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        <name>ALLY BANK AUTO CREDIT-LINKED NOTES</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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      <invstOrSec>
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        <name>Acrisure 12/24 Cov-Lite</name>
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        <name>Alliant Insurance 9/24 B6 TLB</name>
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        <name>American Auto Auction 11/24 TLB</name>
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        <name>Arby's/Inspire Brands 12/24</name>
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        <name>AssuredPartners 2/24 (B5) Incremental TLB</name>
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        <name>Autodata/JD Power 7/24 TL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH + LOMB CORPORATION</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX204291"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-05-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.67351880</annualizedRt>
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      <invstOrSec>
        <name>BAUSCH + LOMB CORPORATION</name>
        <lei>N/A</lei>
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        <cusip>C0787FAG7</cusip>
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          <other otherDesc="All Others" value="LX216777"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>8.32878000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BEACON CONTAINER FINANCE LLC</name>
        <lei>N/A</lei>
        <title>BEACON CONTAINER FINANCE II LLC BEACN 2021-1A A</title>
        <cusip>07359BAA5</cusip>
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          <isin value="US07359BAA52"/>
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        <curCd>USD</curCd>
        <valUSD>489124.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT-A TRUST 2003-5 BALTA 2003-5 2A1</title>
        <cusip>07386HDL2</cusip>
        <identifiers>
          <isin value="US07386HDL24"/>
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        <balance>375982.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>363561.37000000</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>2033-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.43702320</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT-A TRUST 2004-7 BALTA 2004-7 2A1</title>
        <cusip>07386HKK6</cusip>
        <identifiers>
          <isin value="US07386HKK67"/>
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        <balance>601591.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>584385.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.21584280</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1</title>
        <cusip>07384MZV7</cusip>
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          <isin value="US07384MZV70"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.95081160</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-1 BSARM 2004-1 21A1</title>
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          <isin value="US07384MK278"/>
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        <curCd>USD</curCd>
        <valUSD>124864.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.39577080</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 12A2</title>
        <cusip>07384MM25</cusip>
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          <isin value="US07384MM258"/>
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        <curCd>USD</curCd>
        <valUSD>568472.77000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-3 BSARM 2004-3 2A</title>
        <cusip>07384MQ88</cusip>
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          <isin value="US07384MQ887"/>
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        <balance>432473.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>403955.70000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.89501360</annualizedRt>
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        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
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        <cusip>07384MS78</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>BELLEMEADE RE LTD.</name>
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          <isin value="US07876XAA19"/>
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        <fairValLevel>2</fairValLevel>
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        <name>BELRON FIN FRN 31 USD</name>
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          <other otherDesc="All Others" value="LX247576"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BLP COMMERCIAL MORTGAGE TRUST</name>
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        <title>BLP COMMERCIAL MORTGAGE TRUST 2023-IND BLP 2023-IND A</title>
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        <name>BLP COMMERCIAL MORTGAGE TRUST</name>
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        <title>BLP COMMERCIAL MORTGAGE TRUST 2024-IND2 BLP 2024-IND2 B</title>
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        <name>BLUE STREAM ISSUER LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>BMW VEHICLE LEASE TRUST</name>
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        <title>BMW VEHICLE LEASE TRUST 2024-1 BMWLT 2024-1 A2A</title>
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          <isin value="US05611UAB98"/>
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        <valUSD>37690.54000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.10000000</annualizedRt>
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      <invstOrSec>
        <name>BMW VEHICLE LEASE TRUST</name>
        <lei>N/A</lei>
        <title>BMW VEHICLE LEASE TRUST BMWLT 2024-2 A2A</title>
        <cusip>05613MAB5</cusip>
        <identifiers>
          <isin value="US05613MAB54"/>
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        <valUSD>224783.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Bending Spoons 2/25 TLB</name>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <name>CITIGROUP INC.</name>
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        <name>CITIZENS AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
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        <name>COTIVITI 2/25 INCREMENTAL COV-LITE TL</name>
