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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SIERRA TIMESHARE RECEIVABLES FUNDING LLC</name>
        <lei>N/A</lei>
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        <cusip>82653DAA7</cusip>
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          <isin value="US82653DAA72"/>
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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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      <invstOrSec>
        <name>GCAT TRUST</name>
        <lei>N/A</lei>
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        <cusip>36166RAA2</cusip>
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          <isin value="US36166RAA23"/>
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        <balance>116059.88000000</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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          <maturityDt>2065-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CREDIT SUISSE AG (NEW YORK BRANCH)</name>
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        <cusip>22550UAB7</cusip>
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        <balance>2530000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-02</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GCAT TRUST</name>
        <lei>N/A</lei>
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        <cusip>36167HAA3</cusip>
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          <isin value="US36167HAA32"/>
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        <balance>499734.28000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>1.09100160</annualizedRt>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <cusip>92343VGD0</cusip>
        <identifiers>
          <isin value="US92343VGD01"/>
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        <balance>1200000.00000000</balance>
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        <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>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CBA80"/>
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        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <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>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>997967.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.57767360</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
        <title>EDISON INTERNATIONAL 3.550000% 11/15/2024</title>
        <cusip>281020AQ0</cusip>
        <identifiers>
          <isin value="US281020AQ02"/>
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        <balance>375000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>361864.71000000</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>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</annualizedRt>
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        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2005-3 BSARM 2005-3 2A1</title>
        <cusip>07387AAW5</cusip>
        <identifiers>
          <isin value="US07387AAW53"/>
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        <balance>20243.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19250.67000000</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>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.96857880</annualizedRt>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2020-1 LLC EFF 2020-1 A2</title>
        <cusip>29373KAB9</cusip>
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          <isin value="US29373KAB98"/>
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        <balance>138902.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>138434.64000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-12-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.78000000</annualizedRt>
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        <name>DLLST LLC</name>
        <lei>N/A</lei>
        <title>DLLST 2022-1 LLC DLLST 2022-1A A3</title>
        <cusip>23292GAC7</cusip>
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          <isin value="US23292GAC78"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.40000000</annualizedRt>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1 EART 2023-1A A2</title>
        <cusip>30168BAB6</cusip>
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          <isin value="US30168BAB62"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.61000000</annualizedRt>
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        <name>MARTIN MARIETTA MATERIALS, INC.</name>
        <lei>5299005MZ4WZECVATV08</lei>
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          <isin value="US573284AY29"/>
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        <curCd>USD</curCd>
        <valUSD>486603.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.65000000</annualizedRt>
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        <name>AT&amp;T INC.</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T INC 5.539000% 02/20/2026</title>
        <cusip>00206RMP4</cusip>
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          <isin value="US00206RMP46"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>298653.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.53900000</annualizedRt>
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      <invstOrSec>
        <name>PARAGON MORTGAGES PLC</name>
        <lei>N/A</lei>
        <title>PARAGON MORTGAGES NO 12 PLC PARGN 12A A2C</title>
        <cusip>69913BAB2</cusip>
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          <isin value="US69913BAB27"/>
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        <balance>73681.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>70845.38000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.82613840</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
        <lei>N/A</lei>
        <title>AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC AXIS 2021-1A A2</title>
        <cusip>03237KAB0</cusip>
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          <isin value="US03237KAB08"/>
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        <balance>443739.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>429355.42000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DLLAD LLC</name>
        <lei>N/A</lei>
        <title>DLLAD 2023-1 LLC DLLAD 2023-1A A2</title>
        <cusip>233258AB8</cusip>
        <identifiers>
          <isin value="US233258AB86"/>
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        <balance>435000.00000000</balance>
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        <curCd>USD</curCd>
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        <name>THE WILLIAMS COMPANIES, INC.</name>
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        <name>Freddie Mac</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BHG SECURITIZATION TRUST</name>
