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        <name>N/A</name>
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      <invstOrSec>
        <name>CITIGROUP MTGE LOAN TR INC 2007-AMC1</name>
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        <securityLending>
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        <isRestrictedSec>N</isRestrictedSec>
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            <swapFlag>Y</swapFlag>
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        <securityLending>
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        <name>N/A</name>
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        <derivativeInfo>
          <optionSwaptionWarrantDeriv derivCat="WAR">
            <counterparties>
              <counterpartyName>None</counterpartyName>
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            <putOrCall>Call</putOrCall>
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                <issuerName>UNITI GROUP INC</issuerName>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MTGE P/T 2007-OA5</name>
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        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>WAYFAIR LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>MASTR ALT LN TR 2006-3</name>
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        <title>MASTR ALTERNATIVE LOANS TRUST MALT 2006 3 2A2</title>
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          <isin value="US57645DAG79"/>
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        <curCd>USD</curCd>
        <valUSD>531007.810000</valUSD>
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        <debtSec>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>FINASTRA USA INC</name>
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      <invstOrSec>
        <name>FANNIE MAE REMICS 2020-40</name>
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        <curCd>USD</curCd>
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        <name>COGENT COMMUNICATIONS GROUP LLC / COGENT FINANCE INC</name>
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          <isin value="US19240CAE30"/>
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      <invstOrSec>
        <name>SVB FINANCIAL TRUST</name>
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          <isin value="US78500B2051"/>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>TURKEY GOVT</name>
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          <isin value="TRT170528T12"/>
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        <securityLending>
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      <invstOrSec>
        <name>TABERNA PREFERRED FUNDING LTD 2006-5A</name>
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          <isin value="US87331BAB80"/>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>VIRGIN MEDIA (VMED O2 UK FINANCING I PLC)</name>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>N/A</name>
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        <name>US RENAL CARE INC</name>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>TOPAZ SOLAR FARMS LLC</name>
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        <name>N/A</name>
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        <name>OI SA (AKA: BRASIL TELECOM S/A)</name>
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        <name>ELECTRONIC ARTS (OAK-EAGLE ACQUIRECO INC)</name>
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        <isRestrictedSec>N</isRestrictedSec>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>UNITI GROUP INC</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="26BRKBBPMBD"/>
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              <counterpartyName>HSBC BANK PLC</counterpartyName>
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          <isin value="US195325EU55"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="26CTKBBTCBV"/>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>DISH DBS CORPORATION</name>
        <lei>N/A</lei>
        <title>DISH DBS CORP COMPANY GUAR 07/26 7.75</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UNITED STATES GOVT</name>
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          <isin value="US912797TG20"/>
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        <issuerCat>UST</issuerCat>
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        <debtSec>
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          <couponKind>None</couponKind>
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        <securityLending>
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        <debtSec>
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          <couponKind>None</couponKind>
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        <name>GHANA GOVT</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>FORESEA HOLDING SA</name>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <name>N/A</name>
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      <invstOrSec>
        <name>CIFC FUNDING LTD 2014-2RA</name>
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        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>INGENICO TERMINALS (POSEIDON BIDCO SAS)</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <securityLending>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NUMERICABLE US LLC</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES 2006-HE1</name>
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        <debtSec>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MCAFEE CORP</name>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>REVERSE REPO ROYAL BANK OF CAN</title>
