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        <name>Federal National Mortgage Association</name>
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        <name>RADNOR RE/ESSENT</name>
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        <name>TD SYNNEX CORPORATION</name>
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        <name>DBCG</name>
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        <name>CP ATLAS BUYER, INC.</name>
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        <name>LANDesk Software 10/21 2nd Lien TL</name>
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        <name>Secure Acquisition/Paragon Films 12/21 Cov-Lite TL</name>
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        <name>Hunter Douglas 2/22 (USD)</name>
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        <name>Government National Mortgage Association 2</name>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>MFA LLC</name>
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        <name>Achilles/OneDigital Health 11/21 TL</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>APEX GROUP</name>
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        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>AUTOKINITON US HOLDINGS, INC.</name>
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        <name>TRITON WATER HOLDINGS, INC.</name>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UBS AG LONDON BRANCH</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CONAGRA BRANDS, INC.</name>
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        <name>GLOBAL MEDICAL RESPONSE, INC.</name>
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        <name>AQUA FINANCE TRUST</name>
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        <name>COMM MORTGAGE TRUST</name>
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        <name>ION TRADING FINANCE LIMITED</name>
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        <name>SOUTHERN NATURAL GAS COMPANY, L.L.C.</name>
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        <name>Freddie Mac</name>
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        <name>RADNET MANAGEMENT INC</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE POOL FN 701225</title>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>MILANO ACQUISITION</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>Epicor 7/20 Cov-Lite</name>
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        <name>Deutsche Bank AG (New York Branch)</name>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>AVERY POINT CLO, LIMITED</name>
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        <name>Mirion Technologies 9/21 Cov-Lite TLB</name>
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        <name>MILEAGE PLUS HOLDINGS LLC</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>ILLUMINA, INC.</name>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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          <isin value="US86358EFK73"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ATHENE GLOBAL FUNDING</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NETSMART, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WOODFORD EXPRESS</name>
        <lei>N/A</lei>
        <title>WOODFORD EXPRESS 1/27/2025</title>
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          <other otherDesc="All Others" value="LX170718"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>INTELSAT JACKSON HOLDINGS S.A.</name>
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          <other otherDesc="All Others" value="LX169475"/>
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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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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LBM ACQUISITION, LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX191233"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AMERICAN HOME MORTGAGE INVESTMENT TRUST</name>
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        <cusip>02660TEQ2</cusip>
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          <isin value="US02660TEQ22"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>BEAR STEARNS ALT-A TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT-A TRUST 2003-5 BALTA 2003-5 2A1</title>
        <cusip>07386HDL2</cusip>
        <identifiers>
          <isin value="US07386HDL24"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MADISON PARK FUNDING, LTD.</name>
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        <identifiers>
          <isin value="US55818YBN04"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENVISION HEALTHCARE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BXHPP TRUST</name>
        <lei>N/A</lei>
        <title>BXHPP TRUST 2021-FILM BXHPP 2021-FILM C</title>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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          <isin value="US034651AA74"/>
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        <curCd>USD</curCd>
        <valUSD>118427.13000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>FIDELITY NATIONAL INFORMATION SERVICES, INC.</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <cusip>105690AA9</cusip>
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          <isin value="US105690AA91"/>
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        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
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        <title>GS MORTGAGE SECURITIES CORP TRUST 2021-STAR GSMS 2021-STAR B</title>
        <cusip>36264LAJ7</cusip>
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          <isin value="US36264LAJ70"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <title>CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 7A1</title>
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          <isin value="US161630AU28"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AT&amp;T INC.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T INC 9.150000% 02/01/2023</title>
        <cusip>00206RHN5</cusip>
        <identifiers>
          <isin value="US00206RHN52"/>
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        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>347448.95000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.15000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2007-A1 JPMMT 2007-A1 1A1</title>
        <cusip>46630GAA3</cusip>
        <identifiers>
          <isin value="US46630GAA31"/>
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        <balance>623725.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>638546.31000000</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>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.59707960</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>STAR TRUST</name>
        <lei>N/A</lei>
        <title>STAR 2021-SFR1 TRUST STAR 2021-SFR1 D</title>
        <cusip>85521DAG7</cusip>
        <identifiers>
          <isin value="US85521DAG79"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>993351.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.41999840</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>United States of America</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) JUN22 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="USM2"/>
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        <balance>-1.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-156687.50000000</valUSD>
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        <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>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US912810PW27"/>
                  <ticker value="UPM22"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC VARIABLE RATE 03/08/2024</title>
        <cusip>37045XDF0</cusip>
        <identifiers>
          <isin value="US37045XDF06"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400886.56000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.80977320</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2018-BIOA BX 2018-BIOA A</title>
        <cusip>056057AA0</cusip>
        <identifiers>