        <lei>N/A</lei>
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          <isin value="US08860DAA19"/>
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        <name>SOCIETE GENERALE SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CNA FINANCIAL CORPORATION</name>
        <lei>549300YX2GSZD7YG1R84</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <name>MORGAN STANLEY</name>
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        <name>THE BOEING COMPANY</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</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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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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        <cusip>00834TAA6</cusip>
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          <isin value="US00834TAA60"/>
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        <name>HILTON GRAND VACATIONS TRUST</name>
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        <title>HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A</title>
        <cusip>43285HAA6</cusip>
        <identifiers>
          <isin value="US43285HAA68"/>
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        <balance>1147141.97000000</balance>
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          <couponKind>Fixed</couponKind>
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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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        <cusip>37045XDN3</cusip>
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          <isin value="US37045XDN30"/>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <title>CARVANA AUTO RECEIVABLES TRUST 2021-P3 CRVNA 2021-P3 A2</title>
        <cusip>14687JAD1</cusip>
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          <isin value="US14687JAD19"/>
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          <couponKind>Fixed</couponKind>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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          <isin value="US03464MAA27"/>
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          <couponKind>Floating</couponKind>
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        <name>AMGEN INC.</name>
        <lei>62QBXGPJ34PQ72Z12S66</lei>
        <title>AMGEN INC 5.250000% 03/02/2025</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AE0381</title>
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          <isin value="US31419AM794"/>
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        <balance>1120.21000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1116.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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        <name>HSBC HOLDINGS PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>THE HOME DEPOT, INC.</name>
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        <name>THE BOEING COMPANY</name>
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        <name>HUMANA INC.</name>
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        <name>APIDOS CLO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>AerCap Ireland Capital Designated Activity Company</name>
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        <name>EQUITABLE FINANCIAL LIFE GLOBAL FUNDING</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>BANK OF AMERICA CORPORATION</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>THERMO FISHER SCIENTIFIC INC.</name>
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        <name>CREDIT SUISSE AG (NEW YORK BRANCH)</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Enbridge Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
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        <name>CITIGROUP INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>THE SHERWIN-WILLIAMS COMPANY</name>
        <lei>Z15BMIOX8DDH0X2OBP21</lei>
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        <cusip>824348BQ8</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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          <couponKind>Floating</couponKind>
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        <name>AMERICAN EXPRESS COMPANY</name>
        <lei>R4PP93JZOLY261QX3811</lei>
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        <issuerCat>CORP</issuerCat>
        <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-ACES FNA 2017-M13 FA</title>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BWAY MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <name>KEURIG DR PEPPER INC.</name>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2021-3 AOMT 2021-3 A1</title>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
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        <name>OZLM FUNDING LTD</name>
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        <name>SANTANDER BANK, N.A.</name>
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        <title>SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 202 SBCLN 2022-B B</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US89175JAA88"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GSK CONSUMER HEALTHCARE CAPITAL US LLC</name>
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          <isin value="US36264FAA93"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-SMRT CGCMT 2019-SMRT A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>MFA TRUST</name>
        <lei>N/A</lei>
        <title>MFA 2020-NQM1 TRUST MFRA 2020-NQM1 A1</title>
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          <isin value="US552754AA14"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R NRZT 2021-NQ2R A1</title>
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        <name>GSR MORTGAGE LOAN TRUST</name>
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          <couponKind>Floating</couponKind>
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        <name>VMWARE, INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BFLD TRUST</name>
        <lei>N/A</lei>
        <title>BFLD TRUST 2020-OBRK BFLD 2020-OBRK A</title>
        <cusip>05553JAA6</cusip>
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        <balance>840000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>IMPERIAL FUND MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 IMPRL 2021-NQM2 A1</title>
        <cusip>452761AA7</cusip>
        <identifiers>
          <isin value="US452761AA75"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2013-K33 MORTGAGE TRUST FREMF 2013-K33 B</title>
        <cusip>30265AAN4</cusip>
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          <couponKind>Floating</couponKind>
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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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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2021-2 A3</title>