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        <name>CURIA GLOBAL, INC.</name>
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        <lei>N/A</lei>
        <title>Epicor Software Corp 5/23/2031</title>
        <cusip>29426NAZ7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX233473"/>
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        <curCd>USD</curCd>
        <valUSD>936287.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-05-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.06159080</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Essential Power (Nautilus Power) 4/23 TLB</name>
        <lei>N/A</lei>
        <title>Essential Power (Nautilus Power) 4/23 TLB 11/16/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX211850"/>
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        <balance>324177.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>323690.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.84039120</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2</title>
        <cusip>30711XCT9</cusip>
        <identifiers>
          <isin value="US30711XCT90"/>
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        <balance>54611.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>56673.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.36649160</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 POOL FN 701225</title>
        <cusip>31400YA22</cusip>
        <identifiers>
          <isin value="US31400YA229"/>
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        <balance>73040.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>73304.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.91099920</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 729190</title>
        <cusip>31402HC33</cusip>
        <identifiers>
          <isin value="US31402HC333"/>
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        <balance>292715.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301240.66000000</valUSD>
        <pctVal>0.070436507160</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.34500080</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 POOL FN 735172</title>
        <cusip>31402QW98</cusip>
        <identifiers>
          <isin value="US31402QW985"/>
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        <balance>148842.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>152443.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.84500040</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 POOL FN 751582</title>
        <cusip>31403K6T5</cusip>
        <identifiers>
          <isin value="US31403K6T59"/>
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        <balance>22992.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>23171.31000000</valUSD>
        <pctVal>0.005417947705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.26999840</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 POOL FN 780998</title>
        <cusip>31404WUX2</cusip>
        <identifiers>
          <isin value="US31404WUX28"/>
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        <balance>58767.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>60088.50000000</valUSD>
        <pctVal>0.014049976057</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.54999920</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 POOL FN 793029</title>
        <cusip>31405MA64</cusip>
        <identifiers>
          <isin value="US31405MA645"/>
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        <balance>38079.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38578.24000000</valUSD>
        <pctVal>0.009020417356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.37899840</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 POOL FN 793599</title>
        <cusip>31405MUY1</cusip>
        <identifiers>
          <isin value="US31405MUY10"/>
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        <balance>119215.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>119998.40000000</valUSD>
        <pctVal>0.028058191615</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.52699880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 810320</title>
        <cusip>31406HG50</cusip>
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          <isin value="US31406HG509"/>
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        <balance>169834.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>176161.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.88299840</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 820598</title>
        <cusip>31406UUX4</cusip>
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          <isin value="US31406UUX44"/>
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        <balance>120646.67000000</balance>
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        <valUSD>122416.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.89500080</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 847789</title>
        <cusip>31408C2W5</cusip>
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          <isin value="US31408C2W54"/>
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        <balance>248405.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>255750.99000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.11100080</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 879906</title>
        <cusip>31409VR39</cusip>
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          <isin value="US31409VR394"/>
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        <balance>59796.19000000</balance>
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        <valUSD>61416.98000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 889946</title>
        <cusip>31410KWF7</cusip>
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          <isin value="US31410KWF73"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AA3518</title>
        <cusip>31416L4C7</cusip>
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          <isin value="US31416L4C76"/>
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        <balance>155380.28000000</balance>
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        <valUSD>160545.22000000</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>2037-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.89799960</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AD0213</title>
        <cusip>31418MGX4</cusip>