          <isin value="US056057AA02"/>
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        <balance>908798.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>900769.83000000</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>2037-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.86204880</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>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2013-K28 MORTGAGE TRUST FREMF 2013-K28 C</title>
        <cusip>30291HAG2</cusip>
        <identifiers>
          <isin value="US30291HAG20"/>
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        <balance>1460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1478590.03000000</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>2046-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.48884640</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>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>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1489200.45000000</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>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.08686160</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>Holley Inc</name>
        <lei>N/A</lei>
        <title>HOLLEY PURCHASER 11/17/2028</title>
        <cusip>26658NAB5</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX200092U"/>
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        <curCd>USD</curCd>
        <valUSD>-43.56000000</valUSD>
        <pctVal>-0.00000587216</pctVal>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</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>SERVICE LOGIC ACQUISITION, INC.</name>
        <lei>N/A</lei>
        <title>SERVICE LOGIC ACQUISITION, INC. 10/29/2027</title>
        <cusip>81759AAC4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX190318"/>
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        <curCd>USD</curCd>
        <valUSD>2519258.35000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUND IVB TRUST 2017-RT6 BOMFT 2017-RT6 A</title>
        <cusip>07332GAA6</cusip>
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          <isin value="US07332GAA67"/>
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        <curCd>USD</curCd>
        <valUSD>343506.05000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>DYNASTY ACQUISITION CO., INC.</name>
        <lei>N/A</lei>
        <title>DYNASTY ACQUISITION CO., INC. 4/6/2026</title>
        <cusip>26812CAE6</cusip>
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          <other otherDesc="All Others" value="LX185614"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.72375000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>DTE ENERGY COMPANY</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY CO 0.550000% 11/01/2022</title>
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        <curCd>USD</curCd>
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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>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SKYMILES IP LTD. (DELA AIR LINES, INC.)</name>
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        <title>SKYMILES IP LTD. (DELA AIR LINES, INC.) 10/20/2027</title>
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          <other otherDesc="All Others" value="LX189934"/>
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        <curCd>USD</curCd>
        <valUSD>1226993.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.74999840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCIH SALT HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>SCIH SALT HOLDINGS INC. 3/16/2027</title>
        <cusip>78397GAF8</cusip>
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          <other otherDesc="All Others" value="LX194199"/>
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        <curCd>USD</curCd>
        <valUSD>998484.98000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.74999840</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>CAPITAL ONE FINANCIAL CORPORATION</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP VARIABLE RATE 12/06/2024</title>
        <cusip>14040HCL7</cusip>
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          <isin value="US14040HCL78"/>
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        <balance>275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275000.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.73979280</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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        <name>EDISON INTERNATIONAL</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LIFE TIME, INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A</title>
        <cusip>056054AA7</cusip>
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          <isin value="US056054AA70"/>
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        <balance>250271.23000000</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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      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST 2021-1 NAVSL 2021-1A A1B</title>
        <cusip>63942NAB4</cusip>
        <identifiers>
          <isin value="US63942NAB47"/>
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        <balance>1340188.23000000</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>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-12-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.78685920</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ITP Aero 1/22</name>
        <lei>N/A</lei>
        <title>ITP Aero 1/22 2/10/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX202560"/>
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        <balance>1250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1246875.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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      <invstOrSec>
        <name>Hyperion Insurance/Howden</name>
        <lei>N/A</lei>
        <title>Hyperion Insurance/Howden 11/12/2027</title>
        <cusip>G4712JAS1</cusip>
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          <other otherDesc="All Others" value="LX200472"/>
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        <balance>215000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>212420.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-12</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Eastman Tire 8/21 TLB</name>
        <lei>N/A</lei>
        <title>Eastman Tire 8/21 TLB 11/1/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX196793"/>
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        <balance>1395000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1389768.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2019-HY2 TPMT 2019-HY2 M2</title>
        <cusip>89177HAD4</cusip>
        <identifiers>
          <isin value="US89177HAD44"/>
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        <balance>3000000.00000000</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>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.08685880</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>MARTIN MARIETTA MATERIALS, INC.</name>
        <lei>5299005MZ4WZECVATV08</lei>
        <title>MARTIN MARIETTA MATERIALS INC 0.650000% 07/15/2023</title>
        <cusip>573284AY2</cusip>
        <identifiers>
          <isin value="US573284AY29"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>137797.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.65000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>MH SUB I, LLC</name>
        <lei>N/A</lei>
        <title>MH SUB I, LLC 9/13/2024</title>
        <cusip>45567YAJ4</cusip>
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          <other otherDesc="All Others" value="LX168014"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC VARIABLE RATE 02/16/2024</title>
        <cusip>29250NBM6</cusip>
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          <isin value="US29250NBM65"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250640.01000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.68000760</annualizedRt>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2021-VINO BX 2021-VINO A</title>
        <cusip>05608KAA8</cusip>
