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        <balance>31500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <name>Raytheon Technologies Corp</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
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        <name>TD SECURITIES (USA) LLC</name>
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        <name>Edison International</name>
        <lei>549300I7ROF15MAEVP56</lei>
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        <payoffProfile>Long</payoffProfile>
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        <name>HSBC SECURITIES (USA) INC.</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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      <invstOrSec>
        <name>DENTSPLY SIRONA Inc</name>
        <lei>9NHEHR1SOZCYXDO8HO28</lei>
        <title>DENTSPLY SIRONA Inc</title>
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          <ticker value="XRAY"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>GOLDMAN SACHS &amp; CO. LLC (3M CO) 15.74% 03/21/2022 (MMM US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWY3Z3R8"/>
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        <balance>8900.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>15.74000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SL Green Realty Corp</name>
        <lei>549300VQZPJU97H3GT17</lei>
        <title>SL Green Realty Corp</title>
        <cusip>78440X887</cusip>
        <identifiers>
          <isin value="US78440X8873"/>
          <ticker value="SLG"/>
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        <balance>130014.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10338713.28000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (HUMANA INC) 17.15% 03/21/2022 (HUM US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWY3Z299"/>
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        <balance>3700.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1503588.56000000</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>2022-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kraft Heinz Co/The</name>
        <lei>N/A</lei>
        <title>Kraft Heinz Co/The</title>
        <cusip>500754106</cusip>
        <identifiers>
          <isin value="US5007541064"/>
          <ticker value="KHC"/>
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        <balance>177238.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6951274.36000000</valUSD>
        <pctVal>0.790013019925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (EQUITABLE HOLDINGS INC) 22.78% 03/03/2022 (EQH US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXC0UQ9"/>
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        <balance>60000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1966476.52000000</valUSD>
        <pctVal>0.223490251387</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>22.78000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Coca-Cola Co/The</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>Coca-Cola Co/The</title>
        <cusip>191216100</cusip>
        <identifiers>
          <isin value="US1912161007"/>
          <ticker value="KO"/>
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        <balance>25138.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1564589.12000000</valUSD>
        <pctVal>0.177815708547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SG AMERICAS SECURITIES, LLC</name>
        <lei>549300F35UE0BOM1WJ55</lei>
        <title>SG AMERICAS SECURITIES LLC (CONOCOPHILLIPS) 19.50% 04/07/2022 (COP US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWYXMX42"/>
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        <balance>25100.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2190055.32000000</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>2022-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>19.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS ARBITRAGE (ROSS STORES INC) 19.40% 03/03/2022 (ROST US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXF4FV4"/>
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        <balance>14500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1327716.21000000</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>2022-03-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>19.40000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>GOLDMAN SACHS &amp; CO. LLC (ZIMMER BIOMET HOLDINGS INC) 20.70% 03/17/2022 (ZBH US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWXUQZW4"/>
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        <balance>26900.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3354351.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TD SECURITIES (USA) LLC</name>
        <lei>SUVUFHICNZMP2WKHG940</lei>
        <title>TD SECURITIES (USA) LLC (LOCKHEED MARTIN CORP) 18.87% 04/07/2022 (LMT US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWYUJLX1"/>
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        <balance>9800.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3991596.67000000</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>BNP PARIBAS SECURITIES CORP.</name>
        <lei>RCNB6OTYUAMMP879YW96</lei>
        <title>BNP PARIBAS SECURITIES CORPORATION (SS&amp;C TECHNOLOGIES HOLDINGS INC) 19.91% 04/04/2022 (SSNC US)</title>
        <cusip>000000000</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDMAN SACHS &amp; CO. LLC</name>
        <lei>FOR8UP27PHTHYVLBNG30</lei>
        <title>GOLDMAN SACHS &amp; CO. LLC (PFIZER INC) 23.10% 03/17/2022 (PFE US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXUQR29"/>
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        <balance>34900.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1661507.43000000</valUSD>
        <pctVal>0.188830484084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>23.10000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>M&amp;T Bank Corp</name>
        <lei>549300WYXDDBYRASEG81</lei>
        <title>M&amp;T Bank Corp</title>
        <cusip>55261F104</cusip>
