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      </invstOrSec>
      <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>158794.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18685289.98000000</valUSD>
        <pctVal>1.031761312718</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>BNP PARIBAS SECURITIES CORP.</name>
        <lei>RCNB6OTYUAMMP879YW96</lei>
        <title>BNP PARIBAS SECURITIES CORPORATION (WILLIS TOWERS WATSON PLC) 20.41% 12/08/2022 (WTW US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY8S1FX5"/>
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        <balance>38300.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8046821.47000000</valUSD>
        <pctVal>0.444328083320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>20.41000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TD SECURITIES (USA) LLC</name>
        <lei>SUVUFHICNZMP2WKHG940</lei>
        <title>TD SECURITIES INC (ELEVANCE HEALTH INC) 18.14% 01/19/2023 (ELV US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRYA8D4P5"/>
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        <balance>15100.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7516134.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.14000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Unilever PLC</name>
        <lei>549300MKFYEKVRWML317</lei>
        <title>Unilever PLC</title>
        <cusip>904767704</cusip>
        <identifiers>
          <isin value="US9047677045"/>
          <ticker value="UL"/>
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        <balance>352202.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>17743936.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. MORGAN SECURITIES LLC (AT&amp;T INC) 18.71% 12/14/2022 (T US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY935CS5"/>
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        <balance>481000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7889377.09000000</valUSD>
        <pctVal>0.435634345071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.71000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PPG Industries Inc</name>
        <lei>549300BKPEP01R3V6C59</lei>
        <title>PPG Industries Inc</title>
        <cusip>693506107</cusip>
        <identifiers>
          <isin value="US6935061076"/>
          <ticker value="PPG"/>
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        <balance>107778.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14573741.16000000</valUSD>
        <pctVal>0.804730476570</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>Citizens Financial Group Inc</name>
        <lei>2138004JDDA4ZQUPFW65</lei>
        <title>Citizens Financial Group Inc</title>
        <cusip>174610105</cusip>
        <identifiers>
          <isin value="US1746101054"/>
          <ticker value="CFG"/>
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        <balance>308020.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13053887.60000000</valUSD>
        <pctVal>0.720807449104</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>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>117883.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13334924.96000000</valUSD>
        <pctVal>0.736325724484</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>BNP PARIBAS SECURITIES CORP.</name>
        <lei>RCNB6OTYUAMMP879YW96</lei>
        <title>BNP PARIBAS SECURITIES CORPORATION (WILLIAMS COS INC/THE) 19.95% 12/08/2022 (WMB US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY8S1D58"/>
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        <balance>139100.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4384562.14000000</valUSD>
        <pctVal>0.242106041388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>19.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Novo Nordisk A/S</name>
        <lei>549300DAQ1CVT6CXN342</lei>
        <title>Novo Nordisk A/S</title>
        <cusip>670100205</cusip>
        <identifiers>
          <isin value="US6701002056"/>
          <ticker value="NVO"/>
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        <balance>58080.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7236768.00000000</valUSD>
        <pctVal>0.399598682145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>CITIGROUP GLOBAL MARKETS INC. (PUBLIC SERVICE ENTERPRISE GROUP INC) 18.30% 01/19/2023 (PEG US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRYA8DRP0"/>
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        <balance>120900.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6998356.31000000</valUSD>
        <pctVal>0.386434104100</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CISCO SYSTEMS INC</name>
        <lei>549300LKFJ962MZ46593</lei>
        <title>CISCO SYSTEMS INC</title>
        <cusip>17275R102</cusip>
        <identifiers>
          <isin value="US17275R1023"/>
          <ticker value="CSCO"/>
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        <balance>386820.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19232690.40000000</valUSD>
        <pctVal>1.061987580361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>CITIGROUP GLOBAL MARKETS INC. (INVESCO LTD) 16.54% 01/19/2023 (IVZ US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRYA8DKM4"/>
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        <balance>160900.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3067528.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>16.54000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MIZUHO SECURITIES USA LLC</name>
        <lei>7TK5RJIZDFROZCA6XF66</lei>