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          <isin value="US05608KAA88"/>
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        <balance>240000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>234904.06000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.84332880</annualizedRt>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS AND ELECTRIC CO VARIABLE RATE 11/14/2022</title>
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          <isin value="US694308JX68"/>
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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>Floating</couponKind>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR9 A7</title>
        <cusip>92922FWL8</cusip>
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          <isin value="US92922FWL83"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <title>MORGAN STANLEY MORTGAGE LOAN TRUST 2004-5AR MSM 2004-5AR 3A1</title>
        <cusip>61748HAR2</cusip>
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          <isin value="US61748HAR21"/>
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        <balance>339157.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>350027.00000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CABLE &amp; WIRELESS 9/21 B6 COV-LITE</name>
        <lei>N/A</lei>
        <title>CABLE &amp; WIRELESS 9/21 B6 COV-LITE 10/15/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX198609"/>
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        <curCd>USD</curCd>
        <valUSD>1048607.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.19114080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
        <lei>HLYYNH7UQUORYSJQCN42</lei>
        <title>BRISTOL-MYERS SQUIBB CO 0.537000% 11/13/2023</title>
        <cusip>110122DT2</cusip>
        <identifiers>
          <isin value="US110122DT20"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245880.71000000</valUSD>
        <pctVal>0.033146296713</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-13</maturityDt>
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        <name>Acrisure 11/21 Incremental TLB</name>
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        <name>FIRST STUDENT/FIRST TRANSIT 7/21 TLB</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2004-12 SEMT 2004-12 A1</title>
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        <name>ENTERPRISE DEVELOPMENT AUTHORITY</name>
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        <name>N/A</name>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <name>BEAR STEARNS ASSET BACKED SECURITIES INC</name>
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        <name>CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV</name>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>PRO MACH GROUP, INC.</name>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <name>JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>THE BOEING COMPANY</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <name>LCM LTD.</name>
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        <name>SCIH SALT HOLDINGS INC.</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>PFS FINANCING CORP.</name>
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        <title>PFS FINANCING CORP PFSFC 2020-B A</title>
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      <invstOrSec>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ROYALTY PHARMA PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OBX TRUST</name>
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      <invstOrSec>
        <name>GCAT TRUST</name>
        <lei>N/A</lei>
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        <name>BLERIOT US BIDCO INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 890429</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 810320</title>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2015-46 BA</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ARES CLO LTD</name>
        <lei>N/A</lei>
        <title>ARES XXXIIR CLO LTD ARES 2014-32RA A1B</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>MARLETTE FUNDING TRUST</name>
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        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
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        <name>THE BOEING COMPANY</name>
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          <couponKind>Fixed</couponKind>
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        <name>Driven Performance/Holley Perf DelayedTL</name>
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        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
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        <title>AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC AXIS 2021-1A A2</title>
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          <isin value="US03237KAB08"/>
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        <name>TECOSTAR HOLDINGS, INC.</name>
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      <invstOrSec>
        <name>TOYOTA LEASE OWNER TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENVISION HEALTHCARE 4/20 COV-LITE</name>
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        <title>ENVISION HEALTHCARE 4/20 COV-LITE 10/10/2025</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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          <isin value="US59023HAB78"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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          <isin value="US22541SJE90"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <title>STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-BNC1 SAIL 2004-BNC1 A4</title>
        <cusip>86358EKX3</cusip>
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          <isin value="US86358EKX30"/>
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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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        <name>JPMORGAN CHASE &amp; CO.</name>
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          <isin value="US46647PCL85"/>
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        <curCd>USD</curCd>
        <valUSD>199138.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.63000360</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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          <isin value="US37045XDN30"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>VMWARE, INC.</name>
        <lei>549300BUDHS3LRWBE814</lei>
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        <identifiers>
          <isin value="US928563AG03"/>
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        <balance>275000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>TIBCO SOFTWARE INC.</name>
        <lei>N/A</lei>
        <title>TIBCO SOFTWARE INC. 6/30/2026</title>
        <cusip>88632NAP5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Deutsche Bank AG (New York Branch)</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 11/16/2027</title>
        <cusip>251526CN7</cusip>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <cusip>025291AB1</cusip>
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        <name>BRIGHTHOUSE FINANCIAL GLOBAL FUNDING</name>
        <lei>549300BLFX3KJ2IFOA78</lei>
        <title>BRIGHTHOUSE FINANCIAL GLOBAL FUNDING MTN VARIABLE RATE 04/12/2024</title>
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        <name>GOLDENTREE LOAN MANAGEMENT US CLO LTD</name>
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        <title>GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD GLM 2017-2A AR</title>
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          <isin value="US38136MAU27"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PowerTeam/Artera Services 6/21 Incremental TL</name>
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        <title>PowerTeam/Artera Services 6/21 Incremental TL 3/6/2025</title>
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          <other otherDesc="All Others" value="LX195641"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-1 BSARM 2004-1 21A1</title>