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        <isRestrictedSec>N</isRestrictedSec>
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          <transCat>Reverse repurchase</transCat>
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        <name>EVERGLADES RE II LTD</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>
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        <name>FREDDIE MAC MILITARY HOUSING BONDS RESEC TRUST 2015-R1</name>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>FINASTRA USA INC</name>
        <lei>549300ZB2RO6QC7YTK71</lei>
        <title>FINASTRA USA INC 2025 2ND LIEN TERM LOAN</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>UNITED STATES GOVT</name>
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        <valUSD>240336.180000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>None</couponKind>
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          <isDefault>N</isDefault>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>STEPSTONE GROUP MIDCO 2 GMBH</name>
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        <isRestrictedSec>N</isRestrictedSec>
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        <issuerCat>CORP</issuerCat>
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        <securityLending>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CYBERSWIFT BV</name>
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        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DOMINICAN REPUBLIC GOVT</name>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>DO</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PETROLEOS MEXICANOS (PEMEX)</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>COLOMBIAN GOVT</name>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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          <other otherDesc="Internal ID" value="976BPH002"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.865200"/>
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        <assetCat>RA</assetCat>
        <issuerConditional desc="See item: C_10_b_ii_name" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <notClearedCentCparty isCleared="N">
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RESIDENTIAL ASSET SEC TRUST 2006-A12</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>FREDDIE MAC STACR TRUST 2022-DNA1</name>
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        <identifiers>
          <isin value="US35564KQZ56"/>
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        <balance>4200000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4359089.280000</valUSD>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST 2004-9</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST GSR 2004 9 2A1</title>
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          <isin value="US36242DBJ19"/>
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        <balance>199600.420000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>JP MORGAN ALTERNATIVE LN TRUST 2007-A1</name>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
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        <name>SYNIVERSE HOLDINGS LLC</name>
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        <name>COREWEAVE COMPUTE ACQUISITION CO II LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>ARGENTINA GOVT</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>AMSURG (AMBULATORY TOPCO LLC)</name>
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          <other otherDesc="Internal ID" value="EQTYAS910"/>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>AVENIR ISSUER IV (IRELAND) DESIGNATED ACTIVITY COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>IVANTI SECURITY HOLDINGS LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <securityLending>
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      <invstOrSec>
        <name>CLOVER HOLDINGS 2 LLC</name>
        <lei>N/A</lei>
        <title>CLOVER HOLDINGS 2 LLC TERM LOAN B</title>
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        <curCd>USD</curCd>
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        <name>NIGERIA GOVT</name>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>N/A</name>
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        <name>COLOMBIAN GOVT</name>
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        <name>PERATON CORP</name>
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        <name>ARGENTINA GOVT</name>
        <lei>549300KPBYGYF7HCHO27</lei>
        <title>REPUBLIC OF ARGENTINA BONDS 07/30 VAR</title>
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        <name>N/A</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>SLM STUDENT LOAN TRUST 2013-M1</name>
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        <name>N/A</name>
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        <name>N/A</name>
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        <name>MULTIPLAN INC (MPH ACQUISITION HOLDINGS LLC)</name>
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        <name>COLONY MORTGAGE CAPITAL SERIES LTD 2019-IKPR</name>
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        <name>COUNTRYWIDE ALTERNATIVE LOAN TR 2006-23CB</name>
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        <name>PRET 2025-NPL11 LLC</name>
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        <name>QUERCUS II RE DESIGNATED ACTIVITY COMPANY</name>
