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      <invstOrSec>
        <name>BRF GmbH</name>
        <lei>5299002S6DY5RA2IOQ11</lei>
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          <isin value="USA08163AA41"/>
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        <curCd>USD</curCd>
        <valUSD>205500.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN FUT OPTN  Nov20C   860 LONG</title>
        <cusip>N/A</cusip>
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          <ticker value="1S860K0"/>
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        <balance>50.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>237187.50000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MARKET AXESS</counterpartyName>
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            <putOrCall>Call</putOrCall>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="ZSX0-10/2020-C-860"/>
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      <invstOrSec>
        <name>ONEOK, INC.</name>
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          <isin value="US6826801036"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC 5.200000% 03/20/2023</title>
        <cusip>37045XCW4</cusip>
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          <isin value="US37045XCW48"/>
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        <balance>479000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>522553.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>912828VM9</cusip>
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          <isin value="US912828VM96"/>
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        <curCd>USD</curCd>
        <valUSD>33713820.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
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      <invstOrSec>
        <name>PARK HOTELS &amp; RESORTS INC.</name>
        <lei>5493005UZ5TQN0H6HS73</lei>
        <title>PARK HOTELS &amp; RESORTS INC REIT</title>
        <cusip>700517105</cusip>
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          <isin value="US7005171050"/>
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        <balance>5731.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54387.19000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP MTN VARIABLE RATE 08/05/2022</title>
        <cusip>3134GTS87</cusip>
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          <isin value="US3134GTS875"/>
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        <curCd>USD</curCd>
        <valUSD>2500828.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AMERICAN WATER WORKS COMPANY, INC.</name>
        <lei>549300DXHIJQMD5WFW18</lei>
        <title>AMERICAN WATER WORKS CO INC COMMON STOCK</title>
        <cusip>030420103</cusip>
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          <isin value="US0304201033"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMEREN CORPORATION</name>
        <lei>XRZQ5S7HYJFPHJ78L959</lei>
        <title>AMEREN CORPORATION COMMON STOCK</title>
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          <isin value="US0236081024"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ABBOTT LABORATORIES</name>
        <lei>HQD377W2YR662HK5JX27</lei>
        <title>ABBOTT LABORATORIES COMMON STOCK</title>
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          <isin value="US0028241000"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>HELMERICH &amp; PAYNE, INC.</name>
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        <title>HELMERICH &amp; PAYNE COMMON STOCK</title>
        <cusip>423452101</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS729441</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
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      <invstOrSec>
        <name>APTIV PLC</name>
        <lei>N/A</lei>
        <title>APTIV PLC COMMON STOCK</title>
        <cusip>G6095L109</cusip>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>CORN FUTURE DEC20</title>
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      <invstOrSec>
        <name>SIRIUS XM HOLDINGS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Cooperatieve Rabobank U.A.</name>
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        <title>COOPERATIEVE RABOBANK UA 4.375000% 08/04/2025</title>
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        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <title>SOFI CONSUMER LOAN PROGRAM 2018-3 TRUST SCLP 2018-3 A2</title>
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          <isin value="US83405XAB01"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MICROSOFT CORPORATION</name>
        <lei>INR2EJN1ERAN0W5ZP974</lei>
        <title>MICROSOFT CORP COMMON STOCK</title>
        <cusip>594918104</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TREEHOUSE FOODS, INC.</name>
        <lei>5493007M7EVHE470Q576</lei>
        <title>TREEHOUSE FOODS INC COMMON STOCK</title>
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        <curCd>USD</curCd>
        <valUSD>46191.99000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BROADCOM INC.</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 4.250000% 04/15/2026</title>
        <cusip>11135FAZ4</cusip>
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          <isin value="US11135FAZ45"/>
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        <balance>205000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>232525.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C06 1M2</title>
        <cusip>30711XDS0</cusip>
        <identifiers>
          <isin value="US30711XDS09"/>
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        <balance>209030.48890000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214784.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.42513080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>BROADCOM INC.</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 4.700000% 04/15/2025</title>
        <cusip>11135FBC4</cusip>
        <identifiers>
          <isin value="US11135FBC41"/>
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        <balance>52000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>59438.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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      <invstOrSec>
        <name>HECLA MINING COMPANY</name>
        <lei>5493009Y6HOBZD1QD537</lei>
        <title>HECLA MINING CO COMMON STOCK</title>
        <cusip>422704106</cusip>
        <identifiers>
          <isin value="US4227041062"/>
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        <balance>-12005.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-72270.10000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>FISERV, INC.</name>
        <lei>GI7UBEJLXYLGR2C7GV83</lei>
        <title>FISERV INC COMMON STOCK</title>
        <cusip>337738108</cusip>
        <identifiers>
          <isin value="US3377381088"/>
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        <balance>1239.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123379.62000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>UNIVERSAL CORPORATION</name>
        <lei>549300BZXZ66F6DTIF20</lei>
        <title>UNIVERSAL CORP/VA COMMON STOCK</title>
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          <isin value="US9134561094"/>
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        <units>NS</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>IQVIA HOLDINGS INC</name>
        <lei>549300W3R20NM4KQPH86</lei>
        <title>IQVIA HOLDINGS INC COMMON STOCK</title>
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          <isin value="US46266C1053"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CCO HOLDINGS, LLC</name>
        <lei>N/A</lei>
        <title>CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP 144A 4.000000% 03/01/2023</title>
        <cusip>1248EPBZ5</cusip>
        <identifiers>
          <isin value="US1248EPBZ52"/>
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        <balance>596000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>604195.00000000</valUSD>
        <pctVal>0.079526740552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Frank's International N.V.</name>
        <lei>724500LJYA8QIT73H017</lei>
        <title>FRANK'S INTERNATIONAL NV COMMON STOCK</title>
        <cusip>N33462107</cusip>
        <identifiers>
          <isin value="NL0010556684"/>
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        <balance>12500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28875.00000000</valUSD>
        <pctVal>0.003800651500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>EXXON MOBIL CORPORATION</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>EXXON MOBIL CORP 1.571000% 04/15/2023</title>
        <cusip>30231GBL5</cusip>
        <identifiers>
          <isin value="US30231GBL59"/>
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        <balance>840000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>866701.05000000</valUSD>
        <pctVal>0.114078914158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.57100000</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>CSC HOLDINGS, LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC HOLDINGS LLC 6.750000% 11/15/2021</title>
        <cusip>126307AF4</cusip>
        <identifiers>
          <isin value="US126307AF48"/>
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        <balance>125000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131250.00000000</valUSD>
        <pctVal>0.017275688639</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FibroGen Inc</name>
        <lei>549300Q914ULWWY95822</lei>
        <title>FIBROGEN INC COMMON STOCK</title>
        <cusip>31572Q808</cusip>
        <identifiers>
          <isin value="US31572Q8087"/>
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        <balance>1314.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58906.62000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS780929</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-148000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-46990.00000000</valUSD>
        <pctVal>-0.00618502559</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="86.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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            <upfrontRcpt>-22347.15000000</upfrontRcpt>
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      <invstOrSec>
        <name>ENCOMPASS HEALTH CORPORATION</name>
        <lei>549300FVRPM9DRQZRG64</lei>
        <title>ENCOMPASS HEALTH CORP COMMON STOCK</title>
        <cusip>29261A100</cusip>
        <identifiers>
          <isin value="US29261A1007"/>
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        <balance>1222.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>79723.28000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS857239</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-91000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28892.50000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: J.P. MORGAN CHASE</counterpartyName>
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            <upfrontRcpt>-11424.01000000</upfrontRcpt>
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      <invstOrSec>
        <name>EPAM SYSTEMS, INC.</name>
        <lei>549300XCR4R530HJP604</lei>
        <title>EPAM SYSTEMS INC COMMON STOCK</title>
        <cusip>29414B104</cusip>
        <identifiers>
          <isin value="US29414B1044"/>
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        <balance>98.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32055.80000000</valUSD>
        <pctVal>0.004219322056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Post Holdings, Inc.</name>
        <lei>JM1I5YUAURL6DC8N1468</lei>
        <title>POST HOLDINGS INC COMMON STOCK</title>
        <cusip>737446104</cusip>
        <identifiers>
          <isin value="US7374461041"/>
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        <balance>1845.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162396.90000000</valUSD>
        <pctVal>0.021375377374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>RENEWABLE ENERGY GROUP, INC.</name>
        <lei>549300HPU3BD8ZI0X358</lei>
        <title>RENEWABLE ENERGY GROUP INC COMMON STOCK</title>
        <cusip>75972A301</cusip>
        <identifiers>
          <isin value="US75972A3014"/>
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        <balance>2200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73546.00000000</valUSD>
        <pctVal>0.009680440355</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BEAZER HOMES USA, INC.</name>
        <lei>549300DUPYT2T0F60I45</lei>
        <title>BEAZER HOMES USA INC COMMON STOCK</title>
        <cusip>07556Q881</cusip>
        <identifiers>
          <isin value="US07556Q8814"/>
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        <balance>-504.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-6168.96000000</valUSD>
        <pctVal>-0.00081198500</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="BOZ0"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Soybean Oil</issuerName>
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      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY PAY: 2.4875%</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="2515950"/>
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        <balance>1240000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-134329.25000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <securityLending>
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      <invstOrSec>
        <name>WESCO INTERNATIONAL, INC.</name>
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          <isin value="US95082P3038"/>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UBS COMMERCIAL MORTGAGE TRUST</name>
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        <title>UBS COMMERCIAL MORTGAGE TRUST 2018-C8 UBSCM 2018-C8 A4</title>
        <cusip>90276VAE9</cusip>
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          <isin value="US90276VAE92"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENTERGY CORPORATION</name>
        <lei>4XM3TW50JULSLG8BNC79</lei>
        <title>ENTERGY CORP COMMON STOCK</title>
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          <isin value="US29364G1031"/>
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        <balance>2199.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>218008.86000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MGE ENERGY, INC.</name>
        <lei>N/A</lei>
        <title>MGE ENERGY INC COMMON STOCK</title>
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          <isin value="US55277P1049"/>
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        <balance>1400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90986.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2017-P8 CGCMT 2017-P8 AS</title>
        <cusip>17326DAF9</cusip>
        <identifiers>
          <isin value="US17326DAF96"/>
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        <balance>392452.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438386.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.78900000</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>AMPHENOL CORPORATION</name>
        <lei>549300D3L3G0R4U4VT04</lei>
        <title>AMPHENOL CORP-CL A COMMON STOCK</title>
        <cusip>032095101</cusip>
        <identifiers>
          <isin value="US0320951017"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>GENERAL MOTORS COMPANY</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GENERAL MOTORS CO COMMON STOCK</title>
        <cusip>37045V100</cusip>
        <identifiers>
          <isin value="US37045V1008"/>
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        <balance>-55583.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>SUNSTONE HOTEL INVESTORS, INC.</name>
        <lei>529900ZQ2V52V96ATF67</lei>
        <title>SUNSTONE HOTEL INVESTORS INC REIT</title>
        <cusip>867892101</cusip>
        <identifiers>
          <isin value="US8678921011"/>
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        <balance>5594.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>WD-40 COMPANY</name>
        <lei>549300UZHTN0CNKBOB19</lei>
        <title>WD-40 CO COMMON STOCK</title>
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          <isin value="US9292361071"/>
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        <balance>439.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>INTUIT INC.</name>
        <lei>VI90HBPH7XSFMB9E4M29</lei>
        <title>INTUIT INC COMMON STOCK</title>
        <cusip>461202103</cusip>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>MARATHON PETROLEUM CORPORATION</name>
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        <title>MARATHON PETROLEUM CORP 5.125000% 12/15/2026</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS740563</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ingles Markets, Incorporated</name>
        <lei>549300XH5RYBMYP8TF26</lei>
        <title>INGLES MARKETS INC-CLASS A COMMON STOCK</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO 0.875000% 05/17/2025</title>
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          <isin value="XS1612542826"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PRICESMART, INC.</name>
        <lei>549300JVYOSTGVSDZS46</lei>
        <title>PRICESMART INC COMMON STOCK</title>
        <cusip>741511109</cusip>
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          <isin value="US7415111092"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PILGRIM'S PRIDE CORPORATION</name>
        <lei>549300ZSLGV64ZL3HD75</lei>
        <title>PILGRIM'S PRIDE CORP COMMON STOCK</title>
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        <curCd>USD</curCd>
        <valUSD>19552.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>UBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>UBS COMMERCIAL MORTGAGE TRUST 2018-C10 UBSCM 2018-C10 A4</title>
        <cusip>90276FAW4</cusip>
        <identifiers>
          <isin value="US90276FAW41"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1166701.90000000</valUSD>
        <pctVal>0.153566314357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.31340000</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>ATLASSIAN CORPORATION PLC</name>
        <lei>549300AGBII4MWBVJY22</lei>
        <title>ATLASSIAN CORP PLC-CLASS A COMMON STOCK</title>
        <cusip>G06242104</cusip>
        <identifiers>
          <isin value="GB00BZ09BD16"/>
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        <balance>100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>19176.00000000</valUSD>
        <pctVal>0.002524027469</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AerCap Ireland Capital Designated Activity Company</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.450000% 04/03/2026</title>
        <cusip>00774MAL9</cusip>
        <identifiers>
          <isin value="US00774MAL90"/>
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        <balance>156000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157377.09000000</valUSD>
        <pctVal>0.020714648425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX TRUST 2018-EXCL BX 2018-EXCL A</title>
        <cusip>12433WAA9</cusip>
        <identifiers>
          <isin value="US12433WAA99"/>
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        <balance>862017.89700000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>787020.01000000</valUSD>
        <pctVal>0.103590953491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.26237600</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RADIAN GUARANTY INC AND EAGLE RE LTD</name>
        <lei>N/A</lei>
        <title>EAGLE RE 2020-1 LTD EMIR 2020-1 M1A</title>
        <cusip>26982LAA8</cusip>
        <identifiers>
          <isin value="US26982LAA89"/>
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        <balance>820000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>808903.92000000</valUSD>
        <pctVal>0.106471407703</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.07163000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GLOBUS MEDICAL, INC.</name>
        <lei>5299003M2P4CIK0RF205</lei>
        <title>GLOBUS MEDICAL INC - A COMMON STOCK</title>
        <cusip>379577208</cusip>
        <identifiers>
          <isin value="US3795772082"/>
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        <balance>800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45216.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>HEALTHCARE TRUST OF AMERICA, INC.</name>
        <lei>549300L0I14L7I0VLX84</lei>
        <title>HEALTHCARE TRUST OF AME-CL A REIT</title>
        <cusip>42225P501</cusip>
        <identifiers>
          <isin value="US42225P5017"/>
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        <balance>4949.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>130604.11000000</valUSD>
        <pctVal>0.017190673823</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Shenandoah Telecommunications Company</name>
        <lei>549300XH3H4OUKFPHS84</lei>
        <title>SHENANDOAH TELECOMMUNICATION COMMON STOCK</title>
        <cusip>82312B106</cusip>
        <identifiers>
          <isin value="US82312B1061"/>
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        <balance>500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27650.00000000</valUSD>
        <pctVal>0.003639411740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>SPLUNK INC.</name>
        <lei>549300XGDSGBP6UEI867</lei>
        <title>SPLUNK INC COMMON STOCK</title>
        <cusip>848637104</cusip>
        <identifiers>
          <isin value="US8486371045"/>
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        <balance>342.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75010.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>HARLEY-DAVIDSON FINANCIAL SERVICES, INC.</name>
        <lei>RLUFFFFW4GRYU77BTS24</lei>
        <title>HARLEY-DAVIDSON FINANCIAL SERVICES INC 144A 3.350000% 06/08/2025</title>
        <cusip>41283LAY1</cusip>
        <identifiers>
          <isin value="US41283LAY11"/>
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        <balance>1058000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1122307.84000000</valUSD>
        <pctVal>0.147722977534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 11/27/2020</title>
        <cusip>9127963B3</cusip>
        <identifiers>
          <isin value="US9127963B36"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2999193.45000000</valUSD>
        <pctVal>0.394766721611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-27</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CARVANA CO.</name>
        <lei>5493003WEAK2PJ5WS063</lei>
        <title>CARVANA CO COMMON STOCK</title>
        <cusip>146869102</cusip>
        <identifiers>
          <isin value="US1468691027"/>
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        <balance>-488.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-105388.48000000</valUSD>
        <pctVal>-0.01387168431</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS730016</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-28000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8890.00000000</valUSD>
        <pctVal>-0.00117013997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: DEUTSCHE BANK</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="16.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="16.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <terminationDt>2063-05-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-3229.76000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-28000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5660.24000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CORPORATE OFFICE PROPERTIES TRUST</name>
        <lei>YY1J47X6LF9TYY8JY420</lei>
        <title>CORPORATE OFFICE PROPERTIES REIT</title>
        <cusip>22002T108</cusip>
        <identifiers>
          <isin value="US22002T1088"/>
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        <balance>2873.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70790.72000000</valUSD>
        <pctVal>0.009317778569</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Qualys Inc</name>
        <lei>549300EMBXYOW9W1XA17</lei>
        <title>QUALYS INC COMMON STOCK</title>
        <cusip>74758T303</cusip>
        <identifiers>
          <isin value="US74758T3032"/>
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        <balance>146.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>15496.44000000</valUSD>
        <pctVal>0.002039707980</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>KELLOGG COMPANY</name>
        <lei>LONOZNOJYIBXOHXWDB86</lei>
        <title>KELLOGG CO COMMON STOCK</title>
        <cusip>487836108</cusip>
        <identifiers>
          <isin value="US4878361082"/>
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        <balance>6208.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>440209.28000000</valUSD>
        <pctVal>0.057942235866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP LLC 144A 3.875000% 05/01/2023</title>
        <cusip>05369AAC5</cusip>
        <identifiers>
          <isin value="US05369AAC53"/>
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        <balance>335000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>330519.86000000</valUSD>
        <pctVal>0.043504443356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RALPH LAUREN CORPORATION</name>
        <lei>HO1QNWM0IXBZ0QSMMO20</lei>
        <title>RALPH LAUREN CORP COMMON STOCK</title>
        <cusip>751212101</cusip>
        <identifiers>
          <isin value="US7512121010"/>
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        <balance>-1573.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-108269.59000000</valUSD>
        <pctVal>-0.01425090838</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>VALERO ENERGY CORPORATION</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VALERO ENERGY CORP 2.700000% 04/15/2023</title>
        <cusip>91913YAX8</cusip>
        <identifiers>
          <isin value="US91913YAX85"/>
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        <balance>479000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500291.56000000</valUSD>
        <pctVal>0.065850523576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOLL BROTHERS, INC.</name>
        <lei>529900JB6IS9MSZGVR44</lei>
        <title>TOLL BROTHERS INC COMMON STOCK</title>
        <cusip>889478103</cusip>
        <identifiers>
          <isin value="US8894781033"/>
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        <balance>-4458.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-188216.76000000</valUSD>
        <pctVal>-0.02477389822</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP COMMON STOCK</title>
        <cusip>125523100</cusip>
        <identifiers>
          <isin value="US1255231003"/>
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        <balance>3166.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>561553.42000000</valUSD>
        <pctVal>0.073914072672</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COCOA FUTURE      DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CCZ0"/>
        </identifiers>
        <balance>86.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2282440.00000000</valUSD>
        <pctVal>0.300424554499</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Cocoa</issuerName>
                <issueTitle>Cocoa Future Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="CCZ0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-18</expDate>
            <notionalAmt>2164352.18000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>118087.82000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HIGHWOODS PROPERTIES, INC.</name>
        <lei>ZIIGTYKL9T0X3HLTDX53</lei>
        <title>HIGHWOODS PROPERTIES INC REIT</title>
        <cusip>431284108</cusip>
        <identifiers>
          <isin value="US4312841087"/>
        </identifiers>
        <balance>2549.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94975.74000000</valUSD>
        <pctVal>0.012501114762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS930980</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
        </identifiers>
        <balance>-35000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-11112.50000000</valUSD>
        <pctVal>-0.00146267497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: J.P. MORGAN CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="20.42000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="20.42000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <terminationDt>2063-05-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-3359.80000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-35000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-7752.70000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALIBU BOATS, INC.</name>
        <lei>N/A</lei>
        <title>MALIBU BOATS INC - A COMMON STOCK</title>
        <cusip>56117J100</cusip>
        <identifiers>
          <isin value="US56117J1007"/>
        </identifiers>
        <balance>-1000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-51850.00000000</valUSD>
        <pctVal>-0.00682471966</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HARLEY-DAVIDSON, INC.</name>
        <lei>ZDNAWZWXIKMWI51R2A08</lei>
        <title>HARLEY-DAVIDSON INC COMMON STOCK</title>
        <cusip>412822108</cusip>
        <identifiers>
          <isin value="US4128221086"/>
        </identifiers>
        <balance>-7984.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-221236.64000000</valUSD>
        <pctVal>-0.02912011663</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOHAWK INDUSTRIES, INC.</name>
        <lei>549300JI1115MG3Q6322</lei>
        <title>MOHAWK INDUSTRIES INC COMMON STOCK</title>
        <cusip>608190104</cusip>
        <identifiers>
          <isin value="US6081901042"/>
        </identifiers>
        <balance>-2077.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-191769.41000000</valUSD>
        <pctVal>-0.02524151327</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>1-800-FLOWERS.COM, INC.</name>
        <lei>N/A</lei>
        <title>1-800-FLOWERS.COM INC-CL A COMMON STOCK</title>
        <cusip>68243Q106</cusip>
        <identifiers>
          <isin value="US68243Q1067"/>
        </identifiers>
        <balance>-900.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-26937.00000000</valUSD>
        <pctVal>-0.00354556361</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BURLINGTON STORES, INC.</name>
        <lei>5299003Z37DVGKKC1W09</lei>
        <title>BURLINGTON STORES INC COMMON STOCK</title>
        <cusip>122017106</cusip>
        <identifiers>
          <isin value="US1220171060"/>
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        <balance>-537.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-105751.41000000</valUSD>
        <pctVal>-0.01391945472</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PLATINUM FUTURE   JAN21 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PLF1"/>
        </identifiers>
        <balance>-3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-142110.00000000</valUSD>
        <pctVal>-0.01870512847</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Platinum</issuerName>
                <issueTitle>PLATINUM FUTURE(Consolidated) Jan 2021</issueTitle>
                <identifiers>
                  <ticker value="PLCF1"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-01-30</expDate>
            <notionalAmt>-144434.64000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2324.64000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO 2.188000% 04/30/2026</title>
        <cusip>95000U2N2</cusip>
        <identifiers>
          <isin value="US95000U2N22"/>
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        <balance>510000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>532978.43000000</valUSD>
        <pctVal>0.070152909776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.18800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ELANCO ANIMAL HEALTH INCORPORATED</name>
        <lei>549300SHPNDCE059M934</lei>
        <title>ELANCO ANIMAL HEALTH INC COMMON STOCK</title>
        <cusip>28414H103</cusip>
        <identifiers>
          <isin value="US28414H1032"/>
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        <balance>4600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>133676.00000000</valUSD>
        <pctVal>0.017595009177</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AVANOS MEDICAL, INC.</name>
        <lei>549300YCXWOM7NEWMQ58</lei>
        <title>AVANOS MEDICAL INC COMMON STOCK</title>
        <cusip>05350V106</cusip>
        <identifiers>
          <isin value="US05350V1061"/>
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        <balance>2342.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75880.80000000</valUSD>
        <pctVal>0.009987756758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/26</title>
        <cusip>912828N71</cusip>
        <identifiers>
          <isin value="US912828N712"/>
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        <balance>10600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12796743.64000000</valUSD>
        <pctVal>1.684362352173</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENVISTA HOLDINGS CORPORATION</name>
        <lei>549300BX623VURJZ5269</lei>
        <title>ENVISTA HOLDINGS CORP COMMON STOCK</title>
        <cusip>29415F104</cusip>
        <identifiers>
          <isin value="US29415F1049"/>
        </identifiers>
        <balance>1600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38384.00000000</valUSD>
        <pctVal>0.005052266916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Federal Home Loan Banks</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LOAN BANK</title>
        <cusip>313384E47</cusip>
        <identifiers>
          <isin value="US313384E470"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2599994.96000000</valUSD>
        <pctVal>0.342222502041</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-02</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.04000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOBLE ENERGY, INC.</name>
        <lei>02VFQXG2D1LR5ZH3K186</lei>
        <title>NOBLE ENERGY INC COMMON STOCK</title>
        <cusip>655044105</cusip>
        <identifiers>
          <isin value="US6550441058"/>
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        <balance>29484.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>293365.80000000</valUSD>
        <pctVal>0.038614066424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>II-VI INCORPORATED</name>
        <lei>549300O5C25A0MMHHU33</lei>
        <title>II-VI INC COMMON STOCK</title>
        <cusip>902104108</cusip>
        <identifiers>
          <isin value="US9021041085"/>
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        <balance>-1318.32000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-58665.24000000</valUSD>
        <pctVal>-0.00772177082</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>GLOBAL PAYMENTS INC.</name>
        <lei>549300NOMHGVQBX6S778</lei>
        <title>GLOBAL PAYMENTS INC COMMON STOCK</title>
        <cusip>37940X102</cusip>
        <identifiers>
          <isin value="US37940X1028"/>
        </identifiers>
        <balance>726.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128226.12000000</valUSD>
        <pctVal>0.016877672568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BERRY GLOBAL GROUP, INC.</name>
        <lei>549300G6KKUMMXM8NH73</lei>
        <title>BERRY GLOBAL GROUP INC COMMON STOCK</title>
        <cusip>08579W103</cusip>
        <identifiers>
          <isin value="US08579W1036"/>
        </identifiers>
        <balance>-1798.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-92668.92000000</valUSD>
        <pctVal>-0.01219748120</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ELEVATION CLO LTD</name>
        <lei>N/A</lei>
        <title>ELEVATION CLO 2020-11 LTD AWPT 2020-11A C</title>
        <cusip>28621YAE5</cusip>
        <identifiers>
          <isin value="US28621YAE59"/>
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        <balance>580000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>569752.56000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.52294920</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>THE COCA-COLA COMPANY</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>COCA-COLA CO/THE 2.950000% 03/25/2025</title>
        <cusip>191216CN8</cusip>
        <identifiers>
          <isin value="US191216CN81"/>
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        <balance>665000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>733962.00000000</valUSD>
        <pctVal>0.096607230363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</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>RESMED INC.</name>
        <lei>529900T3QE5253CCXF22</lei>
        <title>RESMED INC COMMON STOCK</title>
        <cusip>761152107</cusip>
        <identifiers>
          <isin value="US7611521078"/>
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        <balance>1157.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>209162.46000000</valUSD>
        <pctVal>0.027530861211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GROUP AG 144A 7.500000% MATURITY: PERPETUAL</title>
        <cusip>225401AJ7</cusip>
        <identifiers>
          <isin value="US225401AJ72"/>
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        <balance>330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355938.00000000</valUSD>
        <pctVal>0.046850088098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2169-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PPL CORPORATION</name>
        <lei>9N3UAJSNOUXFKQLF3V18</lei>
        <title>PPL CORP COMMON STOCK</title>
        <cusip>69351T106</cusip>
        <identifiers>
          <isin value="US69351T1060"/>
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        <balance>7354.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203191.02000000</valUSD>
        <pctVal>0.026744874634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>LKQ CORPORATION</name>
        <lei>DS830JTTZQN6GK0I2E41</lei>
        <title>LKQ CORP COMMON STOCK</title>
        <cusip>501889208</cusip>
        <identifiers>
          <isin value="US5018892084"/>
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        <balance>-4852.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-154002.48000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>MATADOR RESOURCES COMPANY</name>
        <lei>549300CI3Q2UUK5R4G79</lei>
        <title>MATADOR RESOURCES CO COMMON STOCK</title>
        <cusip>576485205</cusip>
        <identifiers>
          <isin value="US5764852050"/>
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        <balance>7300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>71029.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE CHARLES SCHWAB CORPORATION</name>
        <lei>549300VSGCJ7E698NM85</lei>
        <title>CHARLES SCHWAB CORP/THE 5.375000% MATURITY: PERPETUAL</title>
        <cusip>808513BD6</cusip>
        <identifiers>
          <isin value="US808513BD67"/>
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        <balance>397000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>435707.50000000</valUSD>
        <pctVal>0.057349692250</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2169-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>Republica de Colombia</name>
        <lei>549300MHDRBVRF6B9117</lei>
        <title>REPUBLIC OF COLOMBIA 3.125000% 04/15/2031</title>
        <cusip>195325DS1</cusip>
        <identifiers>
          <isin value="US195325DS19"/>
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        <balance>413000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>428487.50000000</valUSD>
        <pctVal>0.056399364844</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR ULTRA FUT DEC20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1TNZ0"/>
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        <balance>-34.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5420875.00000000</valUSD>
        <pctVal>-0.71351884688</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US912828ZQ64"/>
                  <ticker value="1TNZ0"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LENNAR CORPORATION</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>LENNAR CORP-A COMMON STOCK</title>
        <cusip>526057104</cusip>
        <identifiers>
          <isin value="US5260571048"/>
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        <balance>-11153.59000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-834511.60000000</valUSD>
        <pctVal>-0.10984200051</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: EUR/USD SETTLE 2020-10-15</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTEUR__00212785"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.83616000"/>
        <valUSD>26753.87000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <amtCurPur>3450996.49000000</amtCurPur>
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            <settlementDt>2020-10-15</settlementDt>
            <unrealizedAppr>26753.87000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP LLC 144A 4.875000% 10/01/2025</title>
        <cusip>05367AAH6</cusip>
        <identifiers>
          <isin value="US05367AAH68"/>
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        <balance>175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>172203.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HERBALIFE NUTRITION LTD.</name>
        <lei>549300BA7TYPBSZZIA41</lei>
        <title>HERBALIFE NUTRITION LTD COMMON STOCK</title>
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          <isin value="KYG4412G1010"/>
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        <curCd>USD</curCd>
        <valUSD>128379.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2018-GS9 GSMS 2018-GS9 A4</title>
        <cusip>36255NAT2</cusip>
        <identifiers>
          <isin value="US36255NAT28"/>
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        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1591885.12000000</valUSD>
        <pctVal>0.209530755678</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.99200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SKECHERS U.S.A., INC.</name>
        <lei>529900D2R54KZPA4XR56</lei>
        <title>SKECHERS USA INC-CL A COMMON STOCK</title>
        <cusip>830566105</cusip>
        <identifiers>
          <isin value="US8305661055"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KOSMOS ENERGY LTD.</name>
        <lei>213800YDFJ3OT9B5P157</lei>
        <title>KOSMOS ENERGY LTD COMMON STOCK</title>
        <cusip>500688106</cusip>
        <identifiers>
          <isin value="US5006881065"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38096.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE UTILITIES CORPORATION</name>
        <lei>254900WW0FDCKAOCKE74</lei>
        <title>CHESAPEAKE UTILITIES CORP COMMON STOCK</title>
        <cusip>165303108</cusip>
        <identifiers>
          <isin value="US1653031088"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40900.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ALIGN TECHNOLOGY, INC.</name>
        <lei>549300N5YSE0U3LCP840</lei>
        <title>ALIGN TECHNOLOGY INC COMMON STOCK</title>
        <cusip>016255101</cusip>
        <identifiers>
          <isin value="US0162551016"/>
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        <balance>669.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198679.62000000</valUSD>
        <pctVal>0.026151064793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PAR TECHNOLOGY CORPORATION</name>
        <lei>549300HYPTHBJQINVG57</lei>
        <title>PAR TECHNOLOGY CORP/DEL COMMON STOCK</title>
        <cusip>698884103</cusip>
        <identifiers>
          <isin value="US6988841036"/>
        </identifiers>
        <balance>-1806.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-67436.04000000</valUSD>
        <pctVal>-0.00887622118</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LGI HOMES, INC.</name>
        <lei>549300W02B4WNV8CV109</lei>
        <title>LGI HOMES INC COMMON STOCK</title>
        <cusip>50187T106</cusip>
        <identifiers>
          <isin value="US50187T1060"/>
        </identifiers>
        <balance>-828.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-92620.08000000</valUSD>
        <pctVal>-0.01219105267</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORVEL CORPORATION</name>
        <lei>N/A</lei>
        <title>CORVEL CORP COMMON STOCK</title>
        <cusip>221006109</cusip>
        <identifiers>
          <isin value="US2210061097"/>
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        <balance>200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16604.00000000</valUSD>
        <pctVal>0.002185489784</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CADENCE DESIGN SYSTEMS, INC.</name>
        <lei>GCT7RXJOGLXPV0NXZY22</lei>
        <title>CADENCE DESIGN SYS INC COMMON STOCK</title>
        <cusip>127387108</cusip>
        <identifiers>
          <isin value="US1273871087"/>
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        <balance>818.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90724.38000000</valUSD>
        <pctVal>0.011941532501</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>RAYONIER INC.</name>
        <lei>HGV8VDVNL0W6SF2U9C50</lei>
        <title>RAYONIER INC REIT</title>
        <cusip>754907103</cusip>
        <identifiers>
          <isin value="US7549071030"/>
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        <balance>3619.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105964.32000000</valUSD>
        <pctVal>0.013947478851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Enel Chile S.A.</name>
        <lei>549300YM5CWCAUVOPB53</lei>
        <title>ENEL CHILE SA 4.875000% 06/12/2028</title>
        <cusip>29278DAA3</cusip>
        <identifiers>
          <isin value="US29278DAA37"/>
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        <balance>689000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>827227.18000000</valUSD>
        <pctVal>0.108883193872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MOMENTA PHARMACEUTICALS, INC.</name>
        <lei>529900BB2VMRCT4YQ588</lei>
        <title>MOMENTA PHARMACEUTICALS INC COMMON STOCK</title>
        <cusip>60877T100</cusip>
        <identifiers>
          <isin value="US60877T1007"/>
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        <balance>400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20868.00000000</valUSD>
        <pctVal>0.002746735775</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>Primo Water Corporation</name>
        <lei>N/A</lei>
        <title>PRIMO WATER CORP COMMON STOCK</title>
        <cusip>74167P108</cusip>
        <identifiers>
          <isin value="CA74167P1080"/>
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        <balance>6475.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88578.00000000</valUSD>
        <pctVal>0.011659016748</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: CITIGROUP</name>
        <lei>N/A</lei>
        <title>BRK: CITIGROUP PAY: 0.5575%</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="9608400"/>
        </identifiers>
        <balance>15050000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-93640.16000000</valUSD>
        <pctVal>-0.01232531998</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.55750000"/>
            <terminationDt>2027-06-05</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-15050000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-93640.16000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CMS ENERGY CORPORATION</name>
        <lei>549300IA9XFBAGNIBW29</lei>
        <title>CMS ENERGY CORP COMMON STOCK</title>
        <cusip>125896100</cusip>
        <identifiers>
          <isin value="US1258961002"/>
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        <balance>2176.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131626.24000000</valUSD>
        <pctVal>0.017325210963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LOUISIANA-PACIFIC CORPORATION</name>
        <lei>549300C7E2UAO5BVRR75</lei>
        <title>LOUISIANA-PACIFIC CORP COMMON STOCK</title>
        <cusip>546347105</cusip>
        <identifiers>
          <isin value="US5463471053"/>
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        <balance>-1074.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-35377.56000000</valUSD>
        <pctVal>-0.00465654637</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CyberOptics Corporation</name>
        <lei>52HQVAW3POG1MULTHE15</lei>
        <title>CYBEROPTICS CORP COMMON STOCK</title>
        <cusip>232517102</cusip>
        <identifiers>
          <isin value="US2325171021"/>
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        <balance>-1220.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-39101.00000000</valUSD>
        <pctVal>-0.00514664153</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T INC.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T INC 2.750000% 06/01/2031</title>
        <cusip>00206RJY9</cusip>
        <identifiers>
          <isin value="US00206RJY99"/>
        </identifiers>
        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>212567.48000000</valUSD>
        <pctVal>0.027979044566</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLD 100 OZ FUTR  DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="GCZ0"/>
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        <balance>54.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10684440.00000000</valUSD>
        <pctVal>1.406331876010</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Gold</issuerName>
                <issueTitle>GOLD 100 OZ FUTR Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="GCZ0"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-01-01</expDate>
            <notionalAmt>9926222.78000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>758217.22000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CANADIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CAD/USD SETTLE 2020-10-09</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTCAD__00213273"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.30295000"/>
        <valUSD>8439.19000000</valUSD>
        <pctVal>0.001110802429</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>486851.32000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>645177.80000000</amtCurPur>
            <curPur>CAD</curPur>
            <settlementDt>2020-10-09</settlementDt>
            <unrealizedAppr>8439.19000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENTEGRIS, INC.</name>
        <lei>IYX6OWO7BT5DKO3BYG52</lei>
        <title>ENTEGRIS INC COMMON STOCK</title>
        <cusip>29362U104</cusip>
        <identifiers>
          <isin value="US29362U1043"/>
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        <balance>-500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-33445.00000000</valUSD>
        <pctVal>-0.00440217452</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>NEUROCRINE BIOSCIENCES, INC.</name>
        <lei>549300FECER0XBN49756</lei>
        <title>NEUROCRINE BIOSCIENCES INC COMMON STOCK</title>
        <cusip>64125C109</cusip>
        <identifiers>
          <isin value="US64125C1099"/>
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        <balance>713.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>83007.46000000</valUSD>
        <pctVal>0.010925798352</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>TRI POINTE GROUP, INC.</name>
        <lei>N/A</lei>
        <title>TRI POINTE GROUP INC COMMON STOCK</title>
        <cusip>87265H109</cusip>
        <identifiers>
          <isin value="US87265H1095"/>
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        <balance>-4880.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-82374.40000000</valUSD>
        <pctVal>-0.01084247227</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY PAY: 2.631%</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="6327238"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-334663.65000000</valUSD>
        <pctVal>-0.04404986679</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.63100000"/>
            <terminationDt>2035-11-10</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1300000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-334663.65000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NU SKIN ENTERPRISES, INC.</name>
        <lei>54930050DETB6CP71D38</lei>
        <title>NU SKIN ENTERPRISES INC - A COMMON STOCK</title>
        <cusip>67018T105</cusip>
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          <isin value="US67018T1051"/>
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        <curCd>USD</curCd>
        <valUSD>83053.39000000</valUSD>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WYNN RESORTS, LIMITED</name>
        <lei>254900CEKKWIHTEAB172</lei>
        <title>WYNN RESORTS LTD COMMON STOCK</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HCA HEALTHCARE, INC.</name>
        <lei>529900PH4ZGUH2MNEU89</lei>
        <title>HCA HEALTHCARE INC COMMON STOCK</title>
        <cusip>40412C101</cusip>
        <identifiers>
          <isin value="US40412C1018"/>
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        <balance>2249.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>305234.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BROOKFIELD PROPERTY REIT INC.</name>
        <lei>549300K1JD1LDRNBET48</lei>
        <title>BROOKFIELD PROPERTY REIT I-A REIT</title>
        <cusip>11282X103</cusip>
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          <isin value="US11282X1037"/>
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        <balance>3100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35743.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AGREE REALTY CORPORATION</name>
        <lei>N/A</lei>
        <title>AGREE REALTY CORP REIT</title>
        <cusip>008492100</cusip>
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          <isin value="US0084921008"/>
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        <balance>800.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   NOV20 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="LGOX0"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1271600.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Gasoil</issuerName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEWS CORPORATION</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>NEWS CORP - CLASS B COMMON STOCK</title>
        <cusip>65249B208</cusip>
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        <curCd>USD</curCd>
        <valUSD>-11031.24000000</valUSD>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARENA PHARMACEUTICALS, INC.</name>
        <lei>529900CVGQMPJ3A3NI85</lei>
        <title>ARENA PHARMACEUTICALS INC COMMON STOCK</title>
        <cusip>040047607</cusip>
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          <isin value="US0400476075"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <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>DEXCOM, INC.</name>
        <lei>549300YSK3QDSFR5EU59</lei>
        <title>DEXCOM INC COMMON STOCK</title>
        <cusip>252131107</cusip>
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          <isin value="US2521311074"/>
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        <balance>583.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC COMMON STOCK</title>
        <cusip>00287Y109</cusip>
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        <balance>14223.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Globo Comunicacao e Participacoes S.A.</name>
        <lei>52990054HEKS017PVR75</lei>
        <title>GLOBO COMUNICACAO E PARTICIPACOES SA 144A 4.875000% 01/22/2030</title>
        <cusip>37959DAB0</cusip>
        <identifiers>
          <isin value="US37959DAB01"/>
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        <balance>415000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>408779.15000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)</name>
        <lei>N/A</lei>
        <title>ALTERNATIVE LOAN TRUST 2005-20CB CWALT 2005-20CB 3A6</title>
        <cusip>12667GQL0</cusip>
        <identifiers>
          <isin value="US12667GQL04"/>
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        <balance>55391.96120000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50353.13000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PERDOCEO EDUCATION CORPORATION</name>
        <lei>529900X5PCA184O9LY90</lei>
        <title>PERDOCEO EDUCATION CORP COMMON STOCK</title>
        <cusip>71363P106</cusip>
        <identifiers>
          <isin value="US71363P1066"/>
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        <balance>-634.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-9110.58000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>MORGAN STANLEY CAPITAL I TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST 2016-UBS12 MSC 2016-UB12 A4</title>
        <cusip>61691EBA2</cusip>
        <identifiers>
          <isin value="US61691EBA29"/>
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        <balance>755000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>839789.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.59600000</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>THE WESTERN UNION COMPANY</name>
        <lei>28ID94QU1140NC23S047</lei>
        <title>WESTERN UNION CO COMMON STOCK</title>
        <cusip>959802109</cusip>
        <identifiers>
          <isin value="US9598021098"/>
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        <balance>2483.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58573.97000000</valUSD>
        <pctVal>0.007709757471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>WASHINGTON REAL ESTATE INVESTMENT TRUST</name>
        <lei>549300DI34BGS8LVKW95</lei>
        <title>WASHINGTON REIT REIT</title>
        <cusip>939653101</cusip>
        <identifiers>
          <isin value="US9396531017"/>
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        <balance>2522.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55332.68000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>WORLD FUEL SERVICES CORPORATION</name>
        <lei>D3W7PCXCBRQLL17DZ313</lei>
        <title>WORLD FUEL SERVICES CORP COMMON STOCK</title>
        <cusip>981475106</cusip>
        <identifiers>
          <isin value="US9814751064"/>
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        <balance>3660.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96624.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>FIFTH THIRD BANCORP</name>
        <lei>THRNG6BD57P9QWTQLG42</lei>
        <title>FIFTH THIRD BANCORP 4.500000% MATURITY: PERPETUAL</title>
        <cusip>316773DB3</cusip>
        <identifiers>
          <isin value="US316773DB33"/>
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        <balance>236000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>241664.00000000</valUSD>
        <pctVal>0.031808853480</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SKYLINE CHAMPION CORPORATION</name>
        <lei>N/A</lei>
        <title>SKYLINE CHAMPION CORP COMMON STOCK</title>
        <cusip>830830105</cusip>
        <identifiers>
          <isin value="US8308301055"/>
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        <balance>-2050.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-58507.00000000</valUSD>
        <pctVal>-0.00770094259</pctVal>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>NEWELL BRANDS INC.</name>
        <lei>549300LWGYFM1TVO1Z12</lei>
        <title>NEWELL BRANDS INC COMMON STOCK</title>
        <cusip>651229106</cusip>
        <identifiers>
          <isin value="US6512291062"/>
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        <balance>-14810.40000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-236670.19000000</valUSD>
        <pctVal>-0.03115154676</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>WTI CRUDE OPT ICE Dec20P  32.5 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WTCL3250X0"/>
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        <balance>120.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>48000.00000000</valUSD>
        <pctVal>0.006317966130</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="WBSZ0-11/2020-P-32.5"/>
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      </invstOrSec>
      <invstOrSec>
        <name>NRG ENERGY, INC.</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
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          <isin value="US6293775085"/>
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        <balance>2695.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>OUTFRONT MEDIA INC.</name>
        <lei>549300RZWDYU5722I639</lei>
        <title>OUTFRONT MEDIA INC REIT</title>
        <cusip>69007J106</cusip>
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          <isin value="US69007J1060"/>
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        <balance>3925.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66450.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2014-GC22 GSMS 2014-GC22 A5</title>
        <cusip>36253BAU7</cusip>
        <identifiers>
          <isin value="US36253BAU70"/>
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        <balance>766935.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>837567.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Transocean Ltd.</name>
        <lei>529900QO4W5DQGBGEF32</lei>
        <title>TRANSOCEAN LTD COMMON STOCK</title>
        <cusip>H8817H100</cusip>
        <identifiers>
          <isin value="CH0048265513"/>
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        <balance>30154.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36787.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CHEGG, INC.</name>
        <lei>549300AKX7O8JG0O3G77</lei>
        <title>CHEGG INC COMMON STOCK</title>
        <cusip>163092109</cusip>
        <identifiers>
          <isin value="US1630921096"/>
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        <balance>-3700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-272838.00000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP MTN VARIABLE RATE 03/04/2022</title>
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          <isin value="US3134GVFL73"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2001796.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-04</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ROSS STORES, INC.</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
        <title>ROSS STORES INC COMMON STOCK</title>
        <cusip>778296103</cusip>
        <identifiers>
          <isin value="US7782961038"/>
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        <balance>-2428.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-221142.24000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXXON MOBIL CORPORATION</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>EXXON MOBIL CORP COMMON STOCK</title>
        <cusip>30231G102</cusip>
        <identifiers>
          <isin value="US30231G1022"/>
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        <balance>262547.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10486127.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CarMax, Inc.</name>
        <lei>529900F60CID3NCZM330</lei>
        <title>CARMAX INC COMMON STOCK</title>
        <cusip>143130102</cusip>
        <identifiers>
          <isin value="US1431301027"/>
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        <balance>-1256.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-134304.08000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS727295</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-28000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <notionalAmt>-28000.00000000</notionalAmt>
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            <unrealizedAppr>-6375.11000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATIONWIDE FINANCIAL SERVICES, INC.</name>
        <lei>5493001H7AZNDS6BKJ36</lei>
        <title>NATIONWIDE FINANCIAL SERVICES INC 144A 5.375000% 03/25/2021</title>
        <cusip>638612AK7</cusip>
        <identifiers>
          <isin value="US638612AK78"/>
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        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>327454.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PINNACLE WEST CAPITAL CORPORATION</name>
        <lei>TWSEY0NEDUDCKS27AH81</lei>
        <title>PINNACLE WEST CAPITAL COMMON STOCK</title>
        <cusip>723484101</cusip>
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          <isin value="US7234841010"/>
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        <balance>1626.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STAAR SURGICAL COMPANY</name>
        <lei>5299006LRHI7OJ8BY308</lei>
        <title>STAAR SURGICAL CO COMMON STOCK</title>
        <cusip>852312305</cusip>
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          <isin value="US8523123052"/>
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        <balance>220.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10549.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/CAD SETTLE 2020-10-09</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00212499"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>VISTRA CORP.</name>
        <lei>549300KP43CPCUJOOG15</lei>
        <title>Vistra Corp. COMMON STOCK</title>
        <cusip>92840M102</cusip>
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          <isin value="US92840M1027"/>
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        <balance>5645.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CVS HEALTH CORPORATION</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP COMMON STOCK</title>
        <cusip>126650100</cusip>
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        <balance>11512.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>DRYDEN CLO LTD</name>
        <lei>N/A</lei>
        <title>DRYDEN 77 CLO LTD DRSLF 2020-77A A</title>
        <cusip>26252VAC5</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
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        <isRestrictedSec>N</isRestrictedSec>

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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY PAY: 1.66</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS316045"/>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <terminationDt>2026-11-08</terminationDt>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1040000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-79632.14000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>VAREX IMAGING CORPORATION</name>
        <lei>549300CWYWPVCT8E9W67</lei>
        <title>VAREX IMAGING CORP COMMON STOCK</title>
        <cusip>92214X106</cusip>
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          <isin value="US92214X1063"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13308.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VULCAN MATERIALS COMPANY</name>
        <lei>549300Q8LSNHAVWBNI21</lei>
        <title>VULCAN MATERIALS CO COMMON STOCK</title>
        <cusip>929160109</cusip>
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          <isin value="US9291601097"/>
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        <curCd>USD</curCd>
        <valUSD>-160200.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CARPARTS.COM, INC.</name>
        <lei>5493005FSRX4Y7E7H678</lei>
        <title>CARPARTS.COM INC COMMON STOCK</title>
        <cusip>14427M107</cusip>
        <identifiers>
          <isin value="US14427M1071"/>
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        <balance>-4929.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-69252.45000000</valUSD>
        <pctVal>-0.00911530486</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-GC11 CGCMT 2013-GC11 D</title>
        <cusip>17320DAU2</cusip>
        <identifiers>
          <isin value="US17320DAU28"/>
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        <balance>249599.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>233876.46000000</valUSD>
        <pctVal>0.030783824023</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.41807480</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>COX COMMUNICATIONS, INC.</name>
        <lei>5493001NEDZNIFRP2R92</lei>
        <title>COX COMMUNICATIONS INC 144A 2.950000% 06/30/2023</title>
        <cusip>224044CA3</cusip>
        <identifiers>
          <isin value="US224044CA34"/>
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        <balance>173000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>182807.67000000</valUSD>
        <pctVal>0.024061930573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</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>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY MTN 5.000000% 11/24/2025</title>
        <cusip>6174467X1</cusip>
        <identifiers>
          <isin value="US6174467X10"/>
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        <balance>154000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>181232.47000000</valUSD>
        <pctVal>0.023854595985</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRK: SOCIETE GENERALE</name>
        <lei>N/A</lei>
        <title>BRK: SOCIETE GENERALE REF: BLOOMBERG COMMODITY INDEX TOTAL RETURN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="BCOMTR_"/>
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        <balance>44516.73830000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>123468.45000000</valUSD>
        <pctVal>0.016251447611</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: SOCIETE GENERALE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.21000000"/>
            <terminationDt>2020-09-23</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <unrealizedAppr>123468.45000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME PRI ALUM FUTR JUN21 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MALM21"/>
        </identifiers>
        <balance>55.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2533781.25000000</valUSD>
        <pctVal>0.333507169183</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Aluminum</issuerName>
                <issueTitle>LME ALUM HG FUTUR Jun 2021</issueTitle>
                <identifiers>
                  <ticker value="AHDYM21"/>
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            <expDate>2021-06-17</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>48813.20000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ASPEN TECHNOLOGY, INC.</name>
        <lei>529900B0MZWTVFG7CB96</lei>
        <title>ASPEN TECHNOLOGY INC COMMON STOCK</title>
        <cusip>045327103</cusip>
        <identifiers>
          <isin value="US0453271035"/>
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        <balance>424.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53860.72000000</valUSD>
        <pctVal>0.007089379265</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Nationwide Building Society</name>
        <lei>549300XFX12G42QIKN82</lei>
        <title>NATIONWIDE BUILDING SOCIETY 144A 4.000000% 09/14/2026</title>
        <cusip>63859WAE9</cusip>
        <identifiers>
          <isin value="US63859WAE93"/>
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        <balance>510000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>561072.38000000</valUSD>
        <pctVal>0.073850756122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXXON MOBIL CORPORATION</name>
        <lei>J3WHBG0MTS7O8ZVMDC91</lei>
        <title>EXXON MOBIL CORP 2.992000% 03/19/2025</title>
        <cusip>30231GBH4</cusip>
        <identifiers>
          <isin value="US30231GBH48"/>
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        <balance>645000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>710601.04000000</valUSD>
        <pctVal>0.093532360486</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MARVELL TECHNOLOGY GROUP LTD.</name>
        <lei>8DF36O58U3QIHUCGZB18</lei>
        <title>MARVELL TECHNOLOGY GROUP LTD COMMON STOCK</title>
        <cusip>G5876H105</cusip>
        <identifiers>
          <isin value="BMG5876H1051"/>
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        <balance>-2763.56000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-107170.86000000</valUSD>
        <pctVal>-0.01410628882</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>DANAHER CORPORATION</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>DANAHER CORP COMMON STOCK</title>
        <cusip>235851102</cusip>
        <identifiers>
          <isin value="US2358511028"/>
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        <balance>4854.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1002205.38000000</valUSD>
        <pctVal>0.131914575981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 4.292000% 09/12/2026</title>
        <cusip>404280BX6</cusip>
        <identifiers>
          <isin value="US404280BX62"/>
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        <balance>260000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292843.47000000</valUSD>
        <pctVal>0.038545315107</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.29200000</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>N/A</name>
        <lei>N/A</lei>
        <title>BRK: HSBC SECURITIES NEW YORK  58,937,500.00</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="935I323N1"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-74732750.00000000</valUSD>
        <pctVal>-9.83664548697</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <clearedCentCparty centralCounterparty="HSBC" isCleared="Y"/>
          <isTriParty>N</isTriParty>
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          <maturityDt>2050-12-31</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>74732750.00000000</principalAmt>
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              <collateralVal>76227405.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE ST. JOE COMPANY</name>
        <lei>529900XVHOT3BF8PWG49</lei>
        <title>ST JOE CO/THE COMMON STOCK</title>
        <cusip>790148100</cusip>
        <identifiers>
          <isin value="US7901481009"/>
        </identifiers>
        <balance>8833.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>205013.93000000</valUSD>
        <pctVal>0.026984813877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Magnite Inc</name>
        <lei>54930018FR2YX1HHSB02</lei>
        <title>MAGNITE INC COMMON STOCK</title>
        <cusip>55955D100</cusip>
        <identifiers>
          <isin value="US55955D1000"/>
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        <balance>-4400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-32340.00000000</valUSD>
        <pctVal>-0.00425672968</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>BRINKER INTERNATIONAL, INC.</name>
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        <name>ELECTRONIC ARTS INC.</name>