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          <isin value="US07384MK278"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TK Elevator Holdco GmbH</name>
        <lei>2549008GCHWX9EEMIS56</lei>
        <title>TK ELEVATOR HOLDCO GMBH 144A 7.625000% 07/15/2028</title>
        <cusip>92537VAA8</cusip>
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          <isin value="US92537VAA89"/>
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        <curCd>USD</curCd>
        <valUSD>468050.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.62500000</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>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2019-1A A1</title>
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        <name>SOCIETE GENERALE SA</name>
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        <name>ATRIUM</name>
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        <name>BANQUE NATIONALE DU CANADA</name>
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      <invstOrSec>
        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST</name>
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        <cusip>81379MAD6</cusip>
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          <isin value="US81379MAD65"/>
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        <curCd>USD</curCd>
        <valUSD>345340.98000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>CITIGROUP INC VARIABLE RATE 05/01/2025</title>
        <cusip>172967MW8</cusip>
        <identifiers>
          <isin value="US172967MW89"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>300503.70000000</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>2025-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.71900280</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Dell Software (Quest/One Identity) 1/22 2nd Lien</name>
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        <title>Dell Software (Quest/One Identity) 1/22 2nd Lien 2/1/2030</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX202068"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.15000040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Avid Automobile Receivables Trust</name>
        <lei>N/A</lei>
        <title>AVID AUTOMOBILE RECEIVABLES TRUST 2021-1 AVID 2021-1 A</title>
        <cusip>05369LAA5</cusip>
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          <isin value="US05369LAA52"/>
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        <balance>102519.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>102107.11000000</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>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.61000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>COCA-COLA EUROPACIFIC PARTNERS PLC</name>
        <lei>549300LTH67W4GWMRF57</lei>
        <title>COCA-COLA EUROPACIFIC PARTNERS PLC 144A 0.500000% 05/05/2023</title>
        <cusip>19123MAD5</cusip>
        <identifiers>
          <isin value="US19123MAD56"/>
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        <balance>725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>713550.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</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>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2020-B VZOT 2020-B A</title>
        <cusip>92290BAA9</cusip>
        <identifiers>
          <isin value="US92290BAA98"/>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>222994.98000000</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>2025-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.47000000</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>Petvet Care 2/18 2nd Lien TL</name>
        <lei>N/A</lei>
        <title>Petvet Care 2/18 2nd Lien TL 2/13/2026</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX170766"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-13</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BCPE ULYSSES INTERMEDIATE, INC.</name>
        <lei>N/A</lei>
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        <cusip>05553LAA1</cusip>
        <identifiers>
          <isin value="US05553LAA17"/>
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        <balance>1684000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1566120.00000000</valUSD>
        <pctVal>0.211123020625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANCHORAGE CAPITAL CLO LTD</name>
        <lei>N/A</lei>
        <title>ANCHORAGE CAPITAL CLO 5-R LTD ANCHC 2014-5RA A</title>
        <cusip>03329AAC9</cusip>
        <identifiers>
          <isin value="US03329AAC99"/>
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        <balance>1204631.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1202332.68000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.11375000</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>TREMAN PARK CLO, LTD</name>
        <lei>N/A</lei>
        <title>TREMAN PARK CLO LTD TRMPK 2015-1A ARR</title>
        <cusip>89473LAH7</cusip>
        <identifiers>
          <isin value="US89473LAH78"/>
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        <balance>270177.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>270050.88000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Prince International/Chromaflo/Ferro2/22CovLiteTLB</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX196485"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>UNIFRAX ESCROW ISSUER CORPORATION</name>
        <lei>N/A</lei>
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        <cusip>90473LAA0</cusip>
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          <isin value="US90473LAA08"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ASCENSUS 5/21 2ND LIEN TL</name>
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          <other otherDesc="All Others" value="LX194868"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CREDIT SUISSE AG (NEW YORK BRANCH)</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
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        <title>COLT 2021-2 MORTGAGE LOAN TRUST COLT 2021-2 A1</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <title>ANGEL OAK MORTGAGE TRUST 2021-3 AOMT 2021-3 A1</title>
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          <isin value="US03465EAA91"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isin value="US644622AC66"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GROUPE SOLMAX INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>CFMT TRUST</name>
        <lei>N/A</lei>
        <title>CFMT 2021-AL1 LLC CFMT 2021-AL1 B</title>
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          <isin value="US12529UAF75"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TRYON PARK CLO, LTD.</name>
        <lei>N/A</lei>
        <title>TRYON PARK CLO LTD TPCLO 2013-1A A1SR</title>
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          <isin value="US89852TAM09"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2021-4 MORTGAGE LOAN TRUST COLT 2021-4 A2</title>
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        <identifiers>
          <isin value="US19688GAB95"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FCG ACQUISITIONS, INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX196810"/>
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        <curCd>USD</curCd>
        <valUSD>59081.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MH SUB I, LLC (WEBMD HEALTH CORP.)</name>
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        <cusip>55303BAD5</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX192714"/>
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        <curCd>USD</curCd>
        <valUSD>546392.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <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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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Applovin 10/21 Cov-Lite TLB</name>
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        <title>Applovin 10/21 Cov-Lite TLB 10/25/2028</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX199426"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HOUSTON TEX ARPT SYS REV</name>
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        <title>HOUSTON TX ARPT SYS REVENUE CITY OF HOUSTON TX AIRPORT SYSTEM REVENUE</title>