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        <name>JOINT STOCK COMPANY DEVELOPMENT BANK OF KAZAKHSTAN</name>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>ALLY BANK AUTO CREDIT-LINKED NOTES SERIES 2025-A</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>FORESEA HOLDING SA</name>
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      <invstOrSec>
        <name>N/A</name>
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      <invstOrSec>
        <name>GREEK GOVT</name>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ION PLATFORM FINANCE SA RL</name>
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        <invCountry>LU</invCountry>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>PURPLE RE LTD</name>
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        <name>VIALTO PARTNERS (GALAXY US OPCO INC)</name>
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        <name>FREDDIE MAC STACR REMIC TRUST 2021-DNA7</name>
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        <name>AVOCA CLO XIII  13X</name>
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        <name>N/A</name>
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        <name>ION PLATFORM FINANCE SA RL</name>
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        <name>JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP</name>
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        <name>N/A</name>
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        <name>COUNTRYWIDE ALTERNATIVE LN TR 2006-45T1</name>
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        <title>BEAR STEARNS ALT A TRUST BALTA 2005 7 24A1</title>
        <cusip>07386HVV0</cusip>
        <identifiers>
          <isin value="US07386HVV04"/>
        </identifiers>
        <balance>186255.150000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>79899.530000</valUSD>
        <pctVal>0.0094119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.62509</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>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2018-WPT</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MOR JPMCC 2018 WPT AFL 144A</title>
        <cusip>46645WAA1</cusip>
        <identifiers>
          <isin value="US46645WAA18"/>
        </identifiers>
        <balance>510371.750000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>499192.410000</valUSD>
        <pctVal>0.0588035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.86</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT GBP SOLD USD 20260402</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="26CJKBBS5PX"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.755500"/>
        <valUSD>-12345.510000</valUSD>
        <pctVal>-0.0014543</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>Citibank, National Association</counterpartyName>
              <counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei>
            </counterparties>
            <amtCurSold>8099544.310000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>6110000.000000</amtCurPur>
            <curPur>GBP</curPur>
            <settlementDt>2026-04-02</settlementDt>
            <unrealizedAppr>-12345.510000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SUNTRUST ADJR MRTG LN TR 2007-1</name>
        <lei>N/A</lei>
        <title>SUNTRUST ADJUSTABLE RATE MORTG STARM 2007 1 2A1</title>
        <cusip>78473NAC7</cusip>
        <identifiers>
          <isin value="US78473NAC74"/>
        </identifiers>
        <balance>60255.480000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51909.340000</valUSD>
        <pctVal>0.0061148</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.64367</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>PRETIUM MORTGAGE CREDIT PARTNERS 2026-NPL4 LLC</name>
        <lei>N/A</lei>
        <title>PRETIUM MORTGAGE CREDIT PARTNE PRET 2026 NPL4 A1 144A</title>
        <cusip>74144EAA9</cusip>
        <identifiers>
          <isin value="US74144EAA91"/>
        </identifiers>
        <balance>1300000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1300932.360000</valUSD>
        <pctVal>0.153246</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.5104</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>NISSAN MOTOR CO LTD SNR JP SP JPM</title>
        <cusip>000000000</cusip>
        <identifiers>
          <isin value="EZGSB9JKYY49"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="158.705000"/>
        <valUSD>-9322.630000</valUSD>
        <pctVal>-0.0010982</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DCR</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <swapDeriv derivCat="SWP">
            <counterparties>
              <counterpartyName>JPMORGAN CHASE &amp; CO.</counterpartyName>
              <counterpartyLei>8I5DZWZKVSZI1NUHU748</counterpartyLei>
            </counterparties>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>NISSAN MOTOR CO LTD</issuerName>
                <issueTitle>NISSAN MOTOR CO</issueTitle>
                <identifiers>
                  <isin value="JP367240BP19"/>
                </identifiers>
              </otherRefInst>
            </descRefInstrmnt>
            <swapFlag>Y</swapFlag>
            <fixedRecDesc amount="0.000000" curCd="JPY" fixedOrFloating="Fixed" fixedRt="1.000000"/>
            <otherPmntDesc fixedOrFloating="Other">Single Leg Swap</otherPmntDesc>
            <terminationDt>2030-12-20</terminationDt>
            <upfrontPmnt>0.000000</upfrontPmnt>
            <pmntCurCd>JPY</pmntCurCd>
            <upfrontRcpt>-10529.780000</upfrontRcpt>
            <rcptCurCd>JPY</rcptCurCd>
            <notionalAmt>20000000.000000</notionalAmt>
            <curCd>JPY</curCd>
            <unrealizedAppr>1207.150000</unrealizedAppr>
          </swapDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHEPLAPHARM ARZNEIMITTEL GMBH</name>