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        <name>JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>Republica del Peru</name>
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        <name>COTY INC.</name>
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        <name>AVANTOR, INC.</name>
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        <name>APPLIED MATERIALS, INC.</name>
        <lei>41BNNE1AFPNAZELZ6K07</lei>
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        <name>WINGSTOP INC.</name>
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        <name>SYNOPSYS, INC.</name>
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        <name>MOTORCAR PARTS OF AMERICA, INC.</name>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <name>WPX ENERGY, INC.</name>
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        <name>MASTERCARD INCORPORATED.</name>
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        <name>BAKER HUGHES HOLDINGS LLC</name>
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        <name>DRYDEN CLO LTD</name>
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        <name>BROWN-FORMAN CORPORATION</name>
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        <name>BRUNSWICK CORPORATION</name>
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        <name>ONEOK, INC.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
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        <name>ALLEGHANY CORPORATION</name>
        <lei>549300DCJE6AYX159479</lei>
        <title>ALLEGHANY CORP 3.625000% 05/15/2030</title>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2030-05-15</maturityDt>
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          <annualizedRt>3.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U. S. PHYSICAL THERAPY, INC.</name>
        <lei>529900KL1UXQYFIOMY96</lei>
        <title>U.S. PHYSICAL THERAPY INC COMMON STOCK</title>
        <cusip>90337L108</cusip>
        <identifiers>
          <isin value="US90337L1089"/>
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        <balance>1074.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95478.60000000</valUSD>
        <pctVal>0.012567303354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PT Indonesia Asahan Aluminium (Persero)</name>
        <lei>2549008P48EB9SN2OI80</lei>
        <title>INDONESIA ASAHAN ALUMINIUM PERSERO PT 144A 4.750000% 05/15/2025</title>
        <cusip>74445PAE2</cusip>
        <identifiers>
          <isin value="US74445PAE25"/>
        </identifiers>
        <balance>330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361430.39000000</valUSD>
        <pctVal>0.047573020056</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ID</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KIMBERLY-CLARK CORPORATION</name>
        <lei>MP3J6QPYPGN75NVW2S34</lei>
        <title>KIMBERLY-CLARK CORP COMMON STOCK</title>
        <cusip>494368103</cusip>
        <identifiers>
          <isin value="US4943681035"/>
        </identifiers>
        <balance>8615.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1359102.40000000</valUSD>
        <pctVal>0.178890894411</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CF INDUSTRIES HOLDINGS, INC.</name>
        <lei>529900CG8YAQFZ2JMV97</lei>
        <title>CF INDUSTRIES HOLDINGS INC COMMON STOCK</title>
        <cusip>125269100</cusip>
        <identifiers>
          <isin value="US1252691001"/>
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        <balance>-1659.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-54133.17000000</valUSD>
        <pctVal>-0.00712524030</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CORECIVIC, INC.</name>
        <lei>529900JFA3K6PTLT8B15</lei>
        <title>CORECIVIC INC REIT</title>
        <cusip>21871N101</cusip>
        <identifiers>
          <isin value="US21871N1019"/>
        </identifiers>
        <balance>3873.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36057.63000000</valUSD>
        <pctVal>0.004746060106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTRAL GARDEN &amp; PET COMPANY</name>
        <lei>5493004DVZLD37DJ0H83</lei>
        <title>CENTRAL GARDEN AND PET CO-A COMMON STOCK</title>
        <cusip>153527205</cusip>
        <identifiers>
          <isin value="US1535272058"/>
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        <balance>1500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55740.00000000</valUSD>
        <pctVal>0.007336738169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>FLOOR &amp; DECOR HOLDINGS, INC.</name>
        <lei>549300M5FR3N688XGQ36</lei>
        <title>FLOOR &amp; DECOR HOLDINGS INC-A COMMON STOCK</title>
        <cusip>339750101</cusip>
        <identifiers>
          <isin value="US3397501012"/>
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        <balance>-900.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-65916.00000000</valUSD>
        <pctVal>-0.00867614698</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITI GROUP INC.</name>
        <lei>549300V3NU625PJUVA84</lei>
        <title>UNITI GROUP INC REIT</title>
        <cusip>91325V108</cusip>
        <identifiers>
          <isin value="US91325V1089"/>
        </identifiers>
        <balance>4338.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42599.16000000</valUSD>
        <pctVal>0.005607084376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ESSEX PROPERTY TRUST, INC.</name>
        <lei>549300TR2H2VEFX0NC60</lei>
        <title>ESSEX PROPERTY TRUST INC REIT</title>
        <cusip>297178105</cusip>
        <identifiers>
          <isin value="US2971781057"/>
        </identifiers>
        <balance>1174.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254182.74000000</valUSD>
        <pctVal>0.033456623799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SERVICE PROPERTIES TRUST</name>
        <lei>529900IS770AG1K9QG27</lei>
        <title>SERVICE PROPERTIES TRUST REIT</title>
        <cusip>81761L102</cusip>
        <identifiers>
          <isin value="US81761L1026"/>
        </identifiers>
        <balance>2782.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22840.22000000</valUSD>
        <pctVal>0.003006327841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PFIZER INC.</name>
        <lei>765LHXWGK1KXCLTFYQ30</lei>
        <title>PFIZER INC COMMON STOCK</title>
        <cusip>717081103</cusip>
        <identifiers>
          <isin value="US7170811035"/>
        </identifiers>
        <balance>44579.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1684640.41000000</valUSD>
        <pctVal>0.221739605276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE CHEMOURS COMPANY</name>
        <lei>549300M1BOLNXL8DOV14</lei>
        <title>CHEMOURS CO/THE COMMON STOCK</title>
        <cusip>163851108</cusip>
        <identifiers>
          <isin value="US1638511089"/>
        </identifiers>
        <balance>-3100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-64046.00000000</valUSD>
        <pctVal>-0.00843000955</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PIEDMONT OFFICE REALTY TRUST, INC.</name>
        <lei>N/A</lei>
        <title>PIEDMONT OFFICE REALTY TRU-A REIT</title>
        <cusip>720190206</cusip>
        <identifiers>
          <isin value="US7201902068"/>
        </identifiers>
        <balance>3834.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58698.54000000</valUSD>
        <pctVal>0.007726153909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Odebrecht Finance, Ltd.</name>
        <lei>N/A</lei>
        <title>ODEBRECHT FINANCE LTD 144A 7.125000% 06/26/2042</title>
        <cusip>675758AJ5</cusip>
        <identifiers>
          <isin value="US675758AJ51"/>
        </identifiers>
        <balance>371000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22260.00000000</valUSD>
        <pctVal>0.002929956793</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VENTAS, INC.</name>
        <lei>ORQTRC074CWLT3DKHT41</lei>
        <title>VENTAS INC REIT</title>
        <cusip>92276F100</cusip>
        <identifiers>
          <isin value="US92276F1003"/>
        </identifiers>
        <balance>7094.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>292343.74000000</valUSD>
        <pctVal>0.038479538498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HAEMONETICS CORPORATION</name>
        <lei>549300ZEL6TXZS6F5F95</lei>
        <title>HAEMONETICS CORP/MASS COMMON STOCK</title>
        <cusip>405024100</cusip>
        <identifiers>
          <isin value="US4050241003"/>
        </identifiers>
        <balance>672.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>60251.52000000</valUSD>
        <pctVal>0.007930563806</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>POLARIS INC.</name>
        <lei>549300QJSN8UVWN1EI78</lei>
        <title>POLARIS INC COMMON STOCK</title>
        <cusip>731068102</cusip>
        <identifiers>
          <isin value="US7310681025"/>
        </identifiers>
        <balance>-2214.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-223702.56000000</valUSD>
        <pctVal>-0.02944469161</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>HILTON WORLDWIDE HOLDINGS INC.</name>
        <lei>549300HVGPK36ICB0B89</lei>
        <title>HILTON WORLDWIDE HOLDINGS IN COMMON STOCK</title>
        <cusip>43300A203</cusip>
        <identifiers>
          <isin value="US43300A2033"/>
        </identifiers>
        <balance>-7732.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-698663.52000000</valUSD>
        <pctVal>-0.09196109283</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR  OCT20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCV0"/>
        </identifiers>
        <balance>-15.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-631800.00000000</valUSD>
        <pctVal>-0.08316022919</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Live Cattle</issuerName>
                <issueTitle>Live Cattle Future(Consolidated) Oct 2020</issueTitle>
                <identifiers>
                  <ticker value="LDV0"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-11-02</expDate>
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            <curCd>USD</curCd>
            <unrealizedAppr>256.73000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE WALT DISNEY COMPANY</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>WALT DISNEY CO/THE COMMON STOCK</title>
        <cusip>254687106</cusip>
        <identifiers>
          <isin value="US2546871060"/>
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        <balance>12247.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1615011.89000000</valUSD>
        <pctVal>0.212574800461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UGI CORPORATION</name>
        <lei>DX6GCWD4Q1JO9CRE5I40</lei>
        <title>UGI CORP COMMON STOCK</title>
        <cusip>902681105</cusip>
        <identifiers>
          <isin value="US9026811052"/>
        </identifiers>
        <balance>2453.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84702.09000000</valUSD>
        <pctVal>0.011148852830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNDER ARMOUR, INC.</name>
        <lei>549300D4549QKWETZ406</lei>
        <title>UNDER ARMOUR INC-CLASS A COMMON STOCK</title>
        <cusip>904311107</cusip>
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        <name>N/A</name>
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        <name>INTELLICHECK, INC.</name>
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        <name>EOG RESOURCES, INC.</name>
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        <name>SL GREEN REALTY CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>REYNOLDS CONSUMER PRODUCTS INC.</name>
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        <name>N/A</name>
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        <name>LyondellBasell Industries N.V.</name>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="CDX-NAHY"/>
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        <name>THE PROCTER &amp; GAMBLE COMPANY</name>
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        <name>BROADCOM CORPORATION</name>
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        <name>NATIONAL RETAIL PROPERTIES, INC.</name>
        <lei>5493008JKH5SOTI0JS97</lei>
        <title>NATIONAL RETAIL PROPERTIES REIT</title>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <name>HEALTHCARE REALTY TRUST INCORPORATED</name>
        <lei>549300CB86LH2IOKHH22</lei>
        <title>HEALTHCARE REALTY TRUST INC REIT</title>
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        <name>ZEBRA TECHNOLOGIES CORPORATION</name>
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        <name>MEDIFAST, INC.</name>
        <lei>5299000YHQJ21T5KKI80</lei>
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        <name>UDR, INC.</name>
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        <title>UDR INC REIT</title>
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        <name>BOOKING HOLDINGS INC.</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Garmin Ltd.</name>
        <lei>2549001E0HIPIJQ0W046</lei>
        <title>GARMIN LTD COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLD FUT OPT(CMX) Dec20C  1650 LONG</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CONSUMER LOAN UNDERLYING BOND (CLUB) CREDIT TRUST</name>
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        <name>CIGNA CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Spotify Technology SA</name>
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        <name>AerCap Ireland Capital Designated Activity Company</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>XENIA HOTELS &amp; RESORTS, INC.</name>
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          <ticker value="MPBZ20"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>Lead</issuerName>
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                  <ticker value="PBDYZ0"/>
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      <invstOrSec>
        <name>UNITED STATES STEEL CORPORATION</name>
        <lei>JNLUVFYJT1OZSIQ24U47</lei>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY MTN 4.350000% 09/08/2026</title>
        <cusip>6174467Y9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Village Super Market, Inc.</name>
        <lei>25490069686XCNNEMQ07</lei>
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        <name>L BRANDS, INC.</name>
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        <name>Agios Pharmaceuticals Inc</name>
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        <name>NEXSTAR MEDIA GROUP, INC.</name>
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        <name>BAKER HUGHES COMPANY</name>
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        <name>AVIATION CAPITAL GROUP LLC</name>
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        <name>N/A</name>
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        <name>STANDARD MOTOR PRODUCTS, INC.</name>
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        <title>STANDARD MOTOR PRODS COMMON STOCK</title>
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        <name>HERTZ VEHICLE FINANCING LLC</name>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.96000000</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>VONAGE HOLDINGS CORP.</name>
        <lei>529900W7N0N4WLN1JY21</lei>
        <title>VONAGE HOLDINGS CORP COMMON STOCK</title>
        <cusip>92886T201</cusip>
        <identifiers>
          <isin value="US92886T2015"/>
        </identifiers>
        <balance>4800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>54960.00000000</valUSD>
        <pctVal>0.007234071219</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KENTUCKY UTILITIES COMPANY</name>
        <lei>AGX0G2MXE54NFNNICD28</lei>
        <title>KENTUCKY UTILITIES CO 3.300000% 06/01/2050</title>
        <cusip>491674BM8</cusip>
        <identifiers>
          <isin value="US491674BM82"/>
        </identifiers>
        <balance>365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403063.88000000</valUSD>
        <pctVal>0.053052998801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</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>N/A</name>
        <lei>N/A</lei>
        <title>CORN FUTURE OPTN  Dec20P   270 SHORT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1C270X0"/>
        </identifiers>
        <balance>-125.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1562.50000000</valUSD>
        <pctVal>-0.00020566295</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MARKET AXESS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Put Option 270 Nov 2020 on CORN FUTURE  (Globex) Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="ZCZ0-11/2020-P-270"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-6250.00000000</shareNo>
            <exercisePrice>270.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-11-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>8885.00000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xcel Energy Inc.</name>
        <lei>LGJNMI9GH8XIDG5RCM61</lei>
        <title>XCEL ENERGY INC COMMON STOCK</title>
        <cusip>98389B100</cusip>
        <identifiers>
          <isin value="US98389B1008"/>
        </identifiers>
        <balance>4332.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>300965.70000000</valUSD>
        <pctVal>0.039614397899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY OILFIELD SERVICES INC.</name>
        <lei>N/A</lei>
        <title>LIBERTY OILFIELD SERVICES -A COMMON STOCK</title>
        <cusip>53115L104</cusip>
        <identifiers>
          <isin value="US53115L1044"/>
        </identifiers>
        <balance>13030.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84043.50000000</valUSD>
        <pctVal>0.011062166386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  NOV20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGX20"/>
        </identifiers>
        <balance>-33.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-963600.00000000</valUSD>
        <pctVal>-0.12683317007</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Natural Gas</issuerName>
                <issueTitle>Natural Gas Future Nov 2020</issueTitle>
                <identifiers>
                  <ticker value="NGX0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-31</expDate>
            <notionalAmt>-871110.90000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-92489.10000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SABRA HEALTH CARE REIT, INC.</name>
        <lei>549300E3BC7GU7TAZ621</lei>
        <title>SABRA HEALTH CARE REIT INC REIT</title>
        <cusip>78573L106</cusip>
        <identifiers>
          <isin value="US78573L1061"/>
        </identifiers>
        <balance>4761.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70605.63000000</valUSD>
        <pctVal>0.009293416229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: GOLDMAN SACHS INTERNATIONAL</name>
        <lei>N/A</lei>
        <title>BRK: GOLDMAN SACHS INTERNATIONAL PAY: USD @ 0.512%</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="9621168"/>
        </identifiers>
        <balance>85300000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-828171.75000000</valUSD>
        <pctVal>-0.10900752223</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: GOLDMAN SACHS INTERNATIONAL</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
              </rtResetTenors>
            </floatingRecDesc>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.51200000"/>
            <terminationDt>2025-06-09</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-85300000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-828171.75000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC 4.800000% 02/14/2029</title>
        <cusip>02209SBD4</cusip>
        <identifiers>
          <isin value="US02209SBD45"/>
        </identifiers>
        <balance>160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>191295.22000000</valUSD>
        <pctVal>0.025179098353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.80000000</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>N/A</name>
        <lei>N/A</lei>
        <title>WHEAT FUTURE(CBT) DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WZ0"/>
        </identifiers>
        <balance>34.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>938825.00000000</valUSD>
        <pctVal>0.123572178185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Wheat</issuerName>
                <issueTitle>Wheat Future (CBT) Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="WZ0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-17</expDate>
            <notionalAmt>856482.10000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>82342.90000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL TECHNOLOGIES INC.</name>
        <lei>549300TJB5YBRUPOG437</lei>
        <title>DELL TECHNOLOGIES -C COMMON STOCK</title>
        <cusip>24703L202</cusip>
        <identifiers>
          <isin value="US24703L2025"/>
        </identifiers>
        <balance>-1166.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-77049.28000000</valUSD>
        <pctVal>-0.01014155711</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MCKESSON CORPORATION</name>
        <lei>549300WZWOM80UCFSF54</lei>
        <title>MCKESSON CORP COMMON STOCK</title>
        <cusip>58155Q103</cusip>
        <identifiers>
          <isin value="US58155Q1031"/>
        </identifiers>
        <balance>1277.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>195942.88000000</valUSD>
        <pctVal>0.025790843321</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE SCOTTS MIRACLE-GRO COMPANY</name>
        <lei>2TH9E0JTOUXOEGI2R879</lei>
        <title>SCOTTS MIRACLE-GRO CO COMMON STOCK</title>
        <cusip>810186106</cusip>
        <identifiers>
          <isin value="US8101861065"/>
        </identifiers>
        <balance>-700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-117971.00000000</valUSD>
        <pctVal>-0.01552784963</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CORN FUTURE OPTN  Dec20P   320 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1C320X0"/>
        </identifiers>
        <balance>250.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>21875.00000000</valUSD>
        <pctVal>0.002879281439</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MARKET AXESS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Put Option 320 Nov 2020 on CORN FUTURE  (Globex) Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="ZCZ0-11/2020-P-320"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>12500.00000000</shareNo>
            <exercisePrice>320.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-11-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-5667.50000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS727815</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
        </identifiers>
        <balance>-28000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-8890.00000000</valUSD>
        <pctVal>-0.00117013997</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="16.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="16.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <terminationDt>2063-05-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-2721.41000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-28000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-6168.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL HOLDINGS INC 2.750000% 05/01/2025</title>
        <cusip>65339KBQ2</cusip>
        <identifiers>
          <isin value="US65339KBQ22"/>
        </identifiers>
        <balance>166000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>180223.50000000</valUSD>
        <pctVal>0.023721791020</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FRESH DEL MONTE PRODUCE INC.</name>
        <lei>529900I72V9F0FEZR228</lei>
        <title>FRESH DEL MONTE PRODUCE INC COMMON STOCK</title>
        <cusip>G36738105</cusip>
        <identifiers>
          <isin value="KYG367381053"/>
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        <balance>1211.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28083.09000000</valUSD>
        <pctVal>0.003696416905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BLACKBAUD, INC.</name>
        <lei>54930056X3HKFMNG3754</lei>
        <title>BLACKBAUD INC COMMON STOCK</title>
        <cusip>09227Q100</cusip>
        <identifiers>
          <isin value="US09227Q1004"/>
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        <balance>800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51080.00000000</valUSD>
        <pctVal>0.006723368957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Clarios Global LP</name>
        <lei>549300474L1ZLXZY2P98</lei>
        <title>CLARIOS GLOBAL LP / CLARIOS US FINANCE CO 144A 4.375000% 05/15/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1964642471"/>
        </identifiers>
        <balance>161000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.83616000"/>
        <valUSD>198130.74000000</valUSD>
        <pctVal>0.026078818850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STONERIDGE, INC.</name>
        <lei>PNBCIH9LE7WI83VJIF08</lei>
        <title>STONERIDGE INC COMMON STOCK</title>
        <cusip>86183P102</cusip>
        <identifiers>
          <isin value="US86183P1021"/>
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        <balance>-1370.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-27674.00000000</valUSD>
        <pctVal>-0.00364257072</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STARBUCKS CORPORATION</name>
        <lei>OQSJ1DU9TAOC51A47K68</lei>
        <title>STARBUCKS CORP COMMON STOCK</title>
        <cusip>855244109</cusip>
        <identifiers>
          <isin value="US8552441094"/>
        </identifiers>
        <balance>-29437.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-2486543.39000000</valUSD>
        <pctVal>-0.32728951919</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>VIACOMCBS INC.</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>VIACOMCBS INC - CLASS B COMMON STOCK</title>
        <cusip>92556H206</cusip>
        <identifiers>
          <isin value="US92556H2067"/>
        </identifiers>
        <balance>-6480.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-180468.00000000</valUSD>
        <pctVal>-0.02375397316</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Company</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 4.500000% 09/15/2023</title>
        <cusip>00774MAP0</cusip>
        <identifiers>
          <isin value="US00774MAP05"/>
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        <balance>323000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331419.74000000</valUSD>
        <pctVal>0.043622889426</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLEARWAY ENERGY, INC.</name>
        <lei>549300LHAZ9HA9G3XC48</lei>
        <title>CLEARWAY ENERGY INC-C COMMON STOCK</title>
        <cusip>18539C204</cusip>
        <identifiers>
          <isin value="US18539C2044"/>
        </identifiers>
        <balance>1281.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32678.31000000</valUSD>
        <pctVal>0.004301259495</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABIOMED, INC.</name>
        <lei>5493001EZN4ZTB4Z5887</lei>
        <title>ABIOMED INC COMMON STOCK</title>
        <cusip>003654100</cusip>
        <identifiers>
          <isin value="US0036541003"/>
        </identifiers>
        <balance>426.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131046.12000000</valUSD>
        <pctVal>0.017248853078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RADNOR RE/ESSENT</name>
        <lei>N/A</lei>
        <title>RADNOR RE 2019-2 LTD RMIR 2019-2 M1B</title>
        <cusip>75049TAB7</cusip>
        <identifiers>
          <isin value="US75049TAB70"/>
        </identifiers>
        <balance>530359.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>523937.25000000</valUSD>
        <pctVal>0.068962870838</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.92162960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Canada</name>
        <lei>N/A</lei>
        <title>CAN 10YR BOND FUT DEC20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CGBZ0"/>
        </identifiers>
        <balance>-91.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.30295000"/>
        <valUSD>-10541878.04000000</valUSD>
        <pctVal>-1.38756725861</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Canada Govt. Bond Futures</issuerName>
                <issueTitle>Canadian Govt 10 Year Bond Future Dec 2020</issueTitle>
                <identifiers>
                  <isin value="CA135087J397"/>
                  <ticker value="CGBZ0"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-21</expDate>
            <notionalAmt>-10467200.71000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>-74677.33000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQUINIX, INC.</name>
        <lei>549300EVUN2BTLJ3GT74</lei>
        <title>EQUINIX INC REIT</title>
        <cusip>29444U700</cusip>
        <identifiers>
          <isin value="US29444U7000"/>
        </identifiers>
        <balance>1199.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>946946.22000000</valUSD>
        <pctVal>0.124641128037</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Embraer Netherlands Finance B.V.</name>
        <lei>724500PBR8LR26XBSP67</lei>
        <title>EMBRAER NETHERLANDS FINANCE BV 5.400000% 02/01/2027</title>
        <cusip>29082HAB8</cusip>
        <identifiers>
          <isin value="US29082HAB87"/>
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        <balance>575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>531880.75000000</valUSD>
        <pctVal>0.070008428421</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: MERRILL LYNCH</name>
        <lei>N/A</lei>
        <title>BRK: MERRILL LYNCH REF: BLOOMBERG COMMODITY INDEX TOTAL RETURN</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="BCOMTR_"/>
        </identifiers>
        <balance>72722.59560000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>201696.98000000</valUSD>
        <pctVal>0.026548222674</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MERRILL LYNCH</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.21000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-11176662.13000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>201696.98000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPT-IRSLV4407795</name>
        <lei>N/A</lei>
        <title>OPT-IRSLV4407795 EXPIRATION: 10/28/2020</title>
        <cusip>SWT102571</cusip>
        <identifiers>
          <other otherDesc="Options" value="SWT102571"/>
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        <balance>8320000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>369561.82000000</valUSD>
        <pctVal>0.048643313792</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>0.00000000</shareNo>
            <exercisePrice>1.02100000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-10-28</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>89643.66000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE 0.625000% 04/22/2025</title>
        <cusip>3135G03U5</cusip>
        <identifiers>
          <isin value="US3135G03U56"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1311784.41000000</valUSD>
        <pctVal>0.172662697365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PHIBRO ANIMAL HEALTH CORPORATION</name>
        <lei>549300U24SP4AF2JUX52</lei>
        <title>PHIBRO ANIMAL HEALTH CORP-A COMMON STOCK</title>
        <cusip>71742Q106</cusip>
        <identifiers>
          <isin value="US71742Q1067"/>
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        <balance>1500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32190.00000000</valUSD>
        <pctVal>0.004236986036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED</name>
        <lei>JHE42UYNWWTJB8YTTU19</lei>
        <title>AUSTRALIA &amp; NEW ZEALAND BANKING GROUP LTD 144A 4.400000% 05/19/2026</title>
        <cusip>052528AK2</cusip>
        <identifiers>
          <isin value="US052528AK26"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>452424.02000000</valUSD>
        <pctVal>0.059549992400</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>Y</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED</name>
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                <cusip value="052528AK2"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.00000000" curCd="AUD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>M/I HOMES, INC.</name>
        <lei>5299005M71FH9CCSFB69</lei>
        <title>M/I HOMES INC COMMON STOCK</title>
        <cusip>55305B101</cusip>
        <identifiers>
          <isin value="US55305B1017"/>
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        <balance>-1562.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-66478.72000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE PROVIDENCE SERVICE CORPORATION</name>
        <lei>549300EFZIFW7F7I0Q28</lei>
        <title>PROVIDENCE SERVICE CORP COMMON STOCK</title>
        <cusip>743815102</cusip>
        <identifiers>
          <isin value="US7438151026"/>
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        <balance>195.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18055.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>FEDERAL FARM CREDIT BANK VARIABLE RATE 05/08/2023</title>
        <cusip>3133ELYS7</cusip>
        <identifiers>
          <isin value="US3133ELYS78"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5996757.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.45000000</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>CROWN HOLDINGS, INC.</name>
        <lei>NYLWZIOY8PUNIT4JOE22</lei>
        <title>CROWN HOLDINGS INC COMMON STOCK</title>
        <cusip>228368106</cusip>
        <identifiers>
          <isin value="US2283681060"/>
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        <balance>-2137.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-164228.45000000</valUSD>
        <pctVal>-0.02161645385</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>POTLATCHDELTIC CORPORATION</name>
        <lei>54930084YA8UJOTXDM59</lei>
        <title>POTLATCHDELTIC CORP REIT</title>
        <cusip>737630103</cusip>
        <identifiers>
          <isin value="US7376301039"/>
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        <balance>1759.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80984.36000000</valUSD>
        <pctVal>0.010659509242</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>SANDERSON FARMS, INC.</name>
        <lei>529900KZGVFTWHUO2759</lei>
        <title>SANDERSON FARMS INC COMMON STOCK</title>
        <cusip>800013104</cusip>
        <identifiers>
          <isin value="US8000131040"/>
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        <balance>599.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>70059.04000000</valUSD>
        <pctVal>0.009221471706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PS BUSINESS PARKS, INC.</name>
        <lei>N/A</lei>
        <title>PS BUSINESS PARKS INC/CA REIT</title>
        <cusip>69360J107</cusip>
        <identifiers>
          <isin value="US69360J1079"/>
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        <balance>798.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100707.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>UNITED THERAPEUTICS CORPORATION</name>
        <lei>5299005C4HZL4UWROC14</lei>
        <title>UNITED THERAPEUTICS CORP COMMON STOCK</title>
        <cusip>91307C102</cusip>
        <identifiers>
          <isin value="US91307C1027"/>
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        <balance>439.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46955.44000000</valUSD>
        <pctVal>0.006180476658</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS712310</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-217000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-68897.50000000</valUSD>
        <pctVal>-0.00906858482</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="90.42000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="90.42000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <terminationDt>2049-12-31</terminationDt>
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            <upfrontRcpt>-13659.19000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-217000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-55238.31000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2018-2 LTD BMIR 2018-2A M1B</title>
        <cusip>07877DAB2</cusip>
        <identifiers>
          <isin value="US07877DAB29"/>
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        <balance>65097.13630000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64818.73000000</valUSD>
        <pctVal>0.008531719599</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.52163000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Estados Unidos Mexicanos</name>
        <lei>254900EGTWEU67VP6075</lei>
        <title>UNITED MEXICAN STATES 3.900000% 04/27/2025</title>
        <cusip>91087BAJ9</cusip>
        <identifiers>
          <isin value="US91087BAJ98"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>605275.00000000</valUSD>
        <pctVal>0.079668894790</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JABIL INC.</name>
        <lei>5493000CGCQY2OQU7669</lei>
        <title>JABIL INC COMMON STOCK</title>
        <cusip>466313103</cusip>
        <identifiers>
          <isin value="US4663131039"/>
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        <balance>-1478.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-50473.70000000</valUSD>
        <pctVal>-0.00664356514</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2014-92 SX</title>
        <cusip>3136AMEG0</cusip>
        <identifiers>
          <isin value="US3136AMEG01"/>
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        <balance>24070.65200000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5693.01000000</valUSD>
        <pctVal>0.000749338424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.92486920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2019-R05 CAS 2019-R05 1M2</title>
        <cusip>20754HAE8</cusip>
        <identifiers>
          <isin value="US20754HAE80"/>
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        <balance>228380.15640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227432.54000000</valUSD>
        <pctVal>0.029935647600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17163160</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>SYNEOS HEALTH, INC.</name>
        <lei>549300F1ZGKDS8P6GU13</lei>
        <title>SYNEOS HEALTH INC COMMON STOCK</title>
        <cusip>87166B102</cusip>
        <identifiers>
          <isin value="US87166B1026"/>
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        <balance>427.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26943.70000000</valUSD>
        <pctVal>0.003546445500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BRK: MERRILL LYNCH</name>
        <lei>N/A</lei>
        <title>BRK: MERRILL LYNCH REF: BOFA MERRILL LYNCH COMMODITY MLBXCS3E EXCESS</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="MLBXCS3T"/>
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        <balance>27575.49170000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>10299.60000000</valUSD>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: MERRILL LYNCH</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.27500000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AIB GROUP PUBLIC LIMITED COMPANY</name>
        <lei>635400AKJBGNS5WNQL34</lei>
        <title>AIB GROUP PLC MTN 4.750000% 10/12/2023</title>
        <cusip>00135TAA2</cusip>
        <identifiers>
          <isin value="US00135TAA25"/>
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        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>356033.59000000</valUSD>
        <pctVal>0.046862670064</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STRATEGIC EDUCATION, INC.</name>
        <lei>0PYXF82EO1UCNGL5I740</lei>
        <title>STRATEGIC EDUCATION INC COMMON STOCK</title>
        <cusip>86272C103</cusip>
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          <isin value="US86272C1036"/>
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        <balance>-689.25000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-70696.37000000</valUSD>
        <pctVal>-0.00930535981</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS316815</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-29000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9207.50000000</valUSD>
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        <name>PULTEGROUP, INC.</name>
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              <counterpartyName>BRK: CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
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        <name>Essential Utilities, Inc.</name>
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        <name>DOLLAR GENERAL CORPORATION</name>
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        <name>American Outdoor Brands Inc</name>
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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <identifiers>
          <ticker value="NGX20"/>
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        <balance>39.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1138800.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Natural Gas</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>PERKINELMER, INC.</name>
        <lei>549300IKL1SDPFI7N655</lei>
        <title>PERKINELMER INC COMMON STOCK</title>
        <cusip>714046109</cusip>
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          <isin value="US7140461093"/>
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        <balance>878.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <title>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C3 JPMBB 2015-C30 A5</title>
        <cusip>46644UBA5</cusip>
        <identifiers>
          <isin value="US46644UBA51"/>
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        <balance>485000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>541038.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CRUDE FUTR  NOV20 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="LCOX0"/>
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        <balance>41.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1856480.00000000</valUSD>
        <pctVal>0.244357870059</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Crude Oil</issuerName>
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                  <ticker value="BRNX0"/>
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            </descRefInstrmnt>
            <expDate>2020-10-03</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SUPERNUS PHARMACEUTICALS, INC.</name>
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        <cusip>868459108</cusip>
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          <isin value="US8684591089"/>
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        <balance>3563.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Braskem Netherlands Finance B.V.</name>
        <lei>N/A</lei>
        <title>BRASKEM NETHERLANDS FINANCE BV 144A 4.500000% 01/31/2030</title>
        <cusip>10554TAD7</cusip>
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          <isin value="US10554TAD72"/>
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        <balance>420000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>CDS316233</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-565000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <title>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C22 XA</title>
        <cusip>46642NBF2</cusip>
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          <isin value="US46642NBF24"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.83282400</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>CDS783278</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <curCd>USD</curCd>
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        <assetCat>DCR</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY PAY: 2.44</title>
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          <other otherDesc="All Others" value="4793552"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
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          <other otherDesc="All Others" value="935I321V5"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
          <clearedCentCparty centralCounterparty="HSBC SECURITIES, INC." isCleared="Y"/>
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      <invstOrSec>
        <name>Marcus &amp; Millichap Inc</name>
        <lei>549300B2HE8ULXNB1N48</lei>
        <title>MARCUS &amp; MILLICHAP INC COMMON STOCK</title>
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          <isin value="US5663241090"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) DEC20 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FVZ0"/>
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        <balance>-191.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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                <issuerName>U.S. Treasury Futures</issuerName>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="CMBX.NA.BBB-"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRK: CITIGROUP</counterpartyName>
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      <invstOrSec>
        <name>WESTROCK COMPANY</name>
        <lei>N/A</lei>
        <title>WESTROCK CO COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/21</title>
        <cusip>912828QV5</cusip>
        <identifiers>
          <isin value="US912828QV50"/>
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        <balance>15678700.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18291772.68000000</valUSD>
        <pctVal>2.407641672246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LTC PROPERTIES, INC.</name>
        <lei>549300NRZP8IJG2KY677</lei>
        <title>LTC PROPERTIES INC REIT</title>
        <cusip>502175102</cusip>
        <identifiers>
          <isin value="US5021751020"/>
        </identifiers>
        <balance>1415.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51633.35000000</valUSD>
        <pctVal>0.006796203261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INVITATION HOMES INC.</name>
        <lei>N/A</lei>
        <title>INVITATION HOMES INC REIT</title>
        <cusip>46187W107</cusip>
        <identifiers>
          <isin value="US46187W1071"/>
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        <balance>9257.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>265027.91000000</valUSD>
        <pctVal>0.034884111648</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>DELEK US HOLDINGS, INC.</name>
        <lei>5493003O53JMENV1N385</lei>
        <title>DELEK US HOLDINGS INC COMMON STOCK</title>
        <cusip>24665A103</cusip>
        <identifiers>
          <isin value="US24665A1034"/>
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        <balance>3082.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48479.86000000</valUSD>
        <pctVal>0.006381127364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>HERTZ VEHICLE FINANCING LLC</name>
        <lei>5493004IHDYOZ9K9WF47</lei>
        <title>HERTZ VEHICLE FINANCING II LP HERTZ 2018-1A A</title>
        <cusip>42806DBQ1</cusip>
        <identifiers>
          <isin value="US42806DBQ16"/>
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        <balance>636790.73740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>637184.91000000</valUSD>
        <pctVal>0.083869014178</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.29000000</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>DARLING INGREDIENTS INC.</name>
        <lei>L1N0SPPKS7EXZYUMZ898</lei>
        <title>DARLING INGREDIENTS INC COMMON STOCK</title>
        <cusip>237266101</cusip>
        <identifiers>
          <isin value="US2372661015"/>
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        <balance>3964.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126729.08000000</valUSD>
        <pctVal>0.016680625734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS781048</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-163000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-51752.50000000</valUSD>
        <pctVal>-0.00681188629</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="95.08000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="95.08000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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            <upfrontRcpt>-24637.31000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <unrealizedAppr>-27115.19000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ONE GAS, INC.</name>
        <lei>549300HXDWI0LATTX840</lei>
        <title>ONE GAS INC COMMON STOCK</title>
        <cusip>68235P108</cusip>
        <identifiers>
          <isin value="US68235P1084"/>
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        <balance>1106.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81976.72000000</valUSD>
        <pctVal>0.010790127926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY PAY: 1.67</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS316054"/>
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        <balance>1230000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-94962.32000000</valUSD>
        <pctVal>-0.01249934836</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="1.67000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1230000.00000000</notionalAmt>
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            <unrealizedAppr>-94962.32000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VISTEON CORPORATION</name>
        <lei>549300MOVLYHRW4GGW78</lei>
        <title>VISTEON CORP COMMON STOCK</title>
        <cusip>92839U206</cusip>
        <identifiers>
          <isin value="US92839U2069"/>
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        <balance>-2629.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-198305.47000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>VISA INC.</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
        <title>VISA INC-CLASS A SHARES COMMON STOCK</title>
        <cusip>92826C839</cusip>
        <identifiers>
          <isin value="US92826C8394"/>
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        <balance>4744.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1005680.56000000</valUSD>
        <pctVal>0.132371994097</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>UNITIL CORPORATION</name>
        <lei>N/A</lei>
        <title>UNITIL CORP COMMON STOCK</title>
        <cusip>913259107</cusip>
        <identifiers>
          <isin value="US9132591077"/>
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        <balance>500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21100.00000000</valUSD>
        <pctVal>0.002777272611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>HUDSON PACIFIC PROPERTIES, INC.</name>
        <lei>N/A</lei>
        <title>HUDSON PACIFIC PROPERTIES IN REIT</title>
        <cusip>444097109</cusip>
        <identifiers>
          <isin value="US4440971095"/>
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        <balance>3418.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80254.64000000</valUSD>
        <pctVal>0.010563460361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>RPM INTERNATIONAL INC.</name>
        <lei>549300TJCKW4BRXPJ474</lei>
        <title>RPM INTERNATIONAL INC COMMON STOCK</title>
        <cusip>749685103</cusip>
        <identifiers>
          <isin value="US7496851038"/>
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        <balance>-1664.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-141057.28000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>WESTERN DIGITAL CORPORATION</name>
        <lei>549300QQXOOYEF89IC56</lei>
        <title>WESTERN DIGITAL CORP COMMON STOCK</title>
        <cusip>958102105</cusip>
        <identifiers>
          <isin value="US9581021055"/>
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        <balance>-1983.26000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-76196.85000000</valUSD>
        <pctVal>-0.01002935661</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE COCA-COLA COMPANY</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>COCA-COLA CO/THE COMMON STOCK</title>
        <cusip>191216100</cusip>
        <identifiers>
          <isin value="US1912161007"/>
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        <balance>90940.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4504258.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>MATCH GROUP, INC.</name>
        <lei>15OMOPB0A8K0EFUVD031</lei>
        <title>MATCH GROUP INC COMMON STOCK</title>
        <cusip>57667L107</cusip>
        <identifiers>
          <isin value="US57667L1070"/>
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        <balance>431.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48134.08000000</valUSD>
        <pctVal>0.006335614316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Canada</name>
        <lei>4BFD7AQU0A75QLAHK410</lei>
        <title>CANADIAN GOVERNMENT RRB TIP 0.50%  12/01/2050</title>
        <cusip>135087G99</cusip>
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          <isin value="CA135087G997"/>
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        <balance>3065000.00000000</balance>
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        <currencyConditional curCd="CAD" exchangeRt="1.30295000"/>
        <valUSD>2967949.30000000</valUSD>
        <pctVal>0.390654232413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 4.125000% 11/15/2025</title>
        <cusip>125523AG5</cusip>
        <identifiers>
          <isin value="US125523AG54"/>
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        <balance>288000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>333080.54000000</valUSD>
        <pctVal>0.043841491054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EQUITY LIFESTYLE PROPERTIES, INC.</name>
        <lei>529900PEQG66LENB6798</lei>
        <title>EQUITY LIFESTYLE PROPERTIES REIT</title>
        <cusip>29472R108</cusip>
        <identifiers>
          <isin value="US29472R1086"/>
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        <balance>2760.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>182960.40000000</valUSD>
        <pctVal>0.024082033552</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>KENNEDY-WILSON HOLDINGS, INC.</name>
        <lei>549300MOI1T78144X610</lei>
        <title>KENNEDY-WILSON HOLDINGS INC COMMON STOCK</title>
        <cusip>489398107</cusip>
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          <isin value="US4893981070"/>
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        <balance>4115.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>58803.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 4.375000% 10/15/2028</title>
        <cusip>125523AH3</cusip>
        <identifiers>
          <isin value="US125523AH38"/>
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        <balance>384000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>459977.54000000</valUSD>
        <pctVal>0.060544219140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COLUMBIA SPORTSWEAR COMPANY</name>
        <lei>549300OTMCIEUXAH5Z60</lei>
        <title>COLUMBIA SPORTSWEAR CO COMMON STOCK</title>
        <cusip>198516106</cusip>
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          <isin value="US1985161066"/>
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        <balance>-232.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-19852.24000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Emirate of Abu Dhabi</name>
        <lei>213800FER4348CINTA77</lei>
        <title>ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 1.700000% 03/02/2031</title>
        <cusip>29135LAM2</cusip>
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          <isin value="US29135LAM28"/>
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        <balance>581000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>577378.05000000</valUSD>
        <pctVal>0.075996978430</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SFL CORPORATION LTD.</name>
        <lei>549300RLYYPSB0C7RH77</lei>
        <title>SFL CORP LTD COMMON STOCK</title>
        <cusip>G7738W106</cusip>
        <identifiers>
          <isin value="BMG7738W1064"/>
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        <balance>5417.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47561.26000000</valUSD>
        <pctVal>0.006260217288</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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 COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC27 CGCMT 2015-GC27 A5</title>
        <cusip>17323CAE7</cusip>
        <identifiers>
          <isin value="US17323CAE75"/>
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        <balance>778843.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>837945.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.13700000</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>BRK: GOLDMAN SACHS</name>
        <lei>N/A</lei>
        <title>BRK: GOLDMAN SACHS PAY: 1.593%</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="8368670"/>
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        <balance>2440000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-221493.45000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <unrealizedAppr>-221493.45000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KLA CORPORATION</name>
        <lei>549300H0BF5JCG96TJ81</lei>
        <title>KLA CORP COMMON STOCK</title>
        <cusip>482480100</cusip>
        <identifiers>
          <isin value="US4824801009"/>
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        <balance>-878.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-180112.92000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>SM ENERGY COMPANY</name>
        <lei>84BUTVXV5ODI6BXNMH43</lei>
        <title>SM ENERGY CO COMMON STOCK</title>
        <cusip>78454L100</cusip>
        <identifiers>
          <isin value="US78454L1008"/>
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        <balance>732.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1778.76000000</valUSD>
        <pctVal>0.000234128029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC COMMON STOCK</title>
        <cusip>92343V104</cusip>
        <identifiers>
          <isin value="US92343V1044"/>
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        <balance>42616.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2525850.32000000</valUSD>
        <pctVal>0.332463266118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Covetrus Inc</name>
        <lei>5493009S30DUFCF75V87</lei>
        <title>COVETRUS INC COMMON STOCK</title>
        <cusip>22304C100</cusip>
        <identifiers>
          <isin value="US22304C1009"/>
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        <balance>1665.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38145.15000000</valUSD>
        <pctVal>0.005020828453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPT-IRSLV4407795</name>
        <lei>N/A</lei>
        <title>OPT-IRSLV4407795 EXPIRATION: 09/23/2020</title>
        <cusip>SWT100901</cusip>
        <identifiers>
          <other otherDesc="Options" value="SWT100901"/>
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        <balance>7950000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>56266.31000000</valUSD>
        <pctVal>0.007406013351</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
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            <shareNo>0.00000000</shareNo>
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            <unrealizedAppr>-317383.69000000</unrealizedAppr>
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      </invstOrSec>
      <invstOrSec>
        <name>TERRENO REALTY CORPORATION</name>
        <lei>N/A</lei>
        <title>TERRENO REALTY CORP REIT</title>
        <cusip>88146M101</cusip>
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          <isin value="US88146M1018"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2020-11-16</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00213801"/>
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        <balance>1.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TERADYNE, INC.</name>
        <lei>C3X4YJ278QNZHRJULN75</lei>
        <title>TERADYNE INC COMMON STOCK</title>
        <cusip>880770102</cusip>
        <identifiers>
          <isin value="US8807701029"/>
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        <balance>-1171.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-99499.87000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME PRI ALUM FUTR NOV20 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="MALX20"/>
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        <balance>20.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>898625.00000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Aluminum</issuerName>
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            <expDate>2020-11-19</expDate>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LIVE NATION ENTERTAINMENT, INC.</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>LIVE NATION ENTERTAINMENT IN COMMON STOCK</title>
        <cusip>538034109</cusip>
        <identifiers>
          <isin value="US5380341090"/>
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        <balance>700.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39760.00000000</valUSD>
        <pctVal>0.005233381945</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>PALLADIUM FUTURE  DEC20 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="PAZ0"/>
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        <balance>-3.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-683790.00000000</valUSD>
        <pctVal>-0.09000337626</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Palladium</issuerName>
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            <unrealizedAppr>-27694.65000000</unrealizedAppr>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GUSAP III LP</name>
        <lei>549300WY05UJ7WTHIN64</lei>
        <title>GUSAP III LP 144A 4.250000% 01/21/2030</title>
        <cusip>36258GAA5</cusip>
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          <isin value="US36258GAA58"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>786795.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR TRUST 2019-DNA4 STACR 2019-DNA4 M2</title>
        <cusip>35565AAH3</cusip>
        <identifiers>
          <isin value="US35565AAH32"/>
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        <balance>608848.22850000</balance>
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        <curCd>USD</curCd>
        <valUSD>599692.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Madison Square Garden Entertainment Corp</name>
        <lei>N/A</lei>
        <title>MADISON SQUARE GARDEN ENTERT COMMON STOCK</title>
        <cusip>55826T102</cusip>
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          <isin value="US55826T1025"/>
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        <balance>1122.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>QAD INC.</name>
        <lei>N/A</lei>
        <title>QAD INC-A COMMON STOCK</title>
        <cusip>74727D306</cusip>
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          <isin value="US74727D3061"/>
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        <balance>3123.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>STAMPS.COM INC.</name>
        <lei>5299008VAXLEGU4Y4038</lei>
        <title>STAMPS.COM INC COMMON STOCK</title>
        <cusip>852857200</cusip>
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          <isin value="US8528572006"/>
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        <balance>-300.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CHASE MORTGAGE FINANCE CORPORATION</name>
        <lei>N/A</lei>
        <title>CHASE MORTGAGE FINANCE TRUST SERIES 2007-S5 CHASE 2007-S5 1A17</title>
        <cusip>161631AS5</cusip>
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          <isin value="US161631AS54"/>
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        <balance>89330.42360000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>64759.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name> SOUTH AFRICAN RAND</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: ZAR/USD SETTLE 2020-09-03</title>
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        <identifiers>
          <other otherDesc="FX Forwards" value="CCTZAR__00212392"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.94125000"/>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS</counterpartyName>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NATIONAL STORAGE AFFILIATES TRUST</name>
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        <title>NATIONAL STORAGE AFFILIATES REIT</title>
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          <isin value="US6378701063"/>
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        <balance>1757.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JUNIPER NETWORKS, INC.</name>
        <lei>AUHIXNGG7U2U7JEHM527</lei>
        <title>JUNIPER NETWORKS INC COMMON STOCK</title>
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          <isin value="US48203R1041"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY MATURITY: PERPETUAL</title>
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          <isin value="US617474AA97"/>
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        <balance>160000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>157751.03000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOPBUILD CORP.</name>
        <lei>5493007YSKHOL4RWII46</lei>
        <title>TOPBUILD CORP COMMON STOCK</title>
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          <isin value="US89055F1030"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRK: HSBC SECURITIES NEW YORK  21,945,000.00</title>
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          <other otherDesc="All Others" value="935I324L4"/>
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        <valUSD>-21945000.00000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <clearedCentCparty centralCounterparty="HSBC" isCleared="Y"/>
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      <invstOrSec>
        <name>CDX-NAHYS34V8-5Y.JUN.2025</name>
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          <other otherDesc="Options" value="SWT106613"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
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      <invstOrSec>
        <name>EXPEDIA GROUP, INC.</name>
        <lei>N/A</lei>
        <title>EXPEDIA GROUP INC 144A 7.000000% 05/01/2025</title>
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          <isin value="US30212PAU93"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DOW INC.</name>
        <lei>5493003S21INSLK2IP73</lei>
        <title>DOW INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
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          <ticker value="CMBX.NA.BBB-"/>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRK: CREDIT SUISSE</counterpartyName>
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            <fixedPmntDesc amount="525.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOVANTA INC.</name>
        <lei>N/A</lei>
        <title>NOVANTA INC COMMON STOCK</title>
        <cusip>67000B104</cusip>
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          <isin value="CA67000B1040"/>
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        <curCd>USD</curCd>
        <valUSD>-10717.00000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COTTON NO.2 FUTR  DEC20 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="CTZ0"/>
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        <balance>32.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1042560.00000000</valUSD>
        <pctVal>0.137226224364</pctVal>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freshpet Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BJ'S WHOLESALE CLUB HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LIVENT CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <name>REPLIGEN CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>STATE STREET CORPORATION</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>N/A</name>
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        <name>Federal National Mortgage Association</name>
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        <name>COLUMBIA PROPERTY TRUST, INC.</name>
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        <name>B&amp;G FOODS, INC.</name>
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        <name>ING Groep N.V.</name>
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        <name>SWEDISH KRONE</name>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE  NOV20 PHYSICAL COMMODITY FUTURE.</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Crude Oil</issuerName>
                <issueTitle>WTI CRUDE Nov 2020</issueTitle>
                <identifiers>
                  <ticker value="WTCLX0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-22</expDate>
            <notionalAmt>-1630201.91000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>1.91000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANTERO RESOURCES CORPORATION</name>
        <lei>APVBKPOULHUX7YZLKU17</lei>
        <title>ANTERO RESOURCES CORP COMMON STOCK</title>
        <cusip>03674X106</cusip>
        <identifiers>
          <isin value="US03674X1063"/>
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        <balance>10353.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33336.66000000</valUSD>
        <pctVal>0.004387914349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAL-MAINE FOODS, INC.</name>
        <lei>549300NHE5WMIEIEMF53</lei>
        <title>CAL-MAINE FOODS INC COMMON STOCK</title>
        <cusip>128030202</cusip>
        <identifiers>
          <isin value="US1280302027"/>
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        <balance>1050.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40519.50000000</valUSD>
        <pctVal>0.005333350596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES CORP TRUST 2019-BOCA GSMS 2019-BOCA A</title>
        <cusip>36256QAA5</cusip>
        <identifiers>
          <isin value="US36256QAA58"/>
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        <balance>1039177.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1011857.35000000</valUSD>
        <pctVal>0.133185009722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.37475000</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>STRYKER CORPORATION</name>
        <lei>5493002F0SC4JTBU5137</lei>
        <title>STRYKER CORP COMMON STOCK</title>
        <cusip>863667101</cusip>
        <identifiers>
          <isin value="US8636671013"/>
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        <balance>2984.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>591309.44000000</valUSD>
        <pctVal>0.077830687809</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>NATIONAL HEALTH INVESTORS, INC.</name>
        <lei>549300ZPKZIG6DKDEC02</lei>
        <title>NATL HEALTH INVESTORS INC REIT</title>
        <cusip>63633D104</cusip>
        <identifiers>
          <isin value="US63633D1046"/>
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        <balance>1159.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72147.75000000</valUSD>
        <pctVal>0.009496396685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THOR INDUSTRIES, INC.</name>
        <lei>254900XZO1228PDSG060</lei>
        <title>THOR INDUSTRIES INC COMMON STOCK</title>
        <cusip>885160101</cusip>
        <identifiers>
          <isin value="US8851601018"/>
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        <balance>-3333.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-314735.19000000</valUSD>
        <pctVal>-0.04142679730</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2016-4 FCAT 2016-4 D</title>
        <cusip>33844FAE7</cusip>
        <identifiers>
          <isin value="US33844FAE79"/>
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        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>383055.64000000</valUSD>
        <pctVal>0.050419428329</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.89000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE VARIABLE RATE 04/07/2022</title>
        <cusip>3135G03B7</cusip>
        <identifiers>
          <isin value="US3135G03B75"/>
        </identifiers>
        <balance>3800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3809209.95000000</valUSD>
        <pctVal>0.501384571872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.42000120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2019-3 LTD BMIR 2019-3A M1C</title>
        <cusip>07877GAC3</cusip>
        <identifiers>
          <isin value="BM07877GAC36"/>
        </identifiers>
        <balance>366000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>344316.22000000</valUSD>
        <pctVal>0.045320379506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.12163120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC 5.100000% 01/17/2024</title>
        <cusip>37045XCR5</cusip>
        <identifiers>
          <isin value="US37045XCR52"/>
        </identifiers>
        <balance>936000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1028574.45000000</valUSD>
        <pctVal>0.135385386214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Husky Energy Inc.</name>
        <lei>5493001LRMU2TM8ZZZ78</lei>
        <title>HUSKY ENERGY INC 4.400000% 04/15/2029</title>
        <cusip>448055AP8</cusip>
        <identifiers>
          <isin value="US448055AP89"/>
        </identifiers>
        <balance>1254000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1335080.17000000</valUSD>
        <pctVal>0.175728985337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMICUS THERAPEUTICS, INC.</name>
        <lei>549300MRD1SMUTNBPQ53</lei>
        <title>AMICUS THERAPEUTICS INC COMMON STOCK</title>
        <cusip>03152W109</cusip>
        <identifiers>
          <isin value="US03152W1099"/>
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        <balance>2977.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43464.20000000</valUSD>
        <pctVal>0.005720944656</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>EXPEDIA GROUP, INC.</name>
        <lei>N/A</lei>
        <title>EXPEDIA GROUP INC COMMON STOCK</title>
        <cusip>30212P303</cusip>
        <identifiers>
          <isin value="US30212P3038"/>
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        <balance>-826.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-81071.90000000</valUSD>
        <pctVal>-0.01067103163</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>NIKE, INC.</name>
        <lei>787RXPR0UX0O0XUXPZ81</lei>