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          <isin value="US31418MGX48"/>
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        <balance>8874.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9291.89000000</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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>GENESYS 1/25 (USD) TL</name>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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          <isin value="US38141GXJ83"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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          <isin value="US38145GAM24"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOOSEHEAD INS HLDGS LLC</name>
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          <other otherDesc="All Others" value="LX255454"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association</name>
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        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2013-88 WC</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Gracie Point International Funding</name>
        <lei>N/A</lei>
        <title>GRACIE POINT INTERNATIONAL FUNDING 2023-1 GPIF 2023-1A A</title>
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          <isin value="US383931AA02"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>Gracie Point International Funding</name>
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        <title>GRACIE POINT INTERNATIONAL FUNDING 2023-2 GPIF 2023-2A A</title>
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          <isin value="US38410JAA07"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION</name>
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        <title>GRANITE EDVANCE CORP NHHEL 2020-1 A1B</title>
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          <isin value="US644622AC66"/>
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        <balance>409678.74000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.63378040</annualizedRt>
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      <invstOrSec>
        <name>GRANITE PARK EQUIPMENT LEASING LLC</name>
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        <title>GRANITE PARK EQUIPMENT LEASING 2023-1 LLC SCFGP 2023-1A A2</title>
        <cusip>387422AB4</cusip>
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          <isin value="US387422AB40"/>
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        <curCd>USD</curCd>
        <valUSD>131680.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GRAY OAK PIPELINE, LLC</name>
        <lei>N/A</lei>
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        <cusip>38937LAC5</cusip>
        <identifiers>
          <isin value="US38937LAC54"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>295489.64000000</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>2025-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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        <name>GRAY TELEVISION 5/24 TLB</name>
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        <title>GRAY TELEVISION 5/24 TLB 6/4/2029</title>
        <cusip>389376BC7</cusip>
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          <other otherDesc="All Others" value="LX233478"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>9.55860840</annualizedRt>
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        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <title>GREATAMERICA LEASING RECEIVABLES FUNDING LLC SERIE GALC 2024-1 A2</title>
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          <isin value="US39154TCH95"/>
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        <name>Grifols, S.A.</name>
        <lei>959800HSSNXWRKBK4N60</lei>
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        <cusip>39843UAA0</cusip>
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          <isin value="US39843UAA07"/>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GRIFOLS WORLDWIDE OPERATIONS USA</name>
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        <title>GRIFOLS WORLDWIDE OPERATIONS USA 11/15/2027</title>
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          <other otherDesc="All Others" value="LX183733"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
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        <title>GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE GSMS 2020-DUNE B</title>
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        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
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        <title>GS MORTGAGE SECURITIES CORP TRUST 2021-STAR GSMS 2021-STAR B</title>
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      <invstOrSec>
        <name>GS MORTGAGE-BACKED SECURITIES TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GSM Holdings/GSM Outdoors TLB</name>
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          <other otherDesc="All Others" value="LX245775"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
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          <isin value="US36242DUL53"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
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        <cusip>36242DH55</cusip>
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          <isin value="US36242DH559"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.45138560</annualizedRt>
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      <invstOrSec>
        <name>GULFSIDE SUPPLY/GULFEAGLE SUP 5/24 COV-LITE TLB</name>
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          <other otherDesc="All Others" value="LX233993"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GWT COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US362414AA28"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>GWT COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US362414AC83"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.45244920</annualizedRt>
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      <invstOrSec>
        <name>Gentiva Health/Kindred at Home 1/25 Cov-Lite</name>
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          <other otherDesc="All Others" value="LX258493"/>
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        <curCd>USD</curCd>
        <valUSD>923152.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.56518840</annualizedRt>