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          <isin value="US55261F1049"/>
          <ticker value="MTB"/>
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        <balance>28587.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5209409.01000000</valUSD>
        <pctVal>0.592049850269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BMO CAPITAL MARKETS CORP.</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cardinal Health Inc</name>
        <lei>CCU46N3GJMF4OK4N7U60</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TD SECURITIES (USA) LLC</name>
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        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWYUJMA0"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RBC CAPITAL MARKETS, LLC</name>
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        <invCountry>CH</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WELLS FARGO &amp; CO</name>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Reckitt Benckiser Group PLC</name>
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        <title>Reckitt Benckiser Group PLC</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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          <isin value="US92343V1044"/>
          <ticker value="VZ"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>HSBC SECURITIES (USA) INC.</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>HSBC SECURITIES (USA) INC (SANOFI) 15.39% 03/31/2022 (SAN FP)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWYLUAS9"/>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Bayer AG</name>
        <lei>549300J4U55H3WP1XT59</lei>
        <title>Bayer AG</title>
        <cusip>000000000</cusip>
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          <isin value="DE000BAY0017"/>
          <ticker value="BAYN"/>
          <other otherDesc="SEDOL" value="5069211"/>
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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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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (AT&amp;T INC) 16.99% 03/21/2022 (T US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWY3Z3X5"/>
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        <balance>189100.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4495751.89000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>16.99000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (BAE SYSTEMS PLC) 13.97% 03/14/2022 (BA/ LN)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXSQJG0"/>
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        <balance>627600.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (RALPH LAUREN CORP) 21.82% 03/03/2022 (RL US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRWXC0XM5"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>Fidelity National Financial In</name>
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        <title>Fidelity National Financial Inc</title>
        <cusip>31620R303</cusip>
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          <ticker value="FNF"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>WILLIAMS COS INC/THE</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC</title>
        <cusip>969457100</cusip>
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          <ticker value="WMB"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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        <issuerCat>CORP</issuerCat>
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        <name>METLIFE INC</name>
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        <title>METLIFE INC</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>AT&amp;T Inc</name>
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        <title>AT&amp;T Inc</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>American International Group I</name>
        <lei>ODVCVCQG2BP6VHV36M30</lei>
        <title>American International Group Inc</title>
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          <ticker value="AIG"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (DANONE SA) 19.90% 03/14/2022 (BN FP)</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. MORGAN SECURITIES LLC (ANTHEM INC) 17.70% 03/17/2022 (ANTM US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXUNMD7"/>
        </identifiers>
        <balance>6900.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3053603.72000000</valUSD>
        <pctVal>0.347042365407</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>17.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (SL GREEN REALTY CORP) 32.22% 04/07/2022 (SLG US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWYUJP25"/>
        </identifiers>
        <balance>74700.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5966387.43000000</valUSD>
        <pctVal>0.678080522723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>32.22000000</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>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>CREDIT SUISSE SECURITIES (USA) LLC (AMEREN CORP) 14.30% 03/10/2022 (AEE US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXLWR34"/>
        </identifiers>
        <balance>26100.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2228217.37000000</valUSD>
        <pctVal>0.253237124929</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>14.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Danone SA</name>
        <lei>969500KMUQ2B6CBAF162</lei>
        <title>Danone SA</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000120644"/>
          <ticker value="BN"/>
          <other otherDesc="SEDOL" value="B1Y9TB3"/>
        </identifiers>
        <balance>46846.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.89186176"/>
        <valUSD>2850075.63000000</valUSD>
        <pctVal>0.323911377808</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>Lockheed Martin Corp</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
        <title>Lockheed Martin Corp</title>