        <title>NIKE INC -CL B COMMON STOCK</title>
        <cusip>654106103</cusip>
        <identifiers>
          <isin value="US6541061031"/>
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        <balance>-43329.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-4848081.81000000</valUSD>
        <pctVal>-0.63812534741</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP LLC 144A 3.500000% 11/01/2027</title>
        <cusip>05369AAA9</cusip>
        <identifiers>
          <isin value="US05369AAA97"/>
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        <balance>89000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79101.15000000</valUSD>
        <pctVal>0.010411633054</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2017-2 LLC SCLP 2017-2 A</title>
        <cusip>83405PAA9</cusip>
        <identifiers>
          <isin value="US83405PAA93"/>
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        <balance>28782.03680000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28847.16000000</valUSD>
        <pctVal>0.003796987080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.28000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEWS CORPORATION</name>
        <lei>549300ITS31QK8VRBQ14</lei>
        <title>NEWS CORP - CLASS A COMMON STOCK</title>
        <cusip>65249B109</cusip>
        <identifiers>
          <isin value="US65249B1098"/>
        </identifiers>
        <balance>-4700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-71064.00000000</valUSD>
        <pctVal>-0.00935374885</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MKS INSTRUMENTS, INC.</name>
        <lei>549300KEQATBHAGVF505</lei>
        <title>MKS INSTRUMENTS INC COMMON STOCK</title>
        <cusip>55306N104</cusip>
        <identifiers>
          <isin value="US55306N1046"/>
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        <balance>-424.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-50680.72000000</valUSD>
        <pctVal>-0.00667081400</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXTRA SPACE STORAGE INC.</name>
        <lei>N/A</lei>
        <title>EXTRA SPACE STORAGE INC REIT</title>
        <cusip>30225T102</cusip>
        <identifiers>
          <isin value="US30225T1025"/>
        </identifiers>
        <balance>2385.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254121.75000000</valUSD>
        <pctVal>0.033448596034</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REALTY INCOME CORPORATION</name>
        <lei>549300CUWDAUZSH43859</lei>
        <title>REALTY INCOME CORP REIT</title>
        <cusip>756109104</cusip>
        <identifiers>
          <isin value="US7561091049"/>
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        <balance>6642.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>412003.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <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>
      <invstOrSec>
        <name>CHURCH &amp; DWIGHT CO., INC.</name>
        <lei>POOXSI30AWAQGYJZC921</lei>
        <title>CHURCH &amp; DWIGHT CO INC COMMON STOCK</title>
        <cusip>171340102</cusip>
        <identifiers>
          <isin value="US1713401024"/>
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        <balance>5362.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>513840.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CROWN CASTLE INTERNATIONAL CORP.</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>CROWN CASTLE INTL CORP REIT</title>
        <cusip>22822V101</cusip>
        <identifiers>
          <isin value="US22822V1017"/>
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        <balance>6295.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1027658.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>KC HRW WHEAT FUT  DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KWZ0"/>
        </identifiers>
        <balance>53.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1259412.50000000</valUSD>
        <pctVal>0.165769281665</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Wheat</issuerName>
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                  <ticker value="KWCZ0"/>
                  <other otherDesc="Other" value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2020-12-17</expDate>
            <notionalAmt>1138076.58000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>121335.92000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TERADATA CORPORATION</name>
        <lei>549300JU9SOUHV4U4R71</lei>
        <title>TERADATA CORP COMMON STOCK</title>
        <cusip>88076W103</cusip>
        <identifiers>
          <isin value="US88076W1036"/>
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        <balance>1100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26785.00000000</valUSD>
        <pctVal>0.003525556725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP 3.875000% 07/03/2023</title>
        <cusip>00912XBC7</cusip>
        <identifiers>
          <isin value="US00912XBC74"/>
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        <balance>71000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73851.53000000</valUSD>
        <pctVal>0.009720655526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EURONET WORLDWIDE, INC.</name>
        <lei>YG3575C4DSHJPA5KET68</lei>
        <title>EURONET WORLDWIDE INC COMMON STOCK</title>
        <cusip>298736109</cusip>
        <identifiers>
          <isin value="US2987361092"/>
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        <balance>373.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38560.74000000</valUSD>
        <pctVal>0.005075530193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>NUANCE COMMUNICATIONS, INC.</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
        <title>NUANCE COMMUNICATIONS INC COMMON STOCK</title>
        <cusip>67020Y100</cusip>
        <identifiers>
          <isin value="US67020Y1001"/>
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        <balance>1074.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32177.04000000</valUSD>
        <pctVal>0.004235280185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE  MAR21 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WTCLH1"/>
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        <balance>77.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3392620.00000000</valUSD>
        <pctVal>0.446551213651</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Crude Oil</issuerName>
                <issueTitle>WTI CRUDE Mar 2021</issueTitle>
                <identifiers>
                  <ticker value="WTCLH1"/>
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            <expDate>2021-02-22</expDate>
            <notionalAmt>3382035.12000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>10584.88000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  JAN21 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGF21"/>
        </identifiers>
        <balance>146.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4898300.00000000</valUSD>
        <pctVal>0.644735281237</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Natural Gas</issuerName>
                <issueTitle>Natural Gas Future Jan 2021</issueTitle>
                <identifiers>
                  <ticker value="NGF1"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-01-01</expDate>
            <notionalAmt>4391601.92000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>506698.08000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>QORVO, INC.</name>
        <lei>254900YAUJV2EUEVBR11</lei>
        <title>QORVO INC COMMON STOCK</title>
        <cusip>74736K101</cusip>
        <identifiers>
          <isin value="US74736K1016"/>
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        <balance>-439.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-56310.53000000</valUSD>
        <pctVal>-0.00741183377</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>UNIVERSAL DISPLAY CORPORATION</name>
        <lei>N/A</lei>
        <title>UNIVERSAL DISPLAY CORP COMMON STOCK</title>
        <cusip>91347P105</cusip>
        <identifiers>
          <isin value="US91347P1057"/>
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        <balance>-146.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-25623.00000000</valUSD>
        <pctVal>-0.00337260929</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC 0.375000% 07/21/2025</title>
        <cusip>3137EAEU9</cusip>
        <identifiers>
          <isin value="US3137EAEU93"/>
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        <balance>1400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1397106.02000000</valUSD>
        <pctVal>0.183893094078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NETAPP, INC.</name>
        <lei>QTX3D84DZDD5JYOCYH15</lei>
        <title>NETAPP INC COMMON STOCK</title>
        <cusip>64110D104</cusip>
        <identifiers>
          <isin value="US64110D1046"/>
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        <balance>-1767.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-83738.13000000</valUSD>
        <pctVal>-0.01102197227</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>DEVON ENERGY CORPORATION</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>DEVON ENERGY CORP COMMON STOCK</title>
        <cusip>25179M103</cusip>
        <identifiers>
          <isin value="US25179M1036"/>
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        <balance>23766.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>258336.42000000</valUSD>
        <pctVal>0.034003348999</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PARSLEY ENERGY, INC.</name>
        <lei>549300DMRA8DSL66G562</lei>
        <title>PARSLEY ENERGY INC-CLASS A COMMON STOCK</title>
        <cusip>701877102</cusip>
        <identifiers>
          <isin value="US7018771029"/>
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        <balance>18342.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>197176.50000000</valUSD>
        <pctVal>0.025953217683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 4.625000% 12/15/2029</title>
        <cusip>15135BAT8</cusip>
        <identifiers>
          <isin value="US15135BAT89"/>
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        <balance>182000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199695.86000000</valUSD>
        <pctVal>0.026284826666</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LIVE CATTLE FUTR  OCT20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCV0"/>
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        <balance>63.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2653560.00000000</valUSD>
        <pctVal>0.349272962635</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Live Cattle</issuerName>
                <issueTitle>Live Cattle Future(Consolidated) Oct 2020</issueTitle>
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                  <ticker value="LDV0"/>
                  <other otherDesc="Other" value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2020-11-02</expDate>
            <notionalAmt>2688891.24000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-35331.24000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2013-SFS MORTGAGE TRUST COMM 2013-SFS A1</title>
        <cusip>12625EAA7</cusip>
        <identifiers>
          <isin value="US12625EAA73"/>
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        <balance>493258.07210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>489137.59000000</valUSD>
        <pctVal>0.064382390146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.87260000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONTINENTAL RESOURCES, INC.</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
        <title>CONTINENTAL RESOURCES INC/OK COMMON STOCK</title>
        <cusip>212015101</cusip>
        <identifiers>
          <isin value="US2120151012"/>
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        <balance>5617.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>96500.06000000</valUSD>
        <pctVal>0.012701752306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DUPONT DE NEMOURS, INC.</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DUPONT DE NEMOURS INC 4.205000% 11/15/2023</title>
        <cusip>26078JAB6</cusip>
        <identifiers>
          <isin value="US26078JAB61"/>
        </identifiers>
        <balance>710000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>784486.18000000</valUSD>
        <pctVal>0.103257439905</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRK: CHASE SECURITIES  14,703,125.00</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="935I323D3"/>
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        <balance>-14703125.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-14703125.00000000</valUSD>
        <pctVal>-1.93528845353</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <clearedCentCparty centralCounterparty="CHASE SECURITIES, INC." isCleared="Y"/>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.19000000</repurchaseRt>
          <maturityDt>2050-12-31</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>14703125.00000000</principalAmt>
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              <collateralVal>14997187.50000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AUSTRALIAN DOLLAR</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: AUD/USD SETTLE 2020-10-29</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTAUD__00213798"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="AUD" exchangeRt="1.35217000"/>
        <valUSD>10063.59000000</valUSD>
        <pctVal>0.001324612932</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>369591.56000000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>513382.22000000</amtCurPur>
            <curPur>AUD</curPur>
            <settlementDt>2020-10-29</settlementDt>
            <unrealizedAppr>10063.59000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HOLLYFRONTIER CORPORATION</name>
        <lei>549300J3U2WK73C9ZK26</lei>
        <title>HOLLYFRONTIER CORP COMMON STOCK</title>
        <cusip>436106108</cusip>
        <identifiers>
          <isin value="US4361061082"/>
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        <balance>9347.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>223112.89000000</valUSD>
        <pctVal>0.029367076716</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN FUTURE    NOV20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SX0"/>
        </identifiers>
        <balance>95.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4529125.00000000</valUSD>
        <pctVal>0.596142882353</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Soybeans</issuerName>
                <issueTitle>Soybean Future Nov 2020</issueTitle>
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                  <ticker value="SX0"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-11-13</expDate>
            <notionalAmt>4217668.22000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>311456.78000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2019-R06 CAS 2019-R06 2M2</title>
        <cusip>20754JAB0</cusip>
        <identifiers>
          <isin value="US20754JAB08"/>
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        <balance>484258.05620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>480683.94000000</valUSD>
        <pctVal>0.063269684429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27162880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IMMUNOMEDICS, INC.</name>
        <lei>5493007ZU7DDO8PSIM59</lei>
        <title>IMMUNOMEDICS INC COMMON STOCK</title>
        <cusip>452907108</cusip>
        <identifiers>
          <isin value="US4529071080"/>
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        <balance>1079.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48080.24000000</valUSD>
        <pctVal>0.006328527664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC 4.862000% 08/21/2046</title>
        <cusip>92343VCK8</cusip>
        <identifiers>
          <isin value="US92343VCK89"/>
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        <balance>465000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>627831.91000000</valUSD>
        <pctVal>0.082637932152</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-08-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.86200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
        <lei>3C7474T6CDKPR9K6YT90</lei>
        <title>GENERAL ELECTRIC CO 3.450000% 05/01/2027</title>
        <cusip>369604BV4</cusip>
        <identifiers>
          <isin value="US369604BV43"/>
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        <balance>633000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>668794.98000000</valUSD>
        <pctVal>0.088029667337</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2017-122 SA</title>
        <cusip>38380GHH0</cusip>
        <identifiers>
          <isin value="US38380GHH02"/>
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        <balance>1424249.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>292140.86000000</valUSD>
        <pctVal>0.038452834561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.04199880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2011-131 ST</title>
        <cusip>3136A2N58</cusip>
        <identifiers>
          <isin value="US3136A2N587"/>
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        <balance>865812.94800000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203147.68000000</valUSD>
        <pctVal>0.026739170038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.36486840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CLNY TRUST</name>
        <lei>N/A</lei>
        <title>CLNY TRUST 2019-IKPR CLNY 2019-IKPR D</title>
        <cusip>12564NAL6</cusip>
        <identifiers>
          <isin value="US12564NAL64"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>652392.00000000</valUSD>
        <pctVal>0.085870636669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.19975120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE MTN VARIABLE RATE 11/29/2023</title>
        <cusip>38141EB81</cusip>
        <identifiers>
          <isin value="US38141EB818"/>
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        <balance>660000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>681435.69000000</valUSD>
        <pctVal>0.089693491872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.96250040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAXTER INTERNATIONAL INC.</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>BAXTER INTERNATIONAL INC COMMON STOCK</title>
        <cusip>071813109</cusip>
        <identifiers>
          <isin value="US0718131099"/>
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        <balance>4359.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>379538.13000000</valUSD>
        <pctVal>0.049956438557</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE SOUTHERN COMPANY</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>SOUTHERN CO/THE COMMON STOCK</title>
        <cusip>842587107</cusip>
        <identifiers>
          <isin value="US8425871071"/>
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        <balance>9736.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>508024.48000000</valUSD>
        <pctVal>0.066868363715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ACADIA HEALTHCARE COMPANY, INC.</name>
        <lei>5493005CW985Y9D0NC11</lei>
        <title>ACADIA HEALTHCARE CO INC COMMON STOCK</title>
        <cusip>00404A109</cusip>
        <identifiers>
          <isin value="US00404A1097"/>
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        <balance>1045.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32300.95000000</valUSD>
        <pctVal>0.004251589752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PINTEREST, INC.</name>
        <lei>N/A</lei>
        <title>PINTEREST INC- CLASS A COMMON STOCK</title>
        <cusip>72352L106</cusip>
        <identifiers>
          <isin value="US72352L1061"/>
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        <balance>379.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13943.41000000</valUSD>
        <pctVal>0.001835291502</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PRESTIGE CONSUMER HEALTHCARE INC.</name>
        <lei>N/A</lei>
        <title>PRESTIGE CONSUMER HEALTHCARE COMMON STOCK</title>
        <cusip>74112D101</cusip>
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          <isin value="US74112D1019"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KINDER MORGAN ENERGY PARTNERS, L.P.</name>
        <lei>549300PDHUGWPWGOT525</lei>
        <title>KINDER MORGAN ENERGY PARTNERS LP 4.150000% 03/01/2022</title>
        <cusip>494550BJ4</cusip>
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          <isin value="US494550BJ49"/>
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        <balance>48000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50421.58000000</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>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PRA HEALTH SCIENCES, INC.</name>
        <lei>549300R1HR1VWWHIAK47</lei>
        <title>PRA HEALTH SCIENCES INC COMMON STOCK</title>
        <cusip>69354M108</cusip>
        <identifiers>
          <isin value="US69354M1080"/>
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        <balance>802.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PENN NATIONAL GAMING, INC.</name>
        <lei>N/A</lei>
        <title>PENN NATIONAL GAMING INC COMMON STOCK</title>
        <cusip>707569109</cusip>
        <identifiers>
          <isin value="US7075691094"/>
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        <balance>-4231.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-216204.10000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CORNING INCORPORATED</name>
        <lei>549300X2937PB0CJ7I56</lei>
        <title>CORNING INC COMMON STOCK</title>
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          <isin value="US2193501051"/>
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        <balance>-4211.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-136689.06000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN FUTURE    NOV20 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="SX0"/>
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        <balance>44.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2097700.00000000</valUSD>
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        <assetCat>DCO</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Soybeans</issuerName>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2023</title>
        <cusip>912828UH1</cusip>
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          <isin value="US912828UH11"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Amdocs Limited</name>
        <lei>N/A</lei>
        <title>AMDOCS LTD COMMON STOCK</title>
        <cusip>G02602103</cusip>
        <identifiers>
          <isin value="GB0022569080"/>
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        <balance>1547.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>94722.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>OMNICELL, INC.</name>
        <lei>5493008RH0GTKHHPZI77</lei>
        <title>OMNICELL INC COMMON STOCK</title>
        <cusip>68213N109</cusip>
        <identifiers>
          <isin value="US68213N1090"/>
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        <balance>550.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36674.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>HALOZYME THERAPEUTICS, INC.</name>
        <lei>529900242I3SV9AGM753</lei>
        <title>HALOZYME THERAPEUTICS INC COMMON STOCK</title>
        <cusip>40637H109</cusip>
        <identifiers>
          <isin value="US40637H1095"/>
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        <balance>1232.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35721.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>CHASE MORTGAGE REFERENCE NOTES 2019-CL1 CHASE 2019-CL1 M3</title>
        <cusip>46591HAC4</cusip>
        <identifiers>
          <isin value="US46591HAC43"/>
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        <balance>201982.28750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201982.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>PERRIGO COMPANY PUBLIC LIMITED COMPANY</name>
        <lei>549300IFOQS6R1QLY196</lei>
        <title>PERRIGO CO PLC COMMON STOCK</title>
        <cusip>G97822103</cusip>
        <identifiers>
          <isin value="IE00BGH1M568"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC 3.400000% 05/06/2030</title>
        <cusip>02209SBJ1</cusip>
        <identifiers>
          <isin value="US02209SBJ15"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE VARIABLE RATE 04/15/2022</title>
        <cusip>3135G03J0</cusip>
        <identifiers>
          <isin value="US3135G03J02"/>
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        <balance>2100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2107392.74000000</valUSD>
        <pctVal>0.277384082416</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.46000080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FRANKLIN STREET PROPERTIES CORP.</name>
        <lei>549300STLK2T6QY5WO82</lei>
        <title>FRANKLIN STREET PROPERTIES C REIT</title>
        <cusip>35471R106</cusip>
        <identifiers>
          <isin value="US35471R1068"/>
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        <balance>7900.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34997.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>WHEAT FUTURE OPTN Oct20C   500 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1W500J0"/>
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        <balance>90.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>239062.50000000</valUSD>
        <pctVal>0.031466432878</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MARKET AXESS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Call Option 500 Sep 2020 on WHEAT FUTR e-CBOT Dec 2020 (e-CBOT)</issueTitle>
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                  <ticker value="OZWZ0-09/2020-C-500"/>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO 2.083000% 04/22/2026</title>
        <cusip>46647PBK1</cusip>
        <identifiers>
          <isin value="US46647PBK12"/>
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        <balance>679000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>712765.53000000</valUSD>
        <pctVal>0.093817259955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.08300000</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>OLLIE'S BARGAIN OUTLET HOLDINGS, INC.</name>
        <lei>529900YO5DSQCPEFDZ05</lei>
        <title>OLLIE'S BARGAIN OUTLET HOLDI COMMON STOCK</title>
        <cusip>681116109</cusip>
        <identifiers>
          <isin value="US6811161099"/>
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        <balance>-878.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-83884.12000000</valUSD>
        <pctVal>-0.01104118810</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Penumbra Inc</name>
        <lei>549300RGE06P3ECANU72</lei>
        <title>PENUMBRA INC COMMON STOCK</title>
        <cusip>70975L107</cusip>
        <identifiers>
          <isin value="US70975L1070"/>
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        <balance>250.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52287.50000000</valUSD>
        <pctVal>0.006882305293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Capri Holdings Limited</name>
        <lei>549300LPG8W0H1OX3A26</lei>
        <title>CAPRI HOLDINGS LTD COMMON STOCK</title>
        <cusip>G1890L107</cusip>
        <identifiers>
          <isin value="VGG1890L1076"/>
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        <balance>-3962.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-62758.08000000</valUSD>
        <pctVal>-0.00826048799</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WEIS MARKETS, INC.</name>
        <lei>N/A</lei>
        <title>WEIS MARKETS INC COMMON STOCK</title>
        <cusip>948849104</cusip>
        <identifiers>
          <isin value="US9488491047"/>
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        <balance>1300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63999.00000000</valUSD>
        <pctVal>0.008423823217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE HOME DEPOT, INC.</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>HOME DEPOT INC COMMON STOCK</title>
        <cusip>437076102</cusip>
        <identifiers>
          <isin value="US4370761029"/>
        </identifiers>
        <balance>-7859.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-2240129.36000000</valUSD>
        <pctVal>-0.29485544636</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CLEVELAND-CLIFFS INC.</name>
        <lei>549300TM2WLI2BJMDD86</lei>
        <title>CLEVELAND-CLIFFS INC COMMON STOCK</title>
        <cusip>185899101</cusip>
        <identifiers>
          <isin value="US1858991011"/>
        </identifiers>
        <balance>-8100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-53298.00000000</valUSD>
        <pctVal>-0.00701531164</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EDWARDS LIFESCIENCES CORPORATION</name>
        <lei>YA13X31F3V31L8TMPR58</lei>
        <title>EDWARDS LIFESCIENCES CORP COMMON STOCK</title>
        <cusip>28176E108</cusip>
        <identifiers>
          <isin value="US28176E1082"/>
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        <balance>3510.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>301298.40000000</valUSD>
        <pctVal>0.039658189302</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME NICKEL FUTURE JUN21 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MNIM21"/>
        </identifiers>
        <balance>2.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>185880.00000000</valUSD>
        <pctVal>0.024466323842</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Nickel</issuerName>
                <issueTitle>LME NICKEL FUTURE Jun 2021</issueTitle>
                <identifiers>
                  <ticker value="NIDYM21"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-06-17</expDate>
            <notionalAmt>172798.42000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>13081.58000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HORMEL FOODS CORPORATION</name>
        <lei>MSD54751OJP1FS2ND863</lei>
        <title>HORMEL FOODS CORP COMMON STOCK</title>
        <cusip>440452100</cusip>
        <identifiers>
          <isin value="US4404521001"/>
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        <balance>6709.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>342024.82000000</valUSD>
        <pctVal>0.045018775598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HEALTHSTREAM, INC.</name>
        <lei>529900OJ88H8635JNH64</lei>
        <title>HEALTHSTREAM INC COMMON STOCK</title>
        <cusip>42222N103</cusip>
        <identifiers>
          <isin value="US42222N1037"/>
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        <balance>400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>8286.00000000</valUSD>
        <pctVal>0.001090638903</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>WTI CRUDE FUTURE  NOV20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="WTCLX0"/>
        </identifiers>
        <balance>98.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4204200.00000000</valUSD>
        <pctVal>0.553374858497</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Crude Oil</issuerName>
                <issueTitle>WTI CRUDE Nov 2020</issueTitle>
                <identifiers>
                  <ticker value="WTCLX0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-22</expDate>
            <notionalAmt>4168883.04000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>35316.96000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS894052</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
        </identifiers>
        <balance>-150000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-47625.00000000</valUSD>
        <pctVal>-0.00626860702</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="87.50000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="87.50000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <terminationDt>2063-05-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-17794.74000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-150000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-29830.26000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MERITAGE HOMES CORPORATION</name>
        <lei>52990044W9UMFJO2FB97</lei>
        <title>MERITAGE HOMES CORP COMMON STOCK</title>
        <cusip>59001A102</cusip>
        <identifiers>
          <isin value="US59001A1025"/>
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        <balance>-1497.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-143756.91000000</valUSD>
        <pctVal>-0.01892190184</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPECTRUM BRANDS HOLDINGS, INC.</name>
        <lei>549300JM0MJETDD30O20</lei>
        <title>SPECTRUM BRANDS HOLDINGS INC COMMON STOCK</title>
        <cusip>84790A105</cusip>
        <identifiers>
          <isin value="US84790A1051"/>
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        <balance>1768.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105372.80000000</valUSD>
        <pctVal>0.013869620448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TENNECO INC.</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>TENNECO INC-CLASS A COMMON STOCK</title>
        <cusip>880349105</cusip>
        <identifiers>
          <isin value="US8803491054"/>
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        <balance>-7374.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-59950.62000000</valUSD>
        <pctVal>-0.00789095805</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING</name>
        <lei>N/A</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2016-1A A</title>
        <cusip>05377RCD4</cusip>
        <identifiers>
          <isin value="US05377RCD44"/>
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        <balance>438000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441582.75000000</valUSD>
        <pctVal>0.058123017885</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: BANK OF AMERICA</name>
        <lei>N/A</lei>
        <title>BRK: BANK OF AMERICA PAY: 0.9575</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS100906"/>
        </identifiers>
        <balance>27036000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.30295000"/>
        <valUSD>212867.07000000</valUSD>
        <pctVal>0.028018477888</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.95750000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <terminationDt>2025-03-24</terminationDt>
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            <pmntCurCd>CAD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>CAD</rcptCurCd>
            <notionalAmt>-27036000.00000000</notionalAmt>
            <curCd>CAD</curCd>
            <unrealizedAppr>212867.07000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QUALCOMM INCORPORATED</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM INC COMMON STOCK</title>
        <cusip>747525103</cusip>
        <identifiers>
          <isin value="US7475251036"/>
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        <balance>-6405.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-762835.50000000</valUSD>
        <pctVal>-0.10040768442</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HORIZON THERAPEUTICS PUBLIC LIMITED COMPANY</name>
        <lei>N/A</lei>
        <title>HORIZON THERAPEUTICS PLC COMMON STOCK</title>
        <cusip>G46188101</cusip>
        <identifiers>
          <isin value="IE00BQPVQZ61"/>
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        <balance>1572.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118088.64000000</valUSD>
        <pctVal>0.015543333916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC COMMON STOCK</title>
        <cusip>25746U109</cusip>
        <identifiers>
          <isin value="US25746U1097"/>
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        <balance>7318.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>574023.92000000</valUSD>
        <pctVal>0.075555493436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAGNOLIA OIL &amp; GAS CORPORATION</name>
        <lei>N/A</lei>
        <title>MAGNOLIA OIL &amp; GAS CORP - A COMMON STOCK</title>
        <cusip>559663109</cusip>
        <identifiers>
          <isin value="US5596631094"/>
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        <balance>6491.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41802.04000000</valUSD>
        <pctVal>0.005502164019</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCP CLO LTD</name>
        <lei>N/A</lei>
        <title>OCP CLO 2020-18 LTD OCP 2020-18A A</title>
        <cusip>671078AA1</cusip>
        <identifiers>
          <isin value="US671078AA11"/>
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        <balance>726992.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>727918.19000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-20</maturityDt>
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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>DELL INTERNATIONAL L.L.C.</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC CORP 144A 6.020000% 06/15/2026</title>
        <cusip>25272KAK9</cusip>
        <identifiers>
          <isin value="US25272KAK97"/>
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        <balance>313000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>369443.16000000</valUSD>
        <pctVal>0.048627695254</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.02000000</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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS107169</cusip>
        <identifiers>
          <ticker value="CDX-NAHY"/>
        </identifiers>
        <balance>-8570880.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>460552.85000000</valUSD>
        <pctVal>0.060619943913</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: JPMORGAN CHASE BANK, N.A.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="5.00000000"/>
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            <upfrontPmnt>474984.34000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-8570880.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-14431.49000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C04 1M2</title>
        <cusip>30711XBF0</cusip>
        <identifiers>
          <isin value="US30711XBF06"/>
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        <balance>107674.84480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>112532.09000000</valUSD>
        <pctVal>0.014811956943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.87513160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4727 SA</title>
        <cusip>3137FBCZ7</cusip>
        <identifiers>
          <isin value="US3137FBCZ72"/>
        </identifiers>
        <balance>2044129.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407209.56000000</valUSD>
        <pctVal>0.053598671006</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.03812160</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>EASTGROUP PROPERTIES, INC.</name>
        <lei>31TIGQQZC4P6JMHKSW85</lei>
        <title>EASTGROUP PROPERTIES INC REIT</title>
        <cusip>277276101</cusip>
        <identifiers>
          <isin value="US2772761019"/>
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        <balance>683.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>90948.28000000</valUSD>
        <pctVal>0.011971003181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC 4.875000% 11/14/2048</title>
        <cusip>00287YBD0</cusip>
        <identifiers>
          <isin value="US00287YBD04"/>
        </identifiers>
        <balance>259000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334733.01000000</valUSD>
        <pctVal>0.044058996252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALPHABET INC.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC-CL C COMMON STOCK</title>
        <cusip>02079K107</cusip>
        <identifiers>
          <isin value="US02079K1079"/>
        </identifiers>
        <balance>989.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1616204.02000000</valUSD>
        <pctVal>0.212731713731</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC 0.450000% 07/28/2023</title>
        <cusip>3134GWGB6</cusip>
        <identifiers>
          <isin value="US3134GWGB65"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2000428.78000000</valUSD>
        <pctVal>0.263305026655</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COTTON NO.2 FUTR  DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="CTZ0"/>
        </identifiers>
        <balance>61.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1987380.00000000</valUSD>
        <pctVal>0.261587490195</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Cotton</issuerName>
                <issueTitle>Cotton No. 2 Future Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="CTZ0"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-11</expDate>
            <notionalAmt>1965269.10000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>22110.90000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NUCOR CORPORATION</name>
        <lei>549300GGJCRSI2TIEJ46</lei>
        <title>NUCOR CORP COMMON STOCK</title>
        <cusip>670346105</cusip>
        <identifiers>
          <isin value="US6703461052"/>
        </identifiers>
        <balance>-2867.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-130333.82000000</valUSD>
        <pctVal>-0.01715509709</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY FRN VARIABLE RATE 04/30/2022</title>
        <cusip>912828ZK9</cusip>
        <identifiers>
          <isin value="US912828ZK94"/>
        </identifiers>
        <balance>4100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4104292.50000000</valUSD>
        <pctVal>0.540224604304</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.21402720</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS COMPANY</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GENERAL MOTORS CO 6.800000% 10/01/2027</title>
        <cusip>37045VAU4</cusip>
        <identifiers>
          <isin value="US37045VAU44"/>
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        <balance>194000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>237198.51000000</valUSD>
        <pctVal>0.031221086510</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GE CAPITAL FUNDING, LLC</name>
        <lei>549300XAGH9TOLX5XM67</lei>
        <title>GE CAPITAL FUNDING LLC 144A 4.400000% 05/15/2030</title>
        <cusip>36166NAB9</cusip>
        <identifiers>
          <isin value="US36166NAB91"/>
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        <balance>236000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>249208.92000000</valUSD>
        <pctVal>0.032801948252</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/25</title>
        <cusip>912810FR4</cusip>
        <identifiers>
          <isin value="US912810FR42"/>
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        <balance>13540000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>21732586.76000000</valUSD>
        <pctVal>2.860536397671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RALPH LAUREN CORPORATION</name>
        <lei>HO1QNWM0IXBZ0QSMMO20</lei>
        <title>RALPH LAUREN CORP 2.950000% 06/15/2030</title>
        <cusip>731572AB9</cusip>
        <identifiers>
          <isin value="US731572AB96"/>
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        <balance>660000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>683257.14000000</valUSD>
        <pctVal>0.089933238943</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HEWLETT PACKARD ENTERPRISE COMMON STOCK</title>
        <cusip>42824C109</cusip>
        <identifiers>
          <isin value="US42824C1099"/>
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        <balance>-8345.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-80696.15000000</valUSD>
        <pctVal>-0.01062157380</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>DUPONT DE NEMOURS, INC.</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DUPONT DE NEMOURS INC 4.493000% 11/15/2025</title>
        <cusip>26078JAC4</cusip>
        <identifiers>
          <isin value="US26078JAC45"/>
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        <balance>710000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>826370.30000000</valUSD>
        <pctVal>0.108770407646</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.49300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELLTOWER INC 2.750000% 01/15/2031</title>
        <cusip>95040QAL8</cusip>
        <identifiers>
          <isin value="US95040QAL86"/>
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        <balance>112000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114032.40000000</valUSD>
        <pctVal>0.015009434188</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC 2.700000% 08/20/2027</title>
        <cusip>37045XDA1</cusip>
        <identifiers>
          <isin value="US37045XDA19"/>
        </identifiers>
        <balance>595000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>596064.73000000</valUSD>
        <pctVal>0.078456599500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RANGE RESOURCES CORPORATION</name>
        <lei>H3Y3WLYCX0BTO1TRW162</lei>
        <title>RANGE RESOURCES CORP COMMON STOCK</title>
        <cusip>75281A109</cusip>
        <identifiers>
          <isin value="US75281A1097"/>
        </identifiers>
        <balance>9873.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73652.58000000</valUSD>
        <pctVal>0.009694468872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOLSON COORS BEVERAGE COMPANY</name>
        <lei>54930073LBBH6ZCBE225</lei>
        <title>MOLSON COORS BEVERAGE CO - B COMMON STOCK</title>
        <cusip>60871R209</cusip>
        <identifiers>
          <isin value="US60871R2094"/>
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        <balance>4265.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160534.60000000</valUSD>
        <pctVal>0.021130253451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BFLD TRUST</name>
        <lei>N/A</lei>
        <title>BFLD 2019-DPLO BFLD 2019-DPLO D</title>
        <cusip>054970AL2</cusip>
        <identifiers>
          <isin value="US054970AL24"/>
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        <balance>364000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>331213.03000000</valUSD>
        <pctVal>0.043595681368</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.01475080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PAR PACIFIC HOLDINGS, INC.</name>
        <lei>549300BTNS7MHSHRLR55</lei>
        <title>PAR PACIFIC HOLDINGS INC COMMON STOCK</title>
        <cusip>69888T207</cusip>
        <identifiers>
          <isin value="US69888T2078"/>
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        <balance>5905.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51255.40000000</valUSD>
        <pctVal>0.006746455858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>COGNIZANT TECHNOLOGY SOLUTIONS CORPORATION</name>
        <lei>5493006IEVQEFQO40L83</lei>
        <title>COGNIZANT TECH SOLUTIONS-A COMMON STOCK</title>
        <cusip>192446102</cusip>
        <identifiers>
          <isin value="US1924461023"/>
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        <balance>1847.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123490.42000000</valUSD>
        <pctVal>0.016254339397</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ASPEN GROUP, INC.</name>
        <lei>N/A</lei>
        <title>ASPEN GROUP INC COMMON STOCK</title>
        <cusip>04530L203</cusip>
        <identifiers>
          <isin value="US04530L2034"/>
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        <balance>-7515.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-96041.70000000</valUSD>
        <pctVal>-0.01264142099</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEAR CORPORATION</name>
        <lei>549300UPNBTXA1SYTQ33</lei>
        <title>LEAR CORP 3.800000% 09/15/2027</title>
        <cusip>521865AY1</cusip>
        <identifiers>
          <isin value="US521865AY17"/>
        </identifiers>
        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117548.35000000</valUSD>
        <pctVal>0.015472218626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SIX FLAGS ENTERTAINMENT CORPORATION</name>
        <lei>549300JYTDUAA4JQ3717</lei>
        <title>SIX FLAGS ENTERTAINMENT CORP COMMON STOCK</title>
        <cusip>83001A102</cusip>
        <identifiers>
          <isin value="US83001A1025"/>
        </identifiers>
        <balance>-2294.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-49848.62000000</valUSD>
        <pctVal>-0.00656128943</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4719 JS</title>
        <cusip>3137FAXY9</cusip>
        <identifiers>
          <isin value="US3137FAXY95"/>
        </identifiers>
        <balance>1839875.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>305909.06000000</valUSD>
        <pctVal>0.040265064171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.98812120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hasbro, Inc.</name>
        <lei>549300NUB6D2R1ITYR45</lei>
        <title>HASBRO INC COMMON STOCK</title>
        <cusip>418056107</cusip>
        <identifiers>
          <isin value="US4180561072"/>
        </identifiers>
        <balance>-4085.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-322469.90000000</valUSD>
        <pctVal>-0.04244487305</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2010-C1 MORTGAGE TRUST COMM 2010-C1 D</title>
        <cusip>12622DAK0</cusip>
        <identifiers>
          <isin value="US12622DAK00"/>
        </identifiers>
        <balance>690000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>680112.16000000</valUSD>
        <pctVal>0.089519283169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.04981080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOVAVAX, INC.</name>
        <lei>529900J4GJHPEPQ23205</lei>
        <title>NOVAVAX INC COMMON STOCK</title>
        <cusip>670002401</cusip>
        <identifiers>
          <isin value="US6700024010"/>
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        <balance>232.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25598.88000000</valUSD>
        <pctVal>0.003369434517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>LME LEAD FUTURE   NOV20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MPBX20"/>
        </identifiers>
        <balance>12.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>591150.00000000</valUSD>
        <pctVal>0.077809701631</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Lead</issuerName>
                <issueTitle>LME LEAD FUTURE Nov 2020</issueTitle>
                <identifiers>
                  <ticker value="PBDYX0"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-11-19</expDate>
            <notionalAmt>585641.76000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>5508.24000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS104904</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>498000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>102471.87000000</valUSD>
        <pctVal>0.013487787584</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: GOLDMAN SACHS BANK USA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="-290.50000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <fixedPmntDesc amount="-290.50000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2058-09-17</terminationDt>
            <upfrontPmnt>87697.03000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>498000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>14774.84000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY BROADBAND CORPORATION</name>
        <lei>549300MIX43II8JLN536</lei>
        <title>LIBERTY BROADBAND-C COMMON STOCK</title>
        <cusip>530307305</cusip>
        <identifiers>
          <isin value="US5303073051"/>
        </identifiers>
        <balance>-1025.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-143592.25000000</valUSD>
        <pctVal>-0.01890022858</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Xencor Inc</name>
        <lei>549300V5IF65437JKG30</lei>
        <title>XENCOR INC COMMON STOCK</title>
        <cusip>98401F105</cusip>
        <identifiers>
          <isin value="US98401F1057"/>
        </identifiers>
        <balance>2391.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85478.25000000</valUSD>
        <pctVal>0.011251014342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TELEFLEX INCORPORATED</name>
        <lei>UUL85LWXB4NGSWWXIQ25</lei>
        <title>TELEFLEX INC COMMON STOCK</title>
        <cusip>879369106</cusip>
        <identifiers>
          <isin value="US8793691069"/>
        </identifiers>
        <balance>373.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146570.35000000</valUSD>
        <pctVal>0.019292218898</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INPHI CORPORATION</name>
        <lei>549300DCMERAAZFGT726</lei>
        <title>INPHI CORP COMMON STOCK</title>
        <cusip>45772F107</cusip>
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          <isin value="US45772F1075"/>
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        <curCd>USD</curCd>
        <valUSD>-34194.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SITE CENTERS CORP.</name>
        <lei>W2AVA6SODOQ1LCYJQR54</lei>
        <title>SITE CENTERS CORP REIT</title>
        <cusip>82981J109</cusip>
        <identifiers>
          <isin value="US82981J1097"/>
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        <balance>4565.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34283.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CUSHMAN &amp; WAKEFIELD PLC</name>
        <lei>N/A</lei>
        <title>CUSHMAN &amp; WAKEFIELD PLC COMMON STOCK</title>
        <cusip>G2717B108</cusip>
        <identifiers>
          <isin value="GB00BFZ4N465"/>
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        <balance>7662.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>88955.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>DOMINO'S PIZZA, INC.</name>
        <lei>5299004V0Y8MI5D9FF45</lei>
        <title>DOMINO'S PIZZA INC COMMON STOCK</title>
        <cusip>25754A201</cusip>
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          <isin value="US25754A2015"/>
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        <balance>-1143.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-467441.28000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>FEDERAL FARM CREDIT BANK VARIABLE RATE 05/16/2022</title>
        <cusip>3133EKLN4</cusip>
        <identifiers>
          <isin value="US3133EKLN46"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3009384.36000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.37502640</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>Japan</name>
        <lei>353800WZS8AXZXFUC241</lei>
        <title>Japanese Government CPI Linked Bond .100000% 03/10/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP1120221H48"/>
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        <balance>409180000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="106.04500000"/>
        <valUSD>3930908.58000000</valUSD>
        <pctVal>0.517403068175</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS OPTN  Nov20C     3 LONG</title>
        <cusip>N/A</cusip>
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          <ticker value="NG3000K0"/>
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        <balance>81.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>157140.00000000</valUSD>
        <pctVal>0.020683441621</pctVal>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
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              <counterpartyName>MARKET AXESS</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>N/A</issuerName>
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                  <ticker value="NGX0-10/2020-C-3"/>
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            <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RADNOR RE/ESSENT</name>
        <lei>N/A</lei>
        <title>RADNOR RE 2019-1 LTD RMIR 2019-1 M1B</title>
        <cusip>75049SAB9</cusip>
        <identifiers>
          <isin value="US75049SAB97"/>
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        <balance>404447.08120000</balance>
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        <curCd>USD</curCd>
        <valUSD>395786.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.12163120</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C01 2M2</title>
        <cusip>30711XAV6</cusip>
        <identifiers>
          <isin value="US30711XAV64"/>
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        <balance>107147.80480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>108095.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.72163040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PREMIER, INC.</name>
        <lei>N/A</lei>
        <title>PREMIER INC-CLASS A COMMON STOCK</title>
        <cusip>74051N102</cusip>
        <identifiers>
          <isin value="US74051N1028"/>
        </identifiers>
        <balance>500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16375.00000000</valUSD>
        <pctVal>0.002155347820</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTESA SANPAOLO SPA</name>
        <lei>2W8N8UU78PMDQKZENC08</lei>
        <title>INTESA SANPAOLO SPA MTN 5.017000% 06/26/2024</title>
        <cusip>46115HAT4</cusip>
        <identifiers>
          <isin value="US46115HAT41"/>
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        <balance>332000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>358040.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IT</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.01700000</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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS733699</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-100000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: DEUTSCHE BANK</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2014-78 SE</title>
        <cusip>3136ALP47</cusip>
        <identifiers>
          <isin value="US3136ALP470"/>
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        <balance>1567696.03200000</balance>
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        <curCd>USD</curCd>
        <valUSD>307287.39000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CISCO SYSTEMS, INC.</name>
        <lei>8E6NF1YAL0WT6CWXXV93</lei>
        <title>CISCO SYSTEMS INC COMMON STOCK</title>
        <cusip>17275R102</cusip>
        <identifiers>
          <isin value="US17275R1023"/>
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        <balance>-22018.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-929599.96000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LEAN HOGS FUTURE  DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LHZ0"/>
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        <balance>-17.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-374850.00000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Hogs</issuerName>
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            <expDate>2020-12-17</expDate>
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      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>FEDERAL FARM CREDIT BANK 2.050000% 11/25/2025</title>
        <cusip>3133ELAG9</cusip>
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          <isin value="US3133ELAG96"/>
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        <curCd>USD</curCd>
        <valUSD>2806159.55000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THERMO FISHER SCIENTIFIC INC.</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>THERMO FISHER SCIENTIFIC INC COMMON STOCK</title>
        <cusip>883556102</cusip>
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          <isin value="US8835561023"/>
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        <balance>3229.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INC COMMON STOCK</title>
        <cusip>595017104</cusip>
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          <isin value="US5950171042"/>
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        <balance>-1352.95000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-148418.62000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE ESTEE LAUDER COMPANIES INC.</name>
        <lei>549300VFZ8XJ9NUPU221</lei>
        <title>ESTEE LAUDER COMPANIES-CL A COMMON STOCK</title>
        <cusip>518439104</cusip>
        <identifiers>
          <isin value="US5184391044"/>
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        <balance>5136.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1138753.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>LIBERTY SIRIUS XM</name>
        <lei>549300ZKUTPIBZLWLL89</lei>
        <title>LIBERTY MEDIA COR-SIRIUSXM C COMMON STOCK</title>
        <cusip>531229607</cusip>
        <identifiers>
          <isin value="US5312296073"/>
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        <balance>-781.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-28112.10000000</valUSD>
        <pctVal>-0.00370023532</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>URBAN EDGE PROPERTIES</name>
        <lei>N/A</lei>
        <title>URBAN EDGE PROPERTIES REIT</title>
        <cusip>91704F104</cusip>
        <identifiers>
          <isin value="US91704F1049"/>
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        <balance>2952.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31173.12000000</valUSD>
        <pctVal>0.004103139924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>UBIQUITI INC.</name>
        <lei>N/A</lei>
        <title>UBIQUITI INC COMMON STOCK</title>
        <cusip>90353W103</cusip>
        <identifiers>
          <isin value="US90353W1036"/>
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        <balance>-439.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-79788.25000000</valUSD>
        <pctVal>-0.01050207210</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE GOODYEAR TIRE &amp; RUBBER COMPANY</name>
        <lei>5493002BI0S2ZQUY3437</lei>
        <title>GOODYEAR TIRE &amp; RUBBER CO COMMON STOCK</title>
        <cusip>382550101</cusip>
        <identifiers>
          <isin value="US3825501014"/>
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        <balance>-18139.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-174043.71000000</valUSD>
        <pctVal>-0.02290838052</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>COSTCO WHOLESALE CORPORATION</name>
        <lei>29DX7H14B9S6O3FD6V18</lei>
        <title>COSTCO WHOLESALE CORP COMMON STOCK</title>
        <cusip>22160K105</cusip>
        <identifiers>
          <isin value="US22160K1051"/>
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        <balance>10552.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3668508.32000000</valUSD>
        <pctVal>0.482864819103</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>TELADOC HEALTH, INC.</name>
        <lei>549300I2PVFBC9MFAC61</lei>
        <title>TELADOC HEALTH INC COMMON STOCK</title>
        <cusip>87918A105</cusip>
        <identifiers>
          <isin value="US87918A1051"/>
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        <balance>239.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51549.91000000</valUSD>
        <pctVal>0.006785220529</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>RED WHEAT FUT MGE DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MWEZ0"/>
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        <balance>26.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>701350.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Wheat</issuerName>
                <issueTitle>Minneapolis Grain Exchange Hard Red Spring Wheat Electronic Commodity Future Dec 2020</issueTitle>
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                  <ticker value="MWEZ0"/>
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            <expDate>2020-12-17</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NY HARB ULSD FUT  NOV20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HOX0"/>
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        <balance>-38.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1979518.80000000</valUSD>
        <pctVal>-0.26055276529</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Heating Oil</issuerName>
                <issueTitle>Heating Oil Future Nov 2020</issueTitle>
                <identifiers>
                  <ticker value="HOX0"/>
                  <other otherDesc="Other" value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2020-11-02</expDate>
            <notionalAmt>-2041935.55000000</notionalAmt>
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            <unrealizedAppr>62416.75000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PROGRESS SOFTWARE CORPORATION</name>
        <lei>N/A</lei>
        <title>PROGRESS SOFTWARE CORP COMMON STOCK</title>
        <cusip>743312100</cusip>
        <identifiers>
          <isin value="US7433121008"/>
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        <balance>878.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33267.42000000</valUSD>
        <pctVal>0.004378800683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>NEWMARK GROUP, INC.</name>
        <lei>N/A</lei>
        <title>NEWMARK GROUP INC-CLASS A COMMON STOCK</title>
        <cusip>65158N102</cusip>
        <identifiers>
          <isin value="US65158N1028"/>
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        <balance>20741.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91882.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>MARATHON PETROLEUM CORPORATION</name>
        <lei>3BNYRYQHD39K4LCKQF12</lei>
        <title>MARATHON PETROLEUM CORP 5.125000% 03/01/2021</title>
        <cusip>56585AAD4</cusip>
        <identifiers>
          <isin value="US56585AAD46"/>
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        <balance>47000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48087.22000000</valUSD>
        <pctVal>0.006329446401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 3.875000% 03/26/2025</title>
        <cusip>172967JL6</cusip>
        <identifiers>
          <isin value="US172967JL61"/>
        </identifiers>
        <balance>1128000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1254650.99000000</valUSD>
        <pctVal>0.165142551271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMCAST CORPORATION</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP-CLASS A COMMON STOCK</title>
        <cusip>20030N101</cusip>
        <identifiers>
          <isin value="US20030N1019"/>
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        <balance>-49111.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-2200663.91000000</valUSD>
        <pctVal>-0.28966083435</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS783251</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-182000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-57785.00000000</valUSD>
        <pctVal>-0.00760590985</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="106.17000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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            <upfrontRcpt>-29250.22000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-182000.00000000</notionalAmt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TERRAFORM GLOBAL OPERATING LP</name>
        <lei>549300LC7QMVR79H5O86</lei>
        <title>TERRAFORM GLOBAL OPERATING LLC 144A 6.125000% 03/01/2026</title>
        <cusip>88104UAC7</cusip>
        <identifiers>
          <isin value="US88104UAC71"/>
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        <balance>77000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>78155.00000000</valUSD>
        <pctVal>0.010287096728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS895273</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-185000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-58737.50000000</valUSD>
        <pctVal>-0.00773128199</pctVal>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: J.P. MORGAN CHASE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="107.92000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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            <upfrontRcpt>-22657.90000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2015-3BP MORTGAGE TRUST COMM 2015-3BP A</title>
        <cusip>12592TAA3</cusip>
        <identifiers>
          <isin value="US12592TAA34"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214329.42000000</valUSD>
        <pctVal>0.028210958675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.17800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BRIXMOR PROPERTY GROUP INC.</name>
        <lei>5299007UXW6Y0W2EGZ95</lei>
        <title>BRIXMOR PROPERTY GROUP INC REIT</title>
        <cusip>11120U105</cusip>
        <identifiers>
          <isin value="US11120U1051"/>
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        <balance>6563.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77443.40000000</valUSD>
        <pctVal>0.010193432880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOSTON PROPERTIES, INC.</name>
        <lei>549300OF70FSEUQBT254</lei>
        <title>BOSTON PROPERTIES INC REIT</title>
        <cusip>101121101</cusip>
        <identifiers>
          <isin value="US1011211018"/>
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        <balance>2795.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>242801.65000000</valUSD>
        <pctVal>0.031958595859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXELIXIS, INC.</name>
        <lei>N/A</lei>
        <title>EXELIXIS INC COMMON STOCK</title>
        <cusip>30161Q104</cusip>
        <identifiers>
          <isin value="US30161Q1040"/>
        </identifiers>
        <balance>2196.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48795.12000000</valUSD>
        <pctVal>0.006422623239</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>FIVE BELOW, INC.</name>
        <lei>529900AAXP5Z6BGI7418</lei>
        <title>FIVE BELOW COMMON STOCK</title>
        <cusip>33829M101</cusip>
        <identifiers>
          <isin value="US33829M1018"/>
        </identifiers>
        <balance>-500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-54725.00000000</valUSD>
        <pctVal>-0.00720313951</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE KROGER CO.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>KROGER CO COMMON STOCK</title>
        <cusip>501044101</cusip>
        <identifiers>
          <isin value="US5010441013"/>
        </identifiers>
        <balance>19671.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>701861.28000000</valUSD>
        <pctVal>0.092381995743</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LAS VEGAS SANDS CORP.</name>
        <lei>549300DUOO1KXOHPM605</lei>
        <title>LAS VEGAS SANDS CORP COMMON STOCK</title>
        <cusip>517834107</cusip>
        <identifiers>
          <isin value="US5178341070"/>
        </identifiers>
        <balance>-8920.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-452333.20000000</valUSD>
        <pctVal>-0.05953803828</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>INGEVITY CORPORATION</name>
        <lei>5493009UTFC4B5IMGF87</lei>
        <title>INGEVITY CORP COMMON STOCK</title>
        <cusip>45688C107</cusip>
        <identifiers>
          <isin value="US45688C1071"/>
        </identifiers>
        <balance>-132.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-7414.44000000</valUSD>
        <pctVal>-0.00097592043</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BROADCOM INC.</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 4.150000% 11/15/2030</title>
        <cusip>11135FAQ4</cusip>
        <identifiers>
          <isin value="US11135FAQ46"/>
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        <balance>818000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>922149.59000000</valUSD>
        <pctVal>0.121377289110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INCYTE CORPORATION</name>
        <lei>549300Z4WN6JVZ3T4680</lei>
        <title>INCYTE CORP COMMON STOCK</title>
        <cusip>45337C102</cusip>
        <identifiers>
          <isin value="US45337C1027"/>
        </identifiers>
        <balance>1545.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>148860.75000000</valUSD>
        <pctVal>0.019593691181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP LLC 144A 5.500000% 12/15/2024</title>
        <cusip>05369AAH4</cusip>
        <identifiers>
          <isin value="US05369AAH41"/>
        </identifiers>
        <balance>429000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>441307.35000000</valUSD>
        <pctVal>0.058086768555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>WINNEBAGO INDUSTRIES, INC.</name>
        <lei>549300B7OYKYJLTE3G11</lei>
        <title>WINNEBAGO INDUSTRIES COMMON STOCK</title>
        <cusip>974637100</cusip>
        <identifiers>
          <isin value="US9746371007"/>
        </identifiers>
        <balance>-2497.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-134788.06000000</valUSD>
        <pctVal>-0.01774138329</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHAMPIONX CORPORATION</name>
        <lei>549300EP2909K6DYYP38</lei>
        <title>CHAMPIONX CORP COMMON STOCK</title>
        <cusip>15872M104</cusip>
        <identifiers>
          <isin value="US15872M1045"/>
        </identifiers>
        <balance>11662.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119418.88000000</valUSD>
        <pctVal>0.015718425817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP COMMON STOCK</title>
        <cusip>674599105</cusip>
        <identifiers>
          <isin value="US6745991058"/>
        </identifiers>
        <balance>50719.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>646160.06000000</valUSD>
        <pctVal>0.085050361963</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUPER MICRO COMPUTER, INC.</name>
        <lei>54930022CZO1N2UGVW07</lei>
        <title>SUPER MICRO COMPUTER INC COMMON STOCK</title>
        <cusip>86800U104</cusip>
        <identifiers>
          <isin value="US86800U1043"/>
        </identifiers>
        <balance>-2848.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-78006.72000000</valUSD>
        <pctVal>-0.01026757947</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLACK KNIGHT, INC.</name>
        <lei>549300TUSNXS3BFFML48</lei>
        <title>BLACK KNIGHT INC COMMON STOCK</title>
        <cusip>09215C105</cusip>
        <identifiers>
          <isin value="US09215C1053"/>
        </identifiers>
        <balance>300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25230.00000000</valUSD>
        <pctVal>0.003320880947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE ALT-A SECURITIES, INC</name>
        <lei>N/A</lei>
        <title>DEUTSCHE ALT-A SECURITIES MORTGAGE LOAN TRUST SERI DBALT 2006-AR4 A2</title>