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          <couponKind>Fixed</couponKind>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <title>CARVANA AUTO RECEIVABLES TRUST 2021-N2 CRVNA 2021-N2 A1</title>
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          <isin value="US14686KAA51"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2028-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FEDERAL HOME LOAN MORTGAGE CORP MTN 5.080000% 10/25/2024</title>
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          <isin value="US3134GX4M33"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP VARIABLE RATE 04/22/2025</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MHP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MHP 2022-MHIL MHP 2022-MHIL A</title>
        <cusip>55293DAA9</cusip>
        <identifiers>
          <isin value="US55293DAA90"/>
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        <curCd>USD</curCd>
        <valUSD>370404.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.37707160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <name>FORD CREDIT AUTO OWNER TRUST</name>
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        <name>NATWEST MARKETS PLC</name>
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        <name>CAPITAL ONE FINANCIAL CORPORATION</name>
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        <name>Government National Mortgage Association</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <name>HPEFS EQUIPMENT TRUST</name>
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        <name>ATALAYA EQUIPMENT LEASING TRUST LLC.</name>
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        <name>PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2014-C04 2M2</title>
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        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <name>HYUNDAI CAPITAL AMERICA</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.93000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>MILL CITY MORTGAGE LOAN TRUST 2018-2 MCMLT 2018-2 A1</title>
        <cusip>59980MAC5</cusip>
        <identifiers>
          <isin value="US59980MAC55"/>
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        <balance>168998.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>165008.97000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2058-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49999920</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTERPOINT ENERGY RESOURCES CORP.</name>
        <lei>2JADVB0458J06WCD4N56</lei>
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        <cusip>15189WAN0</cusip>
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          <isin value="US15189WAN02"/>
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        <balance>876000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>876000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.27856840</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2023-1 WLAKE 2023-1A A2A</title>
        <cusip>96042XAB1</cusip>
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          <isin value="US96042XAB10"/>
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        <balance>480000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY</name>
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          <isin value="US87166PAG63"/>
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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>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ELP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ELP COMMERCIAL MORTGAGE TRUST 2021-ELP ELP 2021-ELP A</title>
        <cusip>26863LAA2</cusip>
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          <isin value="US26863LAA26"/>
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        <balance>1060000.00000000</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>2038-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.28900120</annualizedRt>
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      <invstOrSec>
        <name>WEC ENERGY GROUP, INC.</name>
        <lei>549300IGLYTZUK3PVP70</lei>
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        <cusip>92939UAK2</cusip>
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          <isin value="US92939UAK25"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 3.125000% 05/12/2023</title>
        <cusip>928668BD3</cusip>
        <identifiers>
          <isin value="US928668BD33"/>
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        <balance>1600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1592400.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2023-A CPS 2023-A A</title>
        <cusip>12664LAA3</cusip>
        <identifiers>
          <isin value="US12664LAA35"/>
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        <balance>236890.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>236556.59000000</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>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.54000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2022-3 A2A</title>
        <cusip>36265WAB9</cusip>
        <identifiers>
          <isin value="US36265WAB90"/>
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        <balance>697329.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>690315.44000000</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>2025-09-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</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>PPL ELECTRIC UTILITIES CORPORATION</name>
        <lei>549300GCZLSGYEYPIR35</lei>
        <title>PPL ELECTRIC UTILITIES CORP VARIABLE RATE 09/28/2023</title>
        <cusip>69351UAX1</cusip>
        <identifiers>
          <isin value="US69351UAX19"/>
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        <balance>1235000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>ROYALTY PHARMA PLC 0.750000% 09/02/2023</title>
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        <balance>1450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1414398.14000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2021-1 FIAOT 2021-1A A</title>
        <cusip>32059FAA7</cusip>
        <identifiers>
          <isin value="US32059FAA75"/>
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        <balance>161763.42000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 2015-C3 JPMBB 2015-C31 ASB</title>
        <cusip>46644YAW0</cusip>
        <identifiers>
          <isin value="US46644YAW03"/>
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        <balance>166701.58000000</balance>
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        <curCd>USD</curCd>
        <valUSD>161548.73000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2019-4 VERUS 2019-4 A1</title>