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        <name>Golden State Foods 10/24 TLB</name>
        <lei>N/A</lei>
        <title>Golden State Foods 10/24 TLB 10/7/2031</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX247752"/>
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        <balance>432835.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>436285.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.55732960</annualizedRt>
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        <name>Grant Thornton 12/24 Cov-Lite TLB</name>
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          <other otherDesc="All Others" value="LX255999"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.05510000</annualizedRt>
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        <name>HALSEYPOINT CLO</name>
        <lei>N/A</lei>
        <title>HALSEYPOINT CLO 7 LTD HLSY 2023-7A A</title>
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          <isin value="US40638LAA70"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-07-20</maturityDt>
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        <name>HARBORVIEW MORTGAGE LOAN TRUST</name>
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        <title>HARBORVIEW MORTGAGE LOAN TRUST 2004-6 HVMLT 2004-6 4A</title>
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          <isin value="US41161PFU21"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>HAWAII HOTEL TRUST</name>
        <lei>N/A</lei>
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          <isin value="US41975AAJ16"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>HI-FI MUSIC IP ISSUER II L.P</name>
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          <isin value="US428357AA59"/>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>HILT MORTGAGE TRUST</name>
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        <name>HILTON GRAND VACATIONS TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>HILTON GRAND VACATIONS TRUST</name>
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        <title>HILTON GRAND VACATIONS TRUST 2023-1 HGVT 2023-1A C</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Horizon US Finco/The Travel Corporation 12/24 TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Hunter Douglas 1/25 (USD) Cov-Lite</name>
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        <name>Hyperion Insurance/Howden 8/24 TLB</name>
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        <name>ICU MEDICAL, INC.</name>
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        <name>IMPERIAL FUND MORTGAGE TRUST</name>
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        <name>LIFEPOINT HEALTH, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LS GROUP OPCO ACQUISITION LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Lonza Group/Lonza Specialty 4/21 (USD) TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>M&amp;T BANK AUTO RECEIVABLES TRUST</name>
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        <name>M6 ETX HOLDINGS II MIDCO LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>MADISON PARK FUNDING XLII, LTD</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>MADRID/ROHM 6/19 (USD) COV-LITE TLB</name>
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          <other otherDesc="All Others" value="LX180617"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>MAGNETITE CLO, LIMITED</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>ONE MANHATTAN WEST</name>
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        <name>MDVIP/Mamba Purchaser 12/24 Cov-Lite TLB</name>
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          <couponKind>Floating</couponKind>
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        <name>MED COMMERCIAL MORTGAGE TRUST</name>
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        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
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        <title>MERCEDES-BENZ AUTO LEASE TRUST 2023-A MBALT 2023-A A3</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Navicure/Waystar 12/24</name>
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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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        <name>OCI N.V.</name>
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        <name>OFSI BSL LTD</name>
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        <name>OMNIA PARTNERS LLC</name>
        <lei>N/A</lei>
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          <couponKind>Floating</couponKind>
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        <name>ONEOK, INC.</name>
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        <name>ONTARIO GAMING GTA LIMITED PARTNERSHIP</name>
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        <name>OPEN TEXT CORPORATION</name>
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        <name>OPG TRUST</name>
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        <name>OPTION CARE HEALTH, INC.</name>
        <lei>N/A</lei>
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        <name>OVINTIV INC.</name>
        <lei>2549003MEX7YMKLGI239</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>PACIFIC LIFE GLOBAL FUNDING II</name>
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          <isin value="US6944PL2W87"/>
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        <balance>125000.00000000</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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          <maturityDt>2026-08-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>PALMER SQUARE CLO</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE CLO 2015-1 LTD PLMRS 2015-1A A2R5</title>
        <cusip>69689ABY5</cusip>
        <identifiers>
          <isin value="US69689ABY55"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1499218.50000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.93003160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE LOAN FUNDING 2021-3 LTD PSTAT 2021-3A A1</title>
        <cusip>69702BAA9</cusip>
        <identifiers>
          <isin value="US69702BAA98"/>
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        <balance>10919.56900000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10920.99000000</valUSD>
        <pctVal>0.002553560964</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.35478040</annualizedRt>
