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      <regStreet1>325 John H. McConnell Blvd.</regStreet1>
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      <regStateConditional regCountry="US" regState="US-OH"/>
      <regZipOrPostalCode>43215</regZipOrPostalCode>
      <regPhone>888-226-5595</regPhone>
      <seriesName>DIAMOND HILL SHORT DURATION TOTAL RETURN FUND</seriesName>
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      <repPdEnd>2020-12-31</repPdEnd>
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      <invstOrSec>
        <name>MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2011-75</title>
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          <isin value="US3136A0GP66"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Jackson National Life Global Funding</name>
        <lei>635400PQXLYXWJI5QD78</lei>
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        <cusip>46849LTA9</cusip>
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        <balance>950000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LENDINGPOINT 2019-2 ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>Lending Point Asset Securitization Series 2019-2 Class C</title>
        <cusip>52605WAC3</cusip>
        <identifiers>
          <isin value="US52605WAC38"/>
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        <balance>3700000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 3925 Class FL</title>
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          <isin value="US3137AFGG15"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Business Jet Securities LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities, LLC 5.437%, Due 06/15/2033</title>
        <cusip>12326RAB8</cusip>
        <identifiers>
          <isin value="US12326RAB87"/>
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        <balance>4261384.76000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</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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      <invstOrSec>
        <name>Veros Auto Receivables Trust 2018</name>
        <lei>N/A</lei>
        <title>Veros Auto Receivables Trust Series 2018-1 Class A</title>
        <cusip>92511AAA4</cusip>
        <identifiers>
          <isin value="US92511AAA43"/>
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        <balance>26277.33000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>READY CAPITAL MORTGAGE FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ReadyCap Commercial Mortgage Trust Series 2020-FL4 Class B</title>
        <cusip>75575JAE5</cusip>
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          <isin value="US75575JAE55"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2017-H11 Class PI</title>
        <cusip>38376R3J3</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Business Jet Securities LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities, LLC 4.447%, Due 06/15/2033</title>
        <cusip>12326RAA0</cusip>
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        <name>SKOPOS AUTO RECEIVABLES TRUST</name>
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        <title>SKOPOS Auto Receivables Trust Series 2019-1A Class D</title>
        <cusip>83085DAD7</cusip>
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        <name>VEROS AUTO RECEIVABLES TRUST</name>
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        <cusip>92511FAA3</cusip>
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        <name>PROGRESS RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>Progress Residential Trust Series 2020-SFR1 Class E</title>
        <cusip>74331CAE8</cusip>
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          <isin value="US74331CAE84"/>
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      <invstOrSec>
        <name>Upgrade Receivables Tr 2019-1</name>
        <lei>549300UMBWHB16NVTN39</lei>
        <title>Upgrade Receivables Trust Series 19-1A Class A</title>
        <cusip>91532HAA6</cusip>
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        <name>Business Jet Securities LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities, LLC Series 2018-1 Class A</title>
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        <name>Bx Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust Series 2020-BXLP Class E</title>
        <cusip>05607QAU2</cusip>
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          <isin value="US05607QAU22"/>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2012-149 Class GF</title>
        <cusip>38378GT32</cusip>
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        <balance>278156.14000000</balance>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-12-20</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CIG AUTO RECV TR 2017-1</name>
        <lei>N/A</lei>
        <title>CIG Auto Receivables Trust Series 2017-1A Class C</title>
        <cusip>171787AC8</cusip>
        <identifiers>
          <isin value="US171787AC87"/>
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        <balance>1600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1604007.04000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2014-45 Class IO</title>
        <cusip>3136AKUA9</cusip>
        <identifiers>
          <isin value="US3136AKUA90"/>
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        <balance>993754.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>104571.23000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2044-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>Energy Transfer Operating L P</name>
        <lei>5493008K8W3OKZE54J59</lei>
        <title>Energy Transfer Operating LP 4.500%, Due 04/15/2024</title>
        <cusip>29278NAH6</cusip>
        <identifiers>
          <isin value="US29278NAH61"/>
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        <balance>925000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1002799.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Colony American Finance Limited</name>
        <lei>N/A</lei>
        <title>Colony American Finance Ltd. Series 2015-1 Class E</title>
        <cusip>19624VAE7</cusip>
        <identifiers>
          <isin value="US19624VAE74"/>
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        <balance>3986000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4032149.51000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Diamondback Energy Inc</name>
        <lei>549300R22LSX6OHWEN64</lei>
        <title>Diamondback Energy, Inc. 5.375%, Due 05/31/2025</title>
        <cusip>25278XAH2</cusip>
        <identifiers>
          <isin value="US25278XAH26"/>
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        <balance>767000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>789529.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REGIONAL MANAGEMENT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Regional Management Issuance Trust Series 2019-1 Class C</title>
        <cusip>75907TAC6</cusip>
        <identifiers>
          <isin value="US75907TAC62"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1700390.60000000</valUSD>
        <pctVal>0.198797110661</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.11000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4095 Class FB</title>
        <cusip>3137ASS62</cusip>
        <identifiers>
          <isin value="US3137ASS626"/>
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        <balance>173286.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>173486.17000000</valUSD>
        <pctVal>0.020282721708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.58475160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OPORTUN FUNDING XII LLC</name>
        <lei>N/A</lei>
        <title>Oportun Funding LLC Series 2018-D Class B</title>
        <cusip>68377EAB7</cusip>
        <identifiers>
          <isin value="US68377EAB74"/>
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        <balance>2900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2793048.29000000</valUSD>
        <pctVal>0.326542577916</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.83000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VEROS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Veros Auto Receivables Trust Series 2020-1 Class B</title>
        <cusip>92511FAB1</cusip>
        <identifiers>
          <isin value="US92511FAB13"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4986799.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.19000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UPGRADE MASTER PASS - THRU TRUST</name>
        <lei>N/A</lei>
        <title>Upgrade Master Pass-Thru Trust Series 19-ST1 Class A</title>
        <cusip>91531UAA8</cusip>
        <identifiers>
          <isin value="US91531UAA88"/>