        <cusip>92537KAA2</cusip>
        <identifiers>
          <isin value="US92537KAA25"/>
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        <balance>68126.38000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2022-1 MFT 2022-1A A</title>
        <cusip>57109KAA3</cusip>
        <identifiers>
          <isin value="US57109KAA34"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <title>UNITED AUTO CREDIT SECURITIZATION TRUST 2022-2 UACST 2022-2 A</title>
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          <isin value="US90944KAA34"/>
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        <assetCat>ABS-MBS</assetCat>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRICOLOR AUTO SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>TRICOLOR AUTO SECURITIZATION TRUST 2023-1 TAST 2023-1A A</title>
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        <identifiers>
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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>CCG RECEIVABLES TRUST</name>
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        <name>CNH EQUIPMENT TRUST</name>
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        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AD0054</title>
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        <name>SOUTH CAROLINA ST PUB SVCS AUTH REV</name>
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        <name>Avid Automobile Receivables Trust</name>
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        <name>Freddie Mac</name>
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        <name>Mitsubishi UFJ Financial Group, Inc.</name>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
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        <name>RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED</name>
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        <title>RFMSI SERIES 2007-SA3 TRUST RFMSI 2007-SA3 2A1</title>
        <cusip>74958TAB9</cusip>
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          <isin value="US74958TAB98"/>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE POOL FN 995253</title>
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        <name>The Cigna Group</name>
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        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
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        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A</name>
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        <name>Freddie Mac</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <name>PORT AUTH N Y &amp; N J</name>
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        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>GE HEALTHCARE TECHNOLOGIES INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV</name>
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        <name>Federal National Mortgage Association</name>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>IMPAC CMB TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>UBS COMMERCIAL MORTGAGE TRUST</name>
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        <name>OBX TRUST</name>
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        <name>HPEFS EQUIPMENT TRUST</name>
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        <name>MACQUARIE GROUP LIMITED</name>
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        <name>IMPAC CMB TRUST</name>
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        <name>HARLEY DAVIDSON MOTORCYCLE TRUST</name>
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        <name>THE FEDERAL HOME LOAN BANKS</name>
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        <name>CONAGRA BRANDS, INC.</name>
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        <name>LCM LTD.</name>
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        <name>THE FEDERAL HOME LOAN BANKS</name>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>CASCADE FUNDING MORTGAGE TRUST</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>The Huntington National Bank</name>
        <lei>2WHM8VNJH63UN14OL754</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CELANESE US HOLDINGS LLC</name>
        <lei>CD30XVRLT4QO00B1C706</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
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          <isin value="US694308JY42"/>
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        <balance>525000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MANUFACTURERS AND TRADERS TRUST COMPANY.</name>
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          <isin value="US55279HAT77"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NORDSTROM, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SCF EQUIPMENT LEASING LLC</name>
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          <isin value="US784033AC63"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DONLEN FLEET LEASE FUNDING 2</name>
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          <isin value="US257812AD90"/>
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        <balance>348648.04000000</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>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.56000000</annualizedRt>
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      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2021-2 DTAOT 2021-2A B</title>
        <cusip>23345EAC9</cusip>
        <identifiers>
          <isin value="US23345EAC93"/>
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        <balance>501385.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>495411.73000000</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>Fixed</couponKind>
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      <invstOrSec>
        <name>JACKSON FINANCIAL INC.</name>
        <lei>213800WXW2KG1N4CO374</lei>
        <title>JACKSON FINANCIAL INC 1.125000% 11/22/2023</title>
        <cusip>46817MAJ6</cusip>
        <identifiers>
          <isin value="US46817MAJ62"/>
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        <balance>825000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-3 SDART 2022-3 A2</title>
        <cusip>80285UAC5</cusip>
        <identifiers>
          <isin value="US80285UAC53"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>CARBONE CLO</name>
        <lei>N/A</lei>
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          <isin value="US141312AA60"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>MAGNETITE CLO, LIMITED</name>
        <lei>N/A</lei>
        <title>MAGNETITE VIII LTD MAGNE 2014-8A AR2</title>
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          <isin value="US55952YAP25"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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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>