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      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE LOAN FUNDING 2021-4 LTD PSTAT 2021-4A A1</title>
        <cusip>69702HAA6</cusip>
        <identifiers>
          <isin value="US69702HAA68"/>
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        <balance>90481.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>90534.06000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.36358960</annualizedRt>
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      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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        <title>PALMER SQUARE LOAN FUNDING 2022-2 LTD PSTAT 2022-2A A2</title>
        <cusip>69701NAC0</cusip>
        <identifiers>
          <isin value="US69701NAC02"/>
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        <balance>1460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1461515.48000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.20197920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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        <title>PALMER SQUARE LOAN FUNDING 2024-1 LTD PSTAT 2024-1A A1</title>
        <cusip>69703NAA2</cusip>
        <identifiers>
          <isin value="US69703NAA28"/>
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        <balance>229977.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>230218.53000000</valUSD>
        <pctVal>0.053830014635</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.35197960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PEACEHEALTH</name>
        <lei>PLDU35L52IYZUL5SMS69</lei>
        <title>PEACEHEALTH OBLIGATED GROUP 1.375000% 11/15/2025</title>
        <cusip>70462GAB4</cusip>
        <identifiers>
          <isin value="US70462GAB41"/>
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        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>317164.84000000</valUSD>
        <pctVal>0.074159920920</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
        <title>PFS FINANCING CORP PFSFC 2025-A A</title>
        <cusip>69335PFS9</cusip>
        <identifiers>
          <isin value="US69335PFS92"/>
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        <balance>195000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>194998.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PLUTO ACQUISITION I, INC.</name>
        <lei>N/A</lei>
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        <cusip>72941DAK8</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX226475"/>
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        <balance>352331.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>303005.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.30190960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PNC Bank, National Association (Delaware)</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC BANK NA 4.775000% 01/15/2027</title>
        <cusip>69353RFX1</cusip>
        <identifiers>
          <isin value="US69353RFX17"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>250489.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.77500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>POLARIS NEWCO, LLC</name>
        <lei>N/A</lei>
        <title>POLARIS NEWCO, LLC 6/2/2028</title>
        <cusip>73108RAB4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX195131"/>
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        <curCd>USD</curCd>
        <valUSD>216299.44000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.55236160</annualizedRt>
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        <name>PORSCHE FINANCIAL AUTO SECURITIZATION TRUST</name>
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        <title>PORSCHE FINANCIAL AUTO SECURITIZATION TRUST 2023-2 PFAST 2023-2A A3</title>
        <cusip>732916AD3</cusip>
        <identifiers>
          <isin value="US732916AD30"/>
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        <curCd>USD</curCd>
        <valUSD>226881.50000000</valUSD>
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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>2029-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.79000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>PORSCHE INNOVATIVE LEASE OWNER TRUST</name>
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        <title>PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-1 PILOT 2024-1A A3</title>
        <cusip>73328AAD1</cusip>
        <identifiers>
          <isin value="US73328AAD19"/>
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        <curCd>USD</curCd>
        <valUSD>1003845.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>PORSCHE INNOVATIVE LEASE OWNER TRUST</name>
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        <title>PORSCHE INNOVATIVE LEASE OWNER TRUST 2024-2 PILOT 2024-2A A1</title>
        <cusip>73328NAA9</cusip>
        <identifiers>
          <isin value="US73328NAA90"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
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        <name>POST ROAD EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>POST ROAD EQUIPMENT FINANCE 2025-1 LLC PREF 2025-1A A2</title>
        <cusip>73747LAB4</cusip>
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          <isin value="US73747LAB45"/>
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        <curCd>USD</curCd>
        <valUSD>401467.60000000</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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PRAIRIE ACQUIROR LP</name>
        <lei>N/A</lei>
        <title>PRAIRIE ACQUIROR LP 8/1/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX256005"/>
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        <balance>815871.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>822602.91000000</valUSD>
        <pctVal>0.192342148500</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.56158840</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>
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        <lei>N/A</lei>
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        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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        <name>PRODIGY FINANCE LTD</name>
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        <name>PROGRESS RESIDENTIAL MASTER TRUST</name>
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        <name>PROSPER MARKETPLACE ISSUANCE TRUST</name>