        <lei>529900ONXKBELT7EW052</lei>
        <title>CHEPLAPHARM ARZNEIMITTEL SR SECURED REGS 05/30 7.5</title>
        <cusip>ACI2FPJG4</cusip>
        <identifiers>
          <isin value="XS2618867159"/>
        </identifiers>
        <balance>11600000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.865200"/>
        <valUSD>13545746.070000</valUSD>
        <pctVal>1.59565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.5</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>ION PLATFORM FINANCE SA RL</name>
        <lei>6488IU1F9M51Z3P60R77</lei>
        <title>ION PLATFORM FINANCE SAR SR SECURED 144A 09/30 6.5</title>
        <cusip>ACI30SHJ8</cusip>
        <identifiers>
          <isin value="XS3194938836"/>
        </identifiers>
        <balance>700000.000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.865200"/>
        <valUSD>675824.620000</valUSD>
        <pctVal>0.0796102</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.5</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>SOLD TRY BOUGHT USD 20260420</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="26CFKBCH5CC"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="TRY" exchangeRt="45.436300"/>
        <valUSD>-12814.940000</valUSD>
        <pctVal>-0.0015096</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>TR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>BARCLAYS BANK PLC</counterpartyName>
              <counterpartyLei>G5GSEF7VJP5I7OUK5573</counterpartyLei>
            </counterparties>
            <amtCurSold>30217673.290000</amtCurSold>
            <curSold>TRY</curSold>
            <amtCurPur>652241.000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2026-04-20</settlementDt>
            <unrealizedAppr>-12814.940000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>BOUGHT EUR SOLD USD 20260402</title>
        <cusip>000000000</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="26CSKBB1R4Z"/>
        </identifiers>
        <balance>1.000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.865200"/>
        <valUSD>183400.930000</valUSD>
        <pctVal>0.0216041</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="See item: C.11.b counterparty" issuerCat="OTHER"/>
        <invCountry>N/A</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>SOCIETE GENERALE</counterpartyName>
              <counterpartyLei>O2RNE8IBXP4R0TD8PU41</counterpartyLei>
            </counterparties>
            <amtCurSold>114388903.500000</amtCurSold>
            <curSold>USD</curSold>
            <amtCurPur>99123833.190000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2026-04-02</settlementDt>
            <unrealizedAppr>183400.930000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEVITA (NATIONAL MENTOR HOLDINGS INC)</name>
        <lei>5493004QULJVJP3CNZ62</lei>
        <title>NATIONAL MENTOR HOLDINGS SR SECURED 144A 12/30 10.5</title>
        <cusip>63688RAF4</cusip>
        <identifiers>
          <isin value="US63688RAF47"/>
        </identifiers>
        <balance>1400000.000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1446125.800000</valUSD>
        <pctVal>0.170349</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.5</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>BEAR STEARNS ALT-A TRUST 2006-6</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT A TRUST BALTA 2006 6 32A1</title>
        <cusip>073868BE0</cusip>
        <identifiers>
          <isin value="US073868BE01"/>
        </identifiers>
        <balance>2168618.100000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1081182.120000</valUSD>
        <pctVal>0.12736</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43307</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>WMALT MTGE PASS-THRU CERT 2005-8</name>
        <lei>N/A</lei>
        <title>WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 8 3CB1</title>
        <cusip>93934FDF6</cusip>
        <identifiers>
          <isin value="US93934FDF62"/>
        </identifiers>
        <balance>776817.300000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>622115.140000</valUSD>
        <pctVal>0.0732834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>
      <explntrNote note="Total returns do not deduct sales loads and redemption fees." noteItem="B.5.a"/>
      
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.c.vi"/>
      <explntrNote note="A negative balance, which may be due to such circumstances as a net overdraft as of the reporting period-end, is reported as $0 in Item B.2.f - Cash and cash equivalents not reported in Parts C and D.  This is done in order to conform to the technical constraints of the XML type, which do not allow negative values in B.2.f." noteItem="B.2.f"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.d.iii"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.e.iii"/>
      <explntrNote note="The form requires the filer to report ISO country codes and certain supranational entities are not on the ISO country code list.  Instruments issued by or economic exposure to a supranational entity may be disclosed as N/A." noteItem="C.5.a"/>
      <explntrNote note="To the extent an instrument's maturity date, termination date, expiration date, or settlement date does not exist or is not available as of period end, and is required for reporting, the registrant will disclose 12/31/2500." noteItem="C.11.f.ii"/>
    </explntrNotes>
    <signature>
      <ncom:dateSigned>2026-05-26</ncom:dateSigned>
      <ncom:nameOfApplicant>PIMCO Corporate &amp; Income Strategy Fund</ncom:nameOfApplicant>
      <ncom:signature>/s/ Bijal Parikh</ncom:signature>
      <ncom:signerName>Bijal Parikh</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