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        <identifiers>
          <isin value="US442349EJ17"/>
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        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <title>ANGEL OAK MORTGAGE TRUST 2021-5 AOMT 2021-5 A1</title>
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          <isin value="US03465HAA23"/>
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        <fairValLevel>2</fairValLevel>
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        <name>Pretium Packaging 9/21</name>
        <lei>N/A</lei>
        <title>Pretium Packaging 9/21 10/2/2028</title>
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          <other otherDesc="All Others" value="LX197568"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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          <isin value="US05948XZG95"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CSMC TRUST</name>
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        <title>CSMC 2021-NQM4 CSMC 2021-NQM4 A1</title>
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          <isin value="US12659PAA12"/>
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        <name>Proofpoint 6/21 2nd Lien TL</name>
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        <title>Proofpoint 6/21 2nd Lien TL 8/31/2029</title>
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          <other otherDesc="All Others" value="LX195374"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US912796S348"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
        <lei>N/A</lei>
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        <cusip>16163LAF9</cusip>
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          <isin value="US16163LAF94"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ECMC GROUP STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>ECMC GROUP STUDENT LOAN TRUST 2020-3 ECMC 2020-3A A1B</title>
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        <identifiers>
          <isin value="US26833BAB99"/>
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        <balance>855252.25000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2070-01-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.18685880</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>TELOS CLO</name>
        <lei>N/A</lei>
        <title>TELOS CLO 2014-5 LTD TELOS 2014-5A A1R</title>
        <cusip>87974KAQ7</cusip>
        <identifiers>
          <isin value="US87974KAQ76"/>
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        <balance>67397.23000000</balance>
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        <curCd>USD</curCd>
        <valUSD>67341.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.19129040</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2020-A ARIFL 2020-A A2</title>
        <cusip>00217TAB1</cusip>
        <identifiers>
          <isin value="US00217TAB17"/>
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        <balance>41127.46000000</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>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRUCK HERO, INC.</name>
        <lei>N/A</lei>
        <title>TRUCK HERO, INC. 1/31/2028</title>
        <cusip>89778PAG2</cusip>
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          <other otherDesc="All Others" value="LX192014"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-01-31</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>HILTON ORLANDO TRUST</name>
        <lei>N/A</lei>
        <title>HILTON ORLANDO TRUST 2018-ORL HILT 2018-ORL B</title>
        <cusip>432885AG6</cusip>
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          <isin value="US432885AG64"/>
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        <balance>1000000.00000000</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>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-15</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>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CARLYLE US CLO LTD</name>
        <lei>N/A</lei>
        <title>CARLYLE US CLO 2017-2 LTD CGMS 2017-2A A1R</title>
        <cusip>14315JAQ2</cusip>
        <identifiers>
          <isin value="US14315JAQ22"/>
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        <balance>1450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1445641.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.30399920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>LEARNING CARE GROUP (US) NO. 2 INC.</name>
        <lei>N/A</lei>
        <title>LEARNING CARE GROUP (US) NO. 2 INC. 3/13/2025</title>
        <cusip>52201CAC5</cusip>
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          <other otherDesc="All Others" value="LX171794"/>
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        <balance>860739.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>837783.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.25000160</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>PALMER SQUARE LOAN FUNDING LTD.</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE LOAN FUNDING 2021-4 LTD PSTAT 2021-4A A1</title>
        <cusip>69702HAA6</cusip>
        <identifiers>
          <isin value="US69702HAA68"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>598998.00000000</valUSD>
        <pctVal>0.080748772194</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.92787840</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>MACQUARIE BANK LIMITED</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MACQUARIE BANK LTD MTN 0.441000% 12/16/2022</title>
        <cusip>55608PBG8</cusip>
        <identifiers>
          <isin value="US55608PBG81"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>198855.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.44100000</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>KNDL KNSQ MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019-KNSQ E</title>
        <cusip>482598AN9</cusip>
        <identifiers>
          <isin value="US482598AN92"/>
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        <balance>1250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1231555.13000000</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>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.99100160</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>
      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2019-1 LTD VOYA 2019-1A AR</title>
        <cusip>92917NAJ7</cusip>
        <identifiers>
          <isin value="US92917NAJ72"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>399263.60000000</valUSD>
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        <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>1.30128840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE LTD BMIR 2021-2A M1A</title>
        <cusip>07876AAA1</cusip>
        <identifiers>
          <isin value="US07876AAA16"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>791478.72000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.24867080</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>
      <invstOrSec>
        <name>OSMOSIS BUYER LIMITED</name>
        <lei>N/A</lei>
        <title>OSMOSIS BUYER LIMITED 7/31/2028</title>
        <cusip>00132UAG9</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX195536"/>
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        <balance>2795712.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2777456.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-31</maturityDt>
          <couponKind>Floating</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>MACQUARIE GROUP LIMITED</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>MACQUARIE GROUP LTD MTN VARIABLE RATE 10/14/2025</title>
        <cusip>55608JBB3</cusip>
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          <isin value="US55608JBB35"/>
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        <curCd>USD</curCd>
        <valUSD>300236.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.76000320</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>MICROCHIP TECHNOLOGY INC 0.972000% 02/15/2024</title>
        <cusip>595017BB9</cusip>