        <cusip>25150PAB5</cusip>
        <identifiers>
          <isin value="US25150PAB58"/>
        </identifiers>
        <balance>179507.80790000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>93090.40000000</valUSD>
        <pctVal>0.012252958214</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.36513000</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>NATERA, INC.</name>
        <lei>N/A</lei>
        <title>NATERA INC COMMON STOCK</title>
        <cusip>632307104</cusip>
        <identifiers>
          <isin value="US6323071042"/>
        </identifiers>
        <balance>559.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35613.89000000</valUSD>
        <pctVal>0.004687653141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Inversiones CMPC S.A.</name>
        <lei>549300G475ACIABB4385</lei>
        <title>INVERSIONES CMPC SA 4.375000% 04/04/2027</title>
        <cusip>P58072AL6</cusip>
        <identifiers>
          <isin value="USP58072AL66"/>
        </identifiers>
        <balance>711000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>791883.36000000</valUSD>
        <pctVal>0.104231088503</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMCOR PLC</name>
        <lei>549300GSODGFCDQ3DI89</lei>
        <title>AMCOR PLC COMMON STOCK</title>
        <cusip>G0250X107</cusip>
        <identifiers>
          <isin value="JE00BJ1F3079"/>
        </identifiers>
        <balance>-20832.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-230401.92000000</valUSD>
        <pctVal>-0.03032649014</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE HOWARD HUGHES CORPORATION</name>
        <lei>549300BVHY25JZC1KI49</lei>
        <title>HOWARD HUGHES CORP/THE COMMON STOCK</title>
        <cusip>44267D107</cusip>
        <identifiers>
          <isin value="US44267D1072"/>
        </identifiers>
        <balance>891.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52667.01000000</valUSD>
        <pctVal>0.006932258029</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOLOGIC, INC.</name>
        <lei>549300DYP6F5ZJL0LB74</lei>
        <title>HOLOGIC INC COMMON STOCK</title>
        <cusip>436440101</cusip>
        <identifiers>
          <isin value="US4364401012"/>
        </identifiers>
        <balance>2018.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120514.96000000</valUSD>
        <pctVal>0.015862696574</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>ZINC SPT OP (LME) Sep20C  2150 SHORT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MZN2150I0"/>
        </identifiers>
        <balance>-35.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-184047.50000000</valUSD>
        <pctVal>-0.02422512232</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MARKET AXESS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Call Option 2150 Sep 2020 on LME ZINC FUTURE Sep 2020</issueTitle>
                <identifiers>
                  <ticker value="ZSDYU0-09/2020-C-2150"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="CMBX.NA.BBB-"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: DEUTSCHE BANK</counterpartyName>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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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>DMC GLOBAL INC.</name>
        <lei>549300CBDXD1Z5MRNG02</lei>
        <title>DMC GLOBAL INC COMMON STOCK</title>
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          <isin value="US23291C1036"/>
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        <balance>200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7086.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>THE AES CORPORATION</name>
        <lei>2NUNNB7D43COUIRE5295</lei>
        <title>AES CORP COMMON STOCK</title>
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          <isin value="US00130H1059"/>
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        <balance>8558.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151904.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CIT GROUP INC.</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT GROUP INC 5.250000% 03/07/2025</title>
        <cusip>125581GW2</cusip>
        <identifiers>
          <isin value="US125581GW24"/>
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        <balance>487000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>530830.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>HOST HOTELS &amp; RESORTS, INC.</name>
        <lei>N6EL63S0K3PB1YFTDI24</lei>
        <title>HOST HOTELS &amp; RESORTS INC REIT</title>
        <cusip>44107P104</cusip>
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          <isin value="US44107P1049"/>
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        <balance>14506.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>162902.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>CHOICE HOTELS INTERNATIONAL, INC.</name>
        <lei>5493003CYRY5RFGTIR97</lei>
        <title>CHOICE HOTELS INTL INC COMMON STOCK</title>
        <cusip>169905106</cusip>
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          <isin value="US1699051066"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>APPLE INC.</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
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        <cusip>037833100</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Rumo Luxembourg S.a r.l.</name>
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        <cusip>781467AB1</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DISH NETWORK CORPORATION</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH NETWORK CORP-A COMMON STOCK</title>
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        <curCd>USD</curCd>
        <valUSD>-69335.04000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
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          <ticker value="CMBX.NA.BBB-"/>
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        <curCd>USD</curCd>
        <valUSD>-158750.00000000</valUSD>
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        <assetCat>DCR</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ASHLAND GLOBAL HOLDINGS INC.</name>
        <lei>529900E4L9R04SB8HB11</lei>
        <title>ASHLAND GLOBAL HOLDINGS INC COMMON STOCK</title>
        <cusip>044186104</cusip>
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          <isin value="US0441861046"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MARRIOTT VACATIONS WORLDWIDE CORPORATION</name>
        <lei>549300WA6BT5H4F7IO94</lei>
        <title>MARRIOTT VACATIONS WORLD COMMON STOCK</title>
        <cusip>57164Y107</cusip>
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          <isin value="US57164Y1073"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MCCORMICK &amp; COMPANY, INCORPORATED</name>
        <lei>549300JQQA6MQ4OJP259</lei>
        <title>MCCORMICK &amp; CO-NON VTG SHRS COMMON STOCK</title>
        <cusip>579780206</cusip>
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          <isin value="US5797802064"/>
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        <balance>3171.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DUKE ENERGY CORPORATION</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP COMMON STOCK</title>
        <cusip>26441C204</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AMERISOURCEBERGEN CORPORATION</name>
        <lei>AI8GXW8LG5WK7E9UD086</lei>
        <title>AMERISOURCEBERGEN CORP COMMON STOCK</title>
        <cusip>03073E105</cusip>
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        <balance>1438.00000000</balance>
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        <curCd>USD</curCd>
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        <name>MONSTER BEVERAGE CORPORATION</name>
        <lei>52990090AP0E7HCB6F33</lei>
        <title>MONSTER BEVERAGE CORP COMMON STOCK</title>
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          <isin value="US61174X1090"/>
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        <curCd>USD</curCd>
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        <name>PG&amp;E CORPORATION</name>
        <lei>8YQ2GSDWYZXO2EDN3511</lei>
        <title>P G &amp; E CORP COMMON STOCK</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2017-C03 1M2</title>
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          <isin value="US30711XJX30"/>
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        <balance>443475.29700000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PACIRA BIOSCIENCES, INC.</name>
        <lei>N/A</lei>
        <title>PACIRA BIOSCIENCES INC COMMON STOCK</title>
        <cusip>695127100</cusip>
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          <isin value="US6951271005"/>
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        <curCd>USD</curCd>
        <valUSD>43764.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J &amp; J SNACK FOODS CORP.</name>
        <lei>N/A</lei>
        <title>J &amp; J SNACK FOODS CORP COMMON STOCK</title>
        <cusip>466032109</cusip>
        <identifiers>
          <isin value="US4660321096"/>
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        <balance>753.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102370.35000000</valUSD>
        <pctVal>0.013474425085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QTS REALTY TRUST, INC.</name>
        <lei>5493006PA4CJK4OG2J54</lei>
        <title>QTS REALTY TRUST INC-CL A REIT</title>
        <cusip>74736A103</cusip>
        <identifiers>
          <isin value="US74736A1034"/>
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        <balance>998.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67684.36000000</valUSD>
        <pctVal>0.008908906126</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>GENERAL MOTORS COMPANY</name>
        <lei>54930070NSV60J38I987</lei>
        <title>GENERAL MOTORS CO 6.125000% 10/01/2025</title>
        <cusip>37045VAV2</cusip>
        <identifiers>
          <isin value="US37045VAV27"/>
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        <balance>138000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>161972.46000000</valUSD>
        <pctVal>0.021319510758</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2019-3 LTD BMIR 2019-3A M1B</title>
        <cusip>07877GAB5</cusip>
        <identifiers>
          <isin value="BM07877GAB52"/>
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        <balance>506871.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>493017.81000000</valUSD>
        <pctVal>0.064893121365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.77162840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DIGITAL REALTY TRUST, INC.</name>
        <lei>549300HKCZ31D08NEI41</lei>
        <title>DIGITAL REALTY TRUST INC REIT</title>
        <cusip>253868103</cusip>
        <identifiers>
          <isin value="US2538681030"/>
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        <balance>3653.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>568589.45000000</valUSD>
        <pctVal>0.074840185156</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2015-DC1 MORTGAGE TRUST COMM 2015-DC1 A5</title>
        <cusip>12629NAF2</cusip>
        <identifiers>
          <isin value="US12629NAF24"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>755023.50000000</valUSD>
        <pctVal>0.099379435439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS852849</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-282000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-89535.00000000</valUSD>
        <pctVal>-0.01178498119</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="1598.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="1598.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
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            <upfrontRcpt>-29850.73000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-282000.00000000</notionalAmt>
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            <unrealizedAppr>-59684.27000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY BROADBAND CORPORATION</name>
        <lei>549300MIX43II8JLN536</lei>
        <title>LIBERTY BROADBAND-A COMMON STOCK</title>
        <cusip>530307107</cusip>
        <identifiers>
          <isin value="US5303071071"/>
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        <balance>-342.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-47260.98000000</valUSD>
        <pctVal>-0.00622069314</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EASTMAN CHEMICAL COMPANY</name>
        <lei>FDPVHDGJ1IQZFK9KH630</lei>
        <title>EASTMAN CHEMICAL CO COMMON STOCK</title>
        <cusip>277432100</cusip>
        <identifiers>
          <isin value="US2774321002"/>
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        <balance>-1870.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-136715.70000000</valUSD>
        <pctVal>-0.01799510754</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXELON CORPORATION</name>
        <lei>3SOUA6IRML7435B56G12</lei>
        <title>EXELON CORP COMMON STOCK</title>
        <cusip>30161N101</cusip>
        <identifiers>
          <isin value="US30161N1019"/>
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        <balance>9779.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>360942.89000000</valUSD>
        <pctVal>0.047508853213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>SEACOR HOLDINGS INC.</name>
        <lei>549300IQTYSR1SC4II14</lei>
        <title>SEACOR HOLDINGS INC COMMON STOCK</title>
        <cusip>811904101</cusip>
        <identifiers>
          <isin value="US8119041015"/>
        </identifiers>
        <balance>1100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34771.00000000</valUSD>
        <pctVal>0.004576708340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ENERGY TRANSFER OPERATING, L.P.</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP 5.200000% 02/01/2022</title>
        <cusip>29273RAQ2</cusip>
        <identifiers>
          <isin value="US29273RAQ20"/>
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        <balance>465000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>484537.32000000</valUSD>
        <pctVal>0.063776882853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FIDELITY NATIONAL INFORMATION SERVICES, INC.</name>
        <lei>6WQI0GK1PRFVBA061U48</lei>
        <title>FIDELITY NATIONAL INFO SERV COMMON STOCK</title>
        <cusip>31620M106</cusip>
        <identifiers>
          <isin value="US31620M1062"/>
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        <balance>1352.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>203949.20000000</valUSD>
        <pctVal>0.026844669542</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RETAIL OPPORTUNITY INVESTMENTS CORP.</name>
        <lei>N/A</lei>
        <title>RETAIL OPPORTUNITY INVESTMEN REIT</title>
        <cusip>76131N101</cusip>
        <identifiers>
          <isin value="US76131N1019"/>
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        <balance>5111.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>56885.43000000</valUSD>
        <pctVal>0.007487504585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>GUIDEWIRE SOFTWARE, INC.</name>
        <lei>549300WXSG0J8IXZCK32</lei>
        <title>GUIDEWIRE SOFTWARE INC COMMON STOCK</title>
        <cusip>40171V100</cusip>
        <identifiers>
          <isin value="US40171V1008"/>
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        <balance>400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44924.00000000</valUSD>
        <pctVal>0.005913089801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>HYATT HOTELS CORPORATION</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
        <title>HYATT HOTELS CORP - CL A COMMON STOCK</title>
        <cusip>448579102</cusip>
        <identifiers>
          <isin value="US4485791028"/>
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        <balance>-1406.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-79424.94000000</valUSD>
        <pctVal>-0.01045425168</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>WEC ENERGY GROUP, INC.</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>WEC ENERGY GROUP INC COMMON STOCK</title>
        <cusip>92939U106</cusip>
        <identifiers>
          <isin value="US92939U1060"/>
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        <balance>3113.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>292871.04000000</valUSD>
        <pctVal>0.038548943988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AMERICAN STATES WATER COMPANY</name>
        <lei>529900L26LIS2V8PWM23</lei>
        <title>AMERICAN STATES WATER CO COMMON STOCK</title>
        <cusip>029899101</cusip>
        <identifiers>
          <isin value="US0298991011"/>
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        <balance>500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38040.00000000</valUSD>
        <pctVal>0.005006988158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>COCA-COLA CONSOLIDATED, INC.</name>
        <lei>57VG5X0E00X0QJU7CQ58</lei>
        <title>COCA-COLA CONSOLIDATED INC COMMON STOCK</title>
        <cusip>191098102</cusip>
        <identifiers>
          <isin value="US1910981026"/>
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        <balance>100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>27330.00000000</valUSD>
        <pctVal>0.003597291965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>COMMVAULT SYSTEMS, INC.</name>
        <lei>65T5VRP62VXG39YFML83</lei>
        <title>COMMVAULT SYSTEMS INC COMMON STOCK</title>
        <cusip>204166102</cusip>
        <identifiers>
          <isin value="US2041661024"/>
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        <balance>1100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47553.00000000</valUSD>
        <pctVal>0.006259130071</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROLOGIS, INC.</name>
        <lei>529900DFH19P073LZ636</lei>
        <title>PROLOGIS INC REIT</title>
        <cusip>74340W103</cusip>
        <identifiers>
          <isin value="US74340W1036"/>
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        <balance>10020.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WW International, Inc.</name>
        <lei>SGT8R1MU6ESIC7UJC518</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>CONOCOPHILLIPS</name>
        <lei>WPTL2Z3FIYTHSP5V2253</lei>
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          <isin value="US20825C1045"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>MARRIOTT INTERNATIONAL, INC.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
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          <isin value="US571903BD44"/>
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        <valUSD>75242.10000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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          <isin value="US30711XAT19"/>
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        <balance>543625.78910000</balance>
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        <curCd>USD</curCd>
        <valUSD>557380.93000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2016-GC36 CGCMT 2016-GC36 A5</title>
        <cusip>17324TAE9</cusip>
        <identifiers>
          <isin value="US17324TAE91"/>
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        <balance>950000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME ZINC FUTURE   SEP20 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="MZNU20"/>
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        <curCd>USD</curCd>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Zinc</issuerName>
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        <securityLending>
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        <name>COMMONWEALTH BANK OF AUSTRALIA</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
        <title>COMMONWEALTH BANK OF AUSTRALIA 144A 4.500000% 12/09/2025</title>
        <cusip>2027A0HR3</cusip>
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        <balance>402000.00000000</balance>
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        <valUSD>455665.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>Y</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>COMMONWEALTH BANK OF AUSTRALIA</name>
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          <currencyInfos>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRIMBLE INC.</name>
        <lei>549300E2MI7NSZFQWS19</lei>
        <title>TRIMBLE INC COMMON STOCK</title>
        <cusip>896239100</cusip>
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          <isin value="US8962391004"/>
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        <curCd>USD</curCd>
        <valUSD>-51152.16000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Evergy, Inc.</name>
        <lei>549300PGTHDQY6PSUI61</lei>
        <title>EVERGY INC COMMON STOCK</title>
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          <isin value="US30034W1062"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>TARGET CORPORATION</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>TARGET CORP COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SJW GROUP</name>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>TENCENT HOLDINGS LIMITED</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>TENCENT HOLDINGS LTD MTN 1.810000% 01/26/2026</title>
        <cusip>88032WAT3</cusip>
        <identifiers>
          <isin value="US88032WAT36"/>
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        <curCd>USD</curCd>
        <valUSD>634971.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CVR ENERGY, INC.</name>
        <lei>529900SOYZIXZBTXB558</lei>
        <title>CVR ENERGY INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>TIME WARNER CABLE, LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>TIME WARNER CABLE LLC 4.125000% 02/15/2021</title>
        <cusip>88732JAX6</cusip>
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          <isin value="US88732JAX63"/>
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        <curCd>USD</curCd>
        <valUSD>65463.91000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>V.F. CORPORATION</name>
        <lei>CWAJJ9DJ5Z7P057HV541</lei>
        <title>VF CORP COMMON STOCK</title>
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          <isin value="US9182041080"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>L STREET SECURITIES</name>
        <lei>N/A</lei>
        <title>WELLS FARGO CREDIT RISK TRANSFER SECURITIES TRUST LSS 2015-WF1 1M2</title>
        <cusip>949771AC3</cusip>
        <identifiers>
          <isin value="US949771AC35"/>
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        <balance>279807.63280000</balance>
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        <curCd>USD</curCd>
        <valUSD>220971.64000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP MTN VARIABLE RATE 06/02/2022</title>
        <cusip>3134GVJ25</cusip>
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          <isin value="US3134GVJ250"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1001526.34000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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        <name>COOPER TIRE &amp; RUBBER COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>THE ISRAEL ELECTRIC CORP. LTD.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EverQuote Inc</name>
        <lei>N/A</lei>
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          <isin value="US30041R1086"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NEOGEN CORPORATION</name>
        <lei>549300HJT9FC36N4UW43</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>TANGER FACTORY OUTLET CENTERS, INC.</name>
        <lei>UKEW8YSXE4Y581KYOL30</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SIMON PROPERTY GROUP, INC.</name>
        <lei>529900GQL5X8H7AO3T64</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>FIRSTENERGY CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>U.S. BANCORP</name>
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        <name>BRAEMAR HOTELS RESORTS TRUST</name>
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          <isin value="US10482TAA07"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CONCHO RESOURCES INC.</name>
        <lei>SYHS7HRDXLL4I0IQ8776</lei>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DOLLAR TREE, INC.</name>
        <lei>549300PMSTQITB1WHR43</lei>
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        <name>United States of America</name>
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        <name>US FOODS HOLDING CORP.</name>
        <lei>549300UGOZSO64CFPR97</lei>
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        <name>DANSKE BANK A/S</name>
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        <name>PPG INDUSTRIES, INC.</name>
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        <name>N/A</name>
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        <name>TYSON FOODS, INC.</name>
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        <name>CCO HOLDINGS, LLC</name>
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        <name>METLIFE, INC.</name>
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        <name>N/A</name>
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        <name>Federal National Mortgage Association</name>
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        <name>SALESFORCE.COM, INC.</name>
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        <name>JBG SMITH PROPERTIES</name>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2013-CCRE12 MORTGAGE TRUST COMM 2013-CR12 A4</title>
        <cusip>12591KAE5</cusip>
        <identifiers>
          <isin value="US12591KAE55"/>
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        <balance>920000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999690.22000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AXALTA COATING SYSTEMS LTD.</name>
        <lei>529900AGLPA40GV6H619</lei>
        <title>AXALTA COATING SYSTEMS LTD COMMON STOCK</title>
        <cusip>G0750C108</cusip>
        <identifiers>
          <isin value="BMG0750C1082"/>
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        <balance>-773.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-18436.05000000</valUSD>
        <pctVal>-0.00242663207</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>IROBOT CORPORATION</name>
        <lei>5493009PRNKOUKBAT390</lei>
        <title>IROBOT CORP COMMON STOCK</title>
        <cusip>462726100</cusip>
        <identifiers>
          <isin value="US4627261005"/>
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        <balance>-953.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-70550.59000000</valUSD>
        <pctVal>-0.00928617162</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CABLE ONE, INC.</name>
        <lei>549300648QS85T0XSH18</lei>
        <title>CABLE ONE INC COMMON STOCK</title>
        <cusip>12685J105</cusip>
        <identifiers>
          <isin value="US12685J1051"/>
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        <balance>-100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-184033.00000000</valUSD>
        <pctVal>-0.02422321377</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>NEW JERSEY RESOURCES CORPORATION</name>
        <lei>549300QKBSQBIX4DQ583</lei>
        <title>NEW JERSEY RESOURCES CORP COMMON STOCK</title>
        <cusip>646025106</cusip>
        <identifiers>
          <isin value="US6460251068"/>
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        <balance>1828.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55095.92000000</valUSD>
        <pctVal>0.007251961594</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>NEXTGEN HEALTHCARE, INC.</name>
        <lei>N/A</lei>
        <title>NEXTGEN HEALTHCARE INC COMMON STOCK</title>
        <cusip>65343C102</cusip>
        <identifiers>
          <isin value="US65343C1027"/>
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        <balance>5484.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72717.84000000</valUSD>
        <pctVal>0.009571434379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ALPEK, S.A.B. DE C.V.</name>
        <lei>549300PWKJTP62D4IQ66</lei>
        <title>ALPEK SAB DE CV 144A 4.250000% 09/18/2029</title>
        <cusip>020564AD2</cusip>
        <identifiers>
          <isin value="US020564AD27"/>
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        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379968.75000000</valUSD>
        <pctVal>0.050013118611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>GENTHERM INCORPORATED</name>
        <lei>HKM6YX1U5JS60TCUB219</lei>
        <title>GENTHERM INC COMMON STOCK</title>
        <cusip>37253A103</cusip>
        <identifiers>
          <isin value="US37253A1034"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-151701.42000000</valUSD>
        <pctVal>-0.01996759236</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>VOYA FINANCIAL, INC.</name>
        <lei>549300T065Z4KJ686G75</lei>
        <title>VOYA FINANCIAL INC 5.650000% 05/15/2053</title>
        <cusip>45685EAG1</cusip>
        <identifiers>
          <isin value="US45685EAG17"/>
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        <balance>258000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269610.00000000</valUSD>
        <pctVal>0.035487226011</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.125%  10/15/2024</title>
        <cusip>9128282L3</cusip>
        <identifiers>
          <isin value="US9128282L36"/>
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        <balance>36725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39524730.38000000</valUSD>
        <pctVal>5.202414747436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS857203</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-224000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-71120.00000000</valUSD>
        <pctVal>-0.00936111981</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="709.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="709.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <terminationDt>2063-05-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-27959.32000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-224000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-43160.68000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>YUM CHINA HOLDINGS, INC.</name>
        <lei>529900DO9BYZ7VA3K502</lei>
        <title>YUM CHINA HOLDINGS INC COMMON STOCK</title>
        <cusip>98850P109</cusip>
        <identifiers>
          <isin value="US98850P1093"/>
        </identifiers>
        <balance>-8996.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-519159.16000000</valUSD>
        <pctVal>-0.06833395811</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENPACT LIMITED</name>
        <lei>529900OSEC6Q0L4L5B35</lei>
        <title>GENPACT LTD COMMON STOCK</title>
        <cusip>G3922B107</cusip>
        <identifiers>
          <isin value="BMG3922B1072"/>
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        <balance>600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25308.00000000</valUSD>
        <pctVal>0.003331147642</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>JACK IN THE BOX INC.</name>
        <lei>5493002OJW26P0SUUP68</lei>
        <title>JACK IN THE BOX INC COMMON STOCK</title>
        <cusip>466367109</cusip>
        <identifiers>
          <isin value="US4663671091"/>
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        <balance>-587.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-48362.93000000</valUSD>
        <pctVal>-0.00636573653</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>HEATING OIL FUT   JAN21 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LHOF1"/>
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        <balance>19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1024871.40000000</valUSD>
        <pctVal>0.134897974871</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Heating Oil</issuerName>
                <issueTitle>HEATING OIL FUTURE Jan 2021</issueTitle>
                <identifiers>
                  <ticker value="UHOF1"/>
                  <other otherDesc="Other" value="N/A"/>
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            <notionalAmt>1054518.56000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-29647.16000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2017-81 SA</title>
        <cusip>3136AX4B8</cusip>
        <identifiers>
          <isin value="US3136AX4B83"/>
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        <balance>1931608.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>427850.94000000</valUSD>
        <pctVal>0.056315578083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.02487000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PATTERSON-UTI ENERGY, INC.</name>
        <lei>254900XGFBKIXD6G0697</lei>
        <title>PATTERSON-UTI ENERGY INC COMMON STOCK</title>
        <cusip>703481101</cusip>
        <identifiers>
          <isin value="US7034811015"/>
        </identifiers>
        <balance>10365.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39905.25000000</valUSD>
        <pctVal>0.005252500373</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GILEAD SCIENCES, INC.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILEAD SCIENCES INC 2.550000% 09/01/2020</title>
        <cusip>375558BB8</cusip>
        <identifiers>
          <isin value="US375558BB81"/>
        </identifiers>
        <balance>1159000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1159000.00000000</valUSD>
        <pctVal>0.152552557204</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MONOLITHIC POWER SYSTEMS, INC.</name>
        <lei>529900TB7O85LSZ1XU31</lei>
        <title>MONOLITHIC POWER SYSTEMS INC COMMON STOCK</title>
        <cusip>609839105</cusip>
        <identifiers>
          <isin value="US6098391054"/>
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        <balance>-278.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-74262.14000000</valUSD>
        <pctVal>-0.00977470177</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARAMARK</name>
        <lei>549300MR6PG2DWZUIL39</lei>
        <title>ARAMARK COMMON STOCK</title>
        <cusip>03852U106</cusip>
        <identifiers>
          <isin value="US03852U1060"/>
        </identifiers>
        <balance>-3858.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-106326.48000000</valUSD>
        <pctVal>-0.01399514790</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NISOURCE INC.</name>
        <lei>549300D8GOWWH0SJB189</lei>
        <title>NISOURCE INC COMMON STOCK</title>
        <cusip>65473P105</cusip>
        <identifiers>
          <isin value="US65473P1057"/>
        </identifiers>
        <balance>3354.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>74324.64000000</valUSD>
        <pctVal>0.009782928296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AUTONATION, INC.</name>
        <lei>N/A</lei>
        <title>AUTONATION INC 4.750000% 06/01/2030</title>
        <cusip>05329WAQ5</cusip>
        <identifiers>
          <isin value="US05329WAQ50"/>
        </identifiers>
        <balance>528000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>619343.95000000</valUSD>
        <pctVal>0.081520710406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SYNNEX CORPORATION</name>
        <lei>5493004HI6PFLF46NS53</lei>
        <title>SYNNEX CORP COMMON STOCK</title>
        <cusip>87162W100</cusip>
        <identifiers>
          <isin value="US87162W1009"/>
        </identifiers>
        <balance>-500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-63575.00000000</valUSD>
        <pctVal>-0.00836801451</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Banco de Credito del Peru</name>
        <lei>549300EQYQ8SCQZ4BY14</lei>
        <title>BANCO DE CREDITO DEL PERU MTN 3.125000% 07/01/2030</title>
        <cusip>05971U2C0</cusip>
        <identifiers>
          <isin value="US05971U2C00"/>
        </identifiers>
        <balance>728000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>732550.00000000</valUSD>
        <pctVal>0.096421376859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS316311</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
        </identifiers>
        <balance>-552000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-175260.00000000</valUSD>
        <pctVal>-0.02306847383</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CREDIT SUISSE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="222.58000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="222.58000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <terminationDt>2063-05-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-35145.05000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-552000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-140114.95000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLOBAL NET LEASE, INC.</name>
        <lei>549300NUYANCT5SU8Z65</lei>
        <title>GLOBAL NET LEASE INC REIT</title>
        <cusip>379378201</cusip>
        <identifiers>
          <isin value="US3793782018"/>
        </identifiers>
        <balance>3953.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69177.50000000</valUSD>
        <pctVal>0.009105439625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STARWOOD RETAIL PROPERTY TRUST</name>
        <lei>N/A</lei>
        <title>STARWOOD RETAIL PROPERTY TRUST 2014-STAR SRPT 2014-STAR A</title>
        <cusip>85571XAA5</cusip>
        <identifiers>
          <isin value="US85571XAA54"/>
        </identifiers>
        <balance>1081172.79100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>757058.49000000</valUSD>
        <pctVal>0.099647289562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.63188000</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>VISTA OUTDOOR INC.</name>
        <lei>549300QI2D33ESTJLN81</lei>
        <title>VISTA OUTDOOR INC COMMON STOCK</title>
        <cusip>928377100</cusip>
        <identifiers>
          <isin value="US9283771007"/>
        </identifiers>
        <balance>-3660.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-71040.60000000</valUSD>
        <pctVal>-0.00935066884</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LSTAR COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>LSTAR COMMERCIAL MORTGAGE TRUST 2016-4 LNSTR 2016-4 A2</title>
        <cusip>50219QAC8</cusip>
        <identifiers>
          <isin value="US50219QAC87"/>
        </identifiers>
        <balance>576473.39440000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>585199.59000000</valUSD>
        <pctVal>0.077026483114</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.57900000</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>Corporacion Nacional del Cobre de Chile</name>
        <lei>549300UVMBCBCIPSUI70</lei>
        <title>CORP NACIONAL DEL COBRE DE CHILE 144A 3.750000% 01/15/2031</title>
        <cusip>21987BBC1</cusip>
        <identifiers>
          <isin value="US21987BBC19"/>
        </identifiers>
        <balance>201000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223110.00000000</valUSD>
        <pctVal>0.029366696322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSOLIDATED EDISON, INC.</name>
        <lei>54930033SBW53OO8T749</lei>
        <title>CONSOLIDATED EDISON INC COMMON STOCK</title>
        <cusip>209115104</cusip>
        <identifiers>
          <isin value="US2091151041"/>
        </identifiers>
        <balance>3568.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>254541.12000000</valUSD>
        <pctVal>0.033503795314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PERSPECTA INC.</name>
        <lei>549300XIT2GJKMZC0O65</lei>
        <title>PERSPECTA INC COMMON STOCK</title>
        <cusip>715347100</cusip>
        <identifiers>
          <isin value="US7153471005"/>
        </identifiers>
        <balance>4685.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>97307.45000000</valUSD>
        <pctVal>0.012808024445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUSINS PROPERTIES INCORPORATED</name>
        <lei>5493007XPYD5EJABN062</lei>
        <title>COUSINS PROPERTIES INC REIT</title>
        <cusip>222795502</cusip>
        <identifiers>
          <isin value="US2227955026"/>
        </identifiers>
        <balance>2255.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67311.75000000</valUSD>
        <pctVal>0.008859861598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PDC ENERGY, INC.</name>
        <lei>5493008W8H2T511J5Y59</lei>
        <title>PDC ENERGY INC COMMON STOCK</title>
        <cusip>69327R101</cusip>
        <identifiers>
          <isin value="US69327R1014"/>
        </identifiers>
        <balance>7172.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>108584.08000000</valUSD>
        <pctVal>0.014292302912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4116 LS</title>
        <cusip>3137AVMB0</cusip>
        <identifiers>
          <isin value="US3137AVMB04"/>
        </identifiers>
        <balance>23591.62470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5622.76000000</valUSD>
        <pctVal>0.000740091817</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.03812160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHURCHILL DOWNS INCORPORATED</name>
        <lei>529900FODTBQC8MIS994</lei>
        <title>CHURCHILL DOWNS INC COMMON STOCK</title>
        <cusip>171484108</cusip>
        <identifiers>
          <isin value="US1714841087"/>
        </identifiers>
        <balance>-854.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-149245.04000000</valUSD>
        <pctVal>-0.01964427308</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Emirate of Abu Dhabi</name>
        <lei>213800FER4348CINTA77</lei>
        <title>ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 2.500000% 04/16/2025</title>
        <cusip>29135LAG5</cusip>
        <identifiers>
          <isin value="US29135LAG59"/>
        </identifiers>
        <balance>468000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>496056.60000000</valUSD>
        <pctVal>0.065293099955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</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>CARTER'S, INC.</name>
        <lei>5299003WAQK4R3L3ZU36</lei>
        <title>CARTER'S INC COMMON STOCK</title>
        <cusip>146229109</cusip>
        <identifiers>
          <isin value="US1462291097"/>
        </identifiers>
        <balance>-1478.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-117678.36000000</valUSD>
        <pctVal>-0.01548933110</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS OPTN  Nov20C  2.75 SHORT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NG2750K0"/>
        </identifiers>
        <balance>-9.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-28890.00000000</valUSD>
        <pctVal>-0.00380262586</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENI S.P.A.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VIACOMCBS INC - CLASS B</name>
        <lei>N/A</lei>
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        <name>ANTHEM, INC.</name>
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          <isin value="US0367521038"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>L STREET SECURITIES</name>
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        <title>WELLS FARGO CREDIT RISK TRANSFER SECURITIES TRUST LSS 2015-WF1 2M2</title>
        <cusip>949771AG4</cusip>
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          <isin value="US949771AG49"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-11-25</maturityDt>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="LHV0"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>Hogs</issuerName>
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      <invstOrSec>
        <name>TEXAS INSTRUMENTS INCORPORATED</name>
        <lei>WDJNR2L6D8RWOEB8T652</lei>
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        <cusip>882508104</cusip>
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          <isin value="US8825081040"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>SEABOARD CORPORATION</name>
        <lei>87Q3KOXT29OW9W9YPT70</lei>
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          <isin value="US8115431079"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>THE NEW YORK TIMES COMPANY</name>
        <lei>529900J1WEMMIW7BOH57</lei>
        <title>NEW YORK TIMES CO-A COMMON STOCK</title>
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          <isin value="US6501111073"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>SQUARE, INC.</name>
        <lei>549300OHIIUWSTIZME52</lei>
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          <isin value="US8522341036"/>
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        <balance>530.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>DUNKIN' BRANDS GROUP, INC.</name>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="ITRAXX-XOVER"/>
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        <name>AMAZON.COM, INC.</name>
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        <name>YUM! Brands, Inc.</name>
        <lei>549300JE8XHZZ7OHN517</lei>
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        <name>AerCap Ireland Capital Designated Activity Company</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COLONY CAPITAL, INC.</name>
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        <name>WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST</name>
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        <name>LB-UBS COMMERCIAL MORTGAGE TRUST</name>
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        <title>LB-UBS COMMERCIAL MORTGAGE TRUST 2006-C6 LBUBS 2006-C6 AJ</title>
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        <name>N/A</name>
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          <ticker value="CMBX.NA.BBB-"/>
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        <name>BANK OF AMERICA CORPORATION</name>
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        <name>LULULEMON ATHLETICA INC.</name>
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        <name>ORTHOFIX MEDICAL INC.</name>
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        <name>CABOT MICROELECTRONICS CORPORATION</name>
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        <name>Wright Medical Group N.V.</name>
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        <name>NETFLIX, INC.</name>
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        <name>CHARLES RIVER LABORATORIES INTERNATIONAL, INC.</name>
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        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
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        <name>ALEXANDER'S, INC.</name>
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        <name>MyoKardia Inc</name>
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        <name>USANA HEALTH SCIENCES, INC.</name>
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        <name>N/A</name>
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        <name>RYMAN HOSPITALITY PROPERTIES, INC.</name>
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        <name>ULTA BEAUTY, INC.</name>
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        <name>CHIPOTLE MEXICAN GRILL, INC.</name>
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        <name>N/A</name>
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        <title>SOYBEAN OIL FUTR  DEC20 PHYSICAL COMMODITY FUTURE.</title>
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        <name>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP LLC 144A 2.875000% 01/20/2022</title>
        <cusip>05367AAJ2</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</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>FOUR CORNERS PROPERTY TRUST, INC.</name>
        <lei>549300SVTPZPBDVNER42</lei>
        <title>FOUR CORNERS PROPERTY TRUST REIT</title>
        <cusip>35086T109</cusip>
        <identifiers>
          <isin value="US35086T1097"/>
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        <balance>2200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>55550.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>T-MOBILE US, INC.</name>
        <lei>549300QHIJYOHPACPG31</lei>
        <title>T-MOBILE US INC COMMON STOCK</title>
        <cusip>872590104</cusip>
        <identifiers>
          <isin value="US8725901040"/>
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        <balance>5067.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>591217.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SOUTH JERSEY INDUSTRIES, INC.</name>
        <lei>549300DJYWYT5VXLFA46</lei>
        <title>SOUTH JERSEY INDUSTRIES COMMON STOCK</title>
        <cusip>838518108</cusip>
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          <isin value="US8385181081"/>
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        <curCd>USD</curCd>
        <valUSD>22150.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS331912</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <curCd>USD</curCd>
        <valUSD>-247015.00000000</valUSD>
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        <assetCat>DCR</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CREDIT SUISSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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            <unrealizedAppr>-195453.93000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORPORATION</name>
        <lei>06BTX5UWZD0GQ5N5Y745</lei>
        <title>WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP 3.200000% 06/15/2025</title>
        <cusip>960386AQ3</cusip>
        <identifiers>
          <isin value="US960386AQ33"/>
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        <balance>134000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>141082.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</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>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2016-2 FCAT 2016-2 D</title>
        <cusip>33843NAJ0</cusip>
        <identifiers>
          <isin value="US33843NAJ00"/>
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        <balance>365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378754.19000000</valUSD>
        <pctVal>0.049853253008</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.56000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PIONEER NATURAL RESOURCES COMPANY</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PIONEER NATURAL RESOURCES CO COMMON STOCK</title>
        <cusip>723787107</cusip>
        <identifiers>
          <isin value="US7237871071"/>
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        <balance>10080.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1047614.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>MATTEL, INC.</name>
        <lei>549300VELLG24KHTJ564</lei>
        <title>MATTEL INC COMMON STOCK</title>
        <cusip>577081102</cusip>
        <identifiers>
          <isin value="US5770811025"/>
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        <balance>-11887.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-127725.82000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>TWITTER, INC.</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>TWITTER INC COMMON STOCK</title>
        <cusip>90184L102</cusip>
        <identifiers>
          <isin value="US90184L1026"/>
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        <balance>1703.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>69107.74000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Gaming and Leisure Properties, Inc.</name>
        <lei>5493006GWRDBCZYWTM57</lei>
        <title>GAMING AND LEISURE PROPERTIE REIT</title>
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          <isin value="US36467J1088"/>
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        <balance>3912.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>142201.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Hertz Vehicle Financing II LP</name>
        <lei>549300FPK70TCB78NG05</lei>
        <title>HERTZ VEHICLE FINANCING II LP HERTZ 2019-2A A</title>
        <cusip>42806DCH0</cusip>
        <identifiers>
          <isin value="US42806DCH08"/>
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        <balance>313387.19800000</balance>
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        <curCd>USD</curCd>
        <valUSD>313244.95000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUT OP Dec20C   110 LONG</title>
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          <ticker value="1KC11000L0"/>
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        <balance>38.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>298965.00000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
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            <delta>XXXX</delta>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 01/15/2022</title>
        <cusip>912828SA9</cusip>
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          <isin value="US912828SA95"/>
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        <curCd>USD</curCd>
        <valUSD>11887948.62000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DOUGLAS EMMETT, INC.</name>
        <lei>N/A</lei>
        <title>DOUGLAS EMMETT INC REIT</title>
        <cusip>25960P109</cusip>
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          <isin value="US25960P1093"/>
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        <balance>3431.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95793.52000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR TRUST 2019-DNA3 STACR 2019-DNA3 M2</title>
        <cusip>35564TAH3</cusip>
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          <isin value="US35564TAH32"/>
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        <balance>56145.17700000</balance>
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        <curCd>USD</curCd>
        <valUSD>54878.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DISCOVER FINANCIAL SERVICES</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>DISCOVER FINANCIAL SERVICES 6.125000% MATURITY: PERPETUAL</title>
        <cusip>254709AQ1</cusip>
        <identifiers>
          <isin value="US254709AQ15"/>
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        <balance>1248000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1345843.20000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LAM RESEARCH CORPORATION</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>LAM RESEARCH CORP 2.800000% 06/15/2021</title>
        <cusip>512807AR9</cusip>
        <identifiers>
          <isin value="US512807AR99"/>
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        <balance>437000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>444648.93000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)</name>
        <lei>N/A</lei>
        <title>ALTERNATIVE LOAN TRUST 2006-24CB CWALT 2006-24CB A16</title>
        <cusip>02146TAR8</cusip>
        <identifiers>
          <isin value="US02146TAR86"/>
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        <balance>270829.46730000</balance>
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        <curCd>USD</curCd>
        <valUSD>208963.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SERVICEMASTER GLOBAL HOLDINGS, INC.</name>
        <lei>549300GS10644JGL8R77</lei>
        <title>SERVICEMASTER GLOBAL HOLDING COMMON STOCK</title>
        <cusip>81761R109</cusip>
        <identifiers>
          <isin value="US81761R1095"/>
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        <balance>-2996.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-119540.40000000</valUSD>
        <pctVal>-0.01573442080</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SUGAR #11 (WORLD) OCT20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SBV0"/>
        </identifiers>
        <balance>158.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2240313.60000000</valUSD>
        <pctVal>0.294879696824</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Sugar</issuerName>
                <issueTitle>Sugar #11 World Future Oct 2020</issueTitle>
                <identifiers>
                  <ticker value="SBV0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-03</expDate>
            <notionalAmt>2151286.76000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>89026.84000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LIFE STORAGE, INC.</name>
        <lei>W9EE01AFDDF9DQCQZC68</lei>
        <title>LIFE STORAGE INC REIT</title>
        <cusip>53223X107</cusip>
        <identifiers>
          <isin value="US53223X1072"/>
        </identifiers>
        <balance>783.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82551.69000000</valUSD>
        <pctVal>0.010865807947</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DUPONT DE NEMOURS, INC.</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DUPONT DE NEMOURS INC COMMON STOCK</title>
        <cusip>26614N102</cusip>
        <identifiers>
          <isin value="US26614N1028"/>
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        <balance>-9116.90470000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-508358.61000000</valUSD>
        <pctVal>-0.06691234334</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRK: CHASE SECURITIES  12,773,750.00</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="935I321A1"/>
        </identifiers>
        <balance>-12773750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-12773750.00000000</valUSD>
        <pctVal>-1.68133583053</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <clearedCentCparty centralCounterparty="CHASE SECURITIES, INC." isCleared="Y"/>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.19000000</repurchaseRt>
          <maturityDt>2050-12-31</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>12773750.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>13029225.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VEREIT, INC.</name>
        <lei>5493002H54FNIBW75H44</lei>
        <title>VEREIT INC REIT</title>
        <cusip>92339V100</cusip>
        <identifiers>
          <isin value="US92339V1008"/>
        </identifiers>
        <balance>21553.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>144836.16000000</valUSD>
        <pctVal>0.019063957362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAYLOR MORRISON HOME CORPORATION</name>
        <lei>5299009UDLLGLKOOJE30</lei>
        <title>TAYLOR MORRISON HOME CORP COMMON STOCK</title>
        <cusip>87724P106</cusip>
        <identifiers>
          <isin value="US87724P1066"/>
        </identifiers>
        <balance>-5759.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-135509.27000000</valUSD>
        <pctVal>-0.01783631204</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLEETCOR TECHNOLOGIES, INC.</name>
        <lei>549300DG6RR0NQSFLN74</lei>
        <title>FLEETCOR TECHNOLOGIES INC COMMON STOCK</title>
        <cusip>339041105</cusip>
        <identifiers>
          <isin value="US3390411052"/>
        </identifiers>
        <balance>195.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49032.75000000</valUSD>
        <pctVal>0.006453901121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORACLE CORPORATION</name>
        <lei>1Z4GXXU7ZHVWFCD8TV52</lei>
        <title>ORACLE CORP COMMON STOCK</title>
        <cusip>68389X105</cusip>
        <identifiers>
          <isin value="US68389X1054"/>
        </identifiers>
        <balance>5430.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>310704.60000000</valUSD>
        <pctVal>0.040896273740</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL REALTY INVESTMENT TRUST</name>
        <lei>549300LI6XZ51GOCJ427</lei>
        <title>FEDERAL REALTY INVS TRUST REIT</title>
        <cusip>313747206</cusip>
        <identifiers>
          <isin value="US3137472060"/>
        </identifiers>
        <balance>1721.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>136372.04000000</valUSD>
        <pctVal>0.017949873540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN EXPRESS COMPANY</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO MATURITY: PERPETUAL</title>
        <cusip>025816BL2</cusip>
        <identifiers>
          <isin value="US025816BL21"/>
        </identifiers>
        <balance>364000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>337610.00000000</valUSD>
        <pctVal>0.044437678030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2168-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.59838000</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>UNIVERSAL HEALTH SERVICES, INC.</name>
        <lei>549300YGMGQDO0NMJD09</lei>
        <title>UNIVERSAL HEALTH SERVICES-B COMMON STOCK</title>
        <cusip>913903100</cusip>
        <identifiers>
          <isin value="US9139031002"/>
        </identifiers>
        <balance>902.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>99535.70000000</valUSD>
        <pctVal>0.013101316279</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QUEST DIAGNOSTICS INCORPORATED</name>
        <lei>8MCWUBXQ0WE04KMXBX50</lei>
        <title>QUEST DIAGNOSTICS INC COMMON STOCK</title>
        <cusip>74834L100</cusip>
        <identifiers>
          <isin value="US74834L1008"/>
        </identifiers>
        <balance>1141.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>126924.84000000</valUSD>
        <pctVal>0.016706392506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPECTRUM BRANDS, INC.</name>
        <lei>549300VU3EH2E73C1Q04</lei>
        <title>SPECTRUM BRANDS INC 5.750000% 07/15/2025</title>
        <cusip>84762LAU9</cusip>
        <identifiers>
          <isin value="US84762LAU98"/>
        </identifiers>
        <balance>685000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>707262.50000000</valUSD>
        <pctVal>0.093092927514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SUGAR (WRLD) OPTN Oct20P 11.75 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1SB1175V0"/>
        </identifiers>
        <balance>120.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4032.00000000</valUSD>
        <pctVal>0.000530709155</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MARKET AXESS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Put</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Put Option 11.75 Sep 2020 on Sugar #11 World Future Oct 2020</issueTitle>
                <identifiers>
                  <ticker value="SBV0-09/2020-P-11.75"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>134400.00000000</shareNo>
            <exercisePrice>11.75000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>-31514.40000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>UBS COMMERCIAL MORTGAGE TRUST 2018-C9 UBSCM 2018-C9 A4</title>
        <cusip>90291JAW7</cusip>
        <identifiers>
          <isin value="US90291JAW71"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1744723.20000000</valUSD>
        <pctVal>0.229647960115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.11700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BARCLAYS PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>BARCLAYS PLC 3.684000% 01/10/2023</title>
        <cusip>06738EAS4</cusip>
        <identifiers>
          <isin value="US06738EAS46"/>
        </identifiers>
        <balance>755000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>783107.05000000</valUSD>
        <pctVal>0.103075912892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.68400000</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>Qiagen N.V.</name>
        <lei>54930036WK3GMCN17Z57</lei>
        <title>QIAGEN N.V. COMMON STOCK</title>
        <cusip>N72482123</cusip>
        <identifiers>
          <isin value="NL0012169213"/>
        </identifiers>
        <balance>2106.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107321.76000000</valUSD>
        <pctVal>0.014126150933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARRIOTT INTERNATIONAL, INC.</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>MARRIOTT INTERNATIONAL -CL A COMMON STOCK</title>
        <cusip>571903202</cusip>
        <identifiers>
          <isin value="US5719032022"/>
        </identifiers>
        <balance>-6956.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-715841.96000000</valUSD>
        <pctVal>-0.09422219288</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Kerajaan Malaysia</name>
        <lei>254900GSIL471JOBYY43</lei>
        <title>MALAYSIA GOVERNMENT 3.882000% 03/10/2022</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="MYBMI1700018"/>
        </identifiers>
        <balance>5183000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="MYR" exchangeRt="4.16550000"/>
        <valUSD>1284650.68000000</valUSD>
        <pctVal>0.169091239299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FACEBOOK, INC.</name>
        <lei>BQ4BKCS1HXDV9HN80Z93</lei>
        <title>FACEBOOK INC-CLASS A COMMON STOCK</title>
        <cusip>30303M102</cusip>
        <identifiers>
          <isin value="US30303M1027"/>
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        <balance>7304.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2141532.80000000</valUSD>
        <pctVal>0.281877743724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Carnival Corporation</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>CARNIVAL CORP COMMON STOCK</title>
        <cusip>143658300</cusip>
        <identifiers>
          <isin value="PA1436583006"/>
        </identifiers>
        <balance>-12089.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-199226.72000000</valUSD>
        <pctVal>-0.02622307644</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZOOM VIDEO COMMUNICATIONS, INC.</name>
        <lei>549300T9GCHU0ODOM055</lei>
        <title>ZOOM VIDEO COMMUNICATIONS-A COMMON STOCK</title>
        <cusip>98980L101</cusip>
        <identifiers>
          <isin value="US98980L1017"/>
        </identifiers>
        <balance>288.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93628.80000000</valUSD>
        <pctVal>0.012323824735</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTEGRA LIFESCIENCES HOLDINGS CORPORATION</name>
        <lei>WB7IJCYY8YFTENS4O147</lei>
        <title>INTEGRA LIFESCIENCES HOLDING COMMON STOCK</title>
        <cusip>457985208</cusip>
        <identifiers>
          <isin value="US4579852082"/>
        </identifiers>
        <balance>672.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32114.88000000</valUSD>
        <pctVal>0.004227098419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BIO-RAD LABORATORIES, INC.</name>
        <lei>549300ZC1GPV35XYDK53</lei>
        <title>BIO-RAD LABORATORIES-A COMMON STOCK</title>
        <cusip>090572207</cusip>
        <identifiers>
          <isin value="US0905722072"/>
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        <balance>198.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>100700.82000000</valUSD>
        <pctVal>0.013254674377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CASEY'S GENERAL STORES, INC.</name>
        <lei>549300CAFWSI86V66Q65</lei>
        <title>CASEY'S GENERAL STORES INC COMMON STOCK</title>
        <cusip>147528103</cusip>
        <identifiers>
          <isin value="US1475281036"/>
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        <balance>1003.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>178383.55000000</valUSD>
        <pctVal>0.023479608900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS857209</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-360000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-114300.00000000</valUSD>
        <pctVal>-0.01504465684</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="1140.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="1140.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-44934.62000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-360000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-69365.38000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VAIL RESORTS, INC.</name>
        <lei>529900PSZHRNU9HKH870</lei>
        <title>VAIL RESORTS INC COMMON STOCK</title>
        <cusip>91879Q109</cusip>
        <identifiers>
          <isin value="US91879Q1094"/>
        </identifiers>
        <balance>-1048.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-228118.16000000</valUSD>
        <pctVal>-0.03002589184</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELLTOWER INC 3.100000% 01/15/2030</title>
        <cusip>95040QAJ3</cusip>
        <identifiers>
          <isin value="US95040QAJ31"/>
        </identifiers>
        <balance>93000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97829.08000000</valUSD>
        <pctVal>0.012876683626</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DELL INTERNATIONAL L.L.C.</name>
        <lei>N/A</lei>
        <title>DELL INTERNATIONAL LLC / EMC CORP 144A 5.450000% 06/15/2023</title>
        <cusip>25272KAG8</cusip>
        <identifiers>
          <isin value="US25272KAG85"/>
        </identifiers>
        <balance>128000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>141372.11000000</valUSD>
        <pctVal>0.018608004225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45000000</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>SERVICE CORPORATION INTERNATIONAL</name>
        <lei>549300RKVM2ME20JHZ15</lei>
        <title>SERVICE CORP INTERNATIONAL COMMON STOCK</title>
        <cusip>817565104</cusip>
        <identifiers>
          <isin value="US8175651046"/>
        </identifiers>
        <balance>-4124.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-188260.60000000</valUSD>
        <pctVal>-0.02477966863</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TECHTARGET, INC.</name>
        <lei>529900YQA5JL2H2VMB84</lei>
        <title>TECHTARGET COMMON STOCK</title>
        <cusip>87874R100</cusip>
        <identifiers>
          <isin value="US87874R1005"/>
        </identifiers>
        <balance>-1366.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-54202.88000000</valUSD>
        <pctVal>-0.00713441583</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>APACHE CORPORATION</name>
        <lei>72ZZ1XRHOOU9P9X16K08</lei>
        <title>APACHE CORP COMMON STOCK</title>
        <cusip>037411105</cusip>
        <identifiers>
          <isin value="US0374111054"/>
        </identifiers>
        <balance>23208.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>343478.40000000</valUSD>
        <pctVal>0.045210102040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GARTNER, INC.</name>
        <lei>PP55B5R38BFB8O8HH686</lei>
        <title>GARTNER INC COMMON STOCK</title>
        <cusip>366651107</cusip>
        <identifiers>
          <isin value="US3666511072"/>
        </identifiers>
        <balance>400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51928.00000000</valUSD>
        <pctVal>0.006834986359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
        <title>AIR LEASE CORP MTN 4.250000% 02/01/2024</title>
        <cusip>00914AAA0</cusip>
        <identifiers>
          <isin value="US00914AAA07"/>
        </identifiers>
        <balance>291000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>303928.84000000</valUSD>
        <pctVal>0.040004419111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: MACQUARIE BANK LIMITED</name>
        <lei>N/A</lei>
        <title>BRK: MACQUARIE BANK LIMITED REF: MACQUARIE COMMODITY PRODUCT 251E</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="MQCP251E"/>
        </identifiers>
        <balance>21326.82140000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10488.41000000</valUSD>
        <pctVal>-0.00138052956</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MACQUARIE BANK LIMITED</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.33000000"/>
            <terminationDt>2020-09-05</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1853673.88000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10488.41000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REXFORD INDUSTRIAL REALTY, INC</name>
        <lei>549300MSLO0DF0EMX355</lei>
        <title>REXFORD INDUSTRIAL REALTY IN REIT</title>
        <cusip>76169C100</cusip>
        <identifiers>
          <isin value="US76169C1009"/>
        </identifiers>
        <balance>1672.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80222.56000000</valUSD>
        <pctVal>0.010559237854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUTURE DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KCZ0"/>
        </identifiers>
        <balance>78.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3774712.50000000</valUSD>
        <pctVal>0.496843869358</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Coffee</issuerName>
                <issueTitle>Coffee C Future Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="KCZ0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-21</expDate>
            <notionalAmt>3482698.46000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>292014.04000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BALL CORPORATION</name>
        <lei>0BGI85ALH27ZJP15DY16</lei>
        <title>BALL CORP COMMON STOCK</title>
        <cusip>058498106</cusip>
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        <name>WALMART INC.</name>
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        <name>PALO ALTO NETWORKS, INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>United States of America</name>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <name>ORMAT TECHNOLOGIES, INC.</name>
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        <name>N/A</name>
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        <name>CALAVO GROWERS, INC.</name>
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        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
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        <name>MICROSTRATEGY INCORPORATED</name>
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        <name>ORACLE CORPORATION</name>
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        <name>Oleoducto Central S.A</name>
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        <name>ASHFORD HOSPITALITY TRUST</name>
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        <title>ASHFORD HOSPITALITY TRUST 2018-KEYS AHT1 2018-KEYS A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
          <annualizedRt>1.17474840</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>AUTODESK, INC.</name>
        <lei>FRKKVKAIQEF3FCSTPG55</lei>
        <title>AUTODESK INC COMMON STOCK</title>
        <cusip>052769106</cusip>
        <identifiers>
          <isin value="US0527691069"/>
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        <balance>537.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>131940.90000000</valUSD>
        <pctVal>0.017366627864</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PROOFPOINT, INC.</name>
        <lei>529900C5FODDK0WSR085</lei>
        <title>PROOFPOINT INC COMMON STOCK</title>
        <cusip>743424103</cusip>
        <identifiers>
          <isin value="US7434241037"/>
        </identifiers>
        <balance>100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10967.00000000</valUSD>