        <title>MIZUHO SECURITIES USA LLC (COGNIZANT TECHNOLOGY SOLUTIONS CORP) 19.21% 12/23/2022 (CTSH US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY9KW779"/>
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        <balance>208300.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12998362.13000000</valUSD>
        <pctVal>0.717741452704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>19.21000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>AstraZeneca PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AstraZeneca PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB0009895292"/>
          <ticker value="AZN"/>
          <other otherDesc="SEDOL" value="0989529"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ConocoPhillips</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
        <title>ConocoPhillips</title>
        <cusip>20825C104</cusip>
        <identifiers>
          <isin value="US20825C1045"/>
          <ticker value="COP"/>
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        <balance>56017.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6918659.67000000</valUSD>
        <pctVal>0.382033427953</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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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        <balance>74363.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5334801.62000000</valUSD>
        <pctVal>0.294576210935</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (MONDELEZ INTERNATIONAL INC) 18.77% 12/21/2022 (MDLZ US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY99TAT7"/>
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        <balance>49100.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2995117.25000000</valUSD>
        <pctVal>0.165383898720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>18.77000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Airbus SE</name>
        <lei>MINO79WLOO247M1IL051</lei>
        <title>Airbus SE</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0000235190"/>
          <ticker value="AIR"/>
          <other otherDesc="SEDOL" value="4012250"/>
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        <balance>125394.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.96098404"/>
        <valUSD>14394671.46000000</valUSD>
        <pctVal>0.794842634908</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>
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      <invstOrSec>
        <name>Fidelity National Financial In</name>
        <lei>549300CAZYIH39SYQ287</lei>
        <title>Fidelity National Financial Inc</title>
        <cusip>31620R303</cusip>
        <identifiers>
          <isin value="US31620R3030"/>
          <ticker value="FNF"/>
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        <balance>617794.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24934165.84000000</valUSD>
        <pctVal>1.376810726842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>WELLS FARGO &amp; CO</name>
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        <name>Sealed Air Corp</name>
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        <name>BAE Systems PLC</name>
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        <name>BOFA SECURITIES, INC.</name>
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        <name>RBC CAPITAL MARKETS, LLC</name>
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        <name>Kimberly-Clark Corp</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>Fidelity National Information</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
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        <assetCat>EC</assetCat>
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        <name>MIZUHO SECURITIES USA LLC</name>
        <lei>7TK5RJIZDFROZCA6XF66</lei>
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        <lei>4YV9Y5M8S0BRK1RP0397</lei>
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        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
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        <name>SG AMERICAS SECURITIES, LLC</name>
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        <name>Lear Corp</name>
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        <title>Lear Corp</title>
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        <name>UBS SECURITIES LLC</name>
        <lei>T6FIZBDPKLYJKFCRVK44</lei>
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        <name>WILLIAMS COS INC/THE</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC</title>
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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>Microsoft Corp</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>Microsoft Corp</title>
        <cusip>594918104</cusip>
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          <ticker value="MSFT"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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>17188.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9471103.64000000</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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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BNP PARIBAS SECURITIES CORP.</name>
        <lei>RCNB6OTYUAMMP879YW96</lei>
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        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY8S1AM4"/>
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        <balance>14000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7317589.46000000</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>2022-12-08</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <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 (SEALED AIR CORP) 19.48 01/17/2023 (SEE US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRYA46X98"/>