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        <balance>3579964.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3547201.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Financial 3.87%, Due 06/18/2026</title>
        <cusip>30308XAB9</cusip>
        <identifiers>
          <isin value="US30308XAB91"/>
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        <balance>3800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3775220.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Nationstar HECM Loan Trust Series 18-3A Class M2</title>
        <cusip>63863BAC3</cusip>
        <identifiers>
          <isin value="US63863BAC37"/>
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        <balance>9900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9810900.00000000</valUSD>
        <pctVal>1.147017969275</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.15480000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Earnest Sl Prog Llc 2016-D</name>
        <lei>N/A</lei>
        <title>Earnest Student Loan Program LLC Series 2016-D Class R</title>
        <cusip>27034M104</cusip>
        <identifiers>
          <isin value="US27034M1045"/>
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        <balance>5000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>120607.85000000</valUSD>
        <pctVal>0.014100579068</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
        <title>Citigroup Mortgage Loan Trust, Inc. Series 2004-UST1 Class A3</title>
        <cusip>17307GLA4</cusip>
        <identifiers>
          <isin value="US17307GLA49"/>
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        <balance>6898.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6623.05000000</valUSD>
        <pctVal>0.000774318091</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.87213120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Earnest Student Ln Program 2016-C Llc</name>
        <lei>N/A</lei>
        <title>Earnest Student Loan Program LLC Series 2016-C Class A1</title>
        <cusip>27034LAA4</cusip>
        <identifiers>
          <isin value="US27034LAA44"/>
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        <balance>608735.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>611418.21000000</valUSD>
        <pctVal>0.071482501463</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.03450040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Air Lines, Inc.</name>
        <lei>K1OQBWM7XEOO08LDNP29</lei>
        <title>United Airlines Pass-Through Trust 6.636%, Due 01/02/2024</title>
        <cusip>909287AA2</cusip>
        <identifiers>
          <isin value="US909287AA20"/>
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        <balance>106964.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>90996.98000000</valUSD>
        <pctVal>0.010638694840</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 348 Class 11</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>PROSPER MARKETPLACE ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Prosper Marketplace Issuance Trust Series 19-4A Class B</title>
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        <balance>4500000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Vmc Fin 2018-Fl2 Llc</name>
        <lei>5493001MQ20TILKDOX59</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 237 Class S14</title>
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        <balance>923699.01000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Nextgear Floorplan Master Owner Trust</name>
        <lei>N/A</lei>
        <title>Nextgear Trust Series 2019-2, Class A-1</title>
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          <isin value="US65341KBJ43"/>
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        <balance>1500000.00000000</balance>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2012-148 Class IA</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OCTANE RECEIVABLES TRUST</name>
        <lei>213800ATS5XS3UN4TF15</lei>
        <title>Octane Receivables Trust Series 2019-1A Class A</title>
        <cusip>67576TAA7</cusip>
        <identifiers>
          <isin value="US67576TAA79"/>
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        <balance>3137487.45000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hertz Fleet Lease Funding Lp</name>
        <lei>549300FESQ105M6ZTE59</lei>
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        <cusip>428041BH9</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust SERIES 2019-XL CLASS B</title>
        <cusip>056054AE9</cusip>
        <identifiers>
          <isin value="US056054AE92"/>
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        <balance>5617755.18000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-10-15</maturityDt>
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      <invstOrSec>
        <name>Westgate Resorts</name>
        <lei>N/A</lei>
        <title>Westgate Resorts Series 2018-1A Class B</title>
        <cusip>96033WAB4</cusip>
        <identifiers>
          <isin value="US96033WAB46"/>
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        <balance>1075207.03000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mosaic Solar Loans Llc 2017-1</name>
        <lei>549300ZLA8SW2SVJMN33</lei>
        <title>Mosaic solar Loans LLC Series 2017-2A Class B</title>
        <cusip>61946GAB9</cusip>
        <identifiers>
          <isin value="US61946GAB95"/>
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        <valUSD>778157.38000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Foursight Capital Automobile Receivables Series 2020-1 Class C</title>
        <cusip>35105FAE6</cusip>
        <identifiers>
          <isin value="US35105FAE60"/>
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        <balance>4400000.00000000</balance>
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        <valUSD>4335626.24000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-15</maturityDt>
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          <annualizedRt>2.41000000</annualizedRt>
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      <invstOrSec>
        <name>ALASKA AIRLINES EQUIPMENT TRUST</name>
        <lei>PG4W4UTDTMMEBRGLO537</lei>
        <title>ALASKA AIRLINES 4.8%, DUE 02/15/2029</title>
        <cusip>01166VAA7</cusip>
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          <isin value="US01166VAA70"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.80000000</annualizedRt>
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      <invstOrSec>
        <name>Commonbond Student Loan Trust</name>
        <lei>549300KDXV3I7WKXA522</lei>
        <title>Commonbond Student Loan Trust Series 2017-BGS Class C</title>
        <cusip>20268KAD2</cusip>
        <identifiers>
          <isin value="US20268KAD28"/>
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        <balance>169526.24000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Westlake Automobile Receivables Trust Series 2020-2A Class C</title>
        <cusip>96042PAE2</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <maturityDt>2025-07-15</maturityDt>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2011-145 Class Q1</title>
        <cusip>38378ANM9</cusip>
        <identifiers>
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        <balance>1447360.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>221946.50000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>CCM Merger Inc. (Motor City)</name>
        <lei>549300P77RSBKKFME089</lei>
        <title>CCM Merger, Inc. 6.00%, Due 03/15/2022</title>
        <cusip>14985VAD3</cusip>
        <identifiers>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>198000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ACCESS PT FDG I LLC 2017-A</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ocwen Master Advance Receivables Trust</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>A10 Securitization 2017-1a</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FMC GMSR ISSUER TRUST</name>
        <lei>N/A</lei>
        <title>FMC GMSR Issue Trust Series 2019-GT1 Class A</title>
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          <isin value="US30259RAA32"/>
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        <balance>600000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United Air Lines, Inc.</name>
        <lei>K1OQBWM7XEOO08LDNP29</lei>
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          <isin value="US90931QAA58"/>
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        <balance>74213.59000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Welltec A/S</name>
        <lei>549300RE9BETU7WX4L49</lei>
        <title>Welltec A/S 9.50%, Due 12/01/2022</title>
        <cusip>950399AB1</cusip>
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          <isin value="US950399AB10"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>9.50000000</annualizedRt>