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          <couponKind>Floating</couponKind>
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        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT FUNDING LLC COLT 2021-3R A1</title>
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          <isin value="US19688DAA81"/>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>GCAT TRUST</name>
        <lei>N/A</lei>
        <title>GCAT 2021-CM1 TRUST GCAT 2021-CM1 A</title>
        <cusip>36168AAA7</cusip>
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          <isin value="US36168AAA79"/>
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        <valUSD>616696.90000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Floating</couponKind>
          <annualizedRt>1.46900160</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BENCHMARK 2020-B17 MORTGAGE TRUST BMARK 2020-B17 A2</title>
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          <isin value="US08162MAV00"/>
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        <valUSD>264329.66000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>Freddie Mac</name>
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        <name>BANQUE FEDERATIVE DU CREDIT MUTUEL SA</name>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST</name>
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        <name>CFMT TRUST</name>
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        <name>FORD CREDIT AUTO LEASE TRUST</name>
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        <name>STANDARD CHARTERED PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DELL EQUIPMENT FINANCE TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>FHF TRUST</name>
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        <balance>478124.24000000</balance>
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        <valUSD>465896.98000000</valUSD>
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        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>LAD AUTO RECEIVABLES TRUST</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <title>ENTERPRISE FLEET FINANCING 2022-4 LLC EFF 2022-4 A2</title>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>VOYA CLO</name>
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        <name>Freddie Mac</name>
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        <name>REALTY INCOME CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <name>MARLETTE FUNDING TRUST</name>
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        <name>Nationwide Building Society</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANK OF AMERICA CORPORATION</name>
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        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>CENTERPOINT ENERGY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NEW YORK N Y CITY TRANSITIONAL FIN AUTH BLDG AID REV</name>
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        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <name>HUMANA INC.</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>BANQUE FEDERATIVE DU CREDIT MUTUEL SA</name>
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        <invCountry>FR</invCountry>

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          <couponKind>Fixed</couponKind>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>DT AUTO OWNER TRUST</name>
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      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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      <invstOrSec>
        <name>DEXT ABS LLC</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>BSPRT ISSUER, LTD.</name>
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        <name>LAD AUTO RECEIVABLES TRUST</name>
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        <name>THE FEDERAL HOME LOAN BANKS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <name>KKR CLO LTD/LLC</name>
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        <title>KKR CLO 11 LTD KKR 11 AR</title>
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          <isin value="US48250MAK36"/>
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        <name>ARROYO MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <name>United States of America</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
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        <name>DELL EQUIPMENT FINANCE TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>CREDIT SUISSE AG (NEW YORK BRANCH)</name>
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        <name>NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION</name>
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        <name>United States of America</name>
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        <name>Saudi Arabian Oil Company</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST INC CMLTI 2004-HYB3 1A</title>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <name>GA GLOBAL FUNDING TRUST</name>
        <lei>54930029I8ROQ4OROZ88</lei>
        <title>GA GLOBAL FUNDING TRUST 144A VARIABLE RATE 09/13/2024</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PIONEER NATURAL RESOURCES COMPANY</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
        <title>PIONEER NATURAL RESOURCES CO 0.550000% 05/15/2023</title>
        <cusip>723787AU1</cusip>
        <identifiers>
          <isin value="US723787AU18"/>
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        <balance>1010000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1000132.30000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.55000000</annualizedRt>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)JUN23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYM3"/>
          <other otherDesc="Bloomberg Ticker" value="TYM3"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4689562.50000000</valUSD>
        <pctVal>-1.33209475008</pctVal>
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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>MONTGOMERY/BANK OF AMERICA</counterpartyName>
              <counterpartyLei>N/A</counterpartyLei>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
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                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CGB19"/>
                  <ticker value="TZM23"/>
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            <expDate>2023-06-24</expDate>
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            <unrealizedAppr>2583.93000000</unrealizedAppr>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>VULCAN MATERIALS COMPANY</name>
        <lei>549300Q8LSNHAVWBNI21</lei>
        <title>VULCAN MATERIALS CO 5.800000% 03/01/2026</title>
        <cusip>929160BA6</cusip>
        <identifiers>
          <isin value="US929160BA60"/>