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        <balance>198000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10270488.86000000</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>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Dollar General Corp</name>
        <lei>OPX52SQVOZI8IVSWYU66</lei>
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        <identifiers>
          <isin value="US2566771059"/>
          <ticker value="DG"/>
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        <balance>34143.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8729682.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (LEAR CORP) 26.38 12/23/2022 (LEA US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY9KW8U7"/>
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        <balance>62500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8769142.08000000</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>2022-12-23</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>British American Tobacco PLC</name>
        <lei>213800FKA5MF17RJKT63</lei>
        <title>British American Tobacco PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0002875804"/>
          <ticker value="BATS"/>
          <other otherDesc="SEDOL" value="0287580"/>
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        <balance>203474.00000000</balance>
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        <pctVal>0.460673652226</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (NEWELL BRANDS INC) 26.72% 12/21/2022 (NWL US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY99TUD0"/>
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        <balance>361800.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4757947.10000000</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>2022-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>26.72000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (CISCO SYSTEMS INC/DELAWARE) 17.29 12/23/2022 (CSCO US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY9KW6Q8"/>
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        <balance>276600.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13318394.47000000</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>2022-12-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>17.29000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN SECURITIES LLC</name>
        <lei>ZBUT11V806EZRVTWT807</lei>
        <title>J.P. MORGAN SECURITIES LLC (FIDELITY NATIONAL INFORMATION SERVICES INC) 22.80% 01/11/2023 (FIS US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY9YPXH8"/>
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        <balance>148000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9908565.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>22.88000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Humana Inc</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>Humana Inc</title>
        <cusip>444859102</cusip>
        <identifiers>
          <isin value="US4448591028"/>
          <ticker value="HUM"/>
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        <balance>21689.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>11926781.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Eli Lilly &amp; Co</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>Eli Lilly &amp; Co</title>
        <cusip>532457108</cusip>
        <identifiers>
          <isin value="US5324571083"/>
          <ticker value="LLY"/>
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        <balance>17280.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6412262.40000000</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>Siemens AG</name>
        <lei>W38RGI023J3WT1HWRP32</lei>
        <title>Siemens AG</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="DE0007236101"/>
          <ticker value="SIE"/>
          <other otherDesc="SEDOL" value="5727973"/>
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        <balance>49222.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.96098404"/>
        <valUSD>6826345.30000000</valUSD>
        <pctVal>0.376936028037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS CAPITAL INC.</name>
        <lei>AC28XWWI3WIBK2824319</lei>
        <title>BARCLAYS CAPITAL INC. (SL GREEN REALTY CORP) 28.74% 12/21/2022 (SLG US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY99ULM7"/>
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        <balance>77800.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3246161.39000000</valUSD>
        <pctVal>0.179246013341</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>28.74000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SG AMERICAS SECURITIES, LLC</name>
        <lei>549300F35UE0BOM1WJ55</lei>
        <title>SG AMERICAS SECURITIES LLC (EQT CORP) 26.52% 01/06/2023 (EQT US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY9X3YR5"/>
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        <balance>202700.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8599404.21000000</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>2023-01-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>26.52000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Elevance Health Inc</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Elevance Health Inc</title>
        <cusip>036752103</cusip>
        <identifiers>
          <isin value="US0367521038"/>
          <ticker value="ELV"/>