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      <invstOrSec>
        <name>Laurel Road Prime Student Ln Trust 2019-A</name>
        <lei>N/A</lei>
        <title>Laurel Road Prime Student Loan Series 2019-A Class BFX</title>
        <cusip>51889RAC3</cusip>
        <identifiers>
          <isin value="US51889RAC34"/>
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        <balance>1842377.51000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2048-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2006-56 Class DC</title>
        <cusip>31395NXE2</cusip>
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          <isin value="US31395NXE20"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Cascade Funding Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Cascade Funding Mortgage Trust Series 2018-RM1 Class A1</title>
        <cusip>147278AA3</cusip>
        <identifiers>
          <isin value="US147278AA36"/>
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        <balance>3482371.22000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>LL ABS TRUST 2019-1</name>
        <lei>N/A</lei>
        <title>LL ABS Trust Series 2019-1A Class B</title>
        <cusip>50202AAB4</cusip>
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          <isin value="US50202AAB44"/>
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        <balance>5550000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Hero Funding Ii 2016-3b</name>
        <lei>N/A</lei>
        <title>Hero Funding Trust Series 2016-3B Class B</title>
        <cusip>42770YAA3</cusip>
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          <isin value="US42770YAA38"/>
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        <balance>216867.31000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ondeck Asset Sec tr II 2016-1</name>
        <lei>N/A</lei>
        <title>Ondeck Asset Securitization Trust SERIES 2018-1 CLASS A</title>
        <cusip>68235RAC8</cusip>
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          <isin value="US68235RAC88"/>
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        <name>BUSINESS JET SECURITIES LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities, LLC Series 2019-1 Class B</title>
        <cusip>12326QAB0</cusip>
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          <isin value="US12326QAB05"/>
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        <balance>3097324.74000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Consumer Loan Underlying Bond</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Credit Trust Series 2018-NP1 Class C</title>
        <cusip>21051HAC0</cusip>
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          <isin value="US21051HAC07"/>
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        <balance>101122.26000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.74000000</annualizedRt>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Exeter Automobile Receivables Trust Series 2020-2A, Class E</title>
        <cusip>30167YAJ0</cusip>
        <identifiers>
          <isin value="US30167YAJ01"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2124789.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.19000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>PROSPER MARKETPLACE ISSUANCE TRUST</name>
        <lei>549300WV6NCA12RVBP15</lei>
        <title>Prosper Marketplace Issuance Trust Series 2019-1A Class A</title>
        <cusip>74361MAA7</cusip>
        <identifiers>
          <isin value="US74361MAA71"/>
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        <balance>150101.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>150100.26000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.54000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LL ABS TRUST 2019-1</name>
        <lei>N/A</lei>
        <title>LL ABS Trust Series 2019-1A Class A</title>
        <cusip>50202AAA6</cusip>
        <identifiers>
          <isin value="US50202AAA60"/>
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        <balance>2293953.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2305153.55000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.87000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Freed Abs Trust 2018-2</name>
        <lei>N/A</lei>
        <title>Freedom Financial Series 2018-2 Class C</title>
        <cusip>35634BAC9</cusip>
        <identifiers>
          <isin value="US35634BAC90"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2873510.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.88000000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cht Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Cosmopolitan Hotel Trust Series 2017-CSMO Class D</title>
        <cusip>12546DAL1</cusip>
        <identifiers>
          <isin value="US12546DAL10"/>
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        <balance>4900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4581061.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.43362880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Invitation Homes Tr 2017-Sfr2</name>
        <lei>N/A</lei>
        <title>Invitation Homes Trust Series 2018-SFR3 Class A</title>
        <cusip>46187VAA7</cusip>
        <identifiers>
          <isin value="US46187VAA70"/>
        </identifiers>
        <balance>9286570.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9217530.01000000</valUSD>
        <pctVal>1.077645532398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.18212840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UPSTART SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust Series 2020-1 Class C</title>
        <cusip>91679UAC6</cusip>
        <identifiers>
          <isin value="US91679UAC62"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2653446.00000000</valUSD>
        <pctVal>0.310221309207</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.89900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANTLER MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Antler Mortgage Trust Series 2019-RTL1, Class A1</title>
        <cusip>03720BAA6</cusip>
        <identifiers>
          <isin value="US03720BAA61"/>
        </identifiers>
        <balance>7200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7210440.00000000</valUSD>
        <pctVal>0.842991391858</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND CREDIT TRUST</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Series 2019-HP1, Class C</title>
        <cusip>21055MAC5</cusip>
        <identifiers>
          <isin value="US21055MAC55"/>
        </identifiers>
        <balance>1565000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1397559.09000000</valUSD>
        <pctVal>0.163392287084</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Company  Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co., Inc. 3.20%, Due 07/06/2021</title>
        <cusip>37045XBM7</cusip>
        <identifiers>
          <isin value="US37045XBM74"/>
        </identifiers>
        <balance>25000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25288.24000000</valUSD>
        <pctVal>0.002956514253</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</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>CCG RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CCG Receivables Trust Series 2018-2 Class C</title>
        <cusip>12509KAD8</cusip>
        <identifiers>
          <isin value="US12509KAD81"/>
        </identifiers>
        <balance>2395000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2477598.52000000</valUSD>
        <pctVal>0.289662520573</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assoication Series 12-9 Class FC</title>
        <cusip>3136A3D24</cusip>
        <identifiers>
          <isin value="US3136A3D248"/>
        </identifiers>
        <balance>266723.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>266891.91000000</valUSD>
        <pctVal>0.031203030978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.58449960</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2012-H02 Class AI</title>
        <cusip>38375BPB2</cusip>
        <identifiers>
          <isin value="US38375BPB26"/>
        </identifiers>
        <balance>2162506.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98280.29000000</valUSD>
        <pctVal>0.011490205654</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.90404000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sfs Asset Securitization LLC</name>
        <lei>N/A</lei>
        <title>SFS Asset Securitization LLC Series 19-1 Class C</title>
        <cusip>78416EAG8</cusip>
        <identifiers>
          <isin value="US78416EAG89"/>
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        <balance>746000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>522200.00000000</valUSD>