        <pctVal>0.001443523636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WOLVERINE WORLD WIDE, INC.</name>
        <lei>549300OVC7PK14LQ8D87</lei>
        <title>WOLVERINE WORLD WIDE INC COMMON STOCK</title>
        <cusip>978097103</cusip>
        <identifiers>
          <isin value="US9780971035"/>
        </identifiers>
        <balance>-1854.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-46312.92000000</valUSD>
        <pctVal>-0.00609590541</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REPUBLIC OF SOUTH AFRICA</name>
        <lei>378900AAFB4F17004C49</lei>
        <title>REPUBLIC OF SOUTH AFRICA 8.000000% 01/31/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="ZAG000106998"/>
        </identifiers>
        <balance>139901000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="ZAR" exchangeRt="16.94125000"/>
        <valUSD>7603996.35000000</valUSD>
        <pctVal>1.000870654153</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ZA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Sonos Inc</name>
        <lei>549300WEPU6075I77M08</lei>
        <title>SONOS INC COMMON STOCK</title>
        <cusip>83570H108</cusip>
        <identifiers>
          <isin value="US83570H1086"/>
        </identifiers>
        <balance>-3904.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-54929.28000000</valUSD>
        <pctVal>-0.00723002772</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>MOLINA HEALTHCARE, INC.</name>
        <lei>549300NQQCEQ46YHZ591</lei>
        <title>MOLINA HEALTHCARE INC COMMON STOCK</title>
        <cusip>60855R100</cusip>
        <identifiers>
          <isin value="US60855R1005"/>
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        <balance>462.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85456.14000000</valUSD>
        <pctVal>0.011248104129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>LEAN HOGS FUTURE  DEC20 PHYSICAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="LHZ0"/>
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        <balance>38.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>837900.00000000</valUSD>
        <pctVal>0.110287996273</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Hogs</issuerName>
                <issueTitle>LEAN HOGS FUTURE(Consolidated) Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="LNCZ0"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-17</expDate>
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            <curCd>USD</curCd>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ETSY, INC.</name>
        <lei>54930089Q7XT501AEA40</lei>
        <title>ETSY INC COMMON STOCK</title>
        <cusip>29786A106</cusip>
        <identifiers>
          <isin value="US29786A1060"/>
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        <balance>-1100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-131670.00000000</valUSD>
        <pctVal>-0.01733097084</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>COFFEE 'C' FUTURE DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KCZ0"/>
        </identifiers>
        <balance>19.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>919481.25000000</valUSD>
        <pctVal>0.121026070741</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Coffee</issuerName>
                <issueTitle>Coffee C Future Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="KCZ0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-21</expDate>
            <notionalAmt>823006.53000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>96474.72000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>N/A</title>
        <cusip>TR1058398</cusip>
        <identifiers>
          <other otherDesc="All Others" value="TR1058398"/>
        </identifiers>
        <balance>15379997.60000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-426804.41000000</valUSD>
        <pctVal>-0.05617782931</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>N/A</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="68275.13000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.30638000"/>
            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <upfrontPmnt>3272.31000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-51871.83810000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-430076.72000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALBERTSONS COMPANIES, INC.</name>
        <lei>549300YKWOC0AOR16R51</lei>
        <title>ALBERTSONS COS INC / SAFEWAY INC / NEW ALBERTSONS 3.500000% 02/15/2023</title>
        <cusip>013092AD3</cusip>
        <identifiers>
          <isin value="US013092AD31"/>
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        <balance>873000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>892642.50000000</valUSD>
        <pctVal>0.117493439209</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRANSDIGM INC.</name>
        <lei>88Q84GB3X55CF5OC7582</lei>
        <title>TRANSDIGM INC 144A 6.250000% 03/15/2026</title>
        <cusip>893647BE6</cusip>
        <identifiers>
          <isin value="US893647BE67"/>
        </identifiers>
        <balance>448000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>472953.60000000</valUSD>
        <pctVal>0.062252183881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Global Blood Therapeutics Inc</name>
        <lei>549300U4G0QKK99GRT15</lei>
        <title>GLOBAL BLOOD THERAPEUTICS IN COMMON STOCK</title>
        <cusip>37890U108</cusip>
        <identifiers>
          <isin value="US37890U1088"/>
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        <balance>700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43946.00000000</valUSD>
        <pctVal>0.005784361241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>MEDTRONIC PUBLIC LIMITED COMPANY</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>MEDTRONIC PLC COMMON STOCK</title>
        <cusip>G5960L103</cusip>
        <identifiers>
          <isin value="IE00BTN1Y115"/>
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        <balance>11486.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1234400.42000000</valUSD>
        <pctVal>0.162477084283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NVIDIA CORPORATION</name>
        <lei>549300S4KLFTLO7GSQ80</lei>
        <title>NVIDIA CORP COMMON STOCK</title>
        <cusip>67066G104</cusip>
        <identifiers>
          <isin value="US67066G1040"/>
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        <balance>-3024.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1617779.52000000</valUSD>
        <pctVal>-0.21293908780</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ACADIA PHARMACEUTICALS INC.</name>
        <lei>529900O3044NO0PEA039</lei>
        <title>ACADIA PHARMACEUTICALS INC COMMON STOCK</title>
        <cusip>004225108</cusip>
        <identifiers>
          <isin value="US0042251084"/>
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        <balance>900.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35631.00000000</valUSD>
        <pctVal>0.004689905233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>XPERI HOLDING CORPORATION</name>
        <lei>N/A</lei>
        <title>XPERI HOLDING CORP COMMON STOCK</title>
        <cusip>98390M103</cusip>
        <identifiers>
          <isin value="US98390M1036"/>
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        <balance>6392.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80091.76000000</valUSD>
        <pctVal>0.010542021396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LHC GROUP, INC.</name>
        <lei>5299009NPLWAMRQYZX73</lei>
        <title>LHC GROUP INC COMMON STOCK</title>
        <cusip>50187A107</cusip>
        <identifiers>
          <isin value="US50187A1079"/>
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        <balance>300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62532.00000000</valUSD>
        <pctVal>0.008230730377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHEMED CORPORATION</name>
        <lei>54930020031IDJT2IM79</lei>
        <title>CHEMED CORP COMMON STOCK</title>
        <cusip>16359R103</cusip>
        <identifiers>
          <isin value="US16359R1032"/>
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        <balance>150.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77566.50000000</valUSD>
        <pctVal>0.010209635831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDENTREE LOAN MANAGEMENT US CLO LTD</name>
        <lei>N/A</lei>
        <title>GOLDENTREE LOAN MANAGEMENT US CLO 7 LTD GLM 2020-7A A</title>
        <cusip>38138LAA6</cusip>
        <identifiers>
          <isin value="US38138LAA61"/>
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        <balance>733465.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>736458.27000000</valUSD>
        <pctVal>0.096935800140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.30802120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MILLS, INC.</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GENERAL MILLS INC COMMON STOCK</title>
        <cusip>370334104</cusip>
        <identifiers>
          <isin value="US3703341046"/>
        </identifiers>
        <balance>14456.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>924461.20000000</valUSD>
        <pctVal>0.121681553145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OGE ENERGY CORP.</name>
        <lei>CE5OG6JPOZMDSA0LAQ19</lei>
        <title>OGE ENERGY CORP COMMON STOCK</title>
        <cusip>670837103</cusip>
        <identifiers>
          <isin value="US6708371033"/>
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        <balance>4685.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149264.10000000</valUSD>
        <pctVal>0.019646781841</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>HAWAIIAN ELECTRIC INDUSTRIES, INC.</name>
        <lei>JJ8FWOCWCV22X7GUPJ23</lei>
        <title>HAWAIIAN ELECTRIC INDS COMMON STOCK</title>
        <cusip>419870100</cusip>
        <identifiers>
          <isin value="US4198701009"/>
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        <balance>2450.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84794.50000000</valUSD>
        <pctVal>0.011161016231</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>FMC CORPORATION</name>
        <lei>CKDHZ2X64EEBQCSP7013</lei>
        <title>FMC CORP COMMON STOCK</title>
        <cusip>302491303</cusip>
        <identifiers>
          <isin value="US3024913036"/>
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        <balance>-1967.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-210193.62000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE24 MORTGAGE TRUST COMM 2015-CR24 A5</title>
        <cusip>12593JBF2</cusip>
        <identifiers>
          <isin value="US12593JBF21"/>
        </identifiers>
        <balance>490000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>545619.66000000</valUSD>
        <pctVal>0.071816802755</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.69600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 12/31/2020</title>
        <cusip>912796TY5</cusip>
        <identifiers>
          <isin value="US912796TY52"/>
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        <balance>5500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5497781.69000000</valUSD>
        <pctVal>0.723641635686</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-31</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAYFAIR INC.</name>
        <lei>54930027N9ZAVYFDHK53</lei>
        <title>WAYFAIR INC- CLASS A COMMON STOCK</title>
        <cusip>94419L101</cusip>
        <identifiers>
          <isin value="US94419L1017"/>
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        <balance>-624.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-185053.44000000</valUSD>
        <pctVal>-0.02435752846</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENTEX CORPORATION</name>
        <lei>549300S3UD8XV1MN0287</lei>
        <title>GENTEX CORP COMMON STOCK</title>
        <cusip>371901109</cusip>
        <identifiers>
          <isin value="US3719011096"/>
        </identifiers>
        <balance>-19469.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-526636.45000000</valUSD>
        <pctVal>-0.06931815113</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVID TECHNOLOGY, INC.</name>
        <lei>549300PQGW3DXKJTQ914</lei>
        <title>AVID TECHNOLOGY INC COMMON STOCK</title>
        <cusip>05367P100</cusip>
        <identifiers>
          <isin value="US05367P1003"/>
        </identifiers>
        <balance>-1600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-12960.00000000</valUSD>
        <pctVal>-0.00170585085</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-NXS6 WFCM 2016-NXS6 C</title>
        <cusip>95000KBH7</cusip>
        <identifiers>
          <isin value="US95000KBH77"/>
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        <balance>620000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>589411.31000000</valUSD>
        <pctVal>0.077580847787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.45815000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ECOLAB INC.</name>
        <lei>82DYEISM090VG8LTLS26</lei>
        <title>ECOLAB INC COMMON STOCK</title>
        <cusip>278865100</cusip>
        <identifiers>
          <isin value="US2788651006"/>
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        <balance>-3910.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-770582.80000000</valUSD>
        <pctVal>-0.10142741732</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AVISTA CORPORATION</name>
        <lei>Q0IK63NITJD6RJ47SW96</lei>
        <title>AVISTA CORP COMMON STOCK</title>
        <cusip>05379B107</cusip>
        <identifiers>
          <isin value="US05379B1070"/>
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        <balance>1600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58976.00000000</valUSD>
        <pctVal>0.007762674386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>IDACORP, INC.</name>
        <lei>N134NUJDWN8UEFA8B673</lei>
        <title>IDACORP INC COMMON STOCK</title>
        <cusip>451107106</cusip>
        <identifiers>
          <isin value="US4511071064"/>
        </identifiers>
        <balance>1200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>107880.00000000</valUSD>
        <pctVal>0.014199628879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATMOS ENERGY CORPORATION</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>ATMOS ENERGY CORP COMMON STOCK</title>
        <cusip>049560105</cusip>
        <identifiers>
          <isin value="US0495601058"/>
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        <balance>927.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92533.14000000</valUSD>
        <pctVal>0.012179609260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2013-WB BAMLL 2013-WBRK D</title>
        <cusip>05525BAL4</cusip>
        <identifiers>
          <isin value="US05525BAL45"/>
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        <balance>395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349066.56000000</valUSD>
        <pctVal>0.045945639657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.65211000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WHIRLPOOL CORPORATION</name>
        <lei>WHENKOULSSK7WUM60H03</lei>
        <title>WHIRLPOOL CORP COMMON STOCK</title>
        <cusip>963320106</cusip>
        <identifiers>
          <isin value="US9633201069"/>
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        <balance>-2445.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-434525.40000000</valUSD>
        <pctVal>-0.05719409917</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>FEDERAL FARM CREDIT BANK 0.950000% 04/08/2022</title>
        <cusip>3133ELVV3</cusip>
        <identifiers>
          <isin value="US3133ELVV35"/>
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        <balance>4300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4303370.60000000</valUSD>
        <pctVal>0.566428118746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HALLIBURTON COMPANY</name>
        <lei>ENYF8GB5SMQZ25S06U51</lei>
        <title>HALLIBURTON CO COMMON STOCK</title>
        <cusip>406216101</cusip>
        <identifiers>
          <isin value="US4062161017"/>
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        <balance>55732.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>901743.76000000</valUSD>
        <pctVal>0.118691386135</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FOX FACTORY HOLDING CORP.</name>
        <lei>529900GE1HSV0617R721</lei>
        <title>FOX FACTORY HOLDING CORP COMMON STOCK</title>
        <cusip>35138V102</cusip>
        <identifiers>
          <isin value="US35138V1026"/>
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        <balance>-1878.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-189321.18000000</valUSD>
        <pctVal>-0.02491926673</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 11/05/2020</title>
        <cusip>912796TP4</cusip>
        <identifiers>
          <isin value="US912796TP46"/>
        </identifiers>
        <balance>49500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>49490839.04000000</valUSD>
        <pctVal>6.514196767676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTURY COMMUNITIES, INC.</name>
        <lei>5299002QMB2O7ZL1CA26</lei>
        <title>CENTURY COMMUNITIES INC COMMON STOCK</title>
        <cusip>156504300</cusip>
        <identifiers>
          <isin value="US1565043007"/>
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        <balance>-1659.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-59193.12000000</valUSD>
        <pctVal>-0.00779125265</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>State of Qatar</name>
        <lei>52990074F6OJOAXK4P65</lei>
        <title>QATAR GOVERNMENT INTERNATIONAL BOND 144A 3.400000% 04/16/2025</title>
        <cusip>74727PBC4</cusip>
        <identifiers>
          <isin value="US74727PBC41"/>
        </identifiers>
        <balance>294000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>322379.82000000</valUSD>
        <pctVal>0.042433016334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>QA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mylan N.V.</name>
        <lei>549300A0CD4KNFGIIS89</lei>
        <title>MYLAN NV COMMON STOCK</title>
        <cusip>N59465109</cusip>
        <identifiers>
          <isin value="NL0011031208"/>
        </identifiers>
        <balance>6895.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112940.10000000</valUSD>
        <pctVal>0.014865660971</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANTERO MIDSTREAM CORPORATION</name>
        <lei>N/A</lei>
        <title>ANTERO MIDSTREAM CORP COMMON STOCK</title>
        <cusip>03676B102</cusip>
        <identifiers>
          <isin value="US03676B1026"/>
        </identifiers>
        <balance>17500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>118475.00000000</valUSD>
        <pctVal>0.015594188278</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EPLUS INC.</name>
        <lei>529900FFY8AAFJ21NE91</lei>
        <title>EPLUS INC COMMON STOCK</title>
        <cusip>294268107</cusip>
        <identifiers>
          <isin value="US2942681071"/>
        </identifiers>
        <balance>-700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-53704.00000000</valUSD>
        <pctVal>-0.00706875110</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>B.A.T CAPITAL CORPORATION</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT CAPITAL CORP 3.215000% 09/06/2026</title>
        <cusip>05526DBJ3</cusip>
        <identifiers>
          <isin value="US05526DBJ37"/>
        </identifiers>
        <balance>971000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1053519.77000000</valUSD>
        <pctVal>0.138668796357</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.21500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN MEAL FUTR DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SMZ0"/>
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        <balance>101.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3156250.00000000</valUSD>
        <pctVal>0.415439179185</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Soybean Meal</issuerName>
                <issueTitle>Soybean Meal Future Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="SMZ0"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-17</expDate>
            <notionalAmt>3013271.87000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>142978.13000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Virgolino de Oliveira Finance S.A.</name>
        <lei>N/A</lei>
        <title>VIRGOLINO DE OLIVEIRA FI 10.5% 01/28/2018</title>
        <cusip>92824BAA4</cusip>
        <identifiers>
          <isin value="US92824BAA44"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5000.00000000</valUSD>
        <pctVal>0.000658121471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2018-01-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
          <isDefault>Y</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS849772</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
        </identifiers>
        <balance>509000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>104735.31000000</valUSD>
        <pctVal>0.013785711277</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="-296.92000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <fixedPmntDesc amount="-296.92000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2058-09-17</terminationDt>
            <upfrontPmnt>39930.92000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>509000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>64804.39000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAMDEN PROPERTY TRUST</name>
        <lei>5493002MYX22OHYJBD89</lei>
        <title>CAMDEN PROPERTY TRUST REIT</title>
        <cusip>133131102</cusip>
        <identifiers>
          <isin value="US1331311027"/>
        </identifiers>
        <balance>1907.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>173422.58000000</valUSD>
        <pctVal>0.022826624724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cracker Barrel Old Country Store, Inc.</name>
        <lei>8P4PHQIUWPIECBFBW745</lei>
        <title>CRACKER BARREL OLD COUNTRY COMMON STOCK</title>
        <cusip>22410J106</cusip>
        <identifiers>
          <isin value="US22410J1060"/>
        </identifiers>
        <balance>-294.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-39310.74000000</valUSD>
        <pctVal>-0.00517424841</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2014-C2 JPMBB 2014-C21 A5</title>
        <cusip>46642EAY2</cusip>
        <identifiers>
          <isin value="US46642EAY23"/>
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        <balance>955000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1042298.36000000</valUSD>
        <pctVal>0.137191786184</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.77480000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSAIL COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CSAIL 2015-C4 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C4 A4</title>
        <cusip>12635RAX6</cusip>
        <identifiers>
          <isin value="US12635RAX61"/>
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        <balance>1070000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1191503.96000000</valUSD>
        <pctVal>0.156830868004</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.80790000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZOETIS INC.</name>
        <lei>549300HD9Q1LOC9KLJ48</lei>
        <title>ZOETIS INC COMMON STOCK</title>
        <cusip>98978V103</cusip>
        <identifiers>
          <isin value="US98978V1035"/>
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        <balance>3854.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>617025.40000000</valUSD>
        <pctVal>0.081215532899</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED STATES CELLULAR CORPORATION</name>
        <lei>N/A</lei>
        <title>US CELLULAR CORP COMMON STOCK</title>
        <cusip>911684108</cusip>
        <identifiers>
          <isin value="US9116841084"/>
        </identifiers>
        <balance>600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21828.00000000</valUSD>
        <pctVal>0.002873095098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DRYDEN CLO LTD</name>
        <lei>N/A</lei>
        <title>DRYDEN 78 CLO LTD DRSLF 2020-78A C</title>
        <cusip>26253LAE2</cusip>
        <identifiers>
          <isin value="US26253LAE20"/>
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        <balance>660000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>638228.58000000</valUSD>
        <pctVal>0.084006386505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.21699960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Celulosa Arauco y Constitucion S.A.</name>
        <lei>549300QEKV8G0AMNQD28</lei>
        <title>CELULOSA ARAUCO Y CONSTITUCION SA 144A 4.200000% 01/29/2030</title>
        <cusip>151191BJ1</cusip>
        <identifiers>
          <isin value="US151191BJ16"/>
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        <balance>404000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>429250.00000000</valUSD>
        <pctVal>0.056499728369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LCI INDUSTRIES</name>
        <lei>549300E1B98YNJ1WIQ04</lei>
        <title>LCI INDUSTRIES COMMON STOCK</title>
        <cusip>50189K103</cusip>
        <identifiers>
          <isin value="US50189K1034"/>
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        <balance>-2113.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-240100.19000000</valUSD>
        <pctVal>-0.03160301809</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAXIMUS, INC.</name>
        <lei>549300DQCDS8HJ7QF202</lei>
        <title>MAXIMUS INC COMMON STOCK</title>
        <cusip>577933104</cusip>
        <identifiers>
          <isin value="US5779331041"/>
        </identifiers>
        <balance>500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38775.00000000</valUSD>
        <pctVal>0.005103732015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC 3.000000% 03/22/2027</title>
        <cusip>92343VFF6</cusip>
        <identifiers>
          <isin value="US92343VFF67"/>
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        <balance>241000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269249.45000000</valUSD>
        <pctVal>0.035439768872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/ZAR SETTLE 2020-09-03</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00210577"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>155594.66000000</valUSD>
        <pctVal>0.020480037334</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>130775716.37000000</amtCurSold>
            <curSold>ZAR</curSold>
            <amtCurPur>7872601.29000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-03</settlementDt>
            <unrealizedAppr>155594.66000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CANTEL MEDICAL CORP.</name>
        <lei>549300ZFW3JXCDHTGW91</lei>
        <title>CANTEL MEDICAL CORP COMMON STOCK</title>
        <cusip>138098108</cusip>
        <identifiers>
          <isin value="US1380981084"/>
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        <balance>1396.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73262.08000000</valUSD>
        <pctVal>0.009643069585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>INSTALLED BUILDING PRODUCTS, INC.</name>
        <lei>549300I95Y9P9YM5FI86</lei>
        <title>INSTALLED BUILDING PRODUCTS COMMON STOCK</title>
        <cusip>45780R101</cusip>
        <identifiers>
          <isin value="US45780R1014"/>
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        <balance>-1122.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-97412.04000000</valUSD>
        <pctVal>-0.01282179103</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>LA-Z-BOY INCORPORATED</name>
        <lei>549300WNO1WMN9ZG2519</lei>
        <title>LA-Z-BOY INC COMMON STOCK</title>
        <cusip>505336107</cusip>
        <identifiers>
          <isin value="US5053361078"/>
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        <balance>-359.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-11667.50000000</valUSD>
        <pctVal>-0.00153572645</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AMEDISYS, INC.</name>
        <lei>5299001RBS9GK9STN379</lei>
        <title>AMEDISYS INC COMMON STOCK</title>
        <cusip>023436108</cusip>
        <identifiers>
          <isin value="US0234361089"/>
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        <balance>200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48380.00000000</valUSD>
        <pctVal>0.006367983362</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BRK: J.P. MORGAN CHASE</name>
        <lei>N/A</lei>
        <title>BRK: J.P. MORGAN CHASE PAY: 3-MONTH SEK - STIBOR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="IRS032676"/>
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        <balance>170000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="SEK" exchangeRt="8.62495000"/>
        <valUSD>-189089.75000000</valUSD>
        <pctVal>-0.02488880492</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: J.P. MORGAN CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <floatingPmntDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <terminationDt>2024-08-30</terminationDt>
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            <pmntCurCd>SEK</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>SEK</rcptCurCd>
            <notionalAmt>-170000000.00000000</notionalAmt>
            <curCd>SEK</curCd>
            <unrealizedAppr>-189089.75000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROADCOM INC.</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC 4.110000% 09/15/2028</title>
        <cusip>11135FAL5</cusip>
        <identifiers>
          <isin value="US11135FAL58"/>
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        <balance>566000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>633447.94000000</valUSD>
        <pctVal>0.083377138138</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.11000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Otter Tail Corporation</name>
        <lei>N/A</lei>
        <title>OTTER TAIL CORP COMMON STOCK</title>
        <cusip>689648103</cusip>
        <identifiers>
          <isin value="US6896481032"/>
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        <balance>5271.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>204778.35000000</valUSD>
        <pctVal>0.026953805826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>UBS Group AG</name>
        <lei>549300SZJ9VS8SGXAN81</lei>
        <title>UBS GROUP AG 144A 4.125000% 09/24/2025</title>
        <cusip>90351DAB3</cusip>
        <identifiers>
          <isin value="US90351DAB38"/>
        </identifiers>
        <balance>603000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>691920.23000000</valUSD>
        <pctVal>0.091073512051</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Republica Federativa do Brasil</name>
        <lei>254900ZFY40OYEADAP90</lei>
        <title>FED REPUBLIC OF BRAZIL 2.875000% 06/06/2025</title>
        <cusip>105756CD0</cusip>
        <identifiers>
          <isin value="US105756CD06"/>
        </identifiers>
        <balance>569000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575828.00000000</valUSD>
        <pctVal>0.075792954193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>BR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GILEAD SCIENCES, INC.</name>
        <lei>549300WTZWR07K8MNV44</lei>
        <title>GILEAD SCIENCES INC COMMON STOCK</title>
        <cusip>375558103</cusip>
        <identifiers>
          <isin value="US3755581036"/>
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        <balance>11433.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>763152.75000000</valUSD>
        <pctVal>0.100449442234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>HOST HOTELS &amp; RESORTS, L.P.</name>
        <lei>FXB7X4WXVA8QPMNOGS12</lei>
        <title>HOST HOTELS &amp; RESORTS LP 3.750000% 10/15/2023</title>
        <cusip>44107TAU0</cusip>
        <identifiers>
          <isin value="US44107TAU07"/>
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        <balance>13000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13492.68000000</valUSD>
        <pctVal>0.001775964484</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN HOMES 4 RENT</name>
        <lei>549300ZJUO7A58PNUW40</lei>
        <title>AMERICAN HOMES 4 RENT- A REIT</title>
        <cusip>02665T306</cusip>
        <identifiers>
          <isin value="US02665T3068"/>
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        <balance>4306.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>123323.84000000</valUSD>
        <pctVal>0.016232413422</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 4.450000% 09/29/2027</title>
        <cusip>172967KA8</cusip>
        <identifiers>
          <isin value="US172967KA87"/>
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        <balance>604000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>702170.98000000</valUSD>
        <pctVal>0.092422759787</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARROWHEAD PHARMACEUTICALS, INC.</name>
        <lei>549300O3CSB8T7OZ3D66</lei>
        <title>ARROWHEAD PHARMACEUTICALS IN COMMON STOCK</title>
        <cusip>04280A100</cusip>
        <identifiers>
          <isin value="US04280A1007"/>
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        <balance>1074.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45365.76000000</valUSD>
        <pctVal>0.005971236149</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BLOOMIN' BRANDS, INC.</name>
        <lei>E1UJ2GO305B5FXGV7N04</lei>
        <title>BLOOMIN' BRANDS INC COMMON STOCK</title>
        <cusip>094235108</cusip>
        <identifiers>
          <isin value="US0942351083"/>
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        <balance>-3500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-50190.00000000</valUSD>
        <pctVal>-0.00660622333</pctVal>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Adaptive Biotechnologies Corp</name>
        <lei>549300ZTF7OT1FW66Q96</lei>
        <title>ADAPTIVE BIOTECHNOLOGIES COMMON STOCK</title>
        <cusip>00650F109</cusip>
        <identifiers>
          <isin value="US00650F1093"/>
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        <balance>1854.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77144.94000000</valUSD>
        <pctVal>0.010154148293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Hertz Vehicle Financing II LP</name>
        <lei>549300FPK70TCB78NG05</lei>
        <title>HERTZ VEHICLE FINANCING II LP HERTZ 2019-1A A</title>
        <cusip>42806DCD9</cusip>
        <identifiers>
          <isin value="US42806DCD93"/>
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        <balance>499006.11110000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499185.55000000</valUSD>
        <pctVal>0.065704945791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.71000000</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>ON SEMICONDUCTOR CORPORATION</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON SEMICONDUCTOR CORP COMMON STOCK</title>
        <cusip>682189105</cusip>
        <identifiers>
          <isin value="US6821891057"/>
        </identifiers>
        <balance>-2277.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-48659.49000000</valUSD>
        <pctVal>-0.00640477103</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAGELLAN HEALTH, INC.</name>
        <lei>N/A</lei>
        <title>MAGELLAN HEALTH INC COMMON STOCK</title>
        <cusip>559079207</cusip>
        <identifiers>
          <isin value="US5590792074"/>
        </identifiers>
        <balance>98.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7395.08000000</valUSD>
        <pctVal>0.000973372186</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4693 SL</title>
        <cusip>3137BYRV4</cusip>
        <identifiers>
          <isin value="US3137BYRV43"/>
        </identifiers>
        <balance>1847185.36750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>418555.39000000</valUSD>
        <pctVal>0.055092057874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.98812120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAXALTA INCORPORATED</name>
        <lei>5493000JW8DCO3T45R55</lei>
        <title>BAXALTA INC 3.600000% 06/23/2022</title>
        <cusip>07177MAL7</cusip>
        <identifiers>
          <isin value="US07177MAL72"/>
        </identifiers>
        <balance>222000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>231788.32000000</valUSD>
        <pctVal>0.030508974069</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.60000000</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>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2017-5 LLC SCLP 2017-5 A2</title>
        <cusip>83405LAB6</cusip>
        <identifiers>
          <isin value="US83405LAB62"/>
        </identifiers>
        <balance>280308.51710000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>283122.00000000</valUSD>
        <pctVal>0.037265733477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.78000000</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>VORNADO REALTY TRUST</name>
        <lei>N/A</lei>
        <title>VORNADO REALTY TRUST REIT</title>
        <cusip>929042109</cusip>
        <identifiers>
          <isin value="US9290421091"/>
        </identifiers>
        <balance>4184.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149912.72000000</valUSD>
        <pctVal>0.019732155990</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HOSTESS BRANDS, INC.</name>
        <lei>N/A</lei>
        <title>HOSTESS BRANDS INC COMMON STOCK</title>
        <cusip>44109J106</cusip>
        <identifiers>
          <isin value="US44109J1060"/>
        </identifiers>
        <balance>3430.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44041.20000000</valUSD>
        <pctVal>0.005796891874</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MCDONALD'S CORPORATION</name>
        <lei>UE2136O97NLB5BYP9H04</lei>
        <title>MCDONALD'S CORP COMMON STOCK</title>
        <cusip>580135101</cusip>
        <identifiers>
          <isin value="US5801351017"/>
        </identifiers>
        <balance>-19250.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-4110260.00000000</valUSD>
        <pctVal>-0.54101007228</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS INC</name>
        <lei>N/A</lei>
        <title>CHL MORTGAGE PASS-THROUGH TRUST 2006-13 CWHL 2006-13 1A19</title>
        <cusip>12543TAU9</cusip>
        <identifiers>
          <isin value="US12543TAU97"/>
        </identifiers>
        <balance>67014.01880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46563.11000000</valUSD>
        <pctVal>0.006128836498</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DANA INCORPORATED</name>
        <lei>KVWHW7YLZPFJM8QYNJ51</lei>
        <title>DANA INC COMMON STOCK</title>
        <cusip>235825205</cusip>
        <identifiers>
          <isin value="US2358252052"/>
        </identifiers>
        <balance>-12439.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-173524.05000000</valUSD>
        <pctVal>-0.02283998064</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MDU RESOURCES GROUP, INC.</name>
        <lei>N/A</lei>
        <title>MDU RESOURCES GROUP INC COMMON STOCK</title>
        <cusip>552690109</cusip>
        <identifiers>
          <isin value="US5526901096"/>
        </identifiers>
        <balance>4055.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>95779.10000000</valUSD>
        <pctVal>0.012606856455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONEOK, INC.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK INC 5.850000% 01/15/2026</title>
        <cusip>682680BD4</cusip>
        <identifiers>
          <isin value="US682680BD48"/>
        </identifiers>
        <balance>347000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400064.68000000</valUSD>
        <pctVal>0.052658231217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.85000000</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>AT&amp;T INC.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T INC 4.350000% 03/01/2029</title>
        <cusip>00206RHJ4</cusip>
        <identifiers>
          <isin value="US00206RHJ41"/>
        </identifiers>
        <balance>1403000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1669681.03000000</valUSD>
        <pctVal>0.219770587439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.35000000</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>PNM RESOURCES, INC.</name>
        <lei>5493003JOBJGLZSDDQ28</lei>
        <title>PNM RESOURCES INC COMMON STOCK</title>
        <cusip>69349H107</cusip>
        <identifiers>
          <isin value="US69349H1077"/>
        </identifiers>
        <balance>2048.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>89456.64000000</valUSD>
        <pctVal>0.011774667118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LINDE PUBLIC LIMITED COMPANY</name>
        <lei>8945002PAZHZLBGKGF02</lei>
        <title>LINDE PLC COMMON STOCK</title>
        <cusip>G5494J103</cusip>
        <identifiers>
          <isin value="IE00BZ12WP82"/>
        </identifiers>
        <balance>-7439.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1857815.86000000</valUSD>
        <pctVal>-0.24453370168</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>RBOB GASOLINE FT  NOV20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LRBX0"/>
        </identifiers>
        <balance>24.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1197504.00000000</valUSD>
        <pctVal>0.157620619035</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Unleaded Gas</issuerName>
                <issueTitle>RBOB GASOLINE Nov 2020</issueTitle>
                <identifiers>
                  <ticker value="UHUX0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-11-01</expDate>
            <notionalAmt>1198600.32000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-1096.32000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CYRUSONE INC.</name>
        <lei>5493006S177ZK2ZNBU43</lei>
        <title>CYRUSONE INC REIT</title>
        <cusip>23283R100</cusip>
        <identifiers>
          <isin value="US23283R1005"/>
        </identifiers>
        <balance>1364.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>113934.92000000</valUSD>
        <pctVal>0.014996603451</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATWEST GROUP PLC</name>
        <lei>2138005O9XJIJN4JPN90</lei>
        <title>NATWEST GROUP PLC 8.625000% MATURITY: PERPETUAL</title>
        <cusip>780097BB6</cusip>
        <identifiers>
          <isin value="US780097BB64"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>588655.20000000</valUSD>
        <pctVal>0.077481325342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2168-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>Y</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NATWEST GROUP PLC</name>
              <title>NWG 8.625 PERP</title>
              <curCd>GBP</curCd>
              <identifiers>
                <cusip value="780097BB6"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="437.82837130" curCd="GBP"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL BUSINESS MACHINES CORPORATION</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
        <title>INTL BUSINESS MACHINES CORP COMMON STOCK</title>
        <cusip>459200101</cusip>
        <identifiers>
          <isin value="US4592001014"/>
        </identifiers>
        <balance>2431.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>299766.61000000</valUSD>
        <pctVal>0.039456568524</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2018-R07 CAS 2018-R07 1M2</title>
        <cusip>20753QAE9</cusip>
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          <isin value="US20753QAE98"/>
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        <balance>288820.74390000</balance>
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        <curCd>USD</curCd>
        <valUSD>287556.78000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.57163120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS851078</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>1255000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>258237.35000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="-732.08000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <fixedPmntDesc amount="-732.08000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1255000.00000000</notionalAmt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JONES LANG LASALLE INCORPORATED</name>
        <lei>6SYKCME112RT8TQUO411</lei>
        <title>JONES LANG LASALLE INC COMMON STOCK</title>
        <cusip>48020Q107</cusip>
        <identifiers>
          <isin value="US48020Q1076"/>
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        <balance>1095.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112828.80000000</valUSD>
        <pctVal>0.014851011187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2015-C03 1M2</title>
        <cusip>30711XBB9</cusip>
        <identifiers>
          <isin value="US30711XBB91"/>
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        <balance>332931.36460000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>342935.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.17163040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2017-DNA1 M2</title>
        <cusip>3137G0MD8</cusip>
        <identifiers>
          <isin value="US3137G0MD83"/>
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        <balance>827671.13750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>847511.41000000</valUSD>
        <pctVal>0.111553091333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.42513000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PROSPER MARKETPLACE ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2019-3 PMIT 2019-3A A</title>
        <cusip>74362DAA6</cusip>
        <identifiers>
          <isin value="US74362DAA63"/>
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        <balance>146819.29620000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>147541.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.19000000</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>ADTALEM GLOBAL EDUCATION INC.</name>
        <lei>549300Z467EZLMODV621</lei>
        <title>ADTALEM GLOBAL EDUCATION INC COMMON STOCK</title>
        <cusip>00737L103</cusip>
        <identifiers>
          <isin value="US00737L1035"/>
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        <balance>-1353.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-44919.60000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AMERICOLD REALTY TRUST</name>
        <lei>549300R7N1V5YV8MWH02</lei>
        <title>AMERICOLD REALTY TRUST REIT</title>
        <cusip>03064D108</cusip>
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          <isin value="US03064D1081"/>
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        <balance>2700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>103545.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ICU MEDICAL, INC.</name>
        <lei>5493003NRW7LS2QZRH60</lei>
        <title>ICU MEDICAL INC COMMON STOCK</title>
        <cusip>44930G107</cusip>
        <identifiers>
          <isin value="US44930G1076"/>
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        <balance>326.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65278.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>HEALTHEQUITY, INC.</name>
        <lei>529900LRJU1RAFQHM467</lei>
        <title>HEALTHEQUITY INC COMMON STOCK</title>
        <cusip>42226A107</cusip>
        <identifiers>
          <isin value="US42226A1079"/>
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        <balance>500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28740.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE VARIABLE RATE 10/22/2021</title>
        <cusip>3135G03R2</cusip>
        <identifiers>
          <isin value="US3135G03R28"/>
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        <balance>1800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1802806.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.38999880</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>DENTSPLY SIRONA INC.</name>
        <lei>9NHEHR1SOZCYXDO8HO28</lei>
        <title>DENTSPLY SIRONA INC COMMON STOCK</title>
        <cusip>24906P109</cusip>
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          <isin value="US24906P1093"/>
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        <balance>2748.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>123302.76000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE 0.500000% 06/17/2025</title>
        <cusip>3135G04Z3</cusip>
        <identifiers>
          <isin value="US3135G04Z35"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1504318.43000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SOUTHERN COPPER CORPORATION</name>
        <lei>2549007U6NAP46Q9TU15</lei>
        <title>SOUTHERN COPPER CORP COMMON STOCK</title>
        <cusip>84265V105</cusip>
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          <isin value="US84265V1052"/>
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        <balance>-1025.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-49302.50000000</valUSD>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>INTEGER HOLDINGS CORPORATION</name>
        <lei>549300SUD2ED5XG6X569</lei>
        <title>INTEGER HOLDINGS CORP COMMON STOCK</title>
        <cusip>45826H109</cusip>
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          <isin value="US45826H1095"/>
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        <balance>400.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27704.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CNX RESOURCES CORPORATION</name>
        <lei>549300JK3KH8PWM3B226</lei>
        <title>CNX RESOURCES CORP COMMON STOCK</title>
        <cusip>12653C108</cusip>
        <identifiers>
          <isin value="US12653C1080"/>
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        <balance>8540.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>93598.40000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BRIGHT HORIZONS FAMILY SOLUTIONS INC.</name>
        <lei>N/A</lei>
        <title>BRIGHT HORIZONS FAMILY SOLUT COMMON STOCK</title>
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          <isin value="US1091941005"/>
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        <curCd>USD</curCd>
        <valUSD>-214146.10000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Petroleos Mexicanos</name>
        <lei>549300CAZKPF4HKMPX17</lei>
        <title>PETROLEOS MEXICANOS 144A 6.840000% 01/23/2030</title>
        <cusip>71654QCT7</cusip>
        <identifiers>
          <isin value="US71654QCT76"/>
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        <balance>198000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190872.00000000</valUSD>
        <pctVal>0.025123392319</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.84000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHARTER COMMUNICATIONS, INC.</name>
        <lei>0J0XRGZE3PBRFEZ7MV65</lei>
        <title>CHARTER COMMUNICATIONS INC-A COMMON STOCK</title>
        <cusip>16119P108</cusip>
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          <isin value="US16119P1084"/>
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        <balance>-1786.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-1099479.46000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE J. M. SMUCKER COMPANY</name>
        <lei>5493000WDH6A0LHDJD55</lei>
        <title>JM SMUCKER CO/THE COMMON STOCK</title>
        <cusip>832696405</cusip>
        <identifiers>
          <isin value="US8326964058"/>
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        <balance>3027.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>363784.86000000</valUSD>
        <pctVal>0.047882925509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>HANESBRANDS INC.</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>HANESBRANDS INC COMMON STOCK</title>
        <cusip>410345102</cusip>
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          <isin value="US4103451021"/>
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        <balance>-12002.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-183510.58000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLOWERS FOODS, INC.</name>
        <lei>7YNCQQNDK8FBM9BBTK25</lei>
        <title>FLOWERS FOODS INC COMMON STOCK</title>
        <cusip>343498101</cusip>
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          <isin value="US3434981011"/>
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        <balance>5713.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>139739.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN TOWER CORPORATION</name>
        <lei>5493006ORUSIL88JOE18</lei>
        <title>AMERICAN TOWER CORP REIT</title>
        <cusip>03027X100</cusip>
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          <isin value="US03027X1000"/>
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        <balance>6646.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1655850.90000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>HELIX ENERGY SOLUTIONS GROUP, INC.</name>
        <lei>416AP2JOUTCWEGSOZW41</lei>
        <title>HELIX ENERGY SOLUTIONS GROUP COMMON STOCK</title>
        <cusip>42330P107</cusip>
        <identifiers>
          <isin value="US42330P1075"/>
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        <balance>22888.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>81939.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>CENTURYLINK, INC.</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>CENTURYLINK INC COMMON STOCK</title>
        <cusip>156700106</cusip>
        <identifiers>
          <isin value="US1567001060"/>
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        <balance>9791.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105253.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>THE MOSAIC COMPANY</name>
        <lei>2YD5STGSJNMUB7H76907</lei>
        <title>MOSAIC CO/THE COMMON STOCK</title>
        <cusip>61945C103</cusip>
        <identifiers>
          <isin value="US61945C1036"/>
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        <balance>-4661.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-84970.03000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CHANGE HEALTHCARE INC.</name>
        <lei>549300GS1BPJEDOZHM07</lei>
        <title>CHANGE HEALTHCARE INC COMMON STOCK</title>
        <cusip>15912K100</cusip>
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          <isin value="US15912K1007"/>
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        <balance>1000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14150.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST</name>
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        <title>MORGAN STANLEY BANK OF AMERICA MERRILL LYNCH TRUST MSBAM 2014-C16 A5</title>
        <cusip>61763MAF7</cusip>
        <identifiers>
          <isin value="US61763MAF77"/>
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        <balance>950000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>HEALTHPEAK PROPERTIES, INC.</name>
        <lei>PZ9HF5U52KPF0MH0QN75</lei>
        <title>HEALTHPEAK PROPERTIES INC REIT</title>
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          <isin value="US42250P1030"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC 7.500000% MATURITY: PERPETUAL</title>
        <cusip>G84228CQ9</cusip>
        <identifiers>
          <isin value="USG84228CQ91"/>
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        <balance>385000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>404731.25000000</valUSD>
        <pctVal>0.053272465201</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>Y</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>STANDARD CHARTERED PLC</name>
              <title>STAN 7.5 PERP</title>
              <curCd>GBP</curCd>
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                <isin value="GB0004082847"/>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>XILINX, INC.</name>
        <lei>6EY4K7ZMF9UX1CU6KC79</lei>
        <title>XILINX INC COMMON STOCK</title>
        <cusip>983919101</cusip>
        <identifiers>
          <isin value="US9839191015"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>INTUITIVE SURGICAL, INC.</name>
        <lei>54930052SRG011710797</lei>
        <title>INTUITIVE SURGICAL INC COMMON STOCK</title>
        <cusip>46120E602</cusip>
        <identifiers>
          <isin value="US46120E6023"/>
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        <balance>913.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>BOYD GAMING CORPORATION</name>
        <lei>254900787YGRYS2A1Z35</lei>
        <title>BOYD GAMING CORP COMMON STOCK</title>
        <cusip>103304101</cusip>
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          <isin value="US1033041013"/>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELLTOWER INC 4.000000% 06/01/2025</title>
        <cusip>42217KBF2</cusip>
        <identifiers>
          <isin value="US42217KBF21"/>
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        <balance>136000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153219.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS INC</name>
        <lei>N/A</lei>
        <title>CHL MORTGAGE PASS-THROUGH TRUST 2006-10 CWHL 2006-10 1A8</title>
        <cusip>1266942E7</cusip>
        <identifiers>
          <isin value="US1266942E74"/>
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        <balance>129705.79150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98578.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2020-1 MFT 2020-1A A</title>
        <cusip>57109JAA6</cusip>
        <identifiers>
          <isin value="US57109JAA60"/>
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        <balance>156782.93210000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>157983.78000000</valUSD>
        <pctVal>0.020794503568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.24000000</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>THE ENSIGN GROUP, INC.</name>
        <lei>5493003K4HEEA8Q0BC72</lei>
        <title>ENSIGN GROUP INC/THE COMMON STOCK</title>
        <cusip>29358P101</cusip>
        <identifiers>
          <isin value="US29358P1012"/>
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        <balance>361.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21132.94000000</valUSD>
        <pctVal>0.002781608316</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>LME ZINC FUTURE   DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MZNZ20"/>
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        <balance>56.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3527650.00000000</valUSD>
        <pctVal>0.464324442123</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Zinc</issuerName>
                <issueTitle>LME ZINC FUTURE Dec 2020</issueTitle>
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                  <other otherDesc="Other" value="N/A"/>
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            </descRefInstrmnt>
            <expDate>2020-12-17</expDate>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BHMS MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BHMS 2018-ATLS BHMS 2018-ATLS A</title>
        <cusip>05549GAA9</cusip>
        <identifiers>
          <isin value="US05549GAA94"/>
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        <balance>761870.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>728483.64000000</valUSD>
        <pctVal>0.095886145093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.42475040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GOLAR LNG LIMITED</name>
        <lei>213800C2VSFZG3EZLO34</lei>
        <title>GOLAR LNG LTD COMMON STOCK</title>
        <cusip>G9456A100</cusip>
        <identifiers>
          <isin value="BMG9456A1009"/>
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        <balance>5023.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>51988.05000000</valUSD>
        <pctVal>0.006842890398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRIANGLE RE LTD</name>
        <lei>N/A</lei>
        <title>MORTGAGE INSURANCE-LINKED NOTES SERIES 2019-1 TMIR 2019-1 M1</title>
        <cusip>89600TAA1</cusip>
        <identifiers>
          <isin value="US89600TAA16"/>
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        <balance>603409.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>585798.51000000</valUSD>
        <pctVal>0.077105315536</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.07163080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CATTLE FEEDER FUT OCT20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="FCV0"/>
        </identifiers>
        <balance>-29.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-2039062.50000000</valUSD>
        <pctVal>-0.26839016279</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Feeder Cattle</issuerName>
                <issueTitle>CATTLE FEEDER FUT(Consolidated) Oct 2020</issueTitle>
                <identifiers>
                  <ticker value="FCCV0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-11-01</expDate>
            <notionalAmt>-2105703.90000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>66641.40000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PERFORMANCE FOOD GROUP COMPANY</name>
        <lei>549300EUK8GR9IT1YK57</lei>
        <title>PERFORMANCE FOOD GROUP CO COMMON STOCK</title>
        <cusip>71377A103</cusip>
        <identifiers>
          <isin value="US71377A1034"/>
        </identifiers>
        <balance>3305.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>120665.55000000</valUSD>
        <pctVal>0.015882517876</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)</name>
        <lei>N/A</lei>
        <title>ALTERNATIVE LOAN TRUST 2006-28CB CWALT 2006-28CB A14</title>
        <cusip>02147TAP1</cusip>
        <identifiers>
          <isin value="US02147TAP12"/>
        </identifiers>
        <balance>200521.98250000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150554.71000000</valUSD>
        <pctVal>0.019816657471</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEOGENOMICS, INC.</name>
        <lei>N/A</lei>
        <title>NEOGENOMICS INC COMMON STOCK</title>
        <cusip>64049M209</cusip>
        <identifiers>
          <isin value="US64049M2098"/>
        </identifiers>
        <balance>878.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34198.10000000</valUSD>
        <pctVal>0.004501300782</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Philip Morris International Inc.</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTERNATIONAL COMMON STOCK</title>
        <cusip>718172109</cusip>
        <identifiers>
          <isin value="US7181721090"/>
        </identifiers>
        <balance>36715.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2929489.85000000</valUSD>
        <pctVal>0.385592034444</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SLACK TECHNOLOGIES, INC.</name>
        <lei>549300VIZRB02KN4IJ45</lei>
        <title>SLACK TECHNOLOGIES INC- CL A COMMON STOCK</title>
        <cusip>83088V102</cusip>
        <identifiers>
          <isin value="US83088V1026"/>
        </identifiers>
        <balance>2586.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>84924.24000000</valUSD>
        <pctVal>0.011178093167</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LAMAR ADVERTISING COMPANY</name>
        <lei>529900Y8WW4MKVPTB543</lei>
        <title>LAMAR ADVERTISING CO-A REIT</title>
        <cusip>512816109</cusip>
        <identifiers>
          <isin value="US5128161099"/>
        </identifiers>
        <balance>1816.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>125721.68000000</valUSD>
        <pctVal>0.016548027420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KB HOME</name>
        <lei>549300LGUCWQURMWLG09</lei>
        <title>KB HOME COMMON STOCK</title>
        <cusip>48666K109</cusip>
        <identifiers>
          <isin value="US48666K1097"/>
        </identifiers>
        <balance>-3465.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-123908.40000000</valUSD>
        <pctVal>-0.01630935571</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)DEC20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYZ0"/>
        </identifiers>
        <balance>-293.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-40800250.00000000</valUSD>
        <pctVal>-5.37030411740</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
                <issueTitle>US 10 Year Treasury Note Future (consolidated) Dec 2020</issueTitle>
                <identifiers>
                  <isin value="US9128282R06"/>
                  <ticker value="TZZ0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-24</expDate>
            <notionalAmt>-40816955.17000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>16705.17000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>CENTENE CORP 4.250000% 12/15/2027</title>
        <cusip>15135BAR2</cusip>
        <identifiers>
          <isin value="US15135BAR24"/>
        </identifiers>
        <balance>159000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>166155.00000000</valUSD>
        <pctVal>0.021870034635</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Inversiones CMPC S.A.</name>
        <lei>N/A</lei>
        <title>INVERSIONES CMPC SA/CAYMAN ISLANDS BRANCH 4.375000% 05/15/2023</title>
        <cusip>P58072AG7</cusip>
        <identifiers>
          <isin value="USP58072AG71"/>
        </identifiers>
        <balance>237000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251859.31000000</valUSD>
        <pctVal>0.033150803965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>ROYALTY PHARMA PLC 144A 1.750000% 09/02/2027</title>
        <cusip>78081BAC7</cusip>
        <identifiers>
          <isin value="US78081BAC72"/>
        </identifiers>
        <balance>143000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>142656.87000000</valUSD>
        <pctVal>0.018777109854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR TRUST 2019-FTR2 STACR 2019-FTR2 M2</title>
        <cusip>35564WAH6</cusip>
        <identifiers>
          <isin value="US35564WAH60"/>
        </identifiers>
        <balance>402597.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>378194.31000000</valUSD>
        <pctVal>0.049779559198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.32162920</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>LIGAND PHARMACEUTICALS INCORPORATED</name>
        <lei>5493008K7TB0IKP37H79</lei>
        <title>LIGAND PHARMACEUTICALS COMMON STOCK</title>
        <cusip>53220K504</cusip>
        <identifiers>
          <isin value="US53220K5048"/>
        </identifiers>
        <balance>222.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22644.00000000</valUSD>
        <pctVal>0.002980500522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVERY DENNISON CORPORATION</name>
        <lei>549300PW7VPFCYKLIV37</lei>
        <title>AVERY DENNISON CORP COMMON STOCK</title>
        <cusip>053611109</cusip>
        <identifiers>
          <isin value="US0536111091"/>
        </identifiers>
        <balance>-1032.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-119082.48000000</valUSD>
        <pctVal>-0.01567414740</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAESARS ENTERTAINMENT, INC.</name>
        <lei>N/A</lei>
        <title>CAESARS ENTERTAINMENT INC COMMON STOCK</title>
        <cusip>12769G100</cusip>
        <identifiers>
          <isin value="US12769G1004"/>
        </identifiers>
        <balance>-2001.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-91645.80000000</valUSD>
        <pctVal>-0.01206281375</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Pepsico, Inc.</name>
        <lei>FJSUNZKFNQ5YPJ5OT455</lei>
        <title>PEPSICO INC COMMON STOCK</title>
        <cusip>713448108</cusip>
        <identifiers>
          <isin value="US7134481081"/>
        </identifiers>
        <balance>32170.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4505730.20000000</valUSD>
        <pctVal>0.593063558311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING</name>
        <lei>N/A</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2018-1A A</title>
        <cusip>05377RCY8</cusip>
        <identifiers>
          <isin value="US05377RCY80"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1047642.10000000</valUSD>
        <pctVal>0.137895152191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.70000000</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>SABINE PASS LIQUEFACTION, LLC</name>
        <lei>549300KJYBG7C6WJYZ11</lei>
        <title>SABINE PASS LIQUEFACTION LLC 5.000000% 03/15/2027</title>
        <cusip>785592AS5</cusip>
        <identifiers>
          <isin value="US785592AS57"/>
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        <balance>486000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>552790.46000000</valUSD>
        <pctVal>0.072760654246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE 0.250000% 05/22/2023</title>
        <cusip>3135G04Q3</cusip>
        <identifiers>
          <isin value="US3135G04Q36"/>
        </identifiers>
        <balance>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1501479.54000000</valUSD>
        <pctVal>0.197631185001</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUNOCO LP</name>
        <lei>54930001NJU8E40NQ561</lei>
        <title>SUNOCO LP / SUNOCO FINANCE CORP 4.875000% 01/15/2023</title>
        <cusip>86765LAJ6</cusip>
        <identifiers>
          <isin value="US86765LAJ61"/>
        </identifiers>
        <balance>586000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>594790.00000000</valUSD>
        <pctVal>0.078288814063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CORTEVA, INC.</name>
        <lei>549300WZN9I2QKLS0O94</lei>
        <title>CORTEVA INC COMMON STOCK</title>
        <cusip>22052L104</cusip>
        <identifiers>
          <isin value="US22052L1044"/>
        </identifiers>
        <balance>-9652.90470000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-275590.43000000</valUSD>
        <pctVal>-0.03627439589</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAUBMAN CENTERS, INC.</name>
        <lei>N/A</lei>
        <title>TAUBMAN CENTERS INC REIT</title>
        <cusip>876664103</cusip>
        <identifiers>
          <isin value="US8766641034"/>
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        <balance>586.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22443.80000000</valUSD>
        <pctVal>0.002954149338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>EBAY INC.</name>
        <lei>OML71K8X303XQONU6T67</lei>
        <title>EBAY INC COMMON STOCK</title>
        <cusip>278642103</cusip>
        <identifiers>
          <isin value="US2786421030"/>
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        <balance>-6396.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-350372.88000000</valUSD>
        <pctVal>-0.04611758310</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AIB GROUP PUBLIC LIMITED COMPANY</name>
        <lei>635400AKJBGNS5WNQL34</lei>
        <title>AIB GROUP PLC MTN 4.263000% 04/10/2025</title>
        <cusip>00135TAB0</cusip>
        <identifiers>
          <isin value="US00135TAB08"/>
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        <balance>635000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>689311.77000000</valUSD>
        <pctVal>0.090730175344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.26300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/8% 07/15/2025</title>
        <cusip>912828XL9</cusip>
        <identifiers>
          <isin value="US912828XL95"/>
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        <balance>63724000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75908846.96000000</valUSD>
        <pctVal>9.991448419478</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Apple Hospitality REIT, Inc.</name>
        <lei>549300EVZAR0FBZO4F16</lei>
        <title>APPLE HOSPITALITY REIT INC REIT</title>
        <cusip>03784Y200</cusip>
        <identifiers>
          <isin value="US03784Y2000"/>
        </identifiers>
        <balance>7686.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78166.62000000</valUSD>
        <pctVal>0.010288626202</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>QURATE RETAIL, INC.</name>
        <lei>549300PSXEKU4PHLCR04</lei>
        <title>QURATE RETAIL INC-SERIES A COMMON STOCK</title>
        <cusip>74915M100</cusip>
        <identifiers>
          <isin value="US74915M1009"/>
        </identifiers>
        <balance>-1600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-17680.00000000</valUSD>
        <pctVal>-0.00232711752</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP LLC 144A 4.125000% 08/01/2025</title>
        <cusip>05369AAD3</cusip>
        <identifiers>
          <isin value="US05369AAD37"/>
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        <balance>6000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5791.30000000</valUSD>
        <pctVal>0.000762275776</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VALVOLINE INC.</name>
        <lei>549300CMHPBEY6VPOT75</lei>
        <title>VALVOLINE INC COMMON STOCK</title>
        <cusip>92047W101</cusip>
        <identifiers>
          <isin value="US92047W1018"/>
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        <balance>-0.80420000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-16.41000000</valUSD>
        <pctVal>-0.00000215995</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>VARIAN MEDICAL SYSTEMS, INC.</name>
        <lei>TK3LAKL7I0QNTCVWSY07</lei>
        <title>VARIAN MEDICAL SYSTEMS INC COMMON STOCK</title>
        <cusip>92220P105</cusip>
        <identifiers>
          <isin value="US92220P1057"/>
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        <balance>830.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>144146.10000000</valUSD>
        <pctVal>0.018973128702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OFFICE PROPERTIES INCOME TRUST</name>
        <lei>N/A</lei>
        <title>OFFICE PROPERTIES INCOME TRU REIT</title>
        <cusip>67623C109</cusip>
        <identifiers>
          <isin value="US67623C1099"/>
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        <balance>446.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>10632.64000000</valUSD>
        <pctVal>0.001399513737</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2015-GC35 CGCMT 2015-GC35 A4</title>
        <cusip>17324KAP3</cusip>
        <identifiers>
          <isin value="US17324KAP30"/>
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        <balance>390000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>437760.53000000</valUSD>
        <pctVal>0.057619920875</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.81800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CD1060796</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>451000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>92800.83000000</valUSD>