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        <balance>25559.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13620902.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC SECURITIES (USA) INC.</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>HSBC SECURITIES (USA) INC (AIRBUS SE) 17.06% 12/01/2022 (AIR FP)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRY8HRF44"/>
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        <balance>74500.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.96098404"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-01</maturityDt>
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      <invstOrSec>
        <name>Mondelez International Inc</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>Mondelez International Inc</title>
        <cusip>609207105</cusip>
        <identifiers>
          <isin value="US6092071058"/>
          <ticker value="MDLZ"/>
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        <balance>85072.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5751717.92000000</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>Vodafone Group PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>Vodafone Group PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB00BH4HKS39"/>
          <ticker value="VOD"/>
          <other otherDesc="SEDOL" value="BH4HKS3"/>
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        <balance>12752642.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Raytheon Technologies Corp</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>Raytheon Technologies Corp</title>
        <cusip>75513E101</cusip>
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          <isin value="US75513E1010"/>
          <ticker value="RTX"/>
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        <balance>176945.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17468010.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BMO CAPITAL MARKETS CORP.</name>
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        <name>SG AMERICAS SECURITIES, LLC</name>
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        <name>RBC CAPITAL MARKETS, LLC</name>
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        <name>BlackRock Liquidity Funds T-Fund</name>
        <lei>5493002L9DNZ83RX7V61</lei>
        <title>BlackRock Liquidity Funds T-Fund</title>
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        <name>Komatsu Ltd</name>
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      <invstOrSec>
        <name>Publicis Groupe SA</name>
        <lei>2138004KW8BV57III342</lei>
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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>Apollo Global Management Inc</name>
        <lei>N/A</lei>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Exelon Corp</name>
        <lei>3SOUA6IRML7435B56G12</lei>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>General Motors Co</name>
        <lei>54930070NSV60J38I987</lei>
        <title>General Motors Co</title>
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          <isin value="US37045V1008"/>
          <ticker value="GM"/>
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        <balance>600673.00000000</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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        <fairValLevel>1</fairValLevel>
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        <name>Newell Brands Inc</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
        <title>Newell Brands Inc</title>
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          <isin value="US6512291062"/>
          <ticker value="NWL"/>
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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>MIZUHO SECURITIES USA LLC</name>
        <lei>7TK5RJIZDFROZCA6XF66</lei>
        <title>MIZUHO SECURITIES USA LLC (VERIZON COMMUNICATIONS INC) 19.70 01/17/2023 (VZ US)</title>
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          <other otherDesc="INTERNAL" value="BRYA46Z70"/>
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        <balance>229000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BOFA SECURITIES INC. (LEIDOS HOLDINGS INC) 22.17 01/11/2023 (LDOS US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY9YPXZ8"/>
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        <balance>56900.00000000</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>2023-01-11</maturityDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TD SECURITIES (USA) LLC</name>
        <lei>SUVUFHICNZMP2WKHG940</lei>
        <title>TD SECURITIES INC (MEDTRONIC PLC) 18.75% 01/19/2023 (MDT US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRYA8DN58"/>
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        <balance>164800.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13114033.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Cigna Corp</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>Cigna Corp</title>
        <cusip>125523100</cusip>
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          <isin value="US1255231003"/>
          <ticker value="CI"/>
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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>Capital One Financial Corp</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corp</title>
        <cusip>14040H105</cusip>
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          <isin value="US14040H1059"/>
          <ticker value="COF"/>