        <pctVal>0.061051767274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.39000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEWTEK SMALL BUSINESS LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Newtek Small Business Loan Trust Series 19-1 Class A</title>
        <cusip>65252XAA3</cusip>
        <identifiers>
          <isin value="US65252XAA37"/>
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        <balance>3442963.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3400416.40000000</valUSD>
        <pctVal>0.397551571601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.35000080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 2979 Class FP</title>
        <cusip>31395UML2</cusip>
        <identifiers>
          <isin value="US31395UML25"/>
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        <balance>444459.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>444795.79000000</valUSD>
        <pctVal>0.052002238712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.63474840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSUMER LENDING RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Consumer Lending Receivables Trust Series 2019-A Class A</title>
        <cusip>21053QAA2</cusip>
        <identifiers>
          <isin value="US21053QAA22"/>
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        <balance>583392.32000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>583471.60000000</valUSD>
        <pctVal>0.068215190223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.52000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LENDINGPOINT 2020-1 ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>Lendingpoint Series 2020-1, Class B</title>
        <cusip>52606TAB1</cusip>
        <identifiers>
          <isin value="US52606TAB17"/>
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        <balance>3725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3579337.97000000</valUSD>
        <pctVal>0.418469760134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10700000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT Auto Owner Trust Series 2020-2A, Class E</title>
        <cusip>23343RAJ7</cusip>
        <identifiers>
          <isin value="US23343RAJ77"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1308552.88000000</valUSD>
        <pctVal>0.152986338369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.17000000</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>Freed  ABS Trust 2018</name>
        <lei>N/A</lei>
        <title>Freedom Financial 3.61%, Due 07/18/2024</title>
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      <invstOrSec>
        <name>Bancorp Commercial Mortgag</name>
        <lei>N/A</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UPSTART SECURITIZATION TRUST 2019-2</name>
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      <invstOrSec>
        <name>CONTINENTAL CREDIT CARD ABS LLC</name>
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      <invstOrSec>
        <name>Global Sc Finance Ii Srl</name>
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          <isin value="US37952UAE38"/>
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      <invstOrSec>
        <name>UPSTART PASS THRU TRUST</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>Fortiva Retail Credit Master Note B</name>
        <lei>N/A</lei>
        <title>Fortiva Retail Credit Master Note Series 2018-1 Class A</title>
        <cusip>34962AAA0</cusip>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.54000000</annualizedRt>
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      <invstOrSec>
        <name>UPSTART SECURITIZATION TRUST 2019-2</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust Series 19-2 Class C</title>
        <cusip>916780AC3</cusip>
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          <isin value="US916780AC33"/>
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        <balance>5587000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 4613 Class AF</title>
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        <balance>850342.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>862691.32000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.28475000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Consumer Ln Bd Cr Tr 2017-Np1</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Series 2017-P1 Class C</title>
        <cusip>21051AAC5</cusip>
        <identifiers>
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        <balance>3059781.56000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-15</maturityDt>
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          <annualizedRt>5.02000000</annualizedRt>
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      <invstOrSec>
        <name>PNC Bank, National Association</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC Bank NA </title>
        <cusip>69353RFT0</cusip>
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        <balance>420000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.74300000</annualizedRt>
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        <name>PROSPER MARKETPLACE ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Prosper Marketplace Issuance Trust Series 19-4A Class C</title>
        <cusip>74362GAC5</cusip>
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          <isin value="US74362GAC50"/>
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        <balance>6886000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
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        <name>Bth Mortgage Backed Securities</name>
        <lei>8156005B742CABA3E972</lei>
        <title>Bth Mortgage-Backed Securities Trust Series 2018-13 Class A</title>
        <cusip>05586RAA9</cusip>
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          <isin value="US05586RAA95"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MARLETTE FUNDING TRUST</name>
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        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Financial SERIES 20-FP1 CLASS C</title>
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          <isin value="US35634TAC09"/>
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        <balance>5250000.00000000</balance>
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          <annualizedRt>4.37000000</annualizedRt>
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      <invstOrSec>
        <name>Prime Property Funding, Inc.</name>
        <lei>N/A</lei>
        <title>Purchasing Power Funding Series 2018-A Class D</title>
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      <invstOrSec>
        <name>GENESIS SALES FINANCE MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Genesis Sales Finance Master Trust Series 19-AA Class D</title>
        <cusip>37186XAD7</cusip>
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        <balance>1000000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
          <annualizedRt>9.54000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Financial 3.42%, Due 06/18/2026</title>
        <cusip>30308XAA1</cusip>
        <identifiers>
          <isin value="US30308XAA19"/>
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        <balance>514497.66000000</balance>
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        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GENESIS SALES FINANCE MASTER TRUST</name>
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          <isin value="US37186XAA37"/>
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        <name>Ondeck Asset Sec tr II 2016-1</name>
        <lei>N/A</lei>
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          <isin value="US68235RAD61"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mosaic Solar Loans Llc 2017-1</name>
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        <title>Mosaic Solar Loans LLC Series 2017-2A Class D</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2017-H22 Class ID</title>
        <cusip>38375UW55</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2013-H13 Class T1</title>
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          <isin value="US38375B2M37"/>
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        <balance>34956928.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assoication Series 301 Class 1</title>
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        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Antler Mortgage Trust</name>
        <lei>N/A</lei>
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        <name>FORA FINANCIAL ASSET SECURITIZATION LLC</name>
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        <name>Kabbage Asset Securitization</name>
        <lei>N/A</lei>
        <title>Kabbage Funding, LLC Series 2019-1 Class C</title>
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          <isin value="US48283PAG63"/>
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        <name>Jackson National Life Global Funding</name>