        <identifiers>
          <isin value="US595017BB97"/>
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        <balance>205000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>199772.59000000</valUSD>
        <pctVal>0.026930626413</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.97200000</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>THERMO FISHER SCIENTIFIC INC.</name>
        <lei>HCHV7422L5HDJZCRFL38</lei>
        <title>THERMO FISHER SCIENTIFIC INC VARIABLE RATE 10/18/2024</title>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>AADVANTAGE LOYALITY IP LTD.</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>FORD MOTOR CREDIT COMPANY LLC</name>
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        <name>MASTR ADJUSTABLE RATE MORTGAGE TRUST</name>
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        <name>St. George's/Medforth 6/21 Cov-Lite TLB</name>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000120</annualizedRt>
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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>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 372390</title>
        <cusip>31377BUP8</cusip>
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          <isin value="US31377BUP83"/>
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        <balance>7060.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7070.93000000</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>2024-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27400120</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>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-3 BSARM 2004-3 2A</title>
        <cusip>07384MQ88</cusip>
        <identifiers>
          <isin value="US07384MQ887"/>
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        <balance>754822.45000000</balance>
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        <curCd>USD</curCd>
        <valUSD>766131.20000000</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>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72248200</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>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A A1S</title>
        <cusip>64828FCQ3</cusip>
        <identifiers>
          <isin value="US64828FCQ37"/>
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        <balance>2540524.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2531823.40000000</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>2048-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.93686040</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>TMK HAWK PARENT, CORP.</name>
        <lei>N/A</lei>
        <title>TMK HAWK PARENT, CORP. 5/30/2024</title>
        <cusip>87258WAK1</cusip>
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          <other otherDesc="All Others" value="LX189903"/>
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        <balance>726241.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>693560.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.50000120</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AQGEN ISLAND HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>AQGEN ISLAND HOLDINGS, INC. 8/2/2028</title>
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          <other otherDesc="All Others" value="LX194867"/>
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        <curCd>USD</curCd>
        <valUSD>261292.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2018-3 LTD BMIR 2018-3A M1B</title>
        <cusip>07877TAB7</cusip>
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          <isin value="US07877TAB70"/>
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        <curCd>USD</curCd>
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        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.03685840</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EQUINOX HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>EQUINOX HOLDINGS INC. 3/8/2024</title>
        <cusip>29446CAR5</cusip>
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          <other otherDesc="All Others" value="LX188285"/>
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        <balance>753525.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>761060.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.00000080</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>IDERA, INC</name>
        <lei>N/A</lei>
        <title>IDERA, INC 3/2/2028</title>
        <cusip>45168RAQ6</cusip>
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          <other otherDesc="All Others" value="LX192248"/>
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        <curCd>USD</curCd>
        <valUSD>1087694.37000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>MAGNETITE CLO, LIMITED</name>
        <lei>N/A</lei>
        <title>MAGNETITE VIII LTD MAGNE 2014-8A AR2</title>
        <cusip>55952YAP2</cusip>
        <identifiers>
          <isin value="US55952YAP25"/>
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        <balance>780000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>778523.46000000</valUSD>
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        <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>1.22128920</annualizedRt>
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      <invstOrSec>
        <name>AUDIO VISUAL SERVICES</name>
        <lei>N/A</lei>
        <title>AUDIO VISUAL SERVICES 9/1/2025</title>
        <cusip>00241YAQ7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX171510"/>
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        <balance>1131730.77000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.25000120</annualizedRt>
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      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1M1</title>
        <cusip>20754RAA4</cusip>
        <identifiers>
          <isin value="US20754RAA41"/>
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        <balance>457721.98000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.79867080</annualizedRt>
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      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>AFFIRM ASSET SECURITIZATION TRUST 2022-X1 AFFRM 2022-X1 A</title>
        <cusip>00834HAA2</cusip>
        <identifiers>
          <isin value="US00834HAA23"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>349612.10000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST 2005-AR2 GSR 2005-AR2 1A2</title>
        <cusip>36242DH55</cusip>
        <identifiers>
          <isin value="US36242DH559"/>
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        <balance>177074.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>175537.99000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.09631680</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A</title>
        <cusip>05609VAA3</cusip>
        <identifiers>
          <isin value="US05609VAA35"/>
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        <balance>195000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>189375.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.89114040</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC STACR REMIC TRUST 2021-HQA3 STACR 2021-HQA3 M1</title>
        <cusip>35564KJG5</cusip>
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          <isin value="US35564KJG58"/>
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        <curCd>USD</curCd>
        <valUSD>2474128.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.89867160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE VARIABLE RATE 09/10/2024</title>
        <cusip>38141GYF5</cusip>
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          <isin value="US38141GYF52"/>
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        <curCd>USD</curCd>
        <valUSD>149292.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.54976320</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Crocs 1/22</name>
        <lei>N/A</lei>
        <title>Crocs 1/22 1/26/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX202214"/>
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        <balance>1225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1209687.50000000</valUSD>