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        <balance>625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>625056.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST SER MLMBS 2007-3 2A1</title>
        <cusip>59025JAB1</cusip>
        <identifiers>
          <isin value="US59025JAB17"/>
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        <balance>56371.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35361.49000000</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>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.45277800</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO LEASE TRUST 2021-B FORDL 2021-B B</title>
        <cusip>345329AE6</cusip>
        <identifiers>
          <isin value="US345329AE64"/>
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        <balance>475000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>455584.99000000</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>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.66000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNIFY AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>UNIFY AUTO RECEIVABLES TRUST 2021-1 UART 2021-1A A3</title>
        <cusip>90775QAC0</cusip>
        <identifiers>
          <isin value="US90775QAC06"/>
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        <balance>245861.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243844.23000000</valUSD>
        <pctVal>0.069265228605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.51000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>EXTENDED STAY AMERICA TRUST</name>
        <lei>N/A</lei>
        <title>EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH B</title>
        <cusip>30227FAE0</cusip>
        <identifiers>
          <isin value="US30227FAE07"/>
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        <balance>488096.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>480189.88000000</valUSD>
        <pctVal>0.136400446351</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.96800080</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>Eversource Energy</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY 2.800000% 05/01/2023</title>
        <cusip>664397AK2</cusip>
        <identifiers>
          <isin value="US664397AK26"/>
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        <balance>1155000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1150239.11000000</valUSD>
        <pctVal>0.326731433854</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2019-HY3 TPMT 2019-HY3 A1A</title>
        <cusip>89177XAA5</cusip>
        <identifiers>
          <isin value="US89177XAA54"/>
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        <balance>244850.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>243957.81000000</valUSD>
        <pctVal>0.069297491598</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.61700080</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>Nutrien Ltd.</name>
        <lei>5493002QQ7GD21OWF963</lei>
        <title>NUTRIEN LTD 5.900000% 11/07/2024</title>
        <cusip>67077MAZ1</cusip>
        <identifiers>
          <isin value="US67077MAZ14"/>
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        <balance>235000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>236254.44000000</valUSD>
        <pctVal>0.067109309068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2005-6 BSARM 2005-6 3A1</title>
        <cusip>07387ADJ1</cusip>
        <identifiers>
          <isin value="US07387ADJ16"/>
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        <balance>41701.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37513.28000000</valUSD>
        <pctVal>0.010655843342</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.23459000</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>
      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2018-1 TRUST OBX 2018-1 A2</title>
        <cusip>67112FAD2</cusip>
        <identifiers>
          <isin value="US67112FAD24"/>
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        <balance>27135.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25821.86000000</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>2057-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.26700160</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>MANUFACTURERS AND TRADERS TRUST COMPANY.</name>
        <lei>WWB2V0FCW3A0EE3ZJN75</lei>
        <title>MANUFACTURERS &amp; TRADERS TRUST CO 4.650000% 01/27/2026</title>
        <cusip>55279HAV2</cusip>
        <identifiers>
          <isin value="US55279HAV24"/>
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        <balance>590000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>578614.51000000</valUSD>
        <pctVal>0.164358477170</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.65000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1</title>
        <cusip>92538EAA5</cusip>
        <identifiers>
          <isin value="US92538EAA55"/>
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        <balance>323061.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>287682.67000000</valUSD>
        <pctVal>0.081717766720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.01999880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE-ACES FNA 2015-M2 A3</title>
        <cusip>3136AMMF3</cusip>
        <identifiers>
          <isin value="US3136AMMF36"/>
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        <balance>962342.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>928620.45000000</valUSD>
        <pctVal>0.263779494625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.01214880</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>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE 1.757000% 01/24/2025</title>
        <cusip>38141GZH0</cusip>
        <identifiers>
          <isin value="US38141GZH00"/>
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        <balance>2895000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2786539.69000000</valUSD>
        <pctVal>0.791531169902</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75700000</annualizedRt>
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        <name>BENEFIT STREET PARTNERS CLO LTD</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <name>Deutsche Bank AG (New York Branch)</name>
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        <name>IMPAC CMB TRUST</name>
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        <name>BANK OF AMERICA CORPORATION</name>
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        <name>OZLM FUNDING LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHASE MORTGAGE REFERENCE NOTES</name>
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        <name>MORGAN STANLEY</name>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>NYCTL 2021-A TRUST NYCTL 2021-A A</title>
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          <couponKind>Fixed</couponKind>