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        <name>Kabbage Asset Securitization</name>
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      <invstOrSec>
        <name>Westlake Automobile Receivables Trust 2019-3</name>
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        <name>Tes 2017</name>
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          <isin value="US88159DAA37"/>
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        <name>AMSR TRUST</name>
        <lei>N/A</lei>
        <title>AMSR Trust Series 2020-SFR2 Class G</title>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Westlake Automoible Receivables Trust Series 2020-2A Class D</title>
        <cusip>96042PAF9</cusip>
        <identifiers>
          <isin value="US96042PAF99"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5020282.50000000</valUSD>
        <pctVal>0.586934352438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.76000000</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>MARINER FINANCE ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Mariner Finance Issuance Trust Series 2018-AA Class C</title>
        <cusip>56846PAC8</cusip>
        <identifiers>
          <isin value="US56846PAC86"/>
        </identifiers>
        <balance>2750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2676555.75000000</valUSD>
        <pctVal>0.312923130499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.11000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Arivo Acceptance Auto Loan Receivables Trust Series 2019-1 Class A</title>
        <cusip>04046LAA9</cusip>
        <identifiers>
          <isin value="US04046LAA98"/>
        </identifiers>
        <balance>980565.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>991850.09000000</valUSD>
        <pctVal>0.115959787181</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>Marlette Funding Trust Series 2019-4A Class B</title>
        <cusip>57110AAB0</cusip>
        <identifiers>
          <isin value="US57110AAB08"/>
        </identifiers>
        <balance>760000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>702473.85000000</valUSD>
        <pctVal>0.082128054398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loand Mortgage Corporation Series 4693 Class EI</title>
        <cusip>3137BYR36</cusip>
        <identifiers>
          <isin value="US3137BYR368"/>
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        <balance>5302810.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>154169.13000000</valUSD>
        <pctVal>0.018024316058</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COREVEST AMERICAN FINANCE TRUST</name>
        <lei>N/A</lei>
        <title>Colony American Finance LTD Series 2020-1 Class A1</title>
        <cusip>21872UAA2</cusip>
        <identifiers>
          <isin value="US21872UAA25"/>
        </identifiers>
        <balance>8953121.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8909261.10000000</valUSD>
        <pctVal>1.041605008171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.83200000</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>CONSUMER LENDING RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Consumer Lending Receivables Trust Series 2019-A Class CERT</title>
        <cusip>21053QAG9</cusip>
        <identifiers>
          <isin value="US21053QAG91"/>
        </identifiers>
        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1845360.00000000</valUSD>
        <pctVal>0.215745862233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</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>BX Trust</name>
        <lei>N/A</lei>
        <title>BX Trust Series 2018-BILT Class A</title>
        <cusip>05606JAA3</cusip>
        <identifiers>
          <isin value="US05606JAA34"/>
        </identifiers>
        <balance>4300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4063186.96000000</valUSD>
        <pctVal>0.475037810562</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.98363160</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2018-H08 Class NI</title>
        <cusip>38380LDK6</cusip>
        <identifiers>
          <isin value="US38380LDK61"/>
        </identifiers>
        <balance>19023152.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>506213.69000000</valUSD>
        <pctVal>0.059182765976</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.69873840</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>Westgate Resorts</name>
        <lei>N/A</lei>
        <title>Westgate Resorts Series 2018-1A Class C</title>
        <cusip>96033WAC2</cusip>
        <identifiers>
          <isin value="US96033WAC29"/>
        </identifiers>
        <balance>2565834.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2443275.04000000</valUSD>
        <pctVal>0.285649672788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Small Business Lending Trust 2019-A</name>
        <lei>N/A</lei>
        <title>Small Business Lending Trust Series 19-A Class D</title>
        <cusip>831645AD8</cusip>
        <identifiers>
          <isin value="US831645AD87"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2730348.00000000</valUSD>
        <pctVal>0.319212123085</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CPS Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>CPS Auto Trust 4.40%, Due 06/17/2024</title>
        <cusip>12655CAD8</cusip>
        <identifiers>
          <isin value="US12655CAD83"/>
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        <balance>850000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>872054.36000000</valUSD>
        <pctVal>0.101954155185</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2016-H20 Class GI</title>
        <cusip>38376RYT7</cusip>
        <identifiers>
          <isin value="US38376RYT75"/>
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        <balance>36643486.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>377885.95000000</valUSD>
        <pctVal>0.044179634384</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-08-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.27564840</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>CONSUMER LOAN UNDERLYING BOND CREDIT TRUST</name>
        <lei>N/A</lei>
        <title>Consumer Loan Underlying Bond Series 2019-HP1, Class B</title>
        <cusip>21055MAB7</cusip>
        <identifiers>
          <isin value="US21055MAB72"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4756297.50000000</valUSD>
        <pctVal>0.556071175908</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.48000000</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>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Exeter Automobile Receivables Trust Series 2020-2A, Class D</title>
        <cusip>30167YAG6</cusip>
        <identifiers>
          <isin value="US30167YAG61"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>530574.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.73000000</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>ACC TRUST</name>
        <lei>N/A</lei>
        <title>Acc Trust 2018-1 Series 2019-2 Class A</title>
        <cusip>00108GAA3</cusip>
        <identifiers>
          <isin value="US00108GAA31"/>
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        <balance>2084203.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2085165.32000000</valUSD>
        <pctVal>0.243782129157</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.82000000</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>Bank West Auto Trust</name>
        <lei>549300N8XX93UD1PEO56</lei>
        <title>Bank of the West Auto Trust Series 2017-1 Class B</title>
        <cusip>064229AE7</cusip>
        <identifiers>
          <isin value="US064229AE70"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>409290.48000000</valUSD>
        <pctVal>0.047851220093</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <cusip>89114QCF3</cusip>
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          <isin value="US89114QCF37"/>
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        <balance>375000.00000000</balance>
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        <valUSD>372584.64000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AVANT LOANS  FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>Avant Loans Funding Trust Series 2020-REV1 Class A</title>
        <cusip>05355MAA9</cusip>
        <identifiers>
          <isin value="US05355MAA99"/>
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        <balance>4800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4745859.84000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.17000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>CARVANA AUTO RECIEVABLES TRUST 2019-3</name>
        <lei>N/A</lei>
        <title>Carvana Auto Receivable Trust Series 2019-3A Class D</title>
        <cusip>14686XAF6</cusip>