        <pctVal>0.012214843768</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="-263.08000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <fixedPmntDesc amount="-263.08000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>451000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>2636.92000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LEAR CORPORATION</name>
        <lei>549300UPNBTXA1SYTQ33</lei>
        <title>LEAR CORP 3.500000% 05/30/2030</title>
        <cusip>521865BB0</cusip>
        <identifiers>
          <isin value="US521865BB05"/>
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        <balance>356000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363599.55000000</valUSD>
        <pctVal>0.047858534211</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MAXIM INTEGRATED PRODUCTS, INC.</name>
        <lei>SO0H5YEO14Y4PVKQH532</lei>
        <title>MAXIM INTEGRATED PRODUCTS COMMON STOCK</title>
        <cusip>57772K101</cusip>
        <identifiers>
          <isin value="US57772K1016"/>
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        <balance>-835.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-57147.40000000</valUSD>
        <pctVal>-0.00752198620</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENPHASE ENERGY, INC.</name>
        <lei>5493008U7KIGMI59Z314</lei>
        <title>ENPHASE ENERGY INC COMMON STOCK</title>
        <cusip>29355A107</cusip>
        <identifiers>
          <isin value="US29355A1079"/>
        </identifiers>
        <balance>-1171.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-90436.33000000</valUSD>
        <pctVal>-0.01190361812</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ALCOA CORPORATION</name>
        <lei>549300T12EZ1F6PWWU29</lei>
        <title>ALCOA CORP COMMON STOCK</title>
        <cusip>013872106</cusip>
        <identifiers>
          <isin value="US0138721065"/>
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        <balance>-3400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-49708.00000000</valUSD>
        <pctVal>-0.00654278042</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL BEVERAGE CORP.</name>
        <lei>549300O9MZIQJI8TGV17</lei>
        <title>NATIONAL BEVERAGE CORP COMMON STOCK</title>
        <cusip>635017106</cusip>
        <identifiers>
          <isin value="US6350171061"/>
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        <balance>800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>65056.00000000</valUSD>
        <pctVal>0.008562950096</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PVH CORP.</name>
        <lei>123WALMHY1GZXG2YDL90</lei>
        <title>PVH CORP COMMON STOCK</title>
        <cusip>693656100</cusip>
        <identifiers>
          <isin value="US6936561009"/>
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        <balance>-2444.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-136277.44000000</valUSD>
        <pctVal>-0.01793742188</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>WESCO INTERNATIONAL, INC.</name>
        <lei>529900TXOGREY3WNJ434</lei>
        <title>WESCO INTERNATIONAL INC COMMON STOCK</title>
        <cusip>95082P105</cusip>
        <identifiers>
          <isin value="US95082P1057"/>
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        <balance>-0.97000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-45.44000000</valUSD>
        <pctVal>-0.00000598100</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>VIACOMCBS INC.</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>VIACOMCBS INC 4.950000% 01/15/2031</title>
        <cusip>92556HAB3</cusip>
        <identifiers>
          <isin value="US92556HAB33"/>
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        <balance>214000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>255758.92000000</valUSD>
        <pctVal>0.033664087380</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WEIBO CORPORATION</name>
        <lei>549300Q9ID4640FE0422</lei>
        <title>WEIBO CORP 3.375000% 07/08/2030</title>
        <cusip>948596AE1</cusip>
        <identifiers>
          <isin value="US948596AE12"/>
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        <balance>913000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>953161.86000000</valUSD>
        <pctVal>0.125459257267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BIO-TECHNE CORPORATION</name>
        <lei>54930073RLKQ51TILZ35</lei>
        <title>BIO-TECHNE CORP COMMON STOCK</title>
        <cusip>09073M104</cusip>
        <identifiers>
          <isin value="US09073M1045"/>
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        <balance>342.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>87367.32000000</valUSD>
        <pctVal>0.011499661848</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>DARDEN RESTAURANTS, INC.</name>
        <lei>CY1NFSCCB5GUXC7WZC70</lei>
        <title>DARDEN RESTAURANTS INC COMMON STOCK</title>
        <cusip>237194105</cusip>
        <identifiers>
          <isin value="US2371941053"/>
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        <balance>-3298.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-285837.66000000</valUSD>
        <pctVal>-0.03762318030</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS790012</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-16000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-5080.00000000</valUSD>
        <pctVal>-0.00066865141</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="9.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="9.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <terminationDt>2063-05-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-2389.43000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-16000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-2690.57000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAIDU, INC.</name>
        <lei>254900AL64IANZYI1E02</lei>
        <title>BAIDU INC 3.425000% 04/07/2030</title>
        <cusip>056752AR9</cusip>
        <identifiers>
          <isin value="US056752AR92"/>
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        <balance>201000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>223628.58000000</valUSD>
        <pctVal>0.029434954049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.42500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONAGRA BRANDS, INC.</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC COMMON STOCK</title>
        <cusip>205887102</cusip>
        <identifiers>
          <isin value="US2058871029"/>
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        <balance>12006.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>460550.16000000</valUSD>
        <pctVal>0.060619589843</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANCO SANTANDER, S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>BANCO SANTANDER SA 5.179000% 11/19/2025</title>
        <cusip>05971KAA7</cusip>
        <identifiers>
          <isin value="US05971KAA79"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>684946.33000000</valUSD>
        <pctVal>0.090155577384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.17900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC 3.106000% 04/08/2026</title>
        <cusip>172967MQ1</cusip>
        <identifiers>
          <isin value="US172967MQ12"/>
        </identifiers>
        <balance>255000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277099.84000000</valUSD>
        <pctVal>0.036473070917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INSULET CORPORATION</name>
        <lei>549300TZTYD2PYN92D43</lei>
        <title>INSULET CORP COMMON STOCK</title>
        <cusip>45784P101</cusip>
        <identifiers>
          <isin value="US45784P1012"/>
        </identifiers>
        <balance>390.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>85117.50000000</valUSD>
        <pctVal>0.011203530878</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CSG SYSTEMS INTERNATIONAL, INC.</name>
        <lei>549300D7FJZUOHHXUA81</lei>
        <title>CSG SYSTEMS INTL INC COMMON STOCK</title>
        <cusip>126349109</cusip>
        <identifiers>
          <isin value="US1263491094"/>
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        <balance>634.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26989.38000000</valUSD>
        <pctVal>0.003552458098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ALLIANT ENERGY CORPORATION</name>
        <lei>5493009ML300G373MZ12</lei>
        <title>ALLIANT ENERGY CORP COMMON STOCK</title>
        <cusip>018802108</cusip>
        <identifiers>
          <isin value="US0188021085"/>
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        <balance>2942.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>159309.30000000</valUSD>
        <pctVal>0.020968974203</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/MYR SETTLE 2020-10-27</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00213095"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-15175.46000000</valUSD>
        <pctVal>-0.00199745921</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>5636377.09000000</amtCurSold>
            <curSold>MYR</curSold>
            <amtCurPur>1339742.50000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-27</settlementDt>
            <unrealizedAppr>-15175.46000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE WILLIAMS COMPANIES, INC.</name>
        <lei>D71FAKCBLFS2O0RBPG08</lei>
        <title>WILLIAMS COS INC/THE 3.900000% 01/15/2025</title>
        <cusip>96950FAQ7</cusip>
        <identifiers>
          <isin value="US96950FAQ72"/>
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        <balance>176000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194074.90000000</valUSD>
        <pctVal>0.025544971772</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY PAY: 2.1495%</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="7835818"/>
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        <balance>5145000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-700776.18000000</valUSD>
        <pctVal>-0.09223917022</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
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        <name>NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>Petroleos Mexicanos</name>
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        <name>Arab Republic of Egypt</name>
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        <name>THE INTERPUBLIC GROUP OF COMPANIES, INC.</name>
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        <name>CHINESE YUAN RENMINBI</name>
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        <name>Freddie Mac</name>
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        <name>ARCHROCK INC.</name>
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        <valUSD>58384.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>LOGMEIN, INC.</name>
        <lei>549300D12V5KRBV00592</lei>
        <title>LOGMEIN INC COMMON STOCK</title>
        <cusip>54142L109</cusip>
        <identifiers>
          <isin value="US54142L1098"/>
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        <balance>390.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33559.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>SONOCO PRODUCTS COMPANY</name>
        <lei>GKOMIK4RDJGHEF0VNP11</lei>
        <title>SONOCO PRODUCTS CO COMMON STOCK</title>
        <cusip>835495102</cusip>
        <identifiers>
          <isin value="US8354951027"/>
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        <balance>-488.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-25878.64000000</valUSD>
        <pctVal>-0.00340625772</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST 2018- NCMS 2018-850T A</title>
        <cusip>63874PAA3</cusip>
        <identifiers>
          <isin value="US63874PAA30"/>
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        <balance>480000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>469963.82000000</valUSD>
        <pctVal>0.061858656198</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.94538160</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>SERVICENOW, INC.</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>SERVICENOW INC COMMON STOCK</title>
        <cusip>81762P102</cusip>
        <identifiers>
          <isin value="US81762P1021"/>
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        <balance>488.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>235225.76000000</valUSD>
        <pctVal>0.030961424683</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>MEDNAX, INC.</name>
        <lei>N/A</lei>
        <title>MEDNAX INC COMMON STOCK</title>
        <cusip>58502B106</cusip>
        <identifiers>
          <isin value="US58502B1061"/>
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        <balance>3367.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62558.86000000</valUSD>
        <pctVal>0.008234265805</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AIR PRODUCTS AND CHEMICALS, INC.</name>
        <lei>7QEON6Y1RL5XR3R1W237</lei>
        <title>AIR PRODUCTS &amp; CHEMICALS INC COMMON STOCK</title>
        <cusip>009158106</cusip>
        <identifiers>
          <isin value="US0091581068"/>
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        <balance>-3444.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1006543.44000000</valUSD>
        <pctVal>-0.13248557006</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>M.D.C. HOLDINGS, INC.</name>
        <lei>5299005FV4VNV75R8R35</lei>
        <title>MDC HOLDINGS INC COMMON STOCK</title>
        <cusip>552676108</cusip>
        <identifiers>
          <isin value="US5526761086"/>
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        <balance>-1887.46080000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-81878.05000000</valUSD>
        <pctVal>-0.01077714055</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>SEAGATE HDD CAYMAN</name>
        <lei>529900BD50TRWEG1SF63</lei>
        <title>SEAGATE HDD CAYMAN 144A 4.091000% 06/01/2029</title>
        <cusip>81180WAZ4</cusip>
        <identifiers>
          <isin value="US81180WAZ41"/>
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        <balance>171000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>183329.48000000</valUSD>
        <pctVal>0.024130613446</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.09100000</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>WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST</name>
        <lei>N/A</lei>
        <title>WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT 2018-A A</title>
        <cusip>981464GL8</cusip>
        <identifiers>
          <isin value="US981464GL82"/>
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        <balance>1435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1450735.49000000</valUSD>
        <pctVal>0.190952035225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.07000000</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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS789736</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-243000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-77152.50000000</valUSD>
        <pctVal>-0.01015514337</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CREDIT SUISSE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>-35450.40000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-243000.00000000</notionalAmt>
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            <unrealizedAppr>-41702.10000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TELEPHONE AND DATA SYSTEMS, INC.</name>
        <lei>N/A</lei>
        <title>TELEPHONE AND DATA SYSTEMS COMMON STOCK</title>
        <cusip>879433829</cusip>
        <identifiers>
          <isin value="US8794338298"/>
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        <balance>1478.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34186.14000000</valUSD>
        <pctVal>0.004499726555</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS737905</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-289000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-91757.50000000</valUSD>
        <pctVal>-0.01207751619</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="168.58000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="168.58000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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            <upfrontRcpt>-38698.59000000</upfrontRcpt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INSMED INCORPORATED</name>
        <lei>529900Q55QAG41CCAC11</lei>
        <title>INSMED INC COMMON STOCK</title>
        <cusip>457669307</cusip>
        <identifiers>
          <isin value="US4576693075"/>
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        <balance>745.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21001.55000000</valUSD>
        <pctVal>0.002764314199</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CERNER CORPORATION</name>
        <lei>549300L4UJ40IEVVI304</lei>
        <title>CERNER CORP COMMON STOCK</title>
        <cusip>156782104</cusip>
        <identifiers>
          <isin value="US1567821046"/>
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        <balance>2747.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>201547.39000000</valUSD>
        <pctVal>0.026528532995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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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        <name>MADISON SQUARE GARDEN SPORTS CORP.</name>
        <lei>N/A</lei>
        <title>MADISON SQUARE GARDEN SPORTS COMMON STOCK</title>
        <cusip>55825T103</cusip>
        <identifiers>
          <isin value="US55825T1034"/>
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        <balance>927.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>152028.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>PAYPAL HOLDINGS, INC.</name>
        <lei>5493005X2GO78EFZ3E94</lei>
        <title>PAYPAL HOLDINGS INC COMMON STOCK</title>
        <cusip>70450Y103</cusip>
        <identifiers>
          <isin value="US70450Y1038"/>
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        <balance>2505.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>511370.70000000</valUSD>
        <pctVal>0.067308807561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>Santander Holdings USA, Inc.</name>
        <lei>549300SMVCQN2P0O6I58</lei>
        <title>SANTANDER HOLDINGS USA INC 4.400000% 07/13/2027</title>
        <cusip>80282KAP1</cusip>
        <identifiers>
          <isin value="US80282KAP12"/>
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        <balance>351000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>391844.16000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS726958</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-166000.00000000</balance>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>KAYNE CLO LTD</name>
        <lei>N/A</lei>
        <title>KAYNE CLO 7 LTD KAYNE 2020-7A C</title>
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        <identifiers>
          <isin value="US48661CAE21"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.038067443892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.40733880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2016-77 DS</title>
        <cusip>3136ATV27</cusip>
        <identifiers>
          <isin value="US3136ATV273"/>
        </identifiers>
        <balance>1526567.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>303707.04000000</valUSD>
        <pctVal>0.039975224842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.82486840</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>MERIT MEDICAL SYSTEMS, INC.</name>
        <lei>549300OYTY138SP2CE83</lei>
        <title>MERIT MEDICAL SYSTEMS INC COMMON STOCK</title>
        <cusip>589889104</cusip>
        <identifiers>
          <isin value="US5898891040"/>
        </identifiers>
        <balance>500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24550.00000000</valUSD>
        <pctVal>0.003231376427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS789722</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
        </identifiers>
        <balance>-226000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-71755.00000000</valUSD>
        <pctVal>-0.00944470124</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="131.83000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="131.83000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <terminationDt>2063-05-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-33121.04000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-226000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-38633.96000000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TEXAS ROADHOUSE, INC.</name>
        <lei>5299002Y1CNRPDGXTQ75</lei>
        <title>TEXAS ROADHOUSE INC COMMON STOCK</title>
        <cusip>882681109</cusip>
        <identifiers>
          <isin value="US8826811098"/>
        </identifiers>
        <balance>-1672.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-105319.28000000</valUSD>
        <pctVal>-0.01386257591</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NATURAL GAS FUTR  JAN21 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="NGF21"/>
        </identifiers>
        <balance>52.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>1744600.00000000</valUSD>
        <pctVal>0.229631744002</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Natural Gas</issuerName>
                <issueTitle>Natural Gas Future Jan 2021</issueTitle>
                <identifiers>
                  <ticker value="NGF1"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-01-01</expDate>
            <notionalAmt>1543881.78000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>200718.22000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NVR, Inc.</name>
        <lei>529900RWXR4JI3JYTV70</lei>
        <title>NVR INC COMMON STOCK</title>
        <cusip>62944T105</cusip>
        <identifiers>
          <isin value="US62944T1051"/>
        </identifiers>
        <balance>-126.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-525210.84000000</valUSD>
        <pctVal>-0.06913050622</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PTC THERAPEUTICS, INC.</name>
        <lei>549300UJLWOIWFDGB318</lei>
        <title>PTC THERAPEUTICS INC COMMON STOCK</title>
        <cusip>69366J200</cusip>
        <identifiers>
          <isin value="US69366J2006"/>
        </identifiers>
        <balance>700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34597.50000000</valUSD>
        <pctVal>0.004553871525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DBWF COMMERCIAL MORTGAGE PASS THROUGH CERTIFICATES</name>
        <lei>N/A</lei>
        <title>DBWF 2018-GLKS MORTGAGE TRUST DBWF 2018-GLKS A</title>
        <cusip>23307GAA4</cusip>
        <identifiers>
          <isin value="US23307GAA40"/>
        </identifiers>
        <balance>798395.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>770655.64000000</valUSD>
        <pctVal>0.101437004836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.21674960</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>Mylan N.V.</name>
        <lei>549300A0CD4KNFGIIS89</lei>
        <title>MYLAN NV 3.950000% 06/15/2026</title>
        <cusip>62854AAN4</cusip>
        <identifiers>
          <isin value="US62854AAN46"/>
        </identifiers>
        <balance>478000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>541370.77000000</valUSD>
        <pctVal>0.071257545607</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.95000000</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>LAM RESEARCH CORPORATION</name>
        <lei>549300I4GMO6D34U1T02</lei>
        <title>LAM RESEARCH CORP COMMON STOCK</title>
        <cusip>512807108</cusip>
        <identifiers>
          <isin value="US5128071082"/>
        </identifiers>
        <balance>-798.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-268399.32000000</valUSD>
        <pctVal>-0.03532787111</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SAUL CENTERS, INC.</name>
        <lei>N/A</lei>
        <title>SAUL CENTERS INC REIT</title>
        <cusip>804395101</cusip>
        <identifiers>
          <isin value="US8043951016"/>
        </identifiers>
        <balance>866.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24265.32000000</valUSD>
        <pctVal>0.003193905623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROSS STORES, INC.</name>
        <lei>549300ENZFLPGRDFZQ60</lei>
        <title>ROSS STORES INC 4.700000% 04/15/2027</title>
        <cusip>778296AC7</cusip>
        <identifiers>
          <isin value="US778296AC75"/>
        </identifiers>
        <balance>902000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1058498.65000000</valUSD>
        <pctVal>0.139324137924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</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>BOSTON SCIENTIFIC CORPORATION</name>
        <lei>Y6ZDD9FP4P8JSSJMW954</lei>
        <title>BOSTON SCIENTIFIC CORP COMMON STOCK</title>
        <cusip>101137107</cusip>
        <identifiers>
          <isin value="US1011371077"/>
        </identifiers>
        <balance>11337.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>465043.74000000</valUSD>
        <pctVal>0.061211054140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE WENDY'S COMPANY</name>
        <lei>529900M0JIUCMWVKHG76</lei>
        <title>WENDY'S CO/THE COMMON STOCK</title>
        <cusip>95058W100</cusip>
        <identifiers>
          <isin value="US95058W1009"/>
        </identifiers>
        <balance>-4972.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-104113.68000000</valUSD>
        <pctVal>-0.01370388966</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ROYAL CARIBBEAN CRUISES LTD.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>ROYAL CARIBBEAN CRUISES LTD COMMON STOCK</title>
        <cusip>V7780T103</cusip>
        <identifiers>
          <isin value="LR0008862868"/>
        </identifiers>
        <balance>-5294.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-364438.96000000</valUSD>
        <pctVal>-0.04796902096</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERINT SYSTEMS INC.</name>
        <lei>549300KEQJS5FRVUCO94</lei>
        <title>VERINT SYSTEMS INC COMMON STOCK</title>
        <cusip>92343X100</cusip>
        <identifiers>
          <isin value="US92343X1000"/>
        </identifiers>
        <balance>500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>23780.00000000</valUSD>
        <pctVal>0.003130025720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WILLIAMS-SONOMA, INC.</name>
        <lei>549300IARG6YWVTZ1I92</lei>
        <title>WILLIAMS-SONOMA INC COMMON STOCK</title>
        <cusip>969904101</cusip>
        <identifiers>
          <isin value="US9699041011"/>
        </identifiers>
        <balance>-1071.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-93990.96000000</valUSD>
        <pctVal>-0.01237149378</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander (Mexico) S.A., Institucion de Banca Multiple, Grupo Financiero Santander Mexico</name>
        <lei>SCRYQ25DTVRHYYMM6P89</lei>
        <title>BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MUL 5.375000% 04/17/2025</title>
        <cusip>05969BAD5</cusip>
        <identifiers>
          <isin value="US05969BAD55"/>
        </identifiers>
        <balance>358000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403645.00000000</valUSD>
        <pctVal>0.053129488311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TAPESTRY, INC</name>
        <lei>549300LJNVY5SW3VTN33</lei>
        <title>TAPESTRY INC COMMON STOCK</title>
        <cusip>876030107</cusip>
        <identifiers>
          <isin value="US8760301072"/>
        </identifiers>
        <balance>-8086.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-119106.78000000</valUSD>
        <pctVal>-0.01567734587</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Moderna Inc</name>
        <lei>549300EI6OKH5K5Q2G38</lei>
        <title>MODERNA INC COMMON STOCK</title>
        <cusip>60770K107</cusip>
        <identifiers>
          <isin value="US60770K1079"/>
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        <balance>891.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>57816.99000000</valUSD>
        <pctVal>0.007610120512</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ESSENTIAL PROPERTIES REALTY TRUST, INC.</name>
        <lei>N/A</lei>
        <title>ESSENTIAL PROPERTIES REALTY REIT</title>
        <cusip>29670E107</cusip>
        <identifiers>
          <isin value="US29670E1073"/>
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        <balance>3798.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64452.06000000</valUSD>
        <pctVal>0.008483456919</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>REALPAGE, INC.</name>
        <lei>5493001RSFZX4122A604</lei>
        <title>REALPAGE INC COMMON STOCK</title>
        <cusip>75606N109</cusip>
        <identifiers>
          <isin value="US75606N1090"/>
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        <balance>98.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6136.76000000</valUSD>
        <pctVal>0.000807746704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Schlumberger N.V.</name>
        <lei>213800ZUA17OK3QLGM62</lei>
        <title>SCHLUMBERGER LTD COMMON STOCK</title>
        <cusip>806857108</cusip>
        <identifiers>
          <isin value="AN8068571086"/>
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        <balance>87206.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1657786.06000000</valUSD>
        <pctVal>0.218204920406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2020-NNN EFL</title>
        <cusip>46652BAN9</cusip>
        <identifiers>
          <isin value="US46652BAN91"/>
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        <balance>116000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105552.31000000</valUSD>
        <pctVal>0.013893248325</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.02663080</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>NATIONAL OILWELL VARCO, INC.</name>
        <lei>549300EHF3IW1AR6U008</lei>
        <title>NATIONAL OILWELL VARCO INC COMMON STOCK</title>
        <cusip>637071101</cusip>
        <identifiers>
          <isin value="US6370711011"/>
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        <balance>26049.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>312588.00000000</valUSD>
        <pctVal>0.041144174936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>APTARGROUP, INC.</name>
        <lei>VNPEQDQFAA7IY1T2PX43</lei>
        <title>APTARGROUP INC COMMON STOCK</title>
        <cusip>038336103</cusip>
        <identifiers>
          <isin value="US0383361039"/>
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        <balance>-310.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-36700.90000000</valUSD>
        <pctVal>-0.00483073006</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CD1060782</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>1127000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>231899.20000000</valUSD>
        <pctVal>0.030523568570</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>1127000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>4448.66000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CCUBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CCUBS COMMERCIAL MORTGAGE TRUST 2017-C1 CCUBS 2017-C1 A4</title>
        <cusip>12508GAU0</cusip>
        <identifiers>
          <isin value="US12508GAU04"/>
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        <balance>1070000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1218318.16000000</valUSD>
        <pctVal>0.160360268159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.54400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MEDICAL PROPERTIES TRUST, INC.</name>
        <lei>254900U6E39J1MQCCY14</lei>
        <title>MEDICAL PROPERTIES TRUST INC REIT</title>
        <cusip>58463J304</cusip>
        <identifiers>
          <isin value="US58463J3041"/>
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        <balance>8642.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>160568.36000000</valUSD>
        <pctVal>0.021134697087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ALBEMARLE CORPORATION</name>
        <lei>HDBLS2Q6GV1LSKQPBS54</lei>
        <title>ALBEMARLE CORP COMMON STOCK</title>
        <cusip>012653101</cusip>
        <identifiers>
          <isin value="US0126531013"/>
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        <balance>-1660.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-151076.60000000</valUSD>
        <pctVal>-0.01988535087</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Kontoor Brands, Inc.</name>
        <lei>549300M0CPXV65RFF271</lei>
        <title>KONTOOR BRANDS INC COMMON STOCK</title>
        <cusip>50050N103</cusip>
        <identifiers>
          <isin value="US50050N1037"/>
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        <balance>-113.00020000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-2497.30000000</valUSD>
        <pctVal>-0.00032870535</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ANHEUSER-BUSCH INBEV WORLDWIDE INC.</name>
        <lei>549300CRGMZK3K53BF92</lei>
        <title>ANHEUSER-BUSCH INBEV WORLDWIDE INC 4.600000% 06/01/2060</title>
        <cusip>035240AU4</cusip>
        <identifiers>
          <isin value="US035240AU42"/>
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        <balance>435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>534543.63000000</valUSD>
        <pctVal>0.070358928122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ADVANCE AUTO PARTS, INC.</name>
        <lei>529900UCNQ5H9FSL0Y70</lei>
        <title>ADVANCE AUTO PARTS INC COMMON STOCK</title>
        <cusip>00751Y106</cusip>
        <identifiers>
          <isin value="US00751Y1064"/>
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        <balance>-471.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-73622.01000000</valUSD>
        <pctVal>-0.00969044511</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 01/15/2024</title>
        <cusip>912828B25</cusip>
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          <isin value="US912828B253"/>
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        <balance>21790000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25793057.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATIONAL FUEL GAS COMPANY</name>
        <lei>8JB38FFW1Y3C1HM8E841</lei>
        <title>NATIONAL FUEL GAS CO COMMON STOCK</title>
        <cusip>636180101</cusip>
        <identifiers>
          <isin value="US6361801011"/>
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        <balance>1363.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>62207.32000000</valUSD>
        <pctVal>0.008187994601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>STURM, RUGER &amp; COMPANY, INC.</name>
        <lei>529900DV1BWFJSHFO847</lei>
        <title>STURM RUGER &amp; CO INC COMMON STOCK</title>
        <cusip>864159108</cusip>
        <identifiers>
          <isin value="US8641591081"/>
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        <balance>-801.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-56758.86000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>COTTON OPTION     Dec20C    70 LONG</title>
        <cusip>N/A</cusip>
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          <ticker value="1CT7000L0"/>
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        <balance>50.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>19500.00000000</valUSD>
        <pctVal>0.002566673740</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MARKET AXESS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
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              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Call Option 70 Nov 2020 on Cotton No. 2 Future Dec 2020</issueTitle>
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            <exercisePrice>70.00000000</exercisePrice>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS922638</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-34000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10795.00000000</valUSD>
        <pctVal>-0.00142088425</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: J.P. MORGAN CHASE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="19.83000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="19.83000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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            <upfrontRcpt>-3263.41000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
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            <unrealizedAppr>-7531.59000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>INNOVIVA, INC.</name>
        <lei>549300ACOX4QTBES6535</lei>
        <title>INNOVIVA INC COMMON STOCK</title>
        <cusip>45781M101</cusip>
        <identifiers>
          <isin value="US45781M1018"/>
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        <balance>2700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31617.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EQT CORPORATION</name>
        <lei>4NT01YGM4X7ZX86ISY52</lei>
        <title>EQT CORP COMMON STOCK</title>
        <cusip>26884L109</cusip>
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          <isin value="US26884L1098"/>
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        <balance>15809.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250888.83000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PTC INC.</name>
        <lei>54930050SSMU8SKDJ030</lei>
        <title>PTC INC COMMON STOCK</title>
        <cusip>69370C100</cusip>
        <identifiers>
          <isin value="US69370C1009"/>
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        <balance>500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>45705.00000000</valUSD>
        <pctVal>0.006015888375</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2017-6 LLC SCLP 2017-6 A2</title>
        <cusip>83405QAB5</cusip>
        <identifiers>
          <isin value="US83405QAB59"/>
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        <balance>337136.95640000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339709.01000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.82000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>FEDERAL FARM CREDIT BANK 1.000000% 06/30/2022</title>
        <cusip>3133ELUS1</cusip>
        <identifiers>
          <isin value="US3133ELUS15"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500240.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</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>AVIS BUDGET RENTAL CAR FUNDING</name>
        <lei>N/A</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2018-2A A</title>
        <cusip>05377RDC5</cusip>
        <identifiers>
          <isin value="US05377RDC51"/>
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        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1165995.05000000</valUSD>
        <pctVal>0.153473275724</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)</name>
        <lei>N/A</lei>
        <title>ALTERNATIVE LOAN TRUST 2006-J1 CWALT 2006-J1 1A13</title>
        <cusip>12668BKK8</cusip>
        <identifiers>
          <isin value="US12668BKK88"/>
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        <balance>130126.64580000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>117567.08000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Equitrans Midstream Corporation</name>
        <lei>549300RH0NLJNZ5SXU64</lei>
        <title>EQUITRANS MIDSTREAM CORP COMMON STOCK</title>
        <cusip>294600101</cusip>
        <identifiers>
          <isin value="US2946001011"/>
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        <balance>28903.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>297122.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>GRAPHIC PACKAGING HOLDING COMPANY</name>
        <lei>N/A</lei>
        <title>GRAPHIC PACKAGING HOLDING CO COMMON STOCK</title>
        <cusip>388689101</cusip>
        <identifiers>
          <isin value="US3886891015"/>
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        <balance>-2440.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-34111.20000000</valUSD>
        <pctVal>-0.00448986263</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PAGERDUTY, INC.</name>
        <lei>549300U1SB749EDAGH21</lei>
        <title>PAGERDUTY INC COMMON STOCK</title>
        <cusip>69553P100</cusip>
        <identifiers>
          <isin value="US69553P1003"/>
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        <balance>2635.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>86085.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CALIFORNIA WATER SERVICE GROUP</name>
        <lei>529900QABDOBU6UVRQ36</lei>
        <title>CALIFORNIA WATER SERVICE GRP COMMON STOCK</title>
        <cusip>130788102</cusip>
        <identifiers>
          <isin value="US1307881029"/>
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        <balance>1300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>58942.00000000</valUSD>
        <pctVal>0.007758199160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>STANDARD CHARTERED PLC 144A MATURITY: PERPETUAL</title>
        <cusip>853254AA8</cusip>
        <identifiers>
          <isin value="US853254AA86"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>328000.00000000</valUSD>
        <pctVal>0.043172768561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2169-07-30</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOTTOMLINE TECHNOLOGIES (DE), INC.</name>
        <lei>OJ3Q4KYIXDSSGURLMT36</lei>
        <title>BOTTOMLINE TECHNOLOGIES (DE) COMMON STOCK</title>
        <cusip>101388106</cusip>
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          <isin value="US1013881065"/>
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        <balance>683.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>32531.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BP CAPITAL MARKETS AMERICA INC.</name>
        <lei>5493009NTB34VXE1T760</lei>
        <title>BP CAPITAL MARKETS AMERICA INC 3.194000% 04/06/2025</title>
        <cusip>10373QBJ8</cusip>
        <identifiers>
          <isin value="US10373QBJ85"/>
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        <balance>542000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>597237.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.19400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MARATHON OIL CORPORATION</name>
        <lei>1FRVQX2CRLGC1XLP5727</lei>
        <title>MARATHON OIL CORP COMMON STOCK</title>
        <cusip>565849106</cusip>
        <identifiers>
          <isin value="US5658491064"/>
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        <balance>49340.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>260515.20000000</valUSD>
        <pctVal>0.034290129379</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2019-R07 CAS 2019-R07 1M2</title>
        <cusip>20753WAF3</cusip>
        <identifiers>
          <isin value="US20753WAF32"/>
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        <balance>899192.78470000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>894690.35000000</valUSD>
        <pctVal>0.117762986021</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27513160</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>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>FEDERAL FARM CREDIT BANK VARIABLE RATE 11/07/2022</title>
        <cusip>3133EK6W1</cusip>
        <identifiers>
          <isin value="US3133EK6W17"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1203734.20000000</valUSD>
        <pctVal>0.158440664714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.52002000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Brookfield Renewable Partners L.P.</name>
        <lei>VA8DFMRI2GY8Y7V79H93</lei>
        <title>BROOKFIELD RENEWABLE PARTNER PARTNERSHIP SHARES</title>
        <cusip>G16258108</cusip>
        <identifiers>
          <isin value="BMG162581083"/>
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        <balance>571.50000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>25968.96000000</valUSD>
        <pctVal>0.003418146036</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="MLP" issuerCat="OTHER"/>
        <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>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2018-3 LTD BMIR 2018-3A M1B</title>
        <cusip>07877TAB7</cusip>
        <identifiers>
          <isin value="US07877TAB70"/>
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        <balance>311061.20940000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>308213.48000000</valUSD>
        <pctVal>0.040568381828</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.02512960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP MTN 0.900000% 07/20/2026</title>
        <cusip>3134GWBU9</cusip>
        <identifiers>
          <isin value="US3134GWBU91"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1700080.44000000</valUSD>
        <pctVal>0.223771888330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-20</maturityDt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="2341402"/>
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        <balance>2040000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-173025.03000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MURPHY OIL CORPORATION</name>
        <lei>QBKYQD0ODE7DC7PDIN91</lei>
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          <isin value="US6267171022"/>
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        <balance>9077.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARROW ELECTRONICS, INC.</name>
        <lei>549300YNNLBXT8N8R512</lei>
        <title>ARROW ELECTRONICS INC COMMON STOCK</title>
        <cusip>042735100</cusip>
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          <isin value="US0427351004"/>
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        <balance>-698.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-54834.88000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CARETRUST REIT, INC.</name>
        <lei>5493001NVXE2B9GPLU96</lei>
        <title>CARETRUST REIT INC REIT</title>
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          <isin value="US14174T1079"/>
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        <balance>2400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46488.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HELEN OF TROY LIMITED</name>
        <lei>N/A</lei>
        <title>HELEN OF TROY LTD COMMON STOCK</title>
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          <isin value="BMG4388N1065"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>LAS VEGAS SANDS CORP.</name>
        <lei>549300DUOO1KXOHPM605</lei>
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        <cusip>517834AH0</cusip>
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          <isin value="US517834AH06"/>
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        <balance>572000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>568951.18000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REDFIN CORPORATION</name>
        <lei>549300HXWD3JEMZU3O57</lei>
        <title>REDFIN CORP COMMON STOCK</title>
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          <isin value="US75737F1084"/>
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        <balance>491.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>EURO</name>
        <lei>N/A</lei>
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          <other otherDesc="FX Forwards" value="CCTEUR__00212500"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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      <invstOrSec>
        <name>N/A</name>
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        <title>LIVE CATTLE FUTR  DEC20 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="LCZ0"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>Live Cattle</issuerName>
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      <invstOrSec>
        <name>THE COOPER COMPANIES, INC.</name>
        <lei>QJKMVPIGLH7530PCUE20</lei>
        <title>COOPER COS INC/THE COMMON STOCK</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
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          <ticker value="CMBX.NA.BBB-"/>
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        <assetCat>DCR</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: CITIGROUP</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>COGNEX CORPORATION</name>
        <lei>549300JQTYZCLC43S226</lei>
        <title>COGNEX CORP COMMON STOCK</title>
        <cusip>192422103</cusip>
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          <isin value="US1924221039"/>
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        <curCd>USD</curCd>
        <valUSD>-69190.00000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE BOSTON BEER COMPANY, INC.</name>
        <lei>529900Q02MQ0DCQNRM58</lei>
        <title>BOSTON BEER COMPANY INC-A COMMON STOCK</title>
        <cusip>100557107</cusip>
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          <isin value="US1005571070"/>
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        <balance>50.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SYSCO CORPORATION</name>
        <lei>5RGWIFLMGH3YS7KWI652</lei>
        <title>SYSCO CORP COMMON STOCK</title>
        <cusip>871829107</cusip>
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          <isin value="US8718291078"/>
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        <balance>12554.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>YETI HOLDINGS, INC.</name>
        <lei>549300DSQICIGNT5GO63</lei>
        <title>YETI HOLDINGS INC COMMON STOCK</title>
        <cusip>98585X104</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2019-3 EART 2019-3A B</title>
        <cusip>30167EAB1</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BIOGEN INC.</name>
        <lei>W8J5WZB5IY3K0NDQT671</lei>
        <title>BIOGEN INC COMMON STOCK</title>
        <cusip>09062X103</cusip>
        <identifiers>
          <isin value="US09062X1037"/>
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        <balance>1489.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>428295.96000000</valUSD>
        <pctVal>0.056374153527</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>DECKERS OUTDOOR CORPORATION</name>
        <lei>5493008LG4W3I6K8J118</lei>
        <title>DECKERS OUTDOOR CORP COMMON STOCK</title>
        <cusip>243537107</cusip>
        <identifiers>
          <isin value="US2435371073"/>
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        <balance>-1176.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-239751.12000000</valUSD>
        <pctVal>-0.03155707200</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>10X Genomics Inc</name>
        <lei>5493003Z6741WNLG7H43</lei>
        <title>10X GENOMICS INC-CLASS A COMMON STOCK</title>
        <cusip>88025U109</cusip>
        <identifiers>
          <isin value="US88025U1097"/>
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        <balance>478.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <ticker value="GCZ0"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>Gold</issuerName>
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      <invstOrSec>
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          <other otherDesc="FX Forwards" value="CCTUSD__00213094"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS</counterpartyName>
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      <invstOrSec>
        <name>Empresa de Transporte de Pasajeros Metro S.A.</name>
        <lei>959800T4M5QUPYMSCH69</lei>
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        <cusip>29246QAD7</cusip>
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          <isin value="US29246QAD79"/>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOUTHWEST AIRLINES CO.</name>
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          <isin value="US844741BH05"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-04</maturityDt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
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          <isin value="US35565HAH84"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Acceleron Pharma Inc</name>
        <lei>529900TQRID2UY164805</lei>
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          <isin value="US00434H1086"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>MORGAN STANLEY CAPITAL I TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST 2015-XLF1 MSC 2015-XLF2 SNMA</title>
        <cusip>61765VAA6</cusip>
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          <isin value="US61765VAA61"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>H &amp; R BLOCK, INC.</name>
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        <title>H&amp;R BLOCK INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>OMEGA HEALTHCARE INVESTORS, INC.</name>
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        <title>OMEGA HEALTHCARE INVESTORS REIT</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CDW CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>THE KRAFT HEINZ COMPANY</name>
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        <title>KRAFT HEINZ CO/THE COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>KEYSIGHT TECHNOLOGIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PETRONAS Capital Limited</name>
        <lei>549300G7YFX3540OYR85</lei>
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        <invCountry>MY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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        <name>Eversource Energy</name>
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        <title>EVERSOURCE ENERGY COMMON STOCK</title>
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        <name>Anterix Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>JOHNSON &amp; JOHNSON</name>
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        <title>JOHNSON &amp; JOHNSON COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
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          <ticker value="CMBX.NA.BBB-"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED</name>
        <lei>PUSS41EMO3E6XXNV3U28</lei>
        <title>PUBLIC SERVICE ENTERPRISE GP COMMON STOCK</title>
        <cusip>744573106</cusip>
        <identifiers>
          <isin value="US7445731067"/>
        </identifiers>
        <balance>4552.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>237796.48000000</valUSD>
        <pctVal>0.031299793889</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>SAGE THERAPEUTICS, INC.</name>
        <lei>5493000JX4BJS9W6CN35</lei>
        <title>SAGE THERAPEUTICS INC COMMON STOCK</title>
        <cusip>78667J108</cusip>
        <identifiers>
          <isin value="US78667J1088"/>
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        <balance>803.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>42109.32000000</valUSD>
        <pctVal>0.005542609532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>SCORPIO TANKERS INC.</name>
        <lei>549300NVJUH16NXG8K87</lei>
        <title>SCORPIO TANKERS INC COMMON STOCK</title>
        <cusip>Y7542C130</cusip>
        <identifiers>
          <isin value="MHY7542C1306"/>
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        <balance>2741.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>32453.44000000</valUSD>
        <pctVal>0.004271661140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Bellemeade RE</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2019-2 LTD BMIR 2019-2A M1C</title>
        <cusip>07877BAE0</cusip>
        <identifiers>
          <isin value="US07877BAE02"/>
        </identifiers>
        <balance>515612.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>507397.01000000</valUSD>
        <pctVal>0.066785773419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17513080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Japan</name>
        <lei>N/A</lei>
        <title>10YR MINI JGB FUT SEP20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SJBU0"/>
        </identifiers>
        <balance>-26.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="106.04500000"/>
        <valUSD>-3714951.20000000</valUSD>
        <pctVal>-0.48897783041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Japan Govt. Bond Futures</issuerName>
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                <identifiers>
                  <isin value="JP1103481H98"/>
                  <ticker value="JBU0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-09-14</expDate>
            <notionalAmt>-3686244.58000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>-28706.62000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SCIENTIFIC GAMES CORPORATION</name>
        <lei>529900JXALYBOHXKFM62</lei>
        <title>SCIENTIFIC GAMES CORP COMMON STOCK</title>
        <cusip>80874P109</cusip>
        <identifiers>
          <isin value="US80874P1093"/>
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        <balance>-2538.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-52498.53000000</valUSD>
        <pctVal>-0.00691008196</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Brookfield Infrastructure Corp</name>
        <lei>N/A</lei>
        <title>BROOKFIELD INFRASTRUCTURE-A COMMON STOCK</title>
        <cusip>11275Q107</cusip>
        <identifiers>
          <isin value="CA11275Q1072"/>
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        <balance>2245.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>112070.40000000</valUSD>
        <pctVal>0.014751187322</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>KC HRW WHEAT FUT  DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="KWZ0"/>
        </identifiers>
        <balance>133.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3160412.50000000</valUSD>
        <pctVal>0.415987065310</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Wheat</issuerName>
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                  <ticker value="KWCZ0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-17</expDate>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SCANSOURCE, INC.</name>
        <lei>7FHBAN017QDY4K2KP156</lei>
        <title>SCANSOURCE INC COMMON STOCK</title>
        <cusip>806037107</cusip>
        <identifiers>
          <isin value="US8060371072"/>
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        <balance>-287.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-7086.03000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PAYCOM SOFTWARE, INC.</name>
        <lei>254900LSB0HNJUDC6Q18</lei>
        <title>PAYCOM SOFTWARE INC COMMON STOCK</title>
        <cusip>70432V102</cusip>
        <identifiers>
          <isin value="US70432V1026"/>
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        <balance>49.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>14673.54000000</valUSD>
        <pctVal>0.001931394348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>CORN FUTURE OPTN  Dec20C   300 LONG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1C300L0"/>
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        <balance>150.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>438750.00000000</valUSD>
        <pctVal>0.057750159165</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MARKET AXESS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Purchased</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
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                  <ticker value="ZCZ0-11/2020-C-300"/>
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            </descRefInstrmnt>
            <shareNo>7500.00000000</shareNo>
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            <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RETAIL PROPERTIES OF AMERICA, INC.</name>
        <lei>549300OVTYLM7DH6CM14</lei>
        <title>RETAIL PROPERTIES OF AME - A REIT</title>
        <cusip>76131V202</cusip>
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          <isin value="US76131V2025"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CALLAWAY GOLF COMPANY</name>
        <lei>5493005UB0KFRKBPCU72</lei>
        <title>CALLAWAY GOLF COMPANY COMMON STOCK</title>
        <cusip>131193104</cusip>
        <identifiers>
          <isin value="US1311931042"/>
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        <balance>-4067.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-84837.62000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PEBBLEBROOK HOTEL TRUST</name>
        <lei>5493004Q1NNH6JXCSI52</lei>
        <title>PEBBLEBROOK HOTEL TRUST REIT</title>
        <cusip>70509V100</cusip>
        <identifiers>
          <isin value="US70509V1008"/>
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        <balance>2847.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35929.14000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2020-2 LTD BMIR 2020-2A M1B</title>
        <cusip>078782AB5</cusip>
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          <isin value="US078782AB56"/>
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        <balance>379666.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2017-62 AS</title>
        <cusip>3136AXSW6</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>THE HAIN CELESTIAL GROUP, INC.</name>
        <lei>5493000S8QXWHLIXDP75</lei>
        <title>HAIN CELESTIAL GROUP INC COMMON STOCK</title>
        <cusip>405217100</cusip>
        <identifiers>
          <isin value="US4052171000"/>
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        <balance>2666.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>ALLSCRIPTS HEALTHCARE SOLUTIONS, INC.</name>
        <lei>Y68YJHVB1GU4TAU3C223</lei>
        <title>ALLSCRIPTS HEALTHCARE SOLUTI COMMON STOCK</title>
        <cusip>01988P108</cusip>
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          <isin value="US01988P1084"/>
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        <curCd>USD</curCd>
        <valUSD>73601.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>N/A</title>
        <cusip>TR1058390</cusip>
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        <balance>15379999.64000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-424996.92000000</valUSD>
        <pctVal>-0.05593991971</pctVal>
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        <assetCat>DE</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <unrealizedAppr>-428269.23000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSAIL COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CSAIL 2015-C2 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C2 A4</title>
        <cusip>12634NAT5</cusip>
        <identifiers>
          <isin value="US12634NAT54"/>
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        <balance>421486.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>459146.53000000</valUSD>
        <pctVal>0.060434838035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50400000</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>NORTHWESTERN CORPORATION</name>
        <lei>3BPWMBHR1R9SHUN7J795</lei>
        <title>NORTHWESTERN CORP COMMON STOCK</title>
        <cusip>668074305</cusip>
        <identifiers>
          <isin value="US6680743050"/>
        </identifiers>
        <balance>1299.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>67080.36000000</valUSD>
        <pctVal>0.008829405052</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DTE ENERGY COMPANY</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY COMPANY COMMON STOCK</title>
        <cusip>233331107</cusip>
        <identifiers>
          <isin value="US2333311072"/>
        </identifiers>
        <balance>2038.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>241849.46000000</valUSD>
        <pctVal>0.031833264522</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CAMPBELL SOUP COMPANY</name>
        <lei>5493007JDSMX8Z5Z1902</lei>
        <title>CAMPBELL SOUP CO COMMON STOCK</title>
        <cusip>134429109</cusip>
        <identifiers>
          <isin value="US1344291091"/>
        </identifiers>
        <balance>4602.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>242111.22000000</valUSD>
        <pctVal>0.031867718497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL PAPER COMPANY</name>
        <lei>824LMFJDH41EY779Q875</lei>
        <title>INTERNATIONAL PAPER CO COMMON STOCK</title>
        <cusip>460146103</cusip>
        <identifiers>
          <isin value="US4601461035"/>
        </identifiers>
        <balance>-4664.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-169163.28000000</valUSD>
        <pctVal>-0.02226599736</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KEURIG DR PEPPER INC.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KEURIG DR PEPPER INC COMMON STOCK</title>
        <cusip>49271V100</cusip>
        <identifiers>
          <isin value="US49271V1008"/>
        </identifiers>
        <balance>8734.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>260535.22000000</valUSD>
        <pctVal>0.034292764497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>REX AMERICAN RESOURCES CORPORATION</name>
        <lei>N/A</lei>
        <title>REX AMERICAN RESOURCES CORP COMMON STOCK</title>
        <cusip>761624105</cusip>
        <identifiers>
          <isin value="US7616241052"/>
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        <balance>293.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>18101.54000000</valUSD>
        <pctVal>0.002382602429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASHFORD HOSPITALITY TRUST</name>
        <lei>N/A</lei>
        <title>ASHFORD HOSPITALITY TRUST 2018-ASHF AHT1 2018-ASHF A</title>
        <cusip>04410RAA4</cusip>
        <identifiers>
          <isin value="US04410RAA41"/>
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        <balance>757887.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>710560.15000000</valUSD>
        <pctVal>0.093526978369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.07475120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRST INDUSTRIAL REALTY TRUST, INC.</name>
        <lei>N/A</lei>
        <title>FIRST INDUSTRIAL REALTY TR REIT</title>
        <cusip>32054K103</cusip>
        <identifiers>
          <isin value="US32054K1034"/>
        </identifiers>
        <balance>2170.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>92550.50000000</valUSD>
        <pctVal>0.012181894258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Emirate of Abu Dhabi</name>
        <lei>213800FER4348CINTA77</lei>
        <title>ABU DHABI GOVERNMENT INTERNATIONAL BOND MTN 3.875000% 04/16/2050</title>
        <cusip>29135LAJ9</cusip>
        <identifiers>
          <isin value="US29135LAJ98"/>
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        <balance>412000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>501447.67000000</valUSD>
        <pctVal>0.066002695739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: UBS</name>
        <lei>N/A</lei>
        <title>BRK: UBS PAY: 1.487</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="4154364"/>
        </identifiers>
        <balance>7010000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-493578.13000000</valUSD>
        <pctVal>-0.06496687309</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: UBS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
              <rtResetTenors>
                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <terminationDt>2026-10-04</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-7010000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-493578.13000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PC CONNECTION, INC.</name>
        <lei>5299005WPRNIXDV2KM73</lei>
        <title>PC CONNECTION INC COMMON STOCK</title>
        <cusip>69318J100</cusip>
        <identifiers>
          <isin value="US69318J1007"/>
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        <balance>-1000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-44290.00000000</valUSD>
        <pctVal>-0.00582963999</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCI LIBERTY, INC.</name>
        <lei>N/A</lei>
        <title>GCI LIBERTY INC - CLASS A COMMON STOCK</title>
        <cusip>36164V305</cusip>
        <identifiers>
          <isin value="US36164V3050"/>
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        <balance>1300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>105014.00000000</valUSD>
        <pctVal>0.013822393651</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2018-4 MFT 2018-4A A</title>
        <cusip>57109GAA2</cusip>
        <identifiers>
          <isin value="US57109GAA22"/>
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        <balance>89494.54240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90154.30000000</valUSD>
        <pctVal>0.011866496124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.71000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DIVERSIFIED HEALTHCARE TRUST</name>
        <lei>N/A</lei>
        <title>DIVERSIFIED HEALTHCARE TRUST REIT</title>
        <cusip>25525P107</cusip>
        <identifiers>
          <isin value="US25525P1075"/>
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        <balance>6456.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24532.80000000</valUSD>
        <pctVal>0.003229112489</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY PAY: 2.293%</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="3984098"/>
        </identifiers>
        <balance>1833000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-179960.90000000</valUSD>
        <pctVal>-0.02368722648</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <floatingRecDesc curCd="USD" fixedOrFloating="Floating" floatingRtIndex="N/A" floatingRtSpread="0.00000000" pmntAmt="0.00000000">
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                <rtResetTenor rateTenor="Day" rateTenorUnit="0" resetDt="Day" resetDtUnit="0"/>
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            <fixedPmntDesc amount="0.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="2.29300000"/>
            <terminationDt>2025-08-04</terminationDt>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-1833000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-179960.90000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORTHWEST NATURAL HOLDING COMPANY</name>
        <lei>N/A</lei>
        <title>NORTHWEST NATURAL HOLDING CO COMMON STOCK</title>
        <cusip>66765N105</cusip>
        <identifiers>
          <isin value="US66765N1054"/>
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        <balance>600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30666.00000000</valUSD>
        <pctVal>0.004036390611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>RADNOR RE/ESSENT</name>
        <lei>N/A</lei>
        <title>RADNOR RE 2020-1 LTD RMIR 2020-1 M1A</title>
        <cusip>750493AA6</cusip>
        <identifiers>
          <isin value="US750493AA69"/>
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        <balance>310781.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>307670.42000000</valUSD>
        <pctVal>0.040496901938</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.12163040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REGENERON PHARMACEUTICALS, INC.</name>
        <lei>549300RCBFWIRX3HYQ56</lei>
        <title>REGENERON PHARMACEUTICALS COMMON STOCK</title>
        <cusip>75886F107</cusip>
        <identifiers>
          <isin value="US75886F1075"/>
        </identifiers>
        <balance>780.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>483545.40000000</valUSD>
        <pctVal>0.063646322083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Guardant Health Inc</name>
        <lei>N/A</lei>
        <title>GUARDANT HEALTH INC COMMON STOCK</title>
        <cusip>40131M109</cusip>
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          <isin value="US40131M1099"/>
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        <balance>866.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82703.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CACTUS, INC.</name>
        <lei>549300J3T8C9F8QFKV08</lei>
        <title>CACTUS INC - A COMMON STOCK</title>
        <cusip>127203107</cusip>
        <identifiers>
          <isin value="US1272031071"/>
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        <balance>2200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48598.00000000</valUSD>
        <pctVal>0.006396677459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>APARTMENT INVESTMENT AND MANAGEMENT COMPANY</name>
        <lei>549300O8FT5GJ4RU1D57</lei>
        <title>APARTMENT INVT &amp; MGMT CO -A REIT</title>
        <cusip>03748R754</cusip>
        <identifiers>
          <isin value="US03748R7540"/>
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        <balance>2747.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>98974.41000000</valUSD>
        <pctVal>0.013027436879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE HERSHEY COMPANY</name>
        <lei>21X2CX66SU2BR6QTAD08</lei>
        <title>HERSHEY CO/THE COMMON STOCK</title>
        <cusip>427866108</cusip>
        <identifiers>
          <isin value="US4278661081"/>
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        <balance>3799.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>564683.36000000</valUSD>
        <pctVal>0.074326048816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>HUNTSMAN CORPORATION</name>
        <lei>5299000V56320A7RIQ67</lei>
        <title>HUNTSMAN CORP COMMON STOCK</title>
        <cusip>447011107</cusip>
        <identifiers>
          <isin value="US4470111075"/>
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        <balance>-1269.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-27435.78000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>LAMB WESTON HOLDINGS, INC.</name>
        <lei>5493005SMYID1D2OY946</lei>
        <title>LAMB WESTON HOLDINGS INC COMMON STOCK</title>
        <cusip>513272104</cusip>
        <identifiers>
          <isin value="US5132721045"/>
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        <balance>3809.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239395.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>INFOR, INC.</name>
        <lei>549300Q3IIYBYI4RHD64</lei>
        <title>INFOR INC 144A 1.750000% 07/15/2025</title>
        <cusip>45674CAA1</cusip>
        <identifiers>
          <isin value="US45674CAA18"/>
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        <balance>323000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>334748.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2012-C8 AS</title>
        <cusip>46638UAH9</cusip>
        <identifiers>
          <isin value="US46638UAH95"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1238257.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.42390000</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>Novocure Ltd</name>