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        <name>MISSOURI HIGHER ED LN AUTH STUDENT LN REV</name>
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        <name>OAKTOWN RE LTD</name>
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        <name>US Lumber/Specialty Building 10/21 TLB</name>
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        <name>Freddie Mac</name>
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        <name>SHUTTERFLY 6/21</name>
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      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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          <isin value="US7839655930"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US17326MAA09"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
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          <isin value="US89173FAA84"/>
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        <balance>154102.32000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV</name>
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          <isin value="US49130NEZ87"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
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          <isin value="US13607GRT30"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-5 NRZT 2017-5A A1</title>
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          <isin value="US64828NAA37"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PREGIS TOPCO LLC</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-07-31</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AE0825</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 879906</title>
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        <balance>124179.60000000</balance>
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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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        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SACO I TRUST</name>
        <lei>N/A</lei>
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          <isin value="US785779AA78"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2004-3 SEMT 2004-3 A</title>
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          <isin value="US81744FAZ09"/>
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        <balance>528203.85000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.66624840</annualizedRt>
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        <name>AMERICAN AIRLINES INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.85500080</annualizedRt>
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        <name>KKR FINANCIAL CLO, LTD.</name>
        <lei>N/A</lei>
        <title>KKR CLO 21 LTD KKR 21 A</title>
        <cusip>48252KAA7</cusip>
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          <isin value="US48252KAA79"/>
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        <balance>580000.00000000</balance>
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        <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>1.24129080</annualizedRt>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <cusip>64830VAA1</cusip>
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          <isin value="US64830VAA17"/>
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          <couponKind>Floating</couponKind>
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        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2021-A ARIFL 2021-A A2</title>
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          <isin value="US00217FAB13"/>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY DEAN WITTER CAPITAL I INC TRUST 200 MSDWC 2002-HE2 A1</title>
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        <balance>606377.03000000</balance>
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        <valUSD>605901.39000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <name>Mohegan Gaming &amp; Entertainment</name>
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        <name>PAREXEL INTERNATIONAL 8/21 TL</name>
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        <name>AIG GLOBAL FUNDING</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>TUTOR PERINI</name>
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        <name>COINBASE GLOBAL, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>L3HARRIS TECHNOLOGIES, INC.</name>
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        <name>UBS AG LONDON BRANCH</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OZLM FUNDING LTD</name>
        <lei>N/A</lei>
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        <name>SOPHIA, L.P.</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2004-5 SEMT 2004-5 A1</title>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>BEAR STEARNS ALT-A TRUST</name>
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        <title>BEAR STEARNS ALT-A TRUST 2004-7 BALTA 2004-7 2A1</title>
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        <name>BANQUE NATIONALE DU CANADA</name>
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        <name>SMART START 12/21</name>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <name>ThyssenKrupp Elevator 7/21 (USD) Cov-Lite</name>
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        <name>BAXTER INTERNATIONAL INC.</name>
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        <name>THE CHEMOURS COMPANY</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A3</title>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2021-3 DTAOT 2021-3A A</title>
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        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
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      <invstOrSec>
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        <name>USI. INC.</name>
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        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <name>Motus 10/21 TL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VERIZON COMMUNICATIONS INC.</name>
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          <isin value="US92343VGE83"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST</name>
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          <isin value="US863579PF99"/>
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        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
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          <isin value="US585525DF22"/>
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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>ARROYO MORTGAGE TRUST</name>
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        <name>COLD STORAGE TRUST</name>
        <lei>N/A</lei>
        <title>COLD STORAGE TRUST 2020-ICE5 COLD 2020-ICE5 D</title>
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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HYPERION INSURANCE/HOWDEN 2/21 COV-LITE TLB</name>
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        <name>SHARP 12/21 TL</name>
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        <name>MFA TRUST</name>
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        <name>TOWD POINT HE TRUST</name>
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        <title>TOWD POINT HE TRUST 2021- HE1 TPHT 2021-HE1 A1</title>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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        <name>TRIDENT TPI HOLDINGS, INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>ACE SECURITIES CORP HOME EQUITY LOAN TRUST</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>Scientific Games 2/22 (USD) Cov-Lite</name>
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        <name>Sumitomo Mitsui Trust Bank, Limited.</name>
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        <name>Zelis Cost Management Buyer, Inc</name>
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        <name>CARLISLE COMPANIES INCORPORATED</name>
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        <name>Datasite 7/21 (USD) TL</name>