        <identifiers>
          <isin value="US14686XAF69"/>
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        <balance>2190000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2207456.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>KNDL 2019-KNSQ Mortgage Trust</name>
        <lei>N/A</lei>
        <title>KNDL Mortgage Trust Series 2019-KNSQ</title>
        <cusip>482598AL3</cusip>
        <identifiers>
          <isin value="US482598AL37"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1204607.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.53500040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>American Credit Acceptance Receivables Trust Series 19-3 Class F</title>
        <cusip>02529NAL1</cusip>
        <identifiers>
          <isin value="US02529NAL10"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>920291.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.42000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Association Floating Rate, Due 10/15/2026</title>
        <cusip>3137AGNM8</cusip>
        <identifiers>
          <isin value="US3137AGNM82"/>
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        <balance>253853.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29222.70000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.56525160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>FREEDOM FINANCIAL SERIES 20-2CP CLASS A</title>
        <cusip>35635HAA9</cusip>
        <identifiers>
          <isin value="US35635HAA95"/>
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        <balance>4031037.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4067593.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.52000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cig Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>CIG AUTO REC SERIES 2019-1 CLASS D</title>
        <cusip>125504AD2</cusip>
        <identifiers>
          <isin value="US125504AD27"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999228.70000000</valUSD>
        <pctVal>0.116822439767</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.85000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>READY CAPITAL MORTGAGE FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ReadyCap Commercial Mortgage Trust Series 2020-FL4 Class A</title>
        <cusip>75575JAA3</cusip>
        <identifiers>
          <isin value="US75575JAA34"/>
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        <balance>4300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4300000.00000000</valUSD>
        <pctVal>0.502724242208</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.35000080</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>GOLD KEY RESORTS LLC 2014-A</name>
        <lei>549300MORAF4RGEXUA95</lei>
        <title>Gold Key Resorts, LLC Series 2014-A Class A</title>
        <cusip>38061LAA7</cusip>
        <identifiers>
          <isin value="US38061LAA70"/>
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        <balance>98875.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>98867.38000000</valUSD>
        <pctVal>0.011558843881</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.22000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 08-16 Class FC</title>
        <cusip>383742FU2</cusip>
        <identifiers>
          <isin value="US383742FU28"/>
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        <balance>498830.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500106.01000000</valUSD>
        <pctVal>0.058468701139</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-02-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.69000120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Oportun Fdg Viii Llc 2018-A</name>
        <lei>N/A</lei>
        <title>Oportun Funding VII, LLC Series 2018-A Class B</title>
        <cusip>68376HAB1</cusip>
        <identifiers>
          <isin value="US68376HAB15"/>
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        <balance>4600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4473931.02000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>American Homes 4 Rent</name>
        <lei>N/A</lei>
        <title>American Homes 4 Rent SERIES 2015-SFR2 CLASS D</title>
        <cusip>02666BAD8</cusip>
        <identifiers>
          <isin value="US02666BAD82"/>
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        <balance>1171000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1306886.12000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-10-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.03600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>A10 Securitization 2017-1a</name>
        <lei>N/A</lei>
        <title>A10 Securitization Series 2017-1A Class C</title>
        <cusip>04684TAJ0</cusip>
        <identifiers>
          <isin value="US04684TAJ07"/>
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        <balance>5750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5422618.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MF1 2019-FL2 LTD</name>
        <lei>N/A</lei>
        <title>MultiFamily Housing Mortgage Loan Series 2019-FL2, Class C</title>
        <cusip>55282LAG1</cusip>
        <identifiers>
          <isin value="US55282LAG14"/>
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        <balance>4400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3960424.60000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.16825120</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Welbilt Inc</name>
        <lei>549300UR3W71YLZWI068</lei>
        <title>Welbilt, Inc. 9.50%, Due 02/15/2024</title>
        <cusip>563568AB0</cusip>
        <identifiers>
          <isin value="US563568AB08"/>
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        <balance>100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95500.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="95500"/>
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      <invstOrSec>
        <name>PROSPER MARKETPLACE ISSUANCE TRUST</name>
        <lei>549300WV6NCA12RVBP15</lei>
        <title>Prosper Marketplace Issuance Trust Series 19-3A Class B</title>
        <cusip>74362DAB4</cusip>
        <identifiers>
          <isin value="US74362DAB47"/>
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        <balance>7600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7456505.92000000</valUSD>
        <pctVal>0.871759601897</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.59000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2010-H01 Class CI</title>
        <cusip>38376T5H1</cusip>
        <identifiers>
          <isin value="US38376T5H15"/>
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        <balance>1456965.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>145284.19000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2060-01-20</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Onemain Direct Auto Receivables Tst</name>
        <lei>N/A</lei>
        <title>OneMain Direct Auto Receivables Trust Series 2017-2A Class E</title>
        <cusip>68267CAE8</cusip>
        <identifiers>
          <isin value="US68267CAE84"/>
        </identifiers>
        <balance>3050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3069351.34000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.74000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Nationstar HECM Loan Trust Series 19-1A Class A</title>
        <cusip>63862VAA4</cusip>
        <identifiers>
          <isin value="US63862VAA44"/>
        </identifiers>
        <balance>638832.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>641278.89000000</valUSD>
        <pctVal>0.074973591632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.65130000</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>American Airlines, Inc.</name>
        <lei>IWUQB36BXD6OWD6X4T14</lei>
        <title>American Airlines Passthrough Trust Series 2016-2 Class AA</title>
        <cusip>023765AA8</cusip>
        <identifiers>
          <isin value="US023765AA88"/>
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        <balance>1664000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1567170.34000000</valUSD>
        <pctVal>0.183221981764</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONTINENTAL CREDIT CARD ABS LLC</name>
        <lei>5493002QR2K2E0R56Z02</lei>
        <title>Continental Credit Card LLC Series 19-1A Class B</title>
        <cusip>21134LAB4</cusip>
        <identifiers>
          <isin value="US21134LAB45"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2454577.84000000</valUSD>
        <pctVal>0.286971112687</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Business Jet Securities LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Series 2018-1, Class C</title>
        <cusip>123262AS6</cusip>
        <identifiers>
          <isin value="US123262AS68"/>
        </identifiers>