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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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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>RBC CAPITAL MARKETS, LLC</name>
        <lei>549300LCO2FLSSVFFR64</lei>
        <title>RBC CAPITAL MARKETS, LLC. (ASTRAZENECA PLC) 17.23% 12/01/2022 (AZN LN)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRY8HRF93"/>
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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>2022-12-01</maturityDt>
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      <invstOrSec>
        <name>MIZUHO SECURITIES USA LLC</name>
        <lei>7TK5RJIZDFROZCA6XF66</lei>
        <title>MIZUHO SECURITIES USA LLC (FIDELITY NATIONAL FINANCIAL INC) 20.86 01/23/2023 (FNF US)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRYAGBP36"/>
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        <balance>262800.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>CITIGROUP GLOBAL MARKETS INC. (BROADCOM INC) 17.13% 01/19/2023 (AVGO US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRYA8D2P7"/>
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        <balance>10200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5497623.80000000</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>Danone SA</name>
        <lei>969500KMUQ2B6CBAF162</lei>
        <title>Danone SA</title>
        <cusip>000000000</cusip>
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          <isin value="FR0000120644"/>
          <ticker value="BN"/>
          <other otherDesc="SEDOL" value="B1Y9TB3"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Willis Towers Watson PLC</name>
        <lei>549300WHC56FF48KL350</lei>
        <title>Willis Towers Watson PLC</title>
        <cusip>000000000</cusip>
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          <isin value="IE00BDB6Q211"/>
          <ticker value="WTW"/>
          <other otherDesc="SEDOL" value="BDB6Q21"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</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 (CITIGROUP INC) 23.61% 12/23/2022 (C US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY9KW3H1"/>
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        <balance>275300.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>13198658.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-23</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Robert Half International Inc</name>
        <lei>529900VPCUY9H3HLIC08</lei>
        <title>Robert Half International Inc</title>
        <cusip>770323103</cusip>
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          <isin value="US7703231032"/>
          <ticker value="RHI"/>
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        <balance>110190.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8680768.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>RBC CAPITAL MARKETS, LLC</name>
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      <invstOrSec>
        <name>Edison International</name>
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      <invstOrSec>
        <name>J.P. MORGAN SECURITIES PLC</name>
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        <name>Bayer AG</name>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Equitable Holdings Inc</name>
        <lei>549300FIBAKMNHPZ4009</lei>
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          <ticker value="EQH"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>HSBC SECURITIES (USA) INC.</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <name>BNP PARIBAS SECURITIES CORP.</name>
        <lei>RCNB6OTYUAMMP879YW96</lei>
        <title>BNP PARIBAS SECURITIES CORPORATION (WALMART INC) 17.10% 12/08/2022 (WMT US)</title>
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          <other otherDesc="INTERNAL" value="BRY8S1FK3"/>
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        <name>HSBC SECURITIES (USA) INC.</name>
        <lei>CYYGQCGNHMHPSMRL3R97</lei>
        <title>HSBC SECURITIES (USA) INC (SANOFI) 20.25% 12/12/2022 (SAN FP)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRY902ED6"/>
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        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN SECURITIES PLC</name>
        <lei>K6Q0W1PS1L1O4IQL9C32</lei>
        <title>JP MORGAN SECURITIES PLC (PUBLICIS GROUPE SA) 14.33% 01/09/2023 (PUB FP)</title>
        <cusip>000000000</cusip>
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          <other otherDesc="INTERNAL" value="BRY9THNN0"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Comcast Corp</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>Comcast Corp</title>
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          <ticker value="CMCSA"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <name>UBS SECURITIES LLC</name>
        <lei>T6FIZBDPKLYJKFCRVK44</lei>
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        <invCountry>US</invCountry>

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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
        <lei>MBNUM2BPBDO7JBLYG310</lei>
        <title>CITIGROUP GLOBAL MARKETS INC. (GENERAL MOTORS CO) 17.57% 01/19/2023 (GM US)</title>
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          <other otherDesc="INTERNAL" value="BRYA8DK02"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <name>SG AMERICAS SECURITIES, LLC</name>
        <lei>549300F35UE0BOM1WJ55</lei>
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          <other otherDesc="INTERNAL" value="BRY9X44L9"/>
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        <name>BNP PARIBAS SECURITIES CORP.</name>