        <cusip>539830109</cusip>
        <identifiers>
          <isin value="US5398301094"/>
          <ticker value="LMT"/>
        </identifiers>
        <balance>17535.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7606683.00000000</valUSD>
        <pctVal>0.864500276816</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>BMO CAPITAL MARKETS CORP.</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO CAPITAL MARKETS CORP. (APPLIED MATERIALS INC) 18.33% 03/21/2022 (AMAT US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWY3Z1X7"/>
        </identifiers>
        <balance>10600.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1430212.65000000</valUSD>
        <pctVal>0.162543809414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.33000000</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>EQT Corp</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT Corp</title>
        <cusip>26884L109</cusip>
        <identifiers>
          <isin value="US26884L1098"/>
          <ticker value="EQT"/>
        </identifiers>
        <balance>515585.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11930636.90000000</valUSD>
        <pctVal>1.355918066080</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>Humana Inc</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>Humana Inc</title>
        <cusip>444859102</cusip>
        <identifiers>
          <isin value="US4448591028"/>
          <ticker value="HUM"/>
        </identifiers>
        <balance>8169.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3547960.08000000</valUSD>
        <pctVal>0.403226014715</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>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>CREDIT SUISSE SECURITIES (USA) LLC (DOLLAR GENERAL CORP) 16.10% 03/10/2022 (DG US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWXLWS41"/>
        </identifiers>
        <balance>12300.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2443515.97000000</valUSD>
        <pctVal>0.277705832157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>16.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE SECURITIES (USA) LLC</name>
        <lei>1V8Y6QCX6YMJ2OELII46</lei>
        <title>CREDIT SUISSE SECURITIES (USA) LLC (CAPITAL ONE FINANCIAL CORP) 21.35% 03/28/2022 (COF US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWYG03A8"/>
        </identifiers>
        <balance>21400.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3276417.25000000</valUSD>
        <pctVal>0.372365145174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>21.35000000</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>BNP PARIBAS SECURITIES CORP.</name>
        <lei>RCNB6OTYUAMMP879YW96</lei>
        <title>BNP PARIBAS SECURITIES CORPORATION (RAYTHEON TECHNOLOGIES CORP) 20.67% 04/04/2022 (RTX US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWYQ5N14"/>
        </identifiers>
        <balance>69800.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6813986.99000000</valUSD>
        <pctVal>0.774410296719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>20.67000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (NEWELL BRANDS INC) 14.23% 04/07/2022 (NWL US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWYXN7A5"/>
        </identifiers>
        <balance>133300.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3195201.00000000</valUSD>
        <pctVal>0.363134910312</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>14.23000000</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>Cognizant Technology Solutions</name>
        <lei>5493006IEVQEFQO40L83</lei>
        <title>Cognizant Technology Solutions Corp</title>
        <cusip>192446102</cusip>
        <identifiers>
          <isin value="US1924461023"/>
          <ticker value="CTSH"/>
        </identifiers>
        <balance>102399.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8819625.87000000</valUSD>
        <pctVal>1.002351354201</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>Lear Corp</name>
        <lei>549300UPNBTXA1SYTQ33</lei>
        <title>Lear Corp</title>
        <cusip>521865204</cusip>
        <identifiers>
          <isin value="US5218652049"/>
          <ticker value="LEA"/>
        </identifiers>
        <balance>58246.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9164425.64000000</valUSD>
        <pctVal>1.041537882233</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>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (VODAFONE GROUP PLC) 21.89% 03/31/2022 (VOD LN)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRWYLUUJ7"/>
        </identifiers>
        <balance>1855400.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.74543421"/>
        <valUSD>3319289.10000000</valUSD>
        <pctVal>0.377237535175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>21.89000000</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>Invesco Ltd</name>
        <lei>ECPGFXU8A2SHKVVGJI15</lei>
        <title>Invesco Ltd</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="BMG491BT1088"/>
          <ticker value="IVZ"/>
          <other otherDesc="SEDOL" value="B28XP76"/>
        </identifiers>
        <balance>242559.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5151953.16000000</valUSD>
        <pctVal>0.585519987222</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>Mondelez International Inc</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>Mondelez International Inc</title>
        <cusip>609207105</cusip>
        <identifiers>
          <isin value="US6092071058"/>
          <ticker value="MDLZ"/>
        </identifiers>
        <balance>80977.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5302373.96000000</valUSD>
        <pctVal>0.602615326050</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"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2022-04-25</ncom:dateSigned>
      <ncom:nameOfApplicant>BlackRock Funds</ncom:nameOfApplicant>
      <ncom:signature>Ann Frechette</ncom:signature>
      <ncom:signerName>Ann Frechette</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