        <balance>1652754.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1604701.52000000</valUSD>
        <pctVal>0.187609850142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.74800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 3895 Class BF</title>
        <cusip>3137ACUF4</cusip>
        <identifiers>
          <isin value="US3137ACUF45"/>
        </identifiers>
        <balance>384316.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>385395.15000000</valUSD>
        <pctVal>0.045057554589</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.68474880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ford Motor Credit Company LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Company, LLC 5.584%, Due 03/18/2024</title>
        <cusip>345397ZQ9</cusip>
        <identifiers>
          <isin value="US345397ZQ92"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252425.00000000</valUSD>
        <pctVal>0.029511666706</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.58400000</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>LENDINGPOINT 2019-2 ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>LENDINGPOINT SERIES 2019-2 CLASS B</title>
        <cusip>52605WAB5</cusip>
        <identifiers>
          <isin value="US52605WAB54"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1951439.80000000</valUSD>
        <pctVal>0.228147928993</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.72500000</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>CASCADE MH ASSET TRUST</name>
        <lei>N/A</lei>
        <title>Cascade Funding Mortgage Trust Series 2019-MH1 Class M</title>
        <cusip>14732FAC6</cusip>
        <identifiers>
          <isin value="US14732FAC68"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1077770.43000000</valUSD>
        <pctVal>0.126004958766</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.98500000</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>Pnmac Gsmr Issuer Trust</name>
        <lei>5493007JEN3QN6CZC711</lei>
        <title>PNMAC GMSR Issuer Trust Series 2018-GT1 Class A</title>
        <cusip>69354WAC0</cusip>
        <identifiers>
          <isin value="US69354WAC01"/>
        </identifiers>
        <balance>7000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6860508.90000000</valUSD>
        <pctVal>0.802080032074</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.01825080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Pool #G60257</title>
        <cusip>31335AJA7</cusip>
        <identifiers>
          <isin value="US31335AJA79"/>
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        <balance>762244.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>875237.97000000</valUSD>
        <pctVal>0.102326359353</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Avant Loans Funding Trust</name>
        <lei>N/A</lei>
        <title>Avant Loans Funding Trust Series 19-A Class A</title>
        <cusip>05352EAA0</cusip>
        <identifiers>
          <isin value="US05352EAA01"/>
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        <balance>1178437.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1180235.29000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.48000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Fortiva Retail Credit Master Note B</name>
        <lei>N/A</lei>
        <title>Fortiva Retail Credit Master Note Series 2018-1 Class C</title>
        <cusip>34962AAC6</cusip>
        <identifiers>
          <isin value="US34962AAC62"/>
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        <balance>2750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2885984.75000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.73000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>College Ave Student Loans Llc</name>
        <lei>N/A</lei>
        <title>College Avenue Student Loans Series 2018-A Class B</title>
        <cusip>19423DAC4</cusip>
        <identifiers>
          <isin value="US19423DAC48"/>
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        <balance>1900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2050778.30000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS Auto Trust Series 2020-B, Class C</title>
        <cusip>12656CAE5</cusip>
        <identifiers>
          <isin value="US12656CAE57"/>
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        <balance>1650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1692834.50000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Association SERIES 4972 CLASS ZC</title>
        <cusip>3137FTFP7</cusip>
        <identifiers>
          <isin value="US3137FTFP71"/>
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        <balance>2442784.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2432682.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONTINENTAL CREDIT CARD ABS LLC</name>
        <lei>5493002QR2K2E0R56Z02</lei>
        <title>Continental CR Card Series 2019-1 Class C</title>
        <cusip>21134LAC2</cusip>
        <identifiers>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2011-14 Class PI</title>
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          <isin value="US31397SBH67"/>
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        <curCd>USD</curCd>
        <valUSD>22129.61000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2040-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Oscar Us Funding XI Llc</name>
        <lei>N/A</lei>
        <title>OSCAR US Funding Trust Series 2019-2A Class A4</title>
        <cusip>68784EAD0</cusip>
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          <isin value="US68784EAD04"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Hero Resi Fdg 2016-1r</name>
        <lei>N/A</lei>
        <title>Hero Funding Trust Series 2016-1R Class A1</title>
        <cusip>42771RAA7</cusip>
        <identifiers>
          <isin value="US42771RAA77"/>
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        <balance>276998.76000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-09-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc. Floating Rate, Due 04/26/2022</title>
        <cusip>38141GWD2</cusip>
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          <isin value="US38141GWD23"/>
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        <balance>450000.00000000</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>2022-04-26</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Global Sc Finance Ii Srl</name>
        <lei>N/A</lei>
        <title>Global SC Finance II SRL Series 2013-1A Class A</title>
        <cusip>37952UAB9</cusip>
        <identifiers>
          <isin value="US37952UAB98"/>
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        <curCd>USD</curCd>
        <valUSD>353042.25000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Oportun Fdg X Llc 2018-C</name>
        <lei>N/A</lei>
        <title>Oportun Funding, LLC. Series 2018-C, Class B</title>
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          <isin value="US68376PAB31"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cgdbb Coml Mtg Tr 2017-Bioc</name>
        <lei>N/A</lei>
        <title>CGDBB Commercial Mortgage Trust Series 2017-BIOC Class B</title>
        <cusip>125282AG8</cusip>
        <identifiers>
          <isin value="US125282AG89"/>
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        <curCd>USD</curCd>
        <valUSD>3964942.59000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.15475040</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sfs Asset Securitization LLC</name>
        <lei>N/A</lei>
        <title>SFS Asset Securitization LLC Series 19-1 Class A</title>
        <cusip>78416EAE3</cusip>
        <identifiers>
          <isin value="US78416EAE32"/>
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        <balance>4250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4238397.08000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.23800000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hertz Fleet Lease Funding Lp</name>
        <lei>549300FESQ105M6ZTE59</lei>
        <title>Hertz Fleet Lease Series 2018-1, Class D</title>
        <cusip>428041BG1</cusip>
        <identifiers>
          <isin value="US428041BG13"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>665024.50000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-05-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.17000000</annualizedRt>
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      <invstOrSec>
        <name>PROSPER MARKETPLACE ISSUANCE TRUST</name>
        <lei>549300WV6NCA12RVBP15</lei>
        <title>Prosper Marketplace Issuance Trust Series 2019-1A Class B</title>
        <cusip>74361MAB5</cusip>
        <identifiers>
          <isin value="US74361MAB54"/>
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        <balance>1750000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.03000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CARNOW AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CarNow Auto Receivables Trust Series 2018-1A Class A</title>