        <lei>213800YPP55UMHWA4826</lei>
        <title>NOVOCURE LTD COMMON STOCK</title>
        <cusip>G6674U108</cusip>
        <identifiers>
          <isin value="JE00BYSS4X48"/>
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        <balance>1000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>82750.00000000</valUSD>
        <pctVal>0.010891910361</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PBF ENERGY INC.</name>
        <lei>2549003PBEDCSZMZIY02</lei>
        <title>PBF ENERGY INC-CLASS A COMMON STOCK</title>
        <cusip>69318G106</cusip>
        <identifiers>
          <isin value="US69318G1067"/>
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        <balance>4880.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41772.80000000</valUSD>
        <pctVal>0.005498315324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C07 2M2</title>
        <cusip>30711XEC4</cusip>
        <identifiers>
          <isin value="US30711XEC48"/>
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        <balance>489592.38270000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>504295.09000000</valUSD>
        <pctVal>0.066377485388</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.52513160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4954 SL</title>
        <cusip>3137FR3C3</cusip>
        <identifiers>
          <isin value="US3137FR3C33"/>
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        <balance>2442326.50830000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>448527.65000000</valUSD>
        <pctVal>0.059037135448</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.88812040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELLTOWER INC REIT</title>
        <cusip>95040Q104</cusip>
        <identifiers>
          <isin value="US95040Q1040"/>
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        <balance>7297.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>419723.44000000</valUSD>
        <pctVal>0.055245801631</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>MASTERCARD INCORPORATED.</name>
        <lei>AR5L2ODV9HN37376R084</lei>
        <title>MASTERCARD INC 3.300000% 03/26/2027</title>
        <cusip>57636QAR5</cusip>
        <identifiers>
          <isin value="US57636QAR56"/>
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        <balance>355000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>407382.26000000</valUSD>
        <pctVal>0.053621402521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ELI LILLY AND COMPANY</name>
        <lei>FRDRIPF3EKNDJ2CQJL29</lei>
        <title>ELI LILLY &amp; CO COMMON STOCK</title>
        <cusip>532457108</cusip>
        <identifiers>
          <isin value="US5324571083"/>
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        <balance>6542.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>970767.38000000</valUSD>
        <pctVal>0.127776571414</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>VECTOR GROUP LTD.</name>
        <lei>549300TUIF4WWN6NDN50</lei>
        <title>VECTOR GROUP LTD COMMON STOCK</title>
        <cusip>92240M108</cusip>
        <identifiers>
          <isin value="US92240M1080"/>
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        <balance>5319.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>53562.33000000</valUSD>
        <pctVal>0.007050103892</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>IRONWOOD PHARMACEUTICALS, INC.</name>
        <lei>549300PC8MR6QHH6P296</lei>
        <title>IRONWOOD PHARMACEUTICALS INC COMMON STOCK</title>
        <cusip>46333X108</cusip>
        <identifiers>
          <isin value="US46333X1081"/>
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        <balance>2400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>24240.00000000</valUSD>
        <pctVal>0.003190572896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AMPHASTAR PHARMACEUTICALS INC</name>
        <lei>54930055TH0ZLSAQMJ38</lei>
        <title>AMPHASTAR PHARMACEUTICALS IN COMMON STOCK</title>
        <cusip>03209R103</cusip>
        <identifiers>
          <isin value="US03209R1032"/>
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        <balance>3807.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>77586.66000000</valUSD>
        <pctVal>0.010212289376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES .625% 04/15/2023</title>
        <cusip>912828H45</cusip>
        <identifiers>
          <isin value="US912828H458"/>
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        <balance>31265000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34182365.55000000</valUSD>
        <pctVal>4.499229746284</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</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>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY FRN VARIABLE RATE 07/31/2022</title>
        <cusip>91282CAA9</cusip>
        <identifiers>
          <isin value="US91282CAA99"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1299904.96000000</valUSD>
        <pctVal>0.171099073141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.15502680</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>BROWN-FORMAN CORPORATION</name>
        <lei>549300873K3LXF7ARU34</lei>
        <title>BROWN-FORMAN CORP-CLASS B COMMON STOCK</title>
        <cusip>115637209</cusip>
        <identifiers>
          <isin value="US1156372096"/>
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        <balance>3829.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>280167.93000000</valUSD>
        <pctVal>0.036876906098</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>State of California</name>
        <lei>N/A</lei>
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        <cusip>13063BJA1</cusip>
        <identifiers>
          <isin value="US13063BJA17"/>
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        <balance>620000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>659655.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>OMNICOM GROUP INC.</name>
        <lei>HKUPACFHSSASQK8HLS17</lei>
        <title>OMNICOM GROUP COMMON STOCK</title>
        <cusip>681919106</cusip>
        <identifiers>
          <isin value="US6819191064"/>
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        <balance>-1659.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-89735.31000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 12/03/2020</title>
        <cusip>912796TU3</cusip>
        <identifiers>
          <isin value="US912796TU31"/>
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        <balance>5500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5498295.00000000</valUSD>
        <pctVal>0.723709199752</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-03</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ACCENTURE PUBLIC LIMITED COMPANY</name>
        <lei>N/A</lei>
        <title>ACCENTURE PLC-CL A COMMON STOCK</title>
        <cusip>G1151C101</cusip>
        <identifiers>
          <isin value="IE00B4BNMY34"/>
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        <balance>1674.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>401642.82000000</valUSD>
        <pctVal>0.052865952781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BEST BUY CO., INC.</name>
        <lei>HL5XPTVRV0O8TUN5LL90</lei>
        <title>BEST BUY CO INC COMMON STOCK</title>
        <cusip>086516101</cusip>
        <identifiers>
          <isin value="US0865161014"/>
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        <balance>-1811.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-200858.01000000</valUSD>
        <pctVal>-0.02643779383</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PORTLAND GENERAL ELECTRIC COMPANY</name>
        <lei>GJOUP9M7C39GLSK9R870</lei>
        <title>PORTLAND GENERAL ELECTRIC CO COMMON STOCK</title>
        <cusip>736508847</cusip>
        <identifiers>
          <isin value="US7365088472"/>
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        <balance>1924.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>73400.60000000</valUSD>
        <pctVal>0.009661302183</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>DORMAN PRODUCTS, INC.</name>
        <lei>N/A</lei>
        <title>DORMAN PRODUCTS INC COMMON STOCK</title>
        <cusip>258278100</cusip>
        <identifiers>
          <isin value="US2582781009"/>
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        <balance>-2848.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-241197.12000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>WEX INC.</name>
        <lei>T9M5IGROL1TL1G5OV478</lei>
        <title>WEX INC COMMON STOCK</title>
        <cusip>96208T104</cusip>
        <identifiers>
          <isin value="US96208T1043"/>
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        <balance>200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31942.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CD1058415</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>531000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>109262.18000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PHYSICIANS REALTY TRUST</name>
        <lei>549300ITOVH0OY7PZC34</lei>
        <title>PHYSICIANS REALTY TRUST REIT</title>
        <cusip>71943U104</cusip>
        <identifiers>
          <isin value="US71943U1043"/>
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        <balance>3113.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2017-DNA3 M2</title>
        <cusip>3137G0QQ5</cusip>
        <identifiers>
          <isin value="US3137G0QQ50"/>
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        <balance>705000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>710289.26000000</valUSD>
        <pctVal>0.093491322664</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.67162840</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>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR 2019-HQA3 STACR 2019-HQA3 M2</title>
        <cusip>35564XAH4</cusip>
        <identifiers>
          <isin value="US35564XAH44"/>
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        <balance>347520.86740000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>338807.86000000</valUSD>
        <pctVal>0.044595345508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.02163040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WEINGARTEN REALTY INVESTORS</name>
        <lei>549300JMKTJNB8GWHU88</lei>
        <title>WEINGARTEN REALTY INVESTORS REIT</title>
        <cusip>948741103</cusip>
        <identifiers>
          <isin value="US9487411038"/>
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        <balance>3014.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52654.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AGILENT TECHNOLOGIES, INC.</name>
        <lei>QUIX8Y7A2WP0XRMW7G29</lei>
        <title>AGILENT TECHNOLOGIES INC COMMON STOCK</title>
        <cusip>00846U101</cusip>
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        <balance>2382.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>239200.44000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FORD MOTOR COMPANY</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>FORD MOTOR CO COMMON STOCK</title>
        <cusip>345370860</cusip>
        <identifiers>
          <isin value="US3453708600"/>
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        <balance>-175978.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1200169.96000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ACUSHNET HOLDINGS CORP.</name>
        <lei>529900W5FI106H543E43</lei>
        <title>ACUSHNET HOLDINGS CORP COMMON STOCK</title>
        <cusip>005098108</cusip>
        <identifiers>
          <isin value="US0050981085"/>
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        <balance>-600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-21174.00000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>METTLER-TOLEDO INTERNATIONAL INC.</name>
        <lei>5493000BD5GJNUDIUG10</lei>
        <title>METTLER-TOLEDO INTERNATIONAL COMMON STOCK</title>
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        <identifiers>
          <isin value="US5926881054"/>
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        <balance>201.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>195126.78000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MSCI EAFE         SEP20 PHYSICAL INDEX FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MFSU0"/>
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        <balance>-109.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-10355545.00000000</valUSD>
        <pctVal>-1.36304130370</pctVal>
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        <assetCat>DE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <indexBasketInfo>
                <indexName>MSCI EAFE MINI FUTURE Sep 2020</indexName>
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                <narrativeDesc>N/A</narrativeDesc>
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            <expDate>2020-09-21</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WYNDHAM DESTINATIONS, INC.</name>
        <lei>T4VNTWMFQ7JQB65L7T35</lei>
        <title>WYNDHAM DESTINATIONS INC COMMON STOCK</title>
        <cusip>98310W108</cusip>
        <identifiers>
          <isin value="US98310W1080"/>
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        <balance>-1752.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-50790.48000000</valUSD>
        <pctVal>-0.00668526109</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN ASSETS TRUST, INC.</name>
        <lei>N/A</lei>
        <title>AMERICAN ASSETS TRUST INC REIT</title>
        <cusip>024013104</cusip>
        <identifiers>
          <isin value="US0240131047"/>
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        <balance>1565.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>39985.75000000</valUSD>
        <pctVal>0.005263096129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CENTENE CORPORATION</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
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          <isin value="US15135B1017"/>
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        <curCd>USD</curCd>
        <valUSD>267171.24000000</valUSD>
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        <assetCat>EC</assetCat>
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        <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>MASIMO CORPORATION</name>
        <lei>549300Q4A8JK0PIYCU29</lei>
        <title>MASIMO CORP COMMON STOCK</title>
        <cusip>574795100</cusip>
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          <isin value="US5747951003"/>
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        <balance>408.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91392.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE TJX COMPANIES, INC.</name>
        <lei>V167QI9I69W364E2DY52</lei>
        <title>TJX COMPANIES INC COMMON STOCK</title>
        <cusip>872540109</cusip>
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          <isin value="US8725401090"/>
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        <balance>-9317.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-510478.43000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS106254</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <balance>436000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP GLOBAL MARKETS INC.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="-254.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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      <invstOrSec>
        <name>U.S. DOLLARS</name>
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        <title>FX Forward Contract: USD/EUR SETTLE 2020-10-15</title>
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          <other otherDesc="FX Forwards" value="CCTUSD__00213799"/>
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        <units>NC</units>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
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            <amtCurPur>402028.70000000</amtCurPur>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS859664</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-20000.00000000</balance>
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        <valUSD>-6350.00000000</valUSD>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
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            <fixedPmntDesc amount="11.67000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS858174</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <balance>251000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="-146.42000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <fixedPmntDesc amount="-146.42000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <upfrontRcpt>0.00000000</upfrontRcpt>
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            <notionalAmt>251000.00000000</notionalAmt>
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            <unrealizedAppr>34433.36000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CENTERPOINT ENERGY, INC.</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CENTERPOINT ENERGY INC COMMON STOCK</title>
        <cusip>15189T107</cusip>
        <identifiers>
          <isin value="US15189T1079"/>
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        <balance>5802.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>WORLD FINANCIAL NETWORK CREDIT CARD MASTER NOTE TRUST</name>
        <lei>N/A</lei>
        <title>WORLD FINANCIAL NETWORK CREDIT CARD MASTER TRUST WFNMT 2019-B M</title>
        <cusip>981464HD5</cusip>
        <identifiers>
          <isin value="US981464HD57"/>
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        <balance>830000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMMERCIAL METALS COMPANY</name>
        <lei>549300OQS2LO07ZJ7N73</lei>
        <title>COMMERCIAL METALS CO COMMON STOCK</title>
        <cusip>201723103</cusip>
        <identifiers>
          <isin value="US2017231034"/>
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        <balance>-1269.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-26484.03000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ATRION CORPORATION</name>
        <lei>N/A</lei>
        <title>ATRION CORPORATION COMMON STOCK</title>
        <cusip>049904105</cusip>
        <identifiers>
          <isin value="US0499041053"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63172.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>SAREPTA THERAPEUTICS, INC.</name>
        <lei>549300IKDPIED8J8IG21</lei>
        <title>SAREPTA THERAPEUTICS INC COMMON STOCK</title>
        <cusip>803607100</cusip>
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          <isin value="US8036071004"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>BOOKING HOLDINGS INC.</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>BOOKING HOLDINGS INC 4.625000% 04/13/2030</title>
        <cusip>09857LAR9</cusip>
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          <isin value="US09857LAR96"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TENGIZCHEVROIL FINANCE COMPANY INTERNATIONAL LTD.</name>
        <lei>5493001VEV2XTJIBZH31</lei>
        <title>TENGIZCHEVROIL FINANCE CO INTERNATIONAL LTD 144A 3.250000% 08/15/2030</title>
        <cusip>88034QAC1</cusip>
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          <isin value="US88034QAC15"/>
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        <invCountry>KZ</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME PRI ALUM FUTR DEC20 PHYSICAL COMMODITY FUTURE.</title>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Aluminum</issuerName>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>EDISON INTERNATIONAL COMMON STOCK</title>
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          <isin value="US2810201077"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>LIMA METRO LINE 2 FINANCE LIMITED</name>
        <lei>5493009BVQNQT1UKQ352</lei>
        <title>LIMA METRO LINE 2 FINANCE LTD 144A 4.350000% 04/05/2036</title>
        <cusip>532522AB5</cusip>
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          <isin value="US532522AB57"/>
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        <invCountry>PE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WATERS CORPORATION</name>
        <lei>5T547R1474YC9HOD8Q74</lei>
        <title>WATERS CORP COMMON STOCK</title>
        <cusip>941848103</cusip>
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          <isin value="US9418481035"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MGM RESORTS INTERNATIONAL</name>
        <lei>54930066VBP7DZEGGJ87</lei>
        <title>MGM RESORTS INTERNATIONAL COMMON STOCK</title>
        <cusip>552953101</cusip>
        <identifiers>
          <isin value="US5529531015"/>
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        <balance>-12189.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-274252.50000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>SHAKE SHACK INC.</name>
        <lei>529900J74GJAHYP80N79</lei>
        <title>SHAKE SHACK INC - CLASS A COMMON STOCK</title>
        <cusip>819047101</cusip>
        <identifiers>
          <isin value="US8190471016"/>
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        <balance>-800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-54600.00000000</valUSD>
        <pctVal>-0.00718668647</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DUKE REALTY CORPORATION</name>
        <lei>N/A</lei>
        <title>DUKE REALTY CORP REIT</title>
        <cusip>264411505</cusip>
        <identifiers>
          <isin value="US2644115055"/>
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        <balance>5163.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>199033.65000000</valUSD>
        <pctVal>0.026197663742</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CROCS, INC.</name>
        <lei>549300B0J6YCXD63OG72</lei>
        <title>CROCS INC COMMON STOCK</title>
        <cusip>227046109</cusip>
        <identifiers>
          <isin value="US2270461096"/>
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        <balance>-2586.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-103207.26000000</valUSD>
        <pctVal>-0.01358458277</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>IONIS PHARMACEUTICALS, INC.</name>
        <lei>549300SI4ZGLG0BLUZ92</lei>
        <title>IONIS PHARMACEUTICALS INC COMMON STOCK</title>
        <cusip>462222100</cusip>
        <identifiers>
          <isin value="US4622221004"/>
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        <balance>1124.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61258.00000000</valUSD>
        <pctVal>0.008063041026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CUBESMART</name>
        <lei>N/A</lei>
        <title>CUBESMART REIT</title>
        <cusip>229663109</cusip>
        <identifiers>
          <isin value="US2296631094"/>
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        <balance>4619.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>146052.78000000</valUSD>
        <pctVal>0.019224094111</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CGRBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CGRBS COMMERCIAL MORTGAGE TRUST 2013-VN05 CGRBS 2013-VN05 A</title>
        <cusip>125354AA8</cusip>
        <identifiers>
          <isin value="US125354AA88"/>
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        <balance>285000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>299637.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.36900000</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>LAUREATE EDUCATION, INC.</name>
        <lei>5JL7TMOH5TY3IUYSUP91</lei>
        <title>LAUREATE EDUCATION INC-A COMMON STOCK</title>
        <cusip>518613203</cusip>
        <identifiers>
          <isin value="US5186132032"/>
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        <balance>-3700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-46324.00000000</valUSD>
        <pctVal>-0.00609736381</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CONMED CORPORATION</name>
        <lei>N/A</lei>
        <title>CONMED CORP COMMON STOCK</title>
        <cusip>207410101</cusip>
        <identifiers>
          <isin value="US2074101013"/>
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        <balance>400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>34524.00000000</valUSD>
        <pctVal>0.004544197139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>FREEPORT-MCMORAN INC.</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>FREEPORT-MCMORAN INC COMMON STOCK</title>
        <cusip>35671D857</cusip>
        <identifiers>
          <isin value="US35671D8570"/>
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        <balance>-17727.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-276718.47000000</valUSD>
        <pctVal>-0.03642287335</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>FRONTDOOR, INC.</name>
        <lei>5493008RB0JZJI3QGZ06</lei>
        <title>FRONTDOOR INC COMMON STOCK</title>
        <cusip>35905A109</cusip>
        <identifiers>
          <isin value="US35905A1097"/>
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        <balance>-1000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-43570.00000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2019-1 LTD VOYA 2019-1A DR</title>
        <cusip>92917NAS7</cusip>
        <identifiers>
          <isin value="US92917NAS71"/>
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        <balance>265000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>246665.98000000</valUSD>
        <pctVal>0.032467235568</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.06887840</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>FABRINET</name>
        <lei>5493004TETZ6IYF7CV44</lei>
        <title>FABRINET COMMON STOCK</title>
        <cusip>G3323L100</cusip>
        <identifiers>
          <isin value="KYG3323L1005"/>
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        <balance>-1110.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-77455.80000000</valUSD>
        <pctVal>-0.01019506502</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BridgeBio Pharma, Inc.</name>
        <lei>54930028YG89VTY2J114</lei>
        <title>BRIDGEBIO PHARMA INC COMMON STOCK</title>
        <cusip>10806X102</cusip>
        <identifiers>
          <isin value="US10806X1028"/>
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        <balance>2050.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>61213.00000000</valUSD>
        <pctVal>0.008057117932</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>MOTOROLA SOLUTIONS, INC.</name>
        <lei>6S552MUG6KGJVEBSEC55</lei>
        <title>MOTOROLA SOLUTIONS INC COMMON STOCK</title>
        <cusip>620076307</cusip>
        <identifiers>
          <isin value="US6200763075"/>
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        <curCd>USD</curCd>
        <valUSD>-170689.25000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ZYNGA INC.</name>
        <lei>N/A</lei>
        <title>ZYNGA INC - CL A COMMON STOCK</title>
        <cusip>98986T108</cusip>
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          <isin value="US98986T1088"/>
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        <balance>3709.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33603.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
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          <ticker value="ITRAXX-XOVER"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.83616000"/>
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        <assetCat>DCR</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: JPMORGAN CHASE BANK, N.A.</counterpartyName>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/KRW SETTLE 2020-11-16</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00213370"/>
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        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>7766.28000000</valUSD>
        <pctVal>0.001022231125</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>3710127217.00000000</amtCurSold>
            <curSold>KRW</curSold>
            <amtCurPur>3136334.77000000</amtCurPur>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Republica Oriental del Uruguay</name>
        <lei>549300RDR012H2V82H43</lei>
        <title>REPUBLICA ORIENT URUGUAY 4.375000% 01/23/2031</title>
        <cusip>917288BK7</cusip>
        <identifiers>
          <isin value="US917288BK78"/>
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        <balance>179572.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>215039.27000000</valUSD>
        <pctVal>0.028304392181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>UY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LABORATORY CORPORATION OF AMERICA HOLDINGS</name>
        <lei>OZ7UA8IXAIFILY2VZH07</lei>
        <title>LABORATORY CRP OF AMER HLDGS COMMON STOCK</title>
        <cusip>50540R409</cusip>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>156241.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ultragenyx Pharmaceutical Inc</name>
        <lei>529900EV44GVDN1DCX77</lei>
        <title>ULTRAGENYX PHARMACEUTICAL IN COMMON STOCK</title>
        <cusip>90400D108</cusip>
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          <isin value="US90400D1081"/>
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        <balance>424.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>36065.44000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ARCHER-DANIELS-MIDLAND COMPANY</name>
        <lei>549300LO13MQ9HYSTR83</lei>
        <title>ARCHER-DANIELS-MIDLAND CO COMMON STOCK</title>
        <cusip>039483102</cusip>
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          <isin value="US0394831020"/>
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        <curCd>USD</curCd>
        <valUSD>652779.84000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MERCK &amp; CO., INC.</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>MERCK &amp; CO. INC. COMMON STOCK</title>
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          <isin value="US58933Y1055"/>
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        <balance>21059.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>PACKAGING CORPORATION OF AMERICA</name>
        <lei>549300XZP8MFZFY8TJ84</lei>
        <title>PACKAGING CORP OF AMERICA COMMON STOCK</title>
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          <isin value="US6951561090"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NORTONLIFELOCK INC.</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
        <title>NORTONLIFELOCK INC COMMON STOCK</title>
        <cusip>668771108</cusip>
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          <isin value="US6687711084"/>
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        <balance>1294.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <cusip>46642CBJ8</cusip>
        <identifiers>
          <isin value="US46642CBJ80"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C48 WFCM 2018-C48 A5</title>
        <cusip>95001RAX7</cusip>
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          <isin value="US95001RAX70"/>
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        <balance>102887.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ENERGY TRANSFER OPERATING, L.P.</name>
        <lei>5493008K8W3OKZE54J59</lei>
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          <isin value="US29278NAQ60"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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        <cusip>3135G03Y7</cusip>
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          <isin value="US3135G03Y78"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-27</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>AFFIRM ASSET SECURITIZATION TRUST 2020-A AFFRM 2020-A A</title>
        <cusip>00833LAA4</cusip>
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          <isin value="US00833LAA44"/>
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        <balance>175000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>175493.43000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
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      <invstOrSec>
        <name>PUBLIC STORAGE</name>
        <lei>549300LMZF40TKJ6DM64</lei>
        <title>PUBLIC STORAGE REIT</title>
        <cusip>74460D109</cusip>
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          <isin value="US74460D1090"/>
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        <balance>2530.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>537372.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>United Kingdom of Great Britain and Northern Ireland</name>
        <lei>N/A</lei>
        <title>LONG GILT FUTURE  DEC20 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FLGZ0"/>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>U.K. Gilt Futures</issuerName>
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      <invstOrSec>
        <name>CBRE GROUP, INC.</name>
        <lei>52990016II9MJ2OSWA10</lei>
        <title>CBRE GROUP INC - A COMMON STOCK</title>
        <cusip>12504L109</cusip>
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          <isin value="US12504L1098"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CAVCO INDUSTRIES, INC.</name>
        <lei>N/A</lei>
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        <cusip>149568107</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TWILIO INC.</name>
        <lei>5493004W8TRGD63APX93</lei>
        <title>TWILIO INC - A COMMON STOCK</title>
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        <name>HENRY SCHEIN, INC.</name>
        <lei>VGO3WGL8H45T73F4RR92</lei>
        <title>HENRY SCHEIN INC COMMON STOCK</title>
        <cusip>806407102</cusip>
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          <isin value="US8064071025"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ALLETE, INC.</name>
        <lei>549300NNLSIMY6Z8OT86</lei>
        <title>ALLETE INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>Odebrecht Finance, Ltd.</name>
        <lei>N/A</lei>
        <title>ODEBRECHT FINANCE LTD 144A 5.250000% 06/27/2029</title>
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        <invCountry>BR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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        <name>IRON MOUNTAIN INCORPORATED</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>IRON MOUNTAIN INC REIT</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS850863</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <balance>1018000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>209470.62000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="-593.83000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MESA LABORATORIES, INC.</name>
        <lei>549300ZCG738WLX8ZW79</lei>
        <title>MESA LABORATORIES INC COMMON STOCK</title>
        <cusip>59064R109</cusip>
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          <isin value="US59064R1095"/>
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        <balance>98.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24100.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/22</title>
        <cusip>912828X39</cusip>
        <identifiers>
          <isin value="US912828X398"/>
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        <balance>4543000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4927032.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPIRIT REALTY CAPITAL, INC.</name>
        <lei>549300LTU6LVPZSHMJ25</lei>
        <title>SPIRIT REALTY CAPITAL INC REIT</title>
        <cusip>84860W300</cusip>
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          <isin value="US84860W3007"/>
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        <balance>2578.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>TRACTOR SUPPLY COMPANY</name>
        <lei>549300OJ9VZHZRO6I137</lei>
        <title>TRACTOR SUPPLY COMPANY COMMON STOCK</title>
        <cusip>892356106</cusip>
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          <isin value="US8923561067"/>
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        <balance>-683.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-101650.89000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEVRO CORP.</name>
        <lei>254900SH91I4BOYKUE38</lei>
        <title>NEVRO CORP COMMON STOCK</title>
        <cusip>64157F103</cusip>
        <identifiers>
          <isin value="US64157F1030"/>
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        <balance>100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13754.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS850368</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>1018000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>209470.62000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>INDUSTRIAS PENOLES, S.A.B. DE C.V.</name>
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        <cusip>456472AD1</cusip>
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          <isin value="US456472AD16"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-08-06</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ELEMENT SOLUTIONS INC</name>
        <lei>549300FLGN6P5CU20J91</lei>
        <title>ELEMENT SOLUTIONS INC COMMON STOCK</title>
        <cusip>28618M106</cusip>
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          <isin value="US28618M1062"/>
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        <curCd>USD</curCd>
        <valUSD>-46225.00000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>PAPA JOHN'S INTERNATIONAL, INC.</name>
        <lei>HZYLD3DK5XOX0WBVNB56</lei>
        <title>PAPA JOHN'S INTL INC COMMON STOCK</title>
        <cusip>698813102</cusip>
        <identifiers>
          <isin value="US6988131024"/>
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        <balance>-1562.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-153528.98000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>TARGA RESOURCES CORP.</name>
        <lei>5493003QENHHS261UR94</lei>
        <title>TARGA RESOURCES CORP COMMON STOCK</title>
        <cusip>87612G101</cusip>
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          <isin value="US87612G1013"/>
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        <balance>14738.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250693.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Mondelez International, Inc.</name>
        <lei>549300DV9GIB88LZ5P30</lei>
        <title>MONDELEZ INTERNATIONAL INC-A COMMON STOCK</title>
        <cusip>609207105</cusip>
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        <balance>33820.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>RH</name>
        <lei>5493008MTS3OGGMHGK69</lei>
        <title>RH COMMON STOCK</title>
        <cusip>74967X103</cusip>
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          <isin value="US74967X1037"/>
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        <balance>-200.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-66110.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JACK HENRY &amp; ASSOCIATES, INC.</name>
        <lei>529900X1QS8C54W0JB21</lei>
        <title>JACK HENRY &amp; ASSOCIATES INC COMMON STOCK</title>
        <cusip>426281101</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <title>GS MORTGAGE SECURITIES TRUST 2014-GC18 GSMS 2014-GC18 D</title>
        <cusip>36252RAG4</cusip>
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          <isin value="US36252RAG48"/>
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        <balance>430506.00000000</balance>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2016-LC25 WFCM 2016-LC25 C</title>
        <cusip>95000JBB3</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALEXANDER &amp; BALDWIN, INC.</name>
        <lei>N/A</lei>
        <title>ALEXANDER &amp; BALDWIN INC REIT</title>
        <cusip>014491104</cusip>
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        <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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2019-R02 CAS 2019-R02 1M2</title>
        <cusip>20753KAB8</cusip>
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          <isin value="US20753KAB89"/>
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        <curCd>USD</curCd>
        <valUSD>202790.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.47512960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BROADRIDGE FINANCIAL SOLUTIONS, INC.</name>
        <lei>N/A</lei>
        <title>BROADRIDGE FINANCIAL SOLUTIO COMMON STOCK</title>
        <cusip>11133T103</cusip>
        <identifiers>
          <isin value="US11133T1034"/>
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        <balance>300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41220.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MALAYSIAN RINGGIT</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: CNY/USD SETTLE 2020-11-16</title>
        <cusip>N/A</cusip>
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          <other otherDesc="FX Forwards" value="CCTCNH__00213372"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CN</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <amtCurPur>21723927.67000000</amtCurPur>
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        </derivativeInfo>
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      <invstOrSec>
        <name>BORGWARNER INC.</name>
        <lei>549300DSFX2IE88NSX47</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS379352</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <swapDeriv derivCat="SWP">
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              <counterpartyName>BRK: GOLDMAN SACHS</counterpartyName>
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            <fixedPmntDesc amount="375.00000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CORN FUTURE DEC20</title>
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          <ticker value="CZ0"/>
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        <balance>194.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3470175.00000000</valUSD>
        <pctVal>0.456759335803</pctVal>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Corn</issuerName>
                <issueTitle>Corn Future Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="CZ0"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-12-16</expDate>
            <notionalAmt>3480668.59000000</notionalAmt>
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            <unrealizedAppr>-10493.59000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Cenovus Energy Inc.</name>
        <lei>549300EIRQ0Z2B9C1W06</lei>
        <title>CENOVUS ENERGY INC 4.250000% 04/15/2027</title>
        <cusip>15135UAM1</cusip>
        <identifiers>
          <isin value="US15135UAM18"/>
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        <balance>36000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>34232.58000000</valUSD>
        <pctVal>0.004505839187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALKERMES PUBLIC LIMITED COMPANY</name>
        <lei>N/A</lei>
        <title>ALKERMES PLC COMMON STOCK</title>
        <cusip>G01767105</cusip>
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          <isin value="IE00B56GVS15"/>
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        <balance>2389.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ABN AMRO Bank N.V.</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV 144A 4.750000% 07/28/2025</title>
        <cusip>00080QAF2</cusip>
        <identifiers>
          <isin value="US00080QAF28"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225780.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VIACOMCBS INC.</name>
        <lei>5KYC8KF17ROCY24M3H09</lei>
        <title>VIACOMCBS INC 4.200000% 05/19/2032</title>
        <cusip>92556HAD9</cusip>
        <identifiers>
          <isin value="US92556HAD98"/>
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        <balance>135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>153688.33000000</valUSD>
        <pctVal>0.020229117993</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Edgewell Personal Care Company</name>
        <lei>549300CY8QZDL4Z3RU59</lei>
        <title>EDGEWELL PERSONAL CARE CO COMMON STOCK</title>
        <cusip>28035Q102</cusip>
        <identifiers>
          <isin value="US28035Q1022"/>
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        <balance>1766.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>50701.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2014-17 SA</title>
        <cusip>3136AJWQ5</cusip>
        <identifiers>
          <isin value="US3136AJWQ51"/>
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        <balance>2451142.31600000</balance>
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        <curCd>USD</curCd>
        <valUSD>625067.27000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>GOLD FUT OPT(CMX) Dec20C  2250 SHORT</title>
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        <identifiers>
          <ticker value="GC2250L0"/>
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        <balance>-10.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-23300.00000000</valUSD>
        <pctVal>-0.00306684605</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MARKET AXESS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Call Option 2250 Nov 2020 on GOLD 100 OZ FUTR Dec 2020</issueTitle>
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                  <ticker value="GCZ0-11/2020-C-2250"/>
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            <shareNo>-1000.00000000</shareNo>
            <exercisePrice>250.00000000</exercisePrice>
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            <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEXTIER OILFIELD SOLUTIONS INC.</name>
        <lei>529900L27H2D4QT0IT24</lei>
        <title>NEXTIER OILFIELD SOLUTIONS I COMMON STOCK</title>
        <cusip>65290C105</cusip>
        <identifiers>
          <isin value="US65290C1053"/>
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        <curCd>USD</curCd>
        <valUSD>22428.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HILL-ROM HOLDINGS, INC.</name>
        <lei>JLZ01A0E2071OH26RE45</lei>
        <title>HILL-ROM HOLDINGS INC COMMON STOCK</title>
        <cusip>431475102</cusip>
        <identifiers>
          <isin value="US4314751029"/>
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        <balance>537.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GROUP AG 144A Callable 08/21/2026 @ 100.00</title>
        <cusip>225401AL2</cusip>
        <identifiers>
          <isin value="US225401AL29"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>326250.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KIMCO REALTY CORPORATION</name>
        <lei>549300EA7I6T15IBYS12</lei>
        <title>KIMCO REALTY CORP REIT</title>
        <cusip>49446R109</cusip>
        <identifiers>
          <isin value="US49446R1095"/>
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        <curCd>USD</curCd>
        <valUSD>106027.57000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>INGREDION INCORPORATED</name>
        <lei>PKSTQ48QDN0XSVS7YK88</lei>
        <title>INGREDION INC COMMON STOCK</title>
        <cusip>457187102</cusip>
        <identifiers>
          <isin value="US4571871023"/>
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        <curCd>USD</curCd>
        <valUSD>175761.40000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>STEEL DYNAMICS, INC.</name>
        <lei>549300HGGKEL4FYTTQ83</lei>
        <title>STEEL DYNAMICS INC COMMON STOCK</title>
        <cusip>858119100</cusip>
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          <isin value="US8581191009"/>
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        <curCd>USD</curCd>
        <valUSD>-63349.92000000</valUSD>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CEMEX S.A.B. de C.V.</name>
        <lei>549300RIG2CXWN6IV731</lei>
        <title>CEMEX SAB DE CV 144A 7.375000% 06/05/2027</title>
        <cusip>151290BW2</cusip>
        <identifiers>
          <isin value="US151290BW27"/>
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        <balance>269000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>291528.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BROADCOM INC.</name>
        <lei>549300WV6GIDOZJTV909</lei>
        <title>BROADCOM INC COMMON STOCK</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>ROKU, INC.</name>
        <lei>549300KR6ITU0YIR1T71</lei>
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          <isin value="US77543R1023"/>
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        <balance>449.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>EQUITY COMMONWEALTH</name>
        <lei>549300YPGVU9PR4L0606</lei>
        <title>EQUITY COMMONWEALTH REIT</title>
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          <isin value="US2946281027"/>
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        <balance>3081.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>FRONTLINE LTD.</name>
        <lei>5493004BCIKYU1YL3H63</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>CELANESE CORPORATION</name>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-162000.00000000</balance>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRK: CREDIT SUISSE</counterpartyName>
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            <swapFlag>Y</swapFlag>
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        <name>NEKTAR THERAPEUTICS</name>
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        <title>NEKTAR THERAPEUTICS COMMON STOCK</title>
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          <isin value="US6402681083"/>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>State of Israel</name>
        <lei>213800T8ZHTFZIBYPE21</lei>
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          <isin value="US46513JB429"/>
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        <balance>495000.00000000</balance>
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        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>BRK: SOCIETE GENERALE</name>
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        <title>BRK: SOCIETE GENERALE REF: SOCIETE GENERALE COMMODITIES CUSTOM ALPHA 061</title>
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          <other otherDesc="All Others" value="SGCOB35E"/>
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        <assetCat>DE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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          <ticker value="CMBX.NA.BBB-"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LOW SU GASOIL G   NOV20 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="LGOX0"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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                <issuerName>Gasoil</issuerName>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Prosus N.V.</name>
        <lei>635400Z5LQ5F9OLVT688</lei>
        <title>PROSUS NV MTN 4.027000% 08/03/2050</title>
        <cusip>74365PAD0</cusip>
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        <balance>393000.00000000</balance>
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        <invCountry>CN</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>IAC/INTERACTIVECORP.</name>
        <lei>549300TO56L57RP6P031</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>D.R. HORTON, INC.</name>
        <lei>529900ZIUEYVSB8QDD25</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AMERICAN FINANCE TRUST, INC.</name>
        <lei>549300GN4H0K3IUS8983</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GRAND CANYON EDUCATION, INC.</name>
        <lei>529900XFER799IYOSW74</lei>
        <title>GRAND CANYON EDUCATION INC COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PARAMOUNT GROUP, INC.</name>
        <lei>N/A</lei>
        <title>PARAMOUNT GROUP INC REIT</title>
        <cusip>69924R108</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>BRK: MORGAN STANLEY</name>
        <lei>N/A</lei>
        <title>BRK: MORGAN STANLEY PAY: 2.3545</title>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRK: MORGAN STANLEY</counterpartyName>
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      <invstOrSec>
        <name>CORESITE REALTY CORPORATION</name>
        <lei>549300H0YYORITFM2B74</lei>
        <title>CORESITE REALTY CORP REIT</title>
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          <isin value="US21870Q1058"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 4585 DS</title>
        <cusip>3137BPFZ7</cusip>
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          <isin value="US3137BPFZ77"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mirati Therapeutics Inc</name>
        <lei>529900GYRW59IDQV6N54</lei>
        <title>MIRATI THERAPEUTICS INC COMMON STOCK</title>
        <cusip>60468T105</cusip>
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        <curCd>USD</curCd>
        <valUSD>49889.58000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SEATTLE GENETICS, INC.</name>
        <lei>N/A</lei>
        <title>SEATTLE GENETICS INC COMMON STOCK</title>
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          <isin value="US8125781026"/>
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        <balance>748.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>118438.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2017-C01 1M2</title>
        <cusip>30711XEP5</cusip>
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          <isin value="US30711XEP50"/>
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        <balance>522666.27160000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>533150.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BRK: BARCLAYS BANK PLC</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
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          <other otherDesc="All Others" value="CDS028052"/>
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        <assetCat>DCR</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>WELLTOWER INC</name>
        <lei>T6IZ0MBEG5ACZDTR7D06</lei>
        <title>WELLTOWER INC 3.625000% 03/15/2024</title>
        <cusip>95040QAG9</cusip>
        <identifiers>
          <isin value="US95040QAG91"/>
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        <balance>54000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>58396.70000000</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>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PMT CREDIT RISK TRANSFER TRUST</name>
        <lei>N/A</lei>
        <title>PMT CREDIT RISK TRANSFER TRUST 2019-1R PMTCR 2019-1R A</title>
        <cusip>73021CAA3</cusip>
        <identifiers>
          <isin value="US73021CAA36"/>
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        <balance>240329.48240000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>228101.28000000</valUSD>
        <pctVal>0.030023670030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17024920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VALERO ENERGY CORPORATION</name>
        <lei>549300XTO5VR8SKV1V74</lei>
        <title>VALERO ENERGY CORP COMMON STOCK</title>
        <cusip>91913Y100</cusip>
        <identifiers>
          <isin value="US91913Y1001"/>
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        <balance>25204.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1325478.36000000</valUSD>
        <pctVal>0.174465153871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>COOPER-STANDARD HOLDINGS INC.</name>
        <lei>549300VVOH2RQP5YMB08</lei>
        <title>COOPER-STANDARD HOLDING COMMON STOCK</title>
        <cusip>21676P103</cusip>
        <identifiers>
          <isin value="US21676P1030"/>
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        <balance>-900.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-16308.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PORT AUTH N Y &amp; N J</name>
        <lei>N/A</lei>
        <title>PORT AUTH OF NEW YORK &amp; NEW JE PORT AUTHORITY OF NEW YORK &amp; NEW JERSEY</title>
        <cusip>73358W4V3</cusip>
        <identifiers>
          <isin value="US73358W4V32"/>
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        <balance>490000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>496566.00000000</valUSD>
        <pctVal>0.065360149370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.08600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INFINERA CORPORATION</name>
        <lei>549300ZOF66WPV3H0H17</lei>
        <title>INFINERA CORP COMMON STOCK</title>
        <cusip>45667G103</cusip>
        <identifiers>
          <isin value="US45667G1031"/>
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        <balance>-6900.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-50301.00000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CAPITAL ONE FINANCIAL CORPORATION</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP 2.600000% 05/11/2023</title>
        <cusip>14040HCD5</cusip>
        <identifiers>
          <isin value="US14040HCD52"/>
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        <balance>398000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417134.41000000</valUSD>
        <pctVal>0.054905022384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVALONBAY COMMUNITIES, INC.</name>
        <lei>K9G90K85RBWD2LAGQX17</lei>
        <title>AVALONBAY COMMUNITIES INC REIT</title>
        <cusip>053484101</cusip>
        <identifiers>
          <isin value="US0534841012"/>
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        <balance>2663.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>420913.78000000</valUSD>
        <pctVal>0.055402479293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GROUP AG 7.500000% MATURITY: PERPETUAL</title>
        <cusip>H3698DBW3</cusip>
        <identifiers>
          <isin value="USH3698DBW32"/>
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        <balance>419000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>451933.40000000</valUSD>
        <pctVal>0.059485414888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2169-01-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VODAFONE GROUP PUBLIC LIMITED COMPANY</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>VODAFONE GROUP PLC 3.750000% 01/16/2024</title>
        <cusip>92857WBH2</cusip>
        <identifiers>
          <isin value="US92857WBH25"/>
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        <balance>1694000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1858017.64000000</valUSD>
        <pctVal>0.244560260839</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>W.P. CAREY INC.</name>
        <lei>54930042CRNE713E3Q67</lei>
        <title>WP CAREY INC REIT</title>
        <cusip>92936U109</cusip>
        <identifiers>
          <isin value="US92936U1097"/>
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        <balance>3321.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>230377.77000000</valUSD>
        <pctVal>0.030323311420</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>PLATINUM FUTURE   OCT20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="PLV0"/>
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        <balance>-18.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-844110.00000000</valUSD>
        <pctVal>-0.11110538314</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Platinum</issuerName>
                <issueTitle>PLATINUM FUTURE(Consolidated) Oct 2020</issueTitle>
                <identifiers>
                  <ticker value="PLCV0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-10-31</expDate>
            <notionalAmt>-839563.12000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-4546.88000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNIVERSAL HEALTH REALTY INCOME TRUST</name>
        <lei>549300L4MWZL4IH6H172</lei>
        <title>UNIVERSAL HEALTH RLTY INCOME REIT</title>
        <cusip>91359E105</cusip>
        <identifiers>
          <isin value="US91359E1055"/>
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        <balance>400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26688.00000000</valUSD>
        <pctVal>0.003512789168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLUEBIRD BIO, INC.</name>
        <lei>N/A</lei>
        <title>BLUEBIRD BIO INC COMMON STOCK</title>
        <cusip>09609G100</cusip>
        <identifiers>
          <isin value="US09609G1004"/>
        </identifiers>
        <balance>603.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>35757.90000000</valUSD>
        <pctVal>0.004706608356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DIAMONDBACK ENERGY, INC.</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>DIAMONDBACK ENERGY INC COMMON STOCK</title>
        <cusip>25278X109</cusip>
        <identifiers>
          <isin value="US25278X1090"/>
        </identifiers>
        <balance>10206.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>397625.76000000</valUSD>
        <pctVal>0.052337210093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARISTA NETWORKS, INC.</name>
        <lei>635400H1WKBLOQERUU95</lei>
        <title>ARISTA NETWORKS INC COMMON STOCK</title>
        <cusip>040413106</cusip>
        <identifiers>
          <isin value="US0404131064"/>
        </identifiers>
        <balance>-556.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-124238.20000000</valUSD>
        <pctVal>-0.01635276541</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZIMMER BIOMET HOLDINGS, INC.</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>ZIMMER BIOMET HOLDINGS INC COMMON STOCK</title>
        <cusip>98956P102</cusip>
        <identifiers>
          <isin value="US98956P1021"/>
        </identifiers>
        <balance>1760.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>247948.80000000</valUSD>
        <pctVal>0.032636085846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEAR CORPORATION</name>
        <lei>549300UPNBTXA1SYTQ33</lei>
        <title>LEAR CORP COMMON STOCK</title>
        <cusip>521865204</cusip>
        <identifiers>
          <isin value="US5218652049"/>
        </identifiers>
        <balance>-4255.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-484772.15000000</valUSD>
        <pctVal>-0.06380779218</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C05 2M2</title>
        <cusip>30711XDK7</cusip>
        <identifiers>
          <isin value="US30711XDK72"/>
        </identifiers>
        <balance>541241.80880000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>560334.65000000</valUSD>
        <pctVal>0.073753652931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.62512880</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>VICI PROPERTIES INC.</name>
        <lei>254900RKH6RY9KCJQH63</lei>
        <title>VICI PROPERTIES INC REIT</title>
        <cusip>925652109</cusip>
        <identifiers>
          <isin value="US9256521090"/>
        </identifiers>
        <balance>8000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>178720.00000000</valUSD>
        <pctVal>0.023523893894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SKYWORKS SOLUTIONS, INC.</name>
        <lei>549300WZ3ORQ2BVKBD96</lei>
        <title>SKYWORKS SOLUTIONS INC COMMON STOCK</title>
        <cusip>83088M102</cusip>
        <identifiers>
          <isin value="US83088M1027"/>
        </identifiers>
        <balance>-857.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-124136.45000000</valUSD>
        <pctVal>-0.01633937264</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>CORN FUTURE OPTN  Mar21C   370 SHORT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1C370C1"/>
        </identifiers>
        <balance>-50.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-41250.00000000</valUSD>
        <pctVal>-0.00542950214</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MARKET AXESS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Call Option 370 Feb 2021 on CORN FUTURE  (Globex) Mar 2021</issueTitle>
                <identifiers>
                  <ticker value="ZCH1-02/2021-C-370"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-2500.00000000</shareNo>
            <exercisePrice>370.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2021-02-22</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>4.63000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WEYERHAEUSER COMPANY</name>
        <lei>08IRJODWFYBI7QWRGS31</lei>
        <title>WEYERHAEUSER CO REIT</title>
        <cusip>962166104</cusip>
        <identifiers>
          <isin value="US9621661043"/>
        </identifiers>
        <balance>11307.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>342715.17000000</valUSD>
        <pctVal>0.045109642429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Company</name>
        <lei>549300TI38531ODB1G63</lei>
        <title>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO 6.500000% 07/15/2025</title>
        <cusip>00774MAN5</cusip>
        <identifiers>
          <isin value="US00774MAN56"/>
        </identifiers>
        <balance>187000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>203447.09000000</valUSD>
        <pctVal>0.026778579668</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANALOG DEVICES, INC.</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
        <title>ANALOG DEVICES INC COMMON STOCK</title>
        <cusip>032654105</cusip>
        <identifiers>
          <isin value="US0326541051"/>
        </identifiers>
        <balance>-1615.09000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-188771.72000000</valUSD>
        <pctVal>-0.02484694444</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OVINTIV INC.</name>
        <lei>N/A</lei>
        <title>OVINTIV INC COMMON STOCK</title>
        <cusip>69047Q102</cusip>
        <identifiers>
          <isin value="US69047Q1022"/>
        </identifiers>
        <balance>19130.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>211960.40000000</valUSD>
        <pctVal>0.027899138089</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CIENA CORPORATION</name>
        <lei>W0CZ7N0GH8UIGXDM1H41</lei>
        <title>CIENA CORP COMMON STOCK</title>
        <cusip>171779309</cusip>
        <identifiers>
          <isin value="US1717793095"/>
        </identifiers>
        <balance>-1000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-56770.00000000</valUSD>
        <pctVal>-0.00747231119</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE 0.250000% 07/10/2023</title>
        <cusip>3135G05G4</cusip>
        <identifiers>
          <isin value="US3135G05G45"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1100063.02000000</valUSD>
        <pctVal>0.144795018797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATUS MEDICAL INCORPORATED</name>
        <lei>549300ZW3JLSJGT2D838</lei>
        <title>NATUS MEDICAL INC COMMON STOCK</title>
        <cusip>639050103</cusip>
        <identifiers>
          <isin value="US6390501038"/>
        </identifiers>
        <balance>1200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>21792.00000000</valUSD>
        <pctVal>0.002868356623</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>WYNDHAM HOTELS &amp; RESORTS, INC.</name>
        <lei>549300FE3MQ4RVXXC673</lei>
        <title>WYNDHAM HOTELS &amp; RESORTS INC COMMON STOCK</title>
        <cusip>98311A105</cusip>
        <identifiers>
          <isin value="US98311A1051"/>
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        <balance>-2305.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-120689.80000000</valUSD>
        <pctVal>-0.01588570976</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ACTIVISION BLIZZARD, INC.</name>
        <lei>549300TPQQDBP9GNOF40</lei>
        <title>ACTIVISION BLIZZARD INC COMMON STOCK</title>
        <cusip>00507V109</cusip>
        <identifiers>
          <isin value="US00507V1098"/>
        </identifiers>
        <balance>4906.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>409749.12000000</valUSD>
        <pctVal>0.053932938799</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BANQUE FEDERATIVE DU CREDIT MUTUEL SA</name>
        <lei>VBHFXSYT7OG62HNT8T76</lei>
        <title>BANQUE FEDERATIVE DU CREDIT MUTUEL SA MTN 2.750000% 10/15/2020</title>
        <cusip>06675FAF4</cusip>
        <identifiers>
          <isin value="US06675FAF45"/>
        </identifiers>
        <balance>475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>476447.75000000</valUSD>
        <pctVal>0.062712098910</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BRIGHAM MINERALS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>N/A</name>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>MEDPACE HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>BROWN BROTHERS</counterpartyName>
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        <name>SMITH &amp; WESSON BRANDS, INC.</name>
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          <isin value="US8317541063"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>NEWMONT CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>ING Groep N.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
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                <isin value="NL0011821202"/>
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        <name>FORTINET, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LOWE'S COMPANIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 2% 01/15/26</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Corporacion Nacional del Cobre de Chile</name>
        <lei>549300UVMBCBCIPSUI70</lei>
        <title>CORP NACIONAL DEL COBRE DE CHILE 144A 3.150000% 01/14/2030</title>
        <cusip>21987BBB3</cusip>
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        <invCountry>CL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>THE GEO GROUP, INC.</name>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
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          <ticker value="CMBX.NA.BBB-"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRK: MORGAN STANLEY &amp; CO. INTERNATIONAL PLC</counterpartyName>
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        <name>SPROUTS FARMERS MARKET, INC.</name>
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        <title>SPROUTS FARMERS MARKET INC COMMON STOCK</title>
        <cusip>85208M102</cusip>
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        <name>MANHATTAN ASSOCIATES, INC.</name>
        <lei>529900Q1GJP7KD52SW51</lei>
        <title>MANHATTAN ASSOCIATES INC COMMON STOCK</title>
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        <name>EXACT SCIENCES CORPORATION</name>
        <lei>549300VM3X1FYD4N9Z14</lei>
        <title>EXACT SCIENCES CORP COMMON STOCK</title>
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        <name>PROPETRO HOLDING CORP.</name>
        <lei>N/A</lei>
        <title>PROPETRO HOLDING CORP COMMON STOCK</title>
        <cusip>74347M108</cusip>
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        <name>AUTOMATIC DATA PROCESSING, INC.</name>
        <lei>HGBOLILQXWER4SAL2I23</lei>
        <title>AUTOMATIC DATA PROCESSING COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>MIDDLESEX WATER COMPANY</name>
        <lei>N/A</lei>
        <title>MIDDLESEX WATER CO COMMON STOCK</title>
        <cusip>596680108</cusip>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SILVER FUTURE     DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SIZ0"/>
        </identifiers>
        <balance>33.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>4718010.00000000</valUSD>
        <pctVal>0.621004737200</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Silver</issuerName>
                <issueTitle>SILVER FUTURE Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="SIZ0"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-01-01</expDate>
            <notionalAmt>4547212.81000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>170797.19000000</unrealizedAppr>
          </futrDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ADVANCED MICRO DEVICES, INC.</name>
        <lei>R2I72C950HOYXII45366</lei>
        <title>ADVANCED MICRO DEVICES COMMON STOCK</title>
        <cusip>007903107</cusip>
        <identifiers>
          <isin value="US0079031078"/>
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        <balance>-5654.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-513496.28000000</valUSD>
        <pctVal>-0.06758858552</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RITE AID CORPORATION</name>
        <lei>529900W353T1JY1DKT44</lei>
        <title>RITE AID CORP COMMON STOCK</title>
        <cusip>767754872</cusip>
        <identifiers>
          <isin value="US7677548726"/>
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        <balance>159.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2070.18000000</valUSD>
        <pctVal>0.000272485981</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PAYCHEX, INC.</name>
        <lei>529900K900DW6SUBM174</lei>
        <title>PAYCHEX INC COMMON STOCK</title>
        <cusip>704326107</cusip>
        <identifiers>
          <isin value="US7043261079"/>
        </identifiers>
        <balance>1325.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>101322.75000000</valUSD>
        <pctVal>0.013336535474</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISCOVERY, INC.</name>
        <lei>5493006ZCRFWKF6B1K26</lei>
        <title>DISCOVERY INC - A COMMON STOCK</title>
        <cusip>25470F104</cusip>
        <identifiers>
          <isin value="US25470F1049"/>
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        <balance>-2200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-48543.00000000</valUSD>
        <pctVal>-0.00638943812</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PELOTON INTERACTIVE, INC.</name>
        <lei>5493002YS021166W0339</lei>
        <title>PELOTON INTERACTIVE INC-A COMMON STOCK</title>
        <cusip>70614W100</cusip>
        <identifiers>
          <isin value="US70614W1009"/>
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        <balance>-3939.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-302003.13000000</valUSD>
        <pctVal>-0.03975094889</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BIOTELEMETRY, INC.</name>
        <lei>549300E1RQ91KHELWN02</lei>
        <title>BIOTELEMETRY INC COMMON STOCK</title>
        <cusip>090672106</cusip>
        <identifiers>
          <isin value="US0906721065"/>
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        <balance>800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>31664.00000000</valUSD>
        <pctVal>0.004167751657</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STITCH FIX, INC.</name>
        <lei>549300TNHOVBOJZIYE72</lei>
        <title>STITCH FIX INC-CLASS A COMMON STOCK</title>
        <cusip>860897107</cusip>
        <identifiers>
          <isin value="US8608971078"/>
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        <balance>-390.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-9418.50000000</valUSD>