        <lei>RCNB6OTYUAMMP879YW96</lei>
        <title>BNP PARIBAS SECURITIES CORPORATION (NOVO NORDISK A/S) 24.18% 12/08/2022 (NVO US)</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>
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        <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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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>Prudential PLC</name>
        <lei>5493001Z3ZE83NGK8Y12</lei>
        <title>Prudential PLC</title>
        <cusip>000000000</cusip>
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          <isin value="GB0007099541"/>
          <ticker value="PRU"/>
          <other otherDesc="SEDOL" value="0709954"/>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UBS SECURITIES LLC</name>
        <lei>T6FIZBDPKLYJKFCRVK44</lei>
        <title>UBS SECURITIES LLC (DOLLAR GENERAL CORP) 16.10 01/23/2023 (DG US)</title>
        <cusip>000000000</cusip>
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        <valUSD>5182209.05000000</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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          <annualizedRt>16.10000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <name>SS&amp;C Technologies Holdings Inc</name>
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      <invstOrSec>
        <name>BMO CAPITAL MARKETS CORP.</name>
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      <invstOrSec>
        <name>Hess Corp</name>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BOFA SECURITIES, INC.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ericsson</name>
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        <title>Telefonaktiebolaget LM Ericsson</title>
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        <assetCat>EC</assetCat>
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        <name>AT&amp;T Inc</name>
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        <fairValLevel>1</fairValLevel>
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        <name>Rogers Communications Inc</name>
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        <title>Rogers Communications Inc</title>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Medtronic PLC</name>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Cardinal Health Inc</name>
        <lei>CCU46N3GJMF4OK4N7U60</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>J.P. MORGAN SECURITIES PLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Lockheed Martin Corp</name>
        <lei>DPRBOZP0K5RM2YE8UU08</lei>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>CITIGROUP GLOBAL MARKETS INC.</name>
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        <title>CITIGROUP GLOBAL MARKETS INC. (ELI LILLY &amp; CO) 28.60 01/06/2023 (LLY US)</title>
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        <name>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>Walmart Inc</title>
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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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        <name>RBC CAPITAL MARKETS, LLC</name>
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        <title>RBC CAPITAL MARKETS, LLC. (HESS CORP) 33.27% 12/08/2022 (HES US)</title>
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        <name>SL Green Realty Corp</name>
        <lei>549300VQZPJU97H3GT17</lei>
        <title>SL Green Realty Corp</title>
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        <name>BMO CAPITAL MARKETS CORP.</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO CAPITAL MARKETS CORP. (CIGNA CORP) 19.80% 12/14/2022 (CI US)</title>
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        <name>BMO CAPITAL MARKETS CORP.</name>
        <lei>RUC0QBLBRPRCU4W1NE59</lei>
        <title>BMO CAPITAL MARKETS CORP. (WELLS FARGO &amp; CO) 13.03 01/17/2023 (WFC US)</title>
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        <name>BOFA SECURITIES, INC.</name>
        <lei>549300HN4UKV1E2R3U73</lei>
        <title>BOFA SECURITIES INC. (CARDINAL HEALTH INC) 19.33% 12/21/2022 (CAH US)</title>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>19.33000000</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>J.P. MORGAN SECURITIES PLC</name>
        <lei>K6Q0W1PS1L1O4IQL9C32</lei>
        <title>JP MORGAN SECURITIES PLC (SHELL PLC) 17.90% 01/09/2023 (SHEL LN)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY9THNX8"/>
        </identifiers>
        <balance>188800.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.82970338"/>
        <valUSD>5592376.59000000</valUSD>
        <pctVal>0.308798943869</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>17.90000000</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>Prudential Financial Inc</name>
        <lei>5PRBRS5FEH7NREC8OR45</lei>
        <title>Prudential Financial Inc</title>
        <cusip>744320102</cusip>
        <identifiers>
          <isin value="US7443201022"/>
          <ticker value="PRU"/>
        </identifiers>
        <balance>30500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3294915.00000000</valUSD>
        <pctVal>0.181938082274</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. (BRITISH AMERICAN TOBACCO PLC) 20.85% 12/12/2022 (BATS LN)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY902BY3"/>
        </identifiers>
        <balance>172700.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.82970338"/>
        <valUSD>6970114.31000000</valUSD>
        <pctVal>0.384874641923</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>20.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SG AMERICAS SECURITIES, LLC</name>