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        <name>Planview 12/24 TL</name>
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        <name>Playcore 1/25 Cov-Lite TLB</name>
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        <name>PointClickCare 10/24 TLB</name>
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        <name>Project Alpha (Qlik) 11/24 TL</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Pushpay 1/25 Cov-lite</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>QUEST SOFTWARE US HOLDINGS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>QUIKRETE HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>QUIRCH FOODS HOLDINGS, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>QuickBase 4/19 Cov-Lite TL</name>
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          <other otherDesc="All Others" value="LX179111"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>R&amp;R Ice Cream/Froneri 9/24 (USD) TL</name>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX244534"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>R1 RCM 10/24 COV-LITE</name>
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          <other otherDesc="All Others" value="LX249676"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>RAVEN ACQUISITION HOLDINGS, LLC</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>RACE POINT CLO LLC</name>
        <lei>N/A</lei>
        <title>RACE POINT IX CLO LTD RACEP 2015-9A A1A2</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>RCKT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>RCKT MORTGAGE TRUST 2023-CES3 RCKT 2023-CES3 A1A</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>READYCAP LENDING SMALL BUSINESS LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>REALTRUCK GROUP TL</name>
        <lei>N/A</lei>
        <title>REALTRUCK GROUP TL 1/31/2028</title>
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          <other otherDesc="All Others" value="LX217235"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>REALTY INCOME CORPORATION</name>
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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>REGATTA FUNDING LTD</name>
        <lei>N/A</lei>
        <title>REGATTA XXII FUNDING LTD REG22 2022-2A BR</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)</name>
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        <title>RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A8 RAST 2007-A8 3A1</title>
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          <isin value="US761128AJ60"/>
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        <balance>416050.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>208279.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>RadNet 11/24</name>
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        <name>Ranpak/Ranger Packaging 12/24 Dutch facility TL</name>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SARANAC CLO LIMITED</name>
        <lei>N/A</lei>
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          <isin value="US80317EAG44"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SARATOGA INVESTMENT CORP SENIOR LOAN FUND LTD</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>SBNA AUTO LEASE TRUST</name>
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          <isin value="US78436TAB26"/>
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      <invstOrSec>
        <name>SBNA AUTO LEASE TRUST</name>
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          <isin value="US78414SAC89"/>
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      <invstOrSec>
        <name>SBNA AUTO LEASE TRUST</name>
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          <isin value="US78437KAA25"/>
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          <isin value="US784024AB73"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>SCF EQUIPMENT LEASING LLC</name>
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        <name>SCIH SALT HOLDINGS INC.</name>
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        <name>SESAC FINANCE LLC</name>
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        <name>SFS AUTO RECEIVABLES SECURITIZATION TRUST</name>
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        <name>SFS AUTO RECEIVABLES SECURITIZATION TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SONIC CAPITAL LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SPECIALTY BUILDING PRODUCTS HOLDINGS, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Spire Inc.</name>
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        <name>SPRING EDUCATION GROUP, INC.</name>
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        <name>SS&amp;C TECH INC TL 1L B8</name>
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        <name>SS&amp;C TECHNOLOGIES, INC.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <name>SWCH COMMERCIAL MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>SYCAMORE TREE CLO LTD</name>
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          <isin value="US87122FAS56"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>Select Medical 11/24 Cov-Lite</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Service Logic 9/24 TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Sharp 10/24 Cov-Lite</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Simon &amp; Schuster 12/24 Cov-Lite</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>South Field Energy 8/24 TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>South Field Energy 8/24 TLC</name>
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          <other otherDesc="All Others" value="LX240494"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Sundyne 9/24 Cov-Lite TLB</name>
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        <name>TAL ADVANTAGE LLC</name>
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        <name>TCI-FLATIRON CLO LTD</name>
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        <name>TEAM HEALTH HOLDINGS, INC.</name>
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        <name>TEAM SERVICES 6/24 INCREMENTAL TLB</name>
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        <name>TESLA ELECTRIC VEHICLE TRUST</name>
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        <name>TESLA SUSTAINABLE ENERGY TRUST</name>
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        <name>TK ELEVATOR MIDCO GMBH</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>TOYOTA AUTO LOAN EXTENDED NOTE TRUST</name>