        <pctVal>-0.00123970341</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NORWEGIAN CRUISE LINE HOLDINGS LTD.</name>
        <lei>N/A</lei>
        <title>NORWEGIAN CRUISE LINE HOLDIN COMMON STOCK</title>
        <cusip>G66721104</cusip>
        <identifiers>
          <isin value="BMG667211046"/>
        </identifiers>
        <balance>-6153.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-105277.83000000</valUSD>
        <pctVal>-0.01385712008</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BERRY CORPORATION (BRY)</name>
        <lei>N/A</lei>
        <title>BERRY CORP COMMON STOCK</title>
        <cusip>08579X101</cusip>
        <identifiers>
          <isin value="US08579X1019"/>
        </identifiers>
        <balance>12347.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>48647.18000000</valUSD>
        <pctVal>0.006403150741</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVANGRID, INC.</name>
        <lei>549300OX0Q38NLSKPB49</lei>
        <title>AVANGRID INC COMMON STOCK</title>
        <cusip>05351W103</cusip>
        <identifiers>
          <isin value="US05351W1036"/>
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        <balance>1900.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>91276.00000000</valUSD>
        <pctVal>0.012014139095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>U.S. DOLLARS</name>
        <lei>N/A</lei>
        <title>FX Forward Contract: USD/JPY SETTLE 2020-10-08</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="FX Forwards" value="CCTUSD__00212641"/>
        </identifiers>
        <balance>1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>18246.65000000</valUSD>
        <pctVal>0.002401702431</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BROWN BROTHERS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <amtCurSold>421548570.00000000</amtCurSold>
            <curSold>JPY</curSold>
            <amtCurPur>3996024.06000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-10-08</settlementDt>
            <unrealizedAppr>18246.65000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2016-1 EART 2016-1A D</title>
        <cusip>30166KAD4</cusip>
        <identifiers>
          <isin value="US30166KAD46"/>
        </identifiers>
        <balance>206510.11920000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>207021.09000000</valUSD>
        <pctVal>0.027249004896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FORMULA ONE GROUP</name>
        <lei>549300ZKUTPIBZLWLL89</lei>
        <title>LIBERTY MEDIA CORP-LIBERTY-C COMMON STOCK</title>
        <cusip>531229854</cusip>
        <identifiers>
          <isin value="US5312298541"/>
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        <balance>1700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66266.00000000</valUSD>
        <pctVal>0.008722215492</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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 COMMON STOCK</title>
        <cusip>444859102</cusip>
        <identifiers>
          <isin value="US4448591028"/>
        </identifiers>
        <balance>1006.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>417661.02000000</valUSD>
        <pctVal>0.054974337053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>LEGGETT &amp; PLATT, INCORPORATED</name>
        <lei>DKOVQUCDW4ZLYCUD4T55</lei>
        <title>LEGGETT &amp; PLATT INC COMMON STOCK</title>
        <cusip>524660107</cusip>
        <identifiers>
          <isin value="US5246601075"/>
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        <balance>-4744.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-194504.00000000</valUSD>
        <pctVal>-0.02560145175</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>GASOLINE RBOB FUT NOV20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="RBX0"/>
        </identifiers>
        <balance>14.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>698544.00000000</valUSD>
        <pctVal>0.091945361104</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Unleaded Gas</issuerName>
                <issueTitle>RBOB Unleaded Gasoline Future (Consolidated) Nov 2020</issueTitle>
                <identifiers>
                  <ticker value="RBX0"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2020-11-02</expDate>
            <notionalAmt>703551.07000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-5007.07000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GETTY REALTY CORP.</name>
        <lei>N/A</lei>
        <title>GETTY REALTY CORP REIT</title>
        <cusip>374297109</cusip>
        <identifiers>
          <isin value="US3742971092"/>
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        <balance>1300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>38077.00000000</valUSD>
        <pctVal>0.005011858257</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLACK HILLS CORPORATION</name>
        <lei>3MGELCRSTNSAMJ962671</lei>
        <title>BLACK HILLS CORP COMMON STOCK</title>
        <cusip>092113109</cusip>
        <identifiers>
          <isin value="US0921131092"/>
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        <balance>1300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>72904.00000000</valUSD>
        <pctVal>0.009595937558</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LUMINEX CORPORATION</name>
        <lei>5299004PD7MBYRVKM104</lei>
        <title>LUMINEX CORP COMMON STOCK</title>
        <cusip>55027E102</cusip>
        <identifiers>
          <isin value="US55027E1029"/>
        </identifiers>
        <balance>1000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26690.00000000</valUSD>
        <pctVal>0.003513052417</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KITE REALTY GROUP TRUST</name>
        <lei>N/A</lei>
        <title>KITE REALTY GROUP TRUST REIT</title>
        <cusip>49803T300</cusip>
        <identifiers>
          <isin value="US49803T3005"/>
        </identifiers>
        <balance>3300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37092.00000000</valUSD>
        <pctVal>0.004882208327</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>SBA Communications Corporation</name>
        <lei>5299001HX8ZN8Y8QIT49</lei>
        <title>SBA COMMUNICATIONS CORP REIT</title>
        <cusip>78410G104</cusip>
        <identifiers>
          <isin value="US78410G1040"/>
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        <balance>1664.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>509300.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS106450</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>232000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>47737.90000000</valUSD>
        <pctVal>0.006283467403</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: J.P. MORGAN SECURITIES, LLC</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="-135.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <fixedPmntDesc amount="-135.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
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            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>0.00000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>232000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>238.08000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CATALENT, INC.</name>
        <lei>N/A</lei>
        <title>CATALENT INC COMMON STOCK</title>
        <cusip>148806102</cusip>
        <identifiers>
          <isin value="US1488061029"/>
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        <balance>1171.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>108317.50000000</valUSD>
        <pctVal>0.014257214508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE VARIABLE RATE 01/20/2022</title>
        <cusip>3135G03M3</cusip>
        <identifiers>
          <isin value="US3135G03M31"/>
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        <balance>2300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2306616.36000000</valUSD>
        <pctVal>0.303606750825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.42999840</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>BUNGE LIMITED</name>
        <lei>5493007M0RIN8HY3MM77</lei>
        <title>BUNGE LTD COMMON STOCK</title>
        <cusip>G16962105</cusip>
        <identifiers>
          <isin value="BMG169621056"/>
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        <balance>4344.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>198173.28000000</valUSD>
        <pctVal>0.026084418148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ROYAL CARIBBEAN CRUISES LTD.</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>ROYAL CARIBBEAN CRUISES LTD 144A 11.500000% 06/01/2025</title>
        <cusip>780153AZ5</cusip>
        <identifiers>
          <isin value="US780153AZ50"/>
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        <balance>503000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583232.18000000</valUSD>
        <pctVal>0.076767524161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Blueprint Medicines Corp</name>
        <lei>5299004CC60O9T5HVM83</lei>
        <title>BLUEPRINT MEDICINES CORP COMMON STOCK</title>
        <cusip>09627Y109</cusip>
        <identifiers>
          <isin value="US09627Y1091"/>
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        <balance>560.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43360.80000000</valUSD>
        <pctVal>0.005707334704</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BOARDWALK PIPELINES, LP</name>
        <lei>549300W6AQ2GHHCGL606</lei>
        <title>BOARDWALK PIPELINES LP 3.400000% 02/15/2031</title>
        <cusip>096630AH1</cusip>
        <identifiers>
          <isin value="US096630AH15"/>
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        <balance>453000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>457129.39000000</valUSD>
        <pctVal>0.060169333406</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TENCENT HOLDINGS LIMITED</name>
        <lei>254900N4SLUMW4XUYY11</lei>
        <title>TENCENT HOLDINGS LTD MTN 3.240000% 06/03/2050</title>
        <cusip>88032WAV8</cusip>
        <identifiers>
          <isin value="US88032WAV81"/>
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        <balance>412000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>436950.72000000</valUSD>
        <pctVal>0.057513330205</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CN</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-06-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.24000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Energizer Holdings, Inc.</name>
        <lei>5493000D6NN0V57UME20</lei>
        <title>ENERGIZER HOLDINGS INC COMMON STOCK</title>
        <cusip>29272W109</cusip>
        <identifiers>
          <isin value="US29272W1099"/>
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        <balance>1687.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>78091.23000000</valUSD>
        <pctVal>0.010278703047</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CARDINAL HEALTH, INC.</name>
        <lei>CCU46N3GJMF4OK4N7U60</lei>
        <title>CARDINAL HEALTH INC COMMON STOCK</title>
        <cusip>14149Y108</cusip>
        <identifiers>
          <isin value="US14149Y1082"/>
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        <balance>2981.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>151315.56000000</valUSD>
        <pctVal>0.019916803816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>DAVITA INC.</name>
        <lei>M2XHYMU3TZNEZURC6H66</lei>
        <title>DAVITA INC COMMON STOCK</title>
        <cusip>23918K108</cusip>
        <identifiers>
          <isin value="US23918K1088"/>
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        <balance>762.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>66111.12000000</valUSD>
        <pctVal>0.008701829521</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>TRUIST FINANCIAL CORP 5.100000% MATURITY: PERPETUAL</title>
        <cusip>89832QAF6</cusip>
        <identifiers>
          <isin value="US89832QAF63"/>
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        <balance>792000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>869220.00000000</valUSD>
        <pctVal>0.114410469174</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2169-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INVITAE CORPORATION</name>
        <lei>549300MYI59DZW1WIX92</lei>
        <title>INVITAE CORP COMMON STOCK</title>
        <cusip>46185L103</cusip>
        <identifiers>
          <isin value="US46185L1035"/>
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        <balance>652.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>22793.92000000</valUSD>
        <pctVal>0.003000233636</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ENERGY TRANSFER OPERATING, L.P.</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>ENERGY TRANSFER OPERATING LP 4.650000% 06/01/2021</title>
        <cusip>29273RAN9</cusip>
        <identifiers>
          <isin value="US29273RAN98"/>
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        <balance>85000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>86539.62000000</valUSD>
        <pctVal>0.011390716419</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERNATIONAL GAME TECHNOLOGY PLC</name>
        <lei>549300UQ6KHRCZDRGZ76</lei>
        <title>INTERNATIONAL GAME TECHNOLOGY PLC 144A 6.250000% 02/15/2022</title>
        <cusip>460599AB9</cusip>
        <identifiers>
          <isin value="US460599AB91"/>
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        <balance>219000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>225015.93000000</valUSD>
        <pctVal>0.029617563013</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PATTERSON COMPANIES, INC.</name>
        <lei>YM48Q2087CUE26GWEK09</lei>
        <title>PATTERSON COS INC COMMON STOCK</title>
        <cusip>703395103</cusip>
        <identifiers>
          <isin value="US7033951036"/>
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        <balance>2178.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>63183.78000000</valUSD>
        <pctVal>0.008316520459</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Xpel Inc</name>
        <lei>549300KWSE3IGXLJNW66</lei>
        <title>XPEL INC COMMON STOCK</title>
        <cusip>98379L100</cusip>
        <identifiers>
          <isin value="US98379L1008"/>
        </identifiers>
        <balance>-2782.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-69271.80000000</valUSD>
        <pctVal>-0.00911785179</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO &amp; CO MTN 4.300000% 07/22/2027</title>
        <cusip>94974BGL8</cusip>
        <identifiers>
          <isin value="US94974BGL80"/>
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        <balance>160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>184437.50000000</valUSD>
        <pctVal>0.024276455797</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.30000000</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>INTERNATIONAL FLAVORS &amp; FRAGRANCES INC.</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>INTL FLAVORS &amp; FRAGRANCES COMMON STOCK</title>
        <cusip>459506101</cusip>
        <identifiers>
          <isin value="US4595061015"/>
        </identifiers>
        <balance>-1318.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-163155.22000000</valUSD>
        <pctVal>-0.02147519070</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMGEN INC.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC COMMON STOCK</title>
        <cusip>031162100</cusip>
        <identifiers>
          <isin value="US0311621009"/>
        </identifiers>
        <balance>4823.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1221762.36000000</valUSD>
        <pctVal>0.160813608553</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANALOG DEVICES, INC.</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
        <title>ANALOG DEVICES INC 2.950000% 04/01/2025</title>
        <cusip>032654AS4</cusip>
        <identifiers>
          <isin value="US032654AS42"/>
        </identifiers>
        <balance>69000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>75571.43000000</valUSD>
        <pctVal>0.009947036150</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CDK GLOBAL, INC.</name>
        <lei>5493000L10CYRTHIJ385</lei>
        <title>CDK GLOBAL INC COMMON STOCK</title>
        <cusip>12508E101</cusip>
        <identifiers>
          <isin value="US12508E1010"/>
        </identifiers>
        <balance>935.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>43589.70000000</valUSD>
        <pctVal>0.005737463505</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC 0.375000% 05/05/2023</title>
        <cusip>3137EAER6</cusip>
        <identifiers>
          <isin value="US3137EAER64"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1002624.89000000</valUSD>
        <pctVal>0.131969793689</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS858889</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
        </identifiers>
        <balance>-53000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16827.50000000</valUSD>
        <pctVal>-0.00221490781</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="30.92000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="0.00000000"/>
            <fixedPmntDesc amount="30.92000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
            <terminationDt>2063-05-11</terminationDt>
            <upfrontPmnt>0.00000000</upfrontPmnt>
            <pmntCurCd>USD</pmntCurCd>
            <upfrontRcpt>-6714.77000000</upfrontRcpt>
            <rcptCurCd>USD</rcptCurCd>
            <notionalAmt>-53000.00000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>-10112.73000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Iovance Biotherapeutics Inc</name>
        <lei>N/A</lei>
        <title>IOVANCE BIOTHERAPEUTICS INC COMMON STOCK</title>
        <cusip>462260100</cusip>
        <identifiers>
          <isin value="US4622601007"/>
        </identifiers>
        <balance>1400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>46662.00000000</valUSD>
        <pctVal>0.006141852825</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITRIX SYSTEMS, INC.</name>
        <lei>HCTKJGUQOPZ5NBK7NP58</lei>
        <title>CITRIX SYSTEMS INC COMMON STOCK</title>
        <cusip>177376100</cusip>
        <identifiers>
          <isin value="US1773761002"/>
        </identifiers>
        <balance>200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>29040.00000000</valUSD>
        <pctVal>0.003822369509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IRIDIUM COMMUNICATIONS INC.</name>
        <lei>549300U620NVQ4J1CT96</lei>
        <title>IRIDIUM COMMUNICATIONS INC COMMON STOCK</title>
        <cusip>46269C102</cusip>
        <identifiers>
          <isin value="US46269C1027"/>
        </identifiers>
        <balance>2879.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>80640.79000000</valUSD>
        <pctVal>0.010614287083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLGATE-PALMOLIVE COMPANY</name>
        <lei>YMEGZFW4SBUSS5BQXF88</lei>
        <title>COLGATE-PALMOLIVE CO COMMON STOCK</title>
        <cusip>194162103</cusip>
        <identifiers>
          <isin value="US1941621039"/>
        </identifiers>
        <balance>20413.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1617934.38000000</valUSD>
        <pctVal>0.212959471145</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EQUITY RESIDENTIAL</name>
        <lei>5493008RACSH5EP3PI59</lei>
        <title>EQUITY RESIDENTIAL REIT</title>
        <cusip>29476L107</cusip>
        <identifiers>
          <isin value="US29476L1070"/>
        </identifiers>
        <balance>6467.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>365062.15000000</valUSD>
        <pctVal>0.048051047904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Shutterstock Inc</name>
        <lei>529900G2TDIS56V0LO22</lei>
        <title>SHUTTERSTOCK INC COMMON STOCK</title>
        <cusip>825690100</cusip>
        <identifiers>
          <isin value="US8256901005"/>
        </identifiers>
        <balance>-1300.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-65416.00000000</valUSD>
        <pctVal>-0.00861033484</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRK: HSBC SECURITIES NEW YORK  23,868,000.00</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="935I319Z0"/>
        </identifiers>
        <balance>-23868000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-23868000.00000000</valUSD>
        <pctVal>-3.14160865862</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <clearedCentCparty centralCounterparty="CHASE SECURITIES, INC." isCleared="Y"/>
          <isTriParty>N</isTriParty>
          <repurchaseRt>0.19000000</repurchaseRt>
          <maturityDt>2050-12-31</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>23868000.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>24345360.00000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>UST</invstCat>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/4% 07/15/2024</title>
        <cusip>912828WU0</cusip>
        <identifiers>
          <isin value="US912828WU04"/>
        </identifiers>
        <balance>16200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>18764733.07000000</valUSD>
        <pctVal>2.469894749856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL HEALTHCARE CORPORATION</name>
        <lei>N/A</lei>
        <title>NATIONAL HEALTHCARE CORP COMMON STOCK</title>
        <cusip>635906100</cusip>
        <identifiers>
          <isin value="US6359061008"/>
        </identifiers>
        <balance>586.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>37328.20000000</valUSD>
        <pctVal>0.004913297986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 4.041000% 03/13/2028</title>
        <cusip>404280BK4</cusip>
        <identifiers>
          <isin value="US404280BK42"/>
        </identifiers>
        <balance>592000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>665970.40000000</valUSD>
        <pctVal>0.087657883988</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.04100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NUVASIVE, INC.</name>
        <lei>549300C5ZB4NZ6TWM881</lei>
        <title>NUVASIVE INC COMMON STOCK</title>
        <cusip>670704105</cusip>
        <identifiers>
          <isin value="US6707041058"/>
        </identifiers>
        <balance>500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>26065.00000000</valUSD>
        <pctVal>0.003430787233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OCEANEERING INTERNATIONAL, INC.</name>
        <lei>549300L6PH74701W0R30</lei>
        <title>OCEANEERING INTL INC COMMON STOCK</title>
        <cusip>675232102</cusip>
        <identifiers>
          <isin value="US6752321025"/>
        </identifiers>
        <balance>3123.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>16832.97000000</valUSD>
        <pctVal>0.002215627798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. TREASURY INFLATION-PROTECTED SECURITIES .50%  04/15/24</title>
        <cusip>912810FD5</cusip>
        <identifiers>
          <isin value="US912810FD55"/>
        </identifiers>
        <balance>5930000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6491153.23000000</valUSD>
        <pctVal>0.854393463711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</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>INTEL CORPORATION</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
        <title>INTEL CORP COMMON STOCK</title>
        <cusip>458140100</cusip>
        <identifiers>
          <isin value="US4581401001"/>
        </identifiers>
        <balance>-20128.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-1025521.60000000</valUSD>
        <pctVal>-0.13498355698</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CABOT OIL &amp; GAS CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>United States of America</name>
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        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US912828YF19"/>
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      <invstOrSec>
        <name>TEMPUR SEALY INTERNATIONAL, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>B.A.T CAPITAL CORPORATION</name>
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          <isin value="US05526DBP96"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <cusip>054966AA4</cusip>
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          <isin value="US054966AA49"/>
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        <balance>1535000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>OPT-IRSLV4526105</name>
        <lei>N/A</lei>
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          <other otherDesc="Options" value="SWT102540"/>
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        <units>NC</units>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <optionSwaptionWarrantDeriv derivCat="OPT">
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                <issuerName>N/A</issuerName>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
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          <ticker value="AULZ0"/>
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        <balance>-28.00000000</balance>
        <units>NC</units>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Short</payOffProf>
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              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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      <invstOrSec>
        <name>LIVANOVA PLC</name>
        <lei>2138001K2FX6SHK2B339</lei>
        <title>LIVANOVA PLC COMMON STOCK</title>
        <cusip>G5509L101</cusip>
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          <isin value="GB00BYMT0J19"/>
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        <balance>443.00000000</balance>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOYBEAN MEAL FUTR DEC20 PHYSICAL COMMODITY FUTURE.</title>
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          <ticker value="SMZ0"/>
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        <balance>64.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2000000.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>Soybean Meal</issuerName>
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        <name>STRATASYS LTD</name>
        <lei>529900MU215GIP9SZ741</lei>
        <title>STRATASYS LTD COMMON STOCK</title>
        <cusip>M85548101</cusip>
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          <isin value="IL0011267213"/>
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        <assetCat>EC</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Altria Group, Inc.</name>
        <lei>XSGZFLO9YTNO9VCQV219</lei>
        <title>ALTRIA GROUP INC COMMON STOCK</title>
        <cusip>02209S103</cusip>
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          <isin value="US02209S1033"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <cusip>06738CAG4</cusip>
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          <isin value="US06738CAG42"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2168-12-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>RIBBON COMMUNICATIONS OPERATING COMPANY, INC.</name>
        <lei>549300M0UOU0W0ML4O74</lei>
        <title>RIBBON COMMUNICATIONS INC COMMON STOCK</title>
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          <isin value="US7625441040"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MAGNETITE CLO, LIMITED</name>
        <lei>N/A</lei>
        <title>MAGNETITE XXVI LTD MAGNE 2020-26A A</title>
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          <isin value="US55954YAA38"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WORKDAY, INC.</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>WORKDAY INC-CLASS A COMMON STOCK</title>
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        <name>N/A</name>
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        <title>Credit Default Swap</title>
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          <ticker value="CDX-NAIG"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ALPHABET INC.</name>
        <lei>5493006MHB84DD0ZWV18</lei>
        <title>ALPHABET INC-CL A COMMON STOCK</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BEYOND MEAT, INC.</name>
        <lei>549300XQ946NCE51DR09</lei>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>149435.00000000</valUSD>
        <pctVal>0.019669276432</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Spire Inc.</name>
        <lei>549300NXSY15DRY2R511</lei>
        <title>SPIRE INC COMMON STOCK</title>
        <cusip>84857L101</cusip>
        <identifiers>
          <isin value="US84857L1017"/>
        </identifiers>
        <balance>1106.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64380.26000000</valUSD>
        <pctVal>0.008474006295</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC MATURITY: PERPETUAL</title>
        <cusip>172967JZ5</cusip>
        <identifiers>
          <isin value="US172967JZ57"/>
        </identifiers>
        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>318448.00000000</valUSD>
        <pctVal>0.041915493301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2169-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.37513040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JAZZ PHARMACEUTICALS PUBLIC LIMITED COMPANY</name>
        <lei>635400GAUMJCLEZRRV50</lei>
        <title>JAZZ PHARMACEUTICALS PLC COMMON STOCK</title>
        <cusip>G50871105</cusip>
        <identifiers>
          <isin value="IE00B4Q5ZN47"/>
        </identifiers>
        <balance>831.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>111678.09000000</valUSD>
        <pctVal>0.014699549795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>PLANET FITNESS, INC.</name>
        <lei>549300LLE5HUPF6H8G33</lei>
        <title>PLANET FITNESS INC - CL A COMMON STOCK</title>
        <cusip>72703H101</cusip>
        <identifiers>
          <isin value="US72703H1014"/>
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        <balance>-2001.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-121640.79000000</valUSD>
        <pctVal>-0.01601088315</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>LEXINGTON REALTY TRUST</name>
        <lei>549300S4MH2ICXDBFV43</lei>
        <title>LEXINGTON REALTY TRUST REIT</title>
        <cusip>529043101</cusip>
        <identifiers>
          <isin value="US5290431015"/>
        </identifiers>
        <balance>5231.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59476.47000000</valUSD>
        <pctVal>0.007828548396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>SYNCHRONY FINANCIAL</name>
        <lei>549300RS7EWPM9MA6C78</lei>
        <title>SYNCHRONY FINANCIAL 4.500000% 07/23/2025</title>
        <cusip>87165BAG8</cusip>
        <identifiers>
          <isin value="US87165BAG86"/>
        </identifiers>
        <balance>931000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1013131.35000000</valUSD>
        <pctVal>0.133352699073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDUSTRIAL LOGISTICS PROPERTIES TRUST</name>
        <lei>5493004XH9PJW009HR47</lei>
        <title>INDUSTRIAL LOGISTICS PROPERT REIT</title>
        <cusip>456237106</cusip>
        <identifiers>
          <isin value="US4562371066"/>
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        <balance>1400.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30198.00000000</valUSD>
        <pctVal>0.003974790442</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>BRANDYWINE REALTY TRUST</name>
        <lei>5UZ46ZCYUFYYAC0DS831</lei>
        <title>BRANDYWINE REALTY TRUST REIT</title>
        <cusip>105368203</cusip>
        <identifiers>
          <isin value="US1053682035"/>
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        <balance>5779.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>64320.27000000</valUSD>
        <pctVal>0.008466110154</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>GOPRO, INC</name>
        <lei>549300CQJMLT21SZFL16</lei>
        <title>GOPRO INC-CLASS A COMMON STOCK</title>
        <cusip>38268T103</cusip>
        <identifiers>
          <isin value="US38268T1034"/>
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        <balance>-8151.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-37413.09000000</valUSD>
        <pctVal>-0.00492447157</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>K12 INC.</name>
        <lei>254900BRWS3AFONWU277</lei>
        <title>K12 INC COMMON STOCK</title>
        <cusip>48273U102</cusip>
        <identifiers>
          <isin value="US48273U1025"/>
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        <balance>-1600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-59536.00000000</valUSD>
        <pctVal>-0.00783638399</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>CREDIT SUISSE GROUP AG 144A 7.500000% MATURITY: PERPETUAL</title>
        <cusip>22546DAB2</cusip>
        <identifiers>
          <isin value="US22546DAB29"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>221994.40000000</valUSD>
        <pctVal>0.029219856259</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2169-06-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANSYS, INC.</name>
        <lei>549300VJV8H15Z5FJ571</lei>
        <title>ANSYS INC COMMON STOCK</title>
        <cusip>03662Q105</cusip>
        <identifiers>
          <isin value="US03662Q1058"/>
        </identifiers>
        <balance>146.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>49495.46000000</valUSD>
        <pctVal>0.006514804998</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2017-HQA3 M2</title>
        <cusip>3137G0RL5</cusip>
        <identifiers>
          <isin value="US3137G0RL54"/>
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        <balance>657295.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>659352.39000000</valUSD>
        <pctVal>0.086786793091</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.52513000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARCH RESOURCES, INC.</name>
        <lei>W47HVZ7Q6FXL86RELH91</lei>
        <title>ARCH RESOURCES INC COMMON STOCK</title>
        <cusip>03940R107</cusip>
        <identifiers>
          <isin value="US03940R1077"/>
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        <balance>1100.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>41437.00000000</valUSD>
        <pctVal>0.005454115886</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISCOVERY, INC.</name>
        <lei>5493006ZCRFWKF6B1K26</lei>
        <title>DISCOVERY INC-C COMMON STOCK</title>
        <cusip>25470F302</cusip>
        <identifiers>
          <isin value="US25470F3029"/>
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        <balance>-1200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-23964.00000000</valUSD>
        <pctVal>-0.00315424459</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>TIFFANY &amp; CO.</name>
        <lei>549300EJG9IEYQL5XT21</lei>
        <title>TIFFANY &amp; CO COMMON STOCK</title>
        <cusip>886547108</cusip>
        <identifiers>
          <isin value="US8865471085"/>
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        <balance>-830.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-101675.00000000</valUSD>
        <pctVal>-0.01338290013</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JOHNSON OUTDOORS INC.</name>
        <lei>N/A</lei>
        <title>JOHNSON OUTDOORS INC-A COMMON STOCK</title>
        <cusip>479167108</cusip>
        <identifiers>
          <isin value="US4791671088"/>
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        <balance>-195.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-16713.45000000</valUSD>
        <pctVal>-0.00219989606</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>VEEVA SYSTEMS INC.</name>
        <lei>549300YZEXPDB92M2F02</lei>
        <title>VEEVA SYSTEMS INC-CLASS A COMMON STOCK</title>
        <cusip>922475108</cusip>
        <identifiers>
          <isin value="US9224751084"/>
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        <balance>830.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>234284.10000000</valUSD>
        <pctVal>0.030837479350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>SILVER FUTURE     DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="SIZ0"/>
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        <balance>25.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3574250.00000000</valUSD>
        <pctVal>0.470458134242</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Silver</issuerName>
                <issueTitle>SILVER FUTURE Dec 2020</issueTitle>
                <identifiers>
                  <ticker value="SIZ0"/>
                  <other otherDesc="Other" value="N/A"/>
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              </otherRefInst>
            </descRefInstrmnt>
            <expDate>2021-01-01</expDate>
            <notionalAmt>2623716.19000000</notionalAmt>
            <curCd>USD</curCd>
            <unrealizedAppr>950533.81000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOLAREDGE TECHNOLOGIES, INC.</name>
        <lei>5493000K6Y58XXPDF853</lei>
        <title>SOLAREDGE TECHNOLOGIES INC COMMON STOCK</title>
        <cusip>83417M104</cusip>
        <identifiers>
          <isin value="US83417M1045"/>
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        <balance>-293.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-64796.95000000</valUSD>
        <pctVal>-0.00852885282</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TIME WARNER CABLE, LLC</name>
        <lei>549300U5NFR7S6E3GM41</lei>
        <title>TIME WARNER CABLE LLC 4.500000% 09/15/2042</title>
        <cusip>88732JBD9</cusip>
        <identifiers>
          <isin value="US88732JBD90"/>
        </identifiers>
        <balance>245000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>274541.87000000</valUSD>
        <pctVal>0.036136379920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>iRhythm Technologies Inc</name>
        <lei>549300FJI72RJGDQS384</lei>
        <title>IRHYTHM TECHNOLOGIES INC COMMON STOCK</title>
        <cusip>450056106</cusip>
        <identifiers>
          <isin value="US4500561067"/>
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        <balance>200.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>44036.00000000</valUSD>
        <pctVal>0.005796207427</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTER PARFUMS, INC.</name>
        <lei>N/A</lei>
        <title>INTER PARFUMS INC COMMON STOCK</title>
        <cusip>458334109</cusip>
        <identifiers>
          <isin value="US4583341098"/>
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        <balance>900.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40203.00000000</valUSD>
        <pctVal>0.005291691507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>LIFETIME BRANDS, INC.</name>
        <lei>549300GS38DC0OHLYK32</lei>
        <title>LIFETIME BRANDS INC COMMON STOCK</title>
        <cusip>53222Q103</cusip>
        <identifiers>
          <isin value="US53222Q1031"/>
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        <balance>-6006.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-58978.92000000</valUSD>
        <pctVal>-0.00776305872</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>TOOTSIE ROLL INDUSTRIES, INC.</name>
        <lei>529900SBKOV9XX4M4Q35</lei>
        <title>TOOTSIE ROLL INDS COMMON STOCK</title>
        <cusip>890516107</cusip>
        <identifiers>
          <isin value="US8905161076"/>
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        <balance>1721.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>55054.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>LENNAR CORPORATION</name>
        <lei>529900G61XVRLX5TJX09</lei>
        <title>LENNAR CORP - B SHS COMMON STOCK</title>
        <cusip>526057302</cusip>
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          <isin value="US5260573028"/>
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        <curCd>USD</curCd>
        <valUSD>-35645.93000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AT&amp;T INC.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T INC COMMON STOCK</title>
        <cusip>00206R102</cusip>
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          <isin value="US00206R1023"/>
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        <balance>76958.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2294117.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE CLOROX COMPANY</name>
        <lei>54930044KVSC06Z79I06</lei>
        <title>CLOROX COMPANY COMMON STOCK</title>
        <cusip>189054109</cusip>
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          <isin value="US1890541097"/>
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        <balance>2858.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>638763.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ALEXANDRIA REAL ESTATE EQUITIES, INC.</name>
        <lei>MGCJBT4MKTQBVLNUIS88</lei>
        <title>ALEXANDRIA REAL ESTATE EQUIT REIT</title>
        <cusip>015271109</cusip>
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          <isin value="US0152711091"/>
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        <balance>2018.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>339790.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Kimberly-Clark de Mexico, S.A.B. de C.V.</name>
        <lei>549300JGHL56QT00KT54</lei>
        <title>KIMBERLY-CLARK DE MEXICO SAB DE CV 144A 2.431000% 07/01/2031</title>
        <cusip>494386AD7</cusip>
        <identifiers>
          <isin value="US494386AD79"/>
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        <balance>292000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>298482.40000000</valUSD>
        <pctVal>0.039287535289</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.43100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LIMA METRO LINE 2 FINANCE LIMITED</name>
        <lei>5493009BVQNQT1UKQ352</lei>
        <title>LIMA METRO LINE 2 FINANCE LTD 5.875000% 07/05/2034</title>
        <cusip>G54897AA4</cusip>
        <identifiers>
          <isin value="USG54897AA45"/>
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        <balance>252800.81400000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>313725.81000000</valUSD>
        <pctVal>0.041293938374</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MONMOUTH REAL ESTATE INVESTMENT CORPORATION</name>
        <lei>549300DFIUDCN3KVN260</lei>
        <title>MONMOUTH REAL ESTATE INV COR REIT</title>
        <cusip>609720107</cusip>
        <identifiers>
          <isin value="US6097201072"/>
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        <balance>2294.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>33285.94000000</valUSD>
        <pctVal>0.004381238365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AMERICAN CAMPUS COMMUNITIES, INC.</name>
        <lei>529900MR3ZXRO3W6UX26</lei>
        <title>AMERICAN CAMPUS COMMUNITIES REIT</title>
        <cusip>024835100</cusip>
        <identifiers>
          <isin value="US0248351001"/>
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        <balance>3030.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>102717.00000000</valUSD>
        <pctVal>0.013520052647</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>AUTOZONE, INC.</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AUTOZONE INC COMMON STOCK</title>
        <cusip>053332102</cusip>
        <identifiers>
          <isin value="US0533321024"/>
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        <balance>-189.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-226102.59000000</valUSD>
        <pctVal>-0.02976059386</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE MACERICH COMPANY</name>
        <lei>529900PSWCB5KI0JYU46</lei>
        <title>MACERICH CO/THE REIT</title>
        <cusip>554382101</cusip>
        <identifiers>
          <isin value="US5543821012"/>
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        <balance>6003.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>47603.79000000</valUSD>
        <pctVal>0.006265815269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS860517</cusip>
        <identifiers>
          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-4000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-1270.00000000</valUSD>
        <pctVal>-0.00016716285</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CREDIT SUISSE</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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            <fixedPmntDesc amount="2.33000000" curCd="USD" fixedOrFloating="Fixed" fixedRt="3.00000000"/>
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            <upfrontRcpt>-491.47000000</upfrontRcpt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kingdom of Saudi Arabia</name>
        <lei>635400FMICXSM3SI3H65</lei>
        <title>SAUDI GOVERNMENT INTERNATIONAL BOND MTN 2.900000% 10/22/2025</title>
        <cusip>80413TAS8</cusip>
        <identifiers>
          <isin value="US80413TAS87"/>
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        <balance>810000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>858632.40000000</valUSD>
        <pctVal>0.113016883795</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>SA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HP INC.</name>
        <lei>WHKXQACZ14C5XRO8LW03</lei>
        <title>HP INC COMMON STOCK</title>
        <cusip>40434L105</cusip>
        <identifiers>
          <isin value="US40434L1052"/>
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        <balance>-10443.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-204160.65000000</valUSD>
        <pctVal>-0.02687250149</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>THE SHERWIN-WILLIAMS COMPANY</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
        <title>SHERWIN-WILLIAMS CO/THE COMMON STOCK</title>
        <cusip>824348106</cusip>
        <identifiers>
          <isin value="US8243481061"/>
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        <balance>-1252.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-840154.60000000</valUSD>
        <pctVal>-0.11058475640</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ACADIA REALTY TRUST</name>
        <lei>N/A</lei>
        <title>ACADIA REALTY TRUST REIT</title>
        <cusip>004239109</cusip>
        <identifiers>
          <isin value="US0042391096"/>
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        <balance>3573.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>40517.82000000</valUSD>
        <pctVal>0.005333129467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>NORDIC AMERICAN TANKERS LIMITED</name>
        <lei>213800W4T8AMPKIPIU94</lei>
        <title>NORDIC AMERICAN TANKERS LTD COMMON STOCK</title>
        <cusip>G65773106</cusip>
        <identifiers>
          <isin value="BMG657731060"/>
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        <balance>4800.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>20928.00000000</valUSD>
        <pctVal>0.002754633233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRENT CRUDE FUTR  NOV20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="LCOX0"/>
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        <balance>88.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>3984640.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WEST PHARMACEUTICAL SERVICES, INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>NXP B.V.</name>
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        <name>N/A</name>
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        <name>HOMEBANC MORTGAGE TRUST</name>
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          <isin value="US43739EAP25"/>
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        <name>THE SIMPLY GOOD FOODS COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PURE STORAGE, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SUN COMMUNITIES, INC.</name>
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        <title>SUN COMMUNITIES INC REIT</title>
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        <name>O'Reilly Automotive, Inc.</name>
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        <name>JOHN B. SANFILIPPO &amp; SON, INC.</name>
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        <name>ADOBE INC.</name>
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        <invCountry>MX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>MARTIN MARIETTA MATERIALS, INC.</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <title>S&amp;P500 EMINI FUT  SEP20 PHYSICAL INDEX FUTURE.</title>
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                <indexName>S&amp;P 500 Future Sep 2020</indexName>
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            <expDate>2020-09-21</expDate>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KINDER MORGAN, INC.</name>
        <lei>549300WR7IX8XE0TBO16</lei>
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          <isin value="US49456B1017"/>
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        <balance>119409.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1650232.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <cusip>CDS915154</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <balance>-118000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-37465.00000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>BRK: CITIGROUP</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <swapFlag>Y</swapFlag>
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      <invstOrSec>
        <name>UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>UBS-BARCLAYS COMMERCIAL MORTGAGE TRUST 2012-C4 UBSBB 2012-C4 A5</title>
        <cusip>90270RBE3</cusip>
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          <isin value="US90270RBE36"/>
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        <balance>193944.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2045-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85020000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>US TREASURY FRN VARIABLE RATE 10/31/2021</title>
        <cusip>912828YN4</cusip>
        <identifiers>
          <isin value="US912828YN43"/>
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        <balance>5300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5317136.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.40002480</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>BNP PARIBAS SA</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS SA MTN 4.375000% 05/12/2026</title>
        <cusip>05565AAR4</cusip>
        <identifiers>
          <isin value="US05565AAR41"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>793945.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>FEDERAL FARM CREDIT BANK 1.150000% 04/09/2025</title>
        <cusip>3133ELWC4</cusip>
        <identifiers>
          <isin value="US3133ELWC45"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2000024.28000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-09</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>POOL CORPORATION</name>
        <lei>5493005VZK1KMN6CO617</lei>
        <title>POOL CORP COMMON STOCK</title>
        <cusip>73278L105</cusip>
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          <isin value="US73278L1052"/>
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        <balance>-250.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-81960.00000000</valUSD>
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        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COPPER FUTURE     DEC20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="HGZ0"/>
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        <balance>79.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>6046462.50000000</valUSD>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Copper</issuerName>
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                  <ticker value="HGCZ0"/>
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            <expDate>2020-12-29</expDate>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIL-QUIP, INC.</name>
        <lei>5299007REICYIJNMW197</lei>
        <title>DRIL-QUIP INC COMMON STOCK</title>
        <cusip>262037104</cusip>
        <identifiers>
          <isin value="US2620371045"/>
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        <balance>3212.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106413.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>Grocery Outlet Holding Corp</name>
        <lei>N/A</lei>
        <title>GROCERY OUTLET HOLDING CORP COMMON STOCK</title>
        <cusip>39874R101</cusip>
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          <isin value="US39874R1014"/>
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        <balance>1900.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>LUMENTUM HOLDINGS INC.</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>LUMENTUM HOLDINGS INC COMMON STOCK</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BRUKER CORPORATION</name>
        <lei>LEBZ6VLQ6I8XB1NHVY15</lei>
        <title>BRUKER CORP COMMON STOCK</title>
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          <isin value="US1167941087"/>
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        <curCd>USD</curCd>
        <valUSD>41011.52000000</valUSD>
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        <assetCat>EC</assetCat>
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        <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>HERTZ VEHICLE FINANCING LLC</name>
        <lei>5493004IHDYOZ9K9WF47</lei>
        <title>HERTZ VEHICLE FINANCING II LP HERTZ 2015-3A A</title>
        <cusip>42806DAH2</cusip>
        <identifiers>
          <isin value="US42806DAH26"/>
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        <balance>200896.67200000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BRK: HSBC SECURITIES NEW YORK 32,550,000.00</title>
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          <other otherDesc="All Others" value="935I321U7"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <clearedCentCparty centralCounterparty="HSBC SECURITIES, INC." isCleared="Y"/>
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      <invstOrSec>
        <name>MANTECH INTERNATIONAL CORPORATION</name>
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        <title>MANTECH INTERNATIONAL CORP-A COMMON STOCK</title>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>CONNECTICUT AVENUE SECURITIES TRUST 2019-R03 CAS 2019-R03 1M2</title>
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          <isin value="US20753MAF59"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>Credit Default Swap</title>
        <cusip>CDS737953</cusip>
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          <ticker value="CMBX.NA.BBB-"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <counterpartyName>BRK: CITIGROUP</counterpartyName>
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      </invstOrSec>
      <invstOrSec>
        <name>OPT-IRSLV4407796</name>
        <lei>N/A</lei>
        <title>OPT-IRSLV4407796 EXPIRATION: 09/23/2020</title>
        <cusip>SWT100905</cusip>
        <identifiers>
          <other otherDesc="Options" value="SWT100905"/>
        </identifiers>
        <balance>-7950000.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-109.40000000</valUSD>
        <pctVal>-0.00001439969</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>JP MORGAN</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>N/A</issueTitle>
                <identifiers>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>0.00000000</shareNo>
            <exercisePrice>0.00226000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-23</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>341740.60000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LANCASTER COLONY CORPORATION</name>
        <lei>529900X4O13HED1ZAS58</lei>
        <title>LANCASTER COLONY CORP COMMON STOCK</title>
        <cusip>513847103</cusip>
        <identifiers>
          <isin value="US5138471033"/>
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        <balance>850.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>151062.00000000</valUSD>
        <pctVal>0.019883429159</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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        <cusip>30711XAP9</cusip>
        <identifiers>
          <isin value="US30711XAP96"/>
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        <balance>296539.51750000</balance>
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        <curCd>USD</curCd>
        <valUSD>303966.35000000</valUSD>
        <pctVal>0.040009356338</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.07162960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2019-R04 CAS 2019-R04 2M2</title>
        <cusip>20753TAB9</cusip>
        <identifiers>
          <isin value="US20753TAB98"/>
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        <balance>386037.97310000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>383366.24000000</valUSD>
        <pctVal>0.050460310835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27162880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BANK OF NEW YORK MELLON CORP/THE 4.700000% MATURITY: PERPETUAL</title>
        <cusip>064058AH3</cusip>
        <identifiers>
          <isin value="US064058AH32"/>
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        <balance>192000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>208512.00000000</valUSD>
        <pctVal>0.027445244872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2168-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EMPIRE STATE REALTY TRUST, INC.</name>
        <lei>549300VOKY1DUEQSB456</lei>
        <title>EMPIRE STATE REALTY TRUST-A REIT</title>
        <cusip>292104106</cusip>
        <identifiers>
          <isin value="US2921041065"/>
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        <balance>4809.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>30296.70000000</valUSD>
        <pctVal>0.003987781760</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SUGAR (WRLD) OPTN Oct20C    13 SHORT</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1SB1300J0"/>
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        <balance>-120.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-16128.00000000</valUSD>
        <pctVal>-0.00212283662</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="OPT">
            <counterparties>
              <counterpartyName>MARKET AXESS</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
            </counterparties>
            <putOrCall>Call</putOrCall>
            <writtenOrPur>Written</writtenOrPur>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>N/A</issuerName>
                <issueTitle>Call Option 13 Sep 2020 on Sugar #11 World Future Oct 2020</issueTitle>
                <identifiers>
                  <ticker value="SBV0-09/2020-C-13"/>
                  <other otherDesc="Other" value="N/A"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <shareNo>-134400.00000000</shareNo>
            <exercisePrice>13.00000000</exercisePrice>
            <exercisePriceCurCd>USD</exercisePriceCurCd>
            <expDt>2020-09-18</expDt>
            <delta>XXXX</delta>
            <unrealizedAppr>8805.60000000</unrealizedAppr>
          </optionSwaptionWarrantDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENUINE PARTS COMPANY</name>
        <lei>549300D46DQVEU651W04</lei>
        <title>GENUINE PARTS CO COMMON STOCK</title>
        <cusip>372460105</cusip>
        <identifiers>
          <isin value="US3724601055"/>
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        <balance>-1942.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-183402.48000000</valUSD>
        <pctVal>-0.02414022202</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>STERIS plc</name>
        <lei>N/A</lei>
        <title>STERIS PLC COMMON STOCK</title>
        <cusip>G8473T100</cusip>
        <identifiers>
          <isin value="IE00BFY8C754"/>
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        <balance>683.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>109034.12000000</valUSD>
        <pctVal>0.014351539110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NAVIENT CORPORATION</name>
        <lei>54930067J0ZNOEBRW338</lei>
        <title>NAVIENT CORP 6.625000% 07/26/2021</title>
        <cusip>63938CAD0</cusip>
        <identifiers>
          <isin value="US63938CAD02"/>
        </identifiers>
        <balance>560000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>574000.00000000</valUSD>
        <pctVal>0.075552344982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</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>STORE CAPITAL CORPORATION</name>
        <lei>5493004EA6C9IHDZ7N66</lei>
        <title>STORE CAPITAL CORP REIT</title>
        <cusip>862121100</cusip>
        <identifiers>
          <isin value="US8621211007"/>
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        <balance>4245.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>114784.80000000</valUSD>
        <pctVal>0.015108468307</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>FEDERAL FARM CREDIT BANK VARIABLE RATE 11/07/2022</title>
        <cusip>3133EK6V3</cusip>
        <identifiers>
          <isin value="US3133EK6V34"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2498059.75000000</valUSD>
        <pctVal>0.328805351951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.38000160</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>CARDLYTICS, INC.</name>
        <lei>549300JETJBH94EIPC66</lei>
        <title>CARDLYTICS INC COMMON STOCK</title>
        <cusip>14161W105</cusip>
        <identifiers>
          <isin value="US14161W1053"/>
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        <balance>-600.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-45510.00000000</valUSD>
        <pctVal>-0.00599022163</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>WALGREENS BOOTS ALLIANCE, INC.</name>
        <lei>549300RPTUOIXG4LIH86</lei>
        <title>WALGREENS BOOTS ALLIANCE INC COMMON STOCK</title>
        <cusip>931427108</cusip>
        <identifiers>
          <isin value="US9314271084"/>
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        <balance>19650.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>747093.00000000</valUSD>
        <pctVal>0.098335588972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>NEXTERA ENERGY, INC.</name>
        <lei>N/A</lei>
        <title>NEXTERA ENERGY INC COMMON STOCK</title>
        <cusip>65339F101</cusip>
        <identifiers>
          <isin value="US65339F1012"/>
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        <balance>3809.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1063358.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>FIRST HORIZON ALTERNATIVE MORTGAGE SECURITIES TRUS FHAMS 2006-FA3 A9</title>
        <cusip>32051HAJ2</cusip>
        <identifiers>
          <isin value="US32051HAJ23"/>
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        <balance>52835.04750000</balance>
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        <curCd>USD</curCd>
        <valUSD>37257.07000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IDEXX LABORATORIES, INC.</name>
        <lei>OGMTXK0LUU1HKV2P0J84</lei>
        <title>IDEXX LABORATORIES INC COMMON STOCK</title>
        <cusip>45168D104</cusip>
        <identifiers>
          <isin value="US45168D1046"/>
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        <balance>582.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>227596.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>GRUBHUB INC.</name>
        <lei>529900CR2K1AJ5W4RR39</lei>
        <title>GRUBHUB INC COMMON STOCK</title>
        <cusip>400110102</cusip>
        <identifiers>
          <isin value="US4001101025"/>
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        <balance>-968.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>-70034.80000000</valUSD>
        <pctVal>-0.00921828113</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>MURPHY USA INC.</name>
        <lei>549300Y081F8XIKQIO72</lei>
        <title>MURPHY USA INC COMMON STOCK</title>
        <cusip>626755102</cusip>
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          <isin value="US6267551025"/>
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        <balance>-100.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-13486.00000000</valUSD>
        <pctVal>-0.00177508523</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2019-1 LTD BMIR 2019-1A M1B</title>
        <cusip>07876RAB2</cusip>
        <identifiers>
          <isin value="US07876RAB24"/>
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        <balance>720000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>LME NICKEL FUTURE NOV20 PHYSICAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="MNIX20"/>
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        <balance>26.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>2397564.00000000</valUSD>
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        <assetCat>DCO</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>MORGAN STANLEY &amp; CO, INC</counterpartyName>
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            <payOffProf>Long</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>Nickel</issuerName>
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                  <ticker value="NIDYX0"/>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PEGASYSTEMS INC.</name>
        <lei>549300FMCOKPL06FYN26</lei>
        <title>PEGASYSTEMS INC COMMON STOCK</title>
        <cusip>705573103</cusip>
        <identifiers>
          <isin value="US7055731035"/>
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        <balance>830.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>106630.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>CHEVRON CORPORATION</name>
        <lei>N/A</lei>
        <title>CHEVRON CORP COMMON STOCK</title>
        <cusip>166764100</cusip>
        <identifiers>
          <isin value="US1667641005"/>
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        <balance>116332.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9763744.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>UNITEDHEALTH GROUP INCORPORATED</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC COMMON STOCK</title>
        <cusip>91324P102</cusip>
        <identifiers>
          <isin value="US91324P1021"/>
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        <balance>7159.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2237545.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>STAG INDUSTRIAL, INC.</name>
        <lei>549300QWYX2W6FASVQ07</lei>
        <title>STAG INDUSTRIAL INC REIT</title>
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          <isin value="US85254J1025"/>
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        <curCd>USD</curCd>
        <valUSD>84690.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>REGENCY CENTERS CORPORATION</name>
        <lei>529900053A7X7FJ97S58</lei>
        <title>REGENCY CENTERS CORP REIT</title>
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          <isin value="US7588491032"/>
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        <balance>3478.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>PMT CREDIT RISK TRANSFER TRUST 2020-1R PMTCR 2020-1R A</title>
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          <isin value="US730151AA56"/>
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        <balance>473444.86200000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-27</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AES PANAMA GENERATION HOLDINGS, S.R.L.</name>
        <lei>N/A</lei>
        <title>AES PANAMA GENERATION HOLDINGS SRL 144A 4.375000% 05/31/2030</title>
        <cusip>00109AAB3</cusip>
        <identifiers>
          <isin value="US00109AAB35"/>
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        <balance>297000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>309043.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>PA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Colbun S.A.</name>
        <lei>5493003VQJLE2QB8IF36</lei>
        <title>COLBUN SA 144A 3.150000% 03/06/2030</title>
        <cusip>192714AD5</cusip>
        <identifiers>
          <isin value="US192714AD56"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>432000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15000000</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>DATADOG, INC.</name>
        <lei>549300F6JNO0KRPO1K63</lei>
        <title>DATADOG INC - CLASS A COMMON STOCK</title>
        <cusip>23804L103</cusip>
        <identifiers>
          <isin value="US23804L1035"/>
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        <balance>625.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>52218.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>ATN INTERNATIONAL, INC.</name>
        <lei>54930013NP7VEU877V56</lei>
        <title>ATN INTERNATIONAL INC COMMON STOCK</title>
        <cusip>00215F107</cusip>
        <identifiers>
          <isin value="US00215F1075"/>
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        <balance>1025.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>59450.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>TAKE-TWO INTERACTIVE SOFTWARE, INC.</name>
        <lei>BOMSTHHJK882EWYX3334</lei>
        <title>TAKE-TWO INTERACTIVE SOFTWRE COMMON STOCK</title>
        <cusip>874054109</cusip>
        <identifiers>
          <isin value="US8740541094"/>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>119833.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>CARDIOVASCULAR SYSTEMS, INC.</name>
        <lei>549300NUBWKJMNMQ3287</lei>
        <title>CARDIOVASCULAR SYSTEMS INC COMMON STOCK</title>
        <cusip>141619106</cusip>
        <identifiers>
          <isin value="US1416191062"/>
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        <balance>244.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7971.48000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>UNDER ARMOUR, INC.</name>
        <lei>549300D4549QKWETZ406</lei>
        <title>UNDER ARMOUR INC-CLASS C COMMON STOCK</title>
        <cusip>904311206</cusip>
        <identifiers>
          <isin value="US9043112062"/>
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        <balance>-4841.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-42842.85000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>HILTON GRAND VACATIONS INC.</name>
        <lei>549300O9K6MFD8D07574</lei>
        <title>HILTON GRAND VACATIONS INC COMMON STOCK</title>
        <cusip>43283X105</cusip>
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          <isin value="US43283X1054"/>
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        <curCd>USD</curCd>
        <valUSD>-37247.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <name>BELLRING BRANDS, INC.</name>
        <lei>5493001E28R2L3L44631</lei>
        <title>BELLRING BRANDS INC-CLASS A COMMON STOCK</title>
        <cusip>079823100</cusip>
        <identifiers>
          <isin value="US0798231009"/>
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        <balance>700.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>13608.00000000</valUSD>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>EXPEDIA GROUP, INC.</name>
        <lei>N/A</lei>
        <title>EXPEDIA GROUP INC 144A 6.250000% 05/01/2025</title>
        <cusip>30212PAS4</cusip>
        <identifiers>
          <isin value="US30212PAS48"/>
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        <balance>53000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>58237.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2019-4 LTD BMIR 2019-4A M1B</title>
        <cusip>07876LAB5</cusip>
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          <isin value="US07876LAB53"/>
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        <curCd>USD</curCd>
        <valUSD>702681.28000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BIOMARIN PHARMACEUTICAL INC.</name>
        <lei>NSLL8ITTRR0J5HEMR848</lei>
        <title>BIOMARIN PHARMACEUTICAL INC COMMON STOCK</title>
        <cusip>09061G101</cusip>
        <identifiers>
          <isin value="US09061G1013"/>
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        <balance>1652.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>128905.56000000</valUSD>
        <pctVal>0.016967103378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2018-C43 WFCM 2018-C43 A4</title>
        <cusip>95001LAU6</cusip>
        <identifiers>
          <isin value="US95001LAU61"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <name>ALFA, S.A.B. de C.V.</name>
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        <cusip>015398AB6</cusip>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>MX</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Enanta Pharmaceuticals Inc</name>
        <lei>529900SSN4DODDQSN594</lei>
        <title>ENANTA PHARMACEUTICALS INC COMMON STOCK</title>
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          <isin value="US29251M1062"/>
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        <curCd>USD</curCd>
        <valUSD>52190.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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        <title>HMS HOLDINGS CORP COMMON STOCK</title>
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        <curCd>USD</curCd>
        <valUSD>44624.00000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>SS&amp;C TECHNOLOGIES HOLDINGS, INC.</name>
        <lei>529900POY8H7NPPNKK71</lei>
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        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>28036.80000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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>GS MORTGAGE SECURITIES TRUST</name>
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        <title>GS MORTGAGE SECURITIES TRUST 2013-G1 GSMS 2013-G1 A1</title>
        <cusip>36197QAA7</cusip>
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          <isin value="US36197QAA76"/>
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        <balance>70429.02610000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>70869.68000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CSAIL COMMERCIAL MORTGAGE TRUST</name>
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        <title>CSAIL 2015-C3 COMMERCIAL MORTGAGE TRUST CSAIL 2015-C3 A4</title>
        <cusip>12635FAT1</cusip>
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          <isin value="US12635FAT12"/>
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        <balance>401352.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>443361.27000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-07-31</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL INVESTMENTS TRUST</ncom:nameOfApplicant>
      <ncom:signature>James Hoffmayer</ncom:signature>
      <ncom:signerName>James Hoffmayer</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