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        <name>MFA TRUST</name>
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        <title>MFA 2020-NQM3 TRUST MFRA 2020-NQM3 A1</title>
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        <balance>127943.69000000</balance>
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        <name>CAPITAL ONE FINANCIAL CORPORATION</name>
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        <name>DT AUTO OWNER TRUST</name>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <lei>N/A</lei>
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          <isin value="US22767CAB63"/>
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        <balance>41714.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41571.22000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SOUTHERN CALIFORNIA EDISON COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BHG SECURITIZATION TRUST</name>
        <lei>N/A</lei>
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        <cusip>054977AA1</cusip>
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          <isin value="US054977AA12"/>
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        <balance>818843.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>776695.11000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.71000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2021-B CPS 2021-B B</title>
        <cusip>12656QAB0</cusip>
        <identifiers>
          <isin value="US12656QAB05"/>
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        <balance>313237.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>312017.03000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.81000000</annualizedRt>
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      <invstOrSec>
        <name>J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JPMORGAN CHASE BANK NA - JPMWM JPMWM 2021-CL1 M1</title>
        <cusip>46591HBK5</cusip>
        <identifiers>
          <isin value="US46591HBK59"/>
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        <balance>919524.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>808005.54000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>MORTGAGEIT TRUST</name>
        <lei>N/A</lei>
        <title>MORTGAGEIT TRUST 2005-5 MHL 2005-5 A1</title>
        <cusip>61915RAU0</cusip>
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          <isin value="US61915RAU05"/>
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        <balance>44710.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42063.35000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>TAMPA ELECTRIC COMPANY</name>
        <lei>WS423EPRKJIIJUITXD73</lei>
        <title>TAMPA ELECTRIC CO 3.875000% 07/12/2024</title>
        <cusip>875127BK7</cusip>
        <identifiers>
          <isin value="US875127BK73"/>
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        <balance>475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>463997.33000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AD0213</title>
        <cusip>31418MGX4</cusip>
        <identifiers>
          <isin value="US31418MGX48"/>
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        <balance>45228.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>46893.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2018-CH3 SEMT 2018-CH3 A1</title>
        <cusip>81746WAA6</cusip>
        <identifiers>
          <isin value="US81746WAA62"/>
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        <balance>11890.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11589.29000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <name>OHA CREDIT FUNDING LTD</name>
        <lei>N/A</lei>
        <title>OHA CREDIT FUNDING 3 LTD OAKC 2019-3A XR</title>
        <cusip>67112RAQ7</cusip>
        <identifiers>
          <isin value="US67112RAQ74"/>
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        <curCd>USD</curCd>
        <valUSD>187466.63000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-02</maturityDt>
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          <annualizedRt>5.40771120</annualizedRt>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2023- ACAR 2023-1 A</title>
        <cusip>02530UAA6</cusip>
        <identifiers>
          <isin value="US02530UAA60"/>
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        <valUSD>569339.03000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>CITIZENS BANK, NATIONAL ASSOCIATION</name>
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          <isin value="US75524KNQ30"/>
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        <curCd>USD</curCd>
        <valUSD>390448.74000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.11900000</annualizedRt>
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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>
        <cusip>00217FAB1</cusip>
        <identifiers>
          <isin value="US00217FAB13"/>
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        <balance>423096.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>416883.45000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KPLB A</title>
        <cusip>3137BJQ71</cusip>
        <identifiers>
          <isin value="US3137BJQ718"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>666827.77000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.77000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.875000% 08/28/2024</title>
        <cusip>3135G06W8</cusip>
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          <isin value="US3135G06W85"/>
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        <valUSD>2178954.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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      <invstOrSec>
        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
        <lei>N/A</lei>
        <title>AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC AXIS 2022-2A A2</title>
        <cusip>03236XAB3</cusip>
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          <isin value="US03236XAB38"/>
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        <balance>245000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>242624.55000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.30000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2023-1 MFT 2023-1A A</title>
        <cusip>57110PAA9</cusip>
        <identifiers>
          <isin value="US57110PAA93"/>
        </identifiers>
        <balance>705000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>705168.57000000</valUSD>
        <pctVal>0.200306819670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2023-02-28</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL INVESTMENTS TRUST</ncom:nameOfApplicant>
      <ncom:signature>Ankit Puri</ncom:signature>
      <ncom:signerName>Ankit Puri</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