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      <invstOrSec>
        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
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        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
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      <invstOrSec>
        <name>TOYOTA LEASE OWNER TRUST</name>
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      <invstOrSec>
        <name>TOYOTA LEASE OWNER TRUST</name>
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      <invstOrSec>
        <name>TOYOTA LEASE OWNER TRUST</name>
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        <balance>182012.18000000</balance>
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        <name>TOYOTA MOTOR CREDIT CORPORATION</name>
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        <name>TRANSDIGM INC.</name>
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        <name>TRANSUNION 11/24 B9 COV-LITE TLB</name>
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        <name>TRAVERSE MIDSTREAM PARTNERS LLC</name>
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        <name>United States of America</name>
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        <name>United States of America</name>
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        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TRICON RESIDENTIAL TRUST</name>
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          <isin value="US89614YAE68"/>
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          <isin value="US89614YAF34"/>
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      <invstOrSec>
        <name>TRICON RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>TRICON RESIDENTIAL 2025-SFR1 TRUST TCN 2025-SFR1 C</title>
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          <isin value="US895974AC76"/>
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        <name>TRIDENT TPI HOLDINGS, INC.</name>
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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>N/A</name>
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          <other otherDesc="All Others" value="PAM2872"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="BNP PARIBAS" isCleared="Y"/>
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        <name>TRK TRUST</name>
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        <title>TRK 2021-INV1 TRUST TRK 2021-INV1 A1</title>
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          <isin value="US89688WAA99"/>
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      <invstOrSec>
        <name>TRUCK HERO, INC.</name>
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          <other otherDesc="All Others" value="LX192014"/>
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        <name>Talen Energy 12/24 Incremental TLB</name>
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        <identifiers>
          <other otherDesc="All Others" value="LX255859"/>
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        <name>Tekni-Plex 10/24 B6 Cov-Lite TLB</name>
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          <other otherDesc="All Others" value="LX249675"/>
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        <name>Tempo Acquisition/Alight Solutions 1/25</name>
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        <name>Tibco Software/Citrix/Cloud Software 10/24</name>
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        <name>Tibco Software/Citrix/Cloud Software 11/24 TLB</name>
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        <name>TransDigm Inc. TL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>UBS AG LONDON BRANCH</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UBS AG</name>
        <lei>254900R882POXXVAK772</lei>
        <title>UBS AG/STAMFORD CT 4.864000% 01/10/2028</title>
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        <name>VOLVO FINANCIAL EQUIPMENT LLC</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>WORLD OMNI AUTO RECEIVABLE TRUST</name>
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        <name>WORLD OMNI SELECT AUTO TRUST</name>
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        <name>ZAYO GROUP HOLDINGS, INC.</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZELIS COST MANAGEMENT BUYER, INC.</name>
        <lei>N/A</lei>
        <title>ZELIS COST MANAGEMENT BUYER, INC. 9/28/2029</title>
        <cusip>98932TAG8</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX224676"/>
        </identifiers>
        <balance>901108.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>893601.80000000</valUSD>
        <pctVal>0.208943207015</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.07384160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZUFFA/TKO GROUP 11/24 TLB</name>
        <lei>N/A</lei>
        <title>ZUFFA/TKO GROUP 11/24 TLB 12/31/2049</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX252293"/>
        </identifiers>
        <balance>435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>434973.90000000</valUSD>
        <pctVal>0.101706198033</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.58002960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Zuora 12/24 Cov-Lite TLB</name>
        <lei>N/A</lei>
        <title>Zuora 12/24 Cov-Lite TLB 12/13/2031</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX255864"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>744690.00000000</valUSD>
        <pctVal>0.174124444280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>wilsonart international 7/24</name>
        <lei>N/A</lei>
        <title>wilsonart international 7/24 08/05/2031</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX238593"/>
        </identifiers>
        <balance>366695.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>363120.40000000</valUSD>
        <pctVal>0.084905313428</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.57877840</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>2025-02-28</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL INVESTMENTS TRUST</ncom:nameOfApplicant>
      <ncom:signature>Glenn Kurdziel</ncom:signature>
      <ncom:signerName>Glenn Kurdziel</ncom:signerName>
      <ncom:title>Controller and Chief Financial Officer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