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        <name>SG RESIDENTIAL MORTGAGE TRUST</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2018-C03 1EA2</title>
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        <fairValLevel>2</fairValLevel>
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        <name>PPL ELECTRIC UTILITIES CORPORATION</name>
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        <name>CHT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <name>RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>Government National Mortgage Association 2</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FLORIDA POWER &amp; LIGHT COMPANY</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BWAY HOLDING COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ARM MASTER TRUST, LLC</name>
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          <isin value="US04206RAC88"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PKHL COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US69356GAQ29"/>
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        <name>TESLA AUTO LEASE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.09866960</annualizedRt>
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      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX TRUST 2022-VAMF BX 2022-VAMF D</title>
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        <identifiers>
          <isin value="US05609TAG58"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>VERUS SECURITIZATION TRUST</name>
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          <isin value="US92536PAA21"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Great Canadian Gaming/Raptor 6/21 Cov-Lite TLB</name>
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        <name>DONLEN FLEET LEASE FUNDING 2</name>
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        <name>CHASE AUTO CREDIT LINKED NOTES</name>
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        <title>JPMORGAN CHASE BANK NA - CACLN CACLN 2021-3 D</title>
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        <name>RADIAN GUARANTY INC AND EAGLE RE LTD</name>
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          <isin value="US26982AAA25"/>
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        <name>VOYA CLO</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TCI-FLATIRON CLO LTD</name>
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          <isin value="US87231BAE39"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SOVOS BRANDS INTERMEDIATE, INC.</name>
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        <name>VERDE CDO</name>
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        <name>RENAISSANCE HOLDING CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST</name>
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        <name>Traeger Grills 6/21 TL</name>
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        <name>CENTERPOINT ENERGY RESOURCES CORP.</name>
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        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <name>DUNKIN BRANDS</name>
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        <name>Federal National Mortgage Association</name>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <name>KREF Holdings 11/21 TL</name>
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        <name>Federal National Mortgage Association</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SRS DISTRIBUTION INC.</name>
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        <name>Pregis 6/21 Incremental TL</name>
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        <name>N/A</name>
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        <name>EMBECTA 1/22 COV-LITE</name>
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        <name>MHP COMMERCIAL MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV</name>
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        <name>MDVIP/Mamba Purchaser 9/21 2nd Lien Cov-Lite TL</name>
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        <name>SYMPHONY STATIC CLO LTD</name>
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        <name>VENTURE CLO LIMITED</name>
        <lei>N/A</lei>
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        <name>PERKINELMER, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <name>ROPER TECHNOLOGIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
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        <name>ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>STRYKER CORPORATION</name>
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        <name>GCAT TRUST</name>
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        <name>Driven Performance/Holley Perf 11/21 Cov-Lite TL</name>
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          <other otherDesc="All Others" value="LX200091"/>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>SCIH SALT HOLDINGS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FIRST STUDENT/FIRST TRANSIT 7/21 TLC</name>
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      <invstOrSec>
        <name>NATWEST MARKETS PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <name>APIDOS CLO</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <title>TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 A1</title>
        <cusip>89173UAA5</cusip>
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        <balance>959763.11000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Arby's/Inspire Brands 1/22</name>
        <lei>N/A</lei>
        <title>Arby's/Inspire Brands 1/22 12/15/2027</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX202391"/>
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        <valUSD>1835473.34000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000120</annualizedRt>
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      <invstOrSec>
        <name>QORVO, INC.</name>
        <lei>254900YAUJV2EUEVBR11</lei>
        <title>QORVO INC 144A 1.750000% 12/15/2024</title>
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          <isin value="US74739DAA28"/>
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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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      <invstOrSec>
        <name>TEXAS TRANSN COMMN CENT TEX TPK SYS REV</name>
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        <title>TEXAS ST TRANSPRTN COMMISSION CENTRAL TEXAS TURNPIKE SYSTEM</title>
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        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>CONAGRA BRANDS, INC.</name>
        <lei>54930035UDEIH090K650</lei>
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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>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC STACR REMIC TRUST 2020-DNA6 STACR 2020-DNA6 M1</title>
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          <isin value="US35566CAA36"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA/THE VARIABLE RATE 07/31/2024</title>
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          <isin value="US0641596F85"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>BFLD TRUST</name>
        <lei>N/A</lei>
        <title>BFLD TRUST 2020-OBRK BFLD 2020-OBRK A</title>
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          <isin value="US05553JAA60"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-CB2 1A</title>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2021-3 LTD BMIR 2021-3A M1A</title>
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          <isin value="US078777AB53"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>Y</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MHP COMMERCIAL MORTGAGE TRUST</name>
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      <ncom:dateSigned>2022-02-28</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL INVESTMENTS TRUST</ncom:nameOfApplicant>
      <ncom:signature>Peter Rodriguez</ncom:signature>
      <ncom:signerName>Peter Rodriguez</ncom:signerName>
      <ncom:title>CFO</ncom:title>
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  <documents>XXXX</documents>
</edgarSubmission>