        <lei>549300F35UE0BOM1WJ55</lei>
        <title>SG AMERICAS SECURITIES LLC (APOLLO GLOBAL MANAGEMENT INC) 31.11% 12/14/2022 (APO US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRY9355G9"/>
        </identifiers>
        <balance>220800.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12017214.45000000</valUSD>
        <pctVal>0.663564599180</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>31.11000000</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>Sanofi</name>
        <lei>549300E9PC51EN656011</lei>
        <title>Sanofi</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="FR0000120578"/>
          <ticker value="SAN"/>
          <other otherDesc="SEDOL" value="5671735"/>
        </identifiers>
        <balance>355103.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.96098404"/>
        <valUSD>32076208.99000000</valUSD>
        <pctVal>1.771178907578</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>Leidos Holdings Inc</name>
        <lei>549300IUTGTP6EJP8124</lei>
        <title>Leidos Holdings Inc</title>
        <cusip>525327102</cusip>
        <identifiers>
          <isin value="US5253271028"/>
          <ticker value="LDOS"/>
        </identifiers>
        <balance>98536.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10772940.88000000</valUSD>
        <pctVal>0.594858502923</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>UBS SECURITIES LLC</name>
        <lei>T6FIZBDPKLYJKFCRVK44</lei>
        <title>UBS SECURITIES LLC (AMERICAN INTERNATIONAL GROUP INC) 16.30 01/23/2023 (AIG US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRYAGBMC9"/>
        </identifiers>
        <balance>167900.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10420284.75000000</valUSD>
        <pctVal>0.575385593912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>16.30000000</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>UBS SECURITIES LLC</name>
        <lei>T6FIZBDPKLYJKFCRVK44</lei>
        <title>UBS SECURITIES LLC (CAPITAL ONE FINANCIAL CORP) 20.80 01/23/2023 (COF US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRYAGBMR6"/>
        </identifiers>
        <balance>50400.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5174667.56000000</valUSD>
        <pctVal>0.285733954372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>20.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Koninklijke Philips NV</name>
        <lei>H1FJE8H61JGM1JSGM897</lei>
        <title>Koninklijke Philips NV</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="NL0000009538"/>
          <ticker value="PHIA"/>
          <other otherDesc="SEDOL" value="5986622"/>
        </identifiers>
        <balance>850710.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="EUR" exchangeRt="0.96098404"/>
        <valUSD>12747567.16000000</valUSD>
        <pctVal>0.703893096711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kraft Heinz Co/The</name>
        <lei>9845007488EC87F5AF14</lei>
        <title>Kraft Heinz Co/The</title>
        <cusip>500754106</cusip>
        <identifiers>
          <isin value="US5007541064"/>
          <ticker value="KHC"/>
        </identifiers>
        <balance>472966.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18611212.10000000</valUSD>
        <pctVal>1.027670892350</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>MIZUHO SECURITIES USA LLC</name>
        <lei>7TK5RJIZDFROZCA6XF66</lei>
        <title>MIZUHO SECURITIES USA LLC (ROSS STORES INC) 16.15 01/17/2023 (ROST US)</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="INTERNAL" value="BRYA46W73"/>
        </identifiers>
        <balance>65500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6990557.89000000</valUSD>
        <pctVal>0.386003492209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>16.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Baxter International Inc</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>Baxter International Inc</title>
        <cusip>071813109</cusip>
        <identifiers>
          <isin value="US0718131099"/>
          <ticker value="BAX"/>
        </identifiers>
        <balance>261440.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14779203.20000000</valUSD>
        <pctVal>0.816075646184</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>L3Harris Technologies Inc</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>L3Harris Technologies Inc</title>
        <cusip>502431109</cusip>
        <identifiers>
          <isin value="US5024311095"/>
          <ticker value="LHX"/>
        </identifiers>
        <balance>120380.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27335890.40000000</valUSD>
        <pctVal>1.509428764211</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>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>270219.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5163885.09000000</valUSD>
        <pctVal>0.285138569692</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>BP PLC</name>
        <lei>213800LH1BZH3DI6G760</lei>
        <title>BP PLC</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="GB0007980591"/>
          <ticker value="BP/"/>
          <other otherDesc="SEDOL" value="0798059"/>
        </identifiers>
        <balance>7138317.00000000</balance>
        <units>NS</units>
        <currencyConditional curCd="GBP" exchangeRt="0.82970338"/>
        <valUSD>42628131.27000000</valUSD>
        <pctVal>2.353833241279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</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>2023-01-24</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>
</edgarSubmission>