        <cusip>14366YAA2</cusip>
        <identifiers>
          <isin value="US14366YAA29"/>
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        <balance>52522.70000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.61000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>UPSTART SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust Series 2019-3 Class B</title>
        <cusip>91678WAC3</cusip>
        <identifiers>
          <isin value="US91678WAC38"/>
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        <balance>2450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2380244.09000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.82900000</annualizedRt>
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      <invstOrSec>
        <name>Bx Trust 2018</name>
        <lei>N/A</lei>
        <title>BXT Trust Series 2018-GW Class A</title>
        <cusip>12433UAA3</cusip>
        <identifiers>
          <isin value="US12433UAA34"/>
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        <balance>5000000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.98363160</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MF1 2020-FL3 LTD</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation Series 2020-FL3 Class C</title>
        <cusip>59319WAD3</cusip>
        <identifiers>
          <isin value="US59319WAD39"/>
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        <balance>1000000.00000000</balance>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.68000000</annualizedRt>
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      <invstOrSec>
        <name>Kabbage Asset Securitization</name>
        <lei>N/A</lei>
        <title>Kabbage Funding, LLC Series 2019-1 Class D</title>
        <cusip>48283PAH4</cusip>
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          <isin value="US48283PAH47"/>
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        <balance>1550000.00000000</balance>
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        <invCountry>US</invCountry>

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          <maturityDt>2024-03-15</maturityDt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MF1 2020-FL3 LTD</name>
        <lei>N/A</lei>
        <title>Federal Home Loan Mortgage Corporation Series 2020-FL3 Class B</title>
        <cusip>59319WAC5</cusip>
        <identifiers>
          <isin value="US59319WAC55"/>
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        <balance>1000000.00000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.93000120</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>US Airways Group Inc.</name>
        <lei>N/A</lei>
        <title>U.S. Airways Pass-Through Trust 6.75%, Due 12/03/2022</title>
        <cusip>90345WAE4</cusip>
        <identifiers>
          <isin value="US90345WAE49"/>
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        <balance>130004.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>105002.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-03</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Pnmac Gsmr Issuer Trust</name>
        <lei>5493007JEN3QN6CZC711</lei>
        <title>PNMAC GMSR Issuer Trust SERIES 2018-GT2 CLASS NT</title>
        <cusip>69354WAD8</cusip>
        <identifiers>
          <isin value="US69354WAD83"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4773210.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81824920</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RMF BUYOUT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>RMF Buyout Issuance Trust Series 2020-2 Class M3</title>
        <cusip>74969BAD1</cusip>
        <identifiers>
          <isin value="US74969BAD10"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>799999.20000000</valUSD>
        <pctVal>0.093529998043</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.57120000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2012-33 Class F</title>
        <cusip>3136A5TH9</cusip>
        <identifiers>
          <isin value="US3136A5TH90"/>
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        <balance>239154.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>239988.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.70449840</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LENDINGPOINT 2019-2 ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>Lending Point Asset Securitization Series 2019-2 Class A</title>
        <cusip>52605WAA7</cusip>
        <identifiers>
          <isin value="US52605WAA71"/>
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        <balance>3457464.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3466735.67000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-10</maturityDt>
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          <annualizedRt>3.07100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>B2R Mortgage Trust</name>
        <lei>54930043NGIAWE00XD82</lei>
        <title>B2R Mortgage Trust Series 2015-2 Class A</title>
        <cusip>05605GAA0</cusip>
        <identifiers>
          <isin value="US05605GAA04"/>
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        <balance>30131.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30118.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.33600000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assoication Series 11-86 Class KF</title>
        <cusip>3136A0K48</cusip>
        <identifiers>
          <isin value="US3136A0K488"/>
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        <balance>570040.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>573959.71000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.73450080</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>Navistar FinDeal</name>
        <lei>549300S28N49H5RT4J50</lei>
        <title>Navistar Financial Dealer Master Trust Series 2019-1 Class D</title>
        <cusip>63938PBL2</cusip>
        <identifiers>
          <isin value="US63938PBL22"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1188162.48000000</valUSD>
        <pctVal>0.138911181948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.63450080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OPORTUN FUNDING XII LLC</name>
        <lei>N/A</lei>
        <title>Oportun Funding LLC Series 2018-D Class D</title>
        <cusip>68377EAD3</cusip>
        <identifiers>
          <isin value="US68377EAD31"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3483912.00000000</valUSD>
        <pctVal>0.407313260493</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.17000000</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>Metropolitan Life Global Funding I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>Met Life Global Funding I 1.95%, Due 01/13/2023</title>
        <cusip>59217GEE5</cusip>
        <identifiers>
          <isin value="US59217GEE52"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>465745.22000000</valUSD>
        <pctVal>0.054451491345</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Foursight Capital Automobile Receivables Series 2020-1 Class E</title>
        <cusip>35105FAG1</cusip>
        <identifiers>
          <isin value="US35105FAG19"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1148632.81000000</valUSD>
        <pctVal>0.134289664879</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.49000000</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>SKOPOS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SKOPOS Auto Receivables Trust Series 2019-1A, Class B</title>
        <cusip>83085DAB1</cusip>
        <identifiers>
          <isin value="US83085DAB10"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5931602.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.43000000</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>Invitation Homes 2018-Sfr1f</name>
        <lei>N/A</lei>
        <title>Invitation Homes Trust Series 2018-SFR1 Class E</title>
        <cusip>46185JAJ7</cusip>
        <identifiers>
          <isin value="US46185JAJ79"/>
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        <balance>2599644.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2516320.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.18212920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Skopos Auto Receivables Trust 2015</name>
        <lei>N/A</lei>
        <title>Skopos Auto Receivables Trust Series 2018-1A Class C</title>
        <cusip>83085LAC1</cusip>
        <identifiers>
          <isin value="US83085LAC19"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.77000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Association Series 3121 Class FM</title>
        <cusip>31396JFX8</cusip>
        <identifiers>
          <isin value="US31396JFX81"/>
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        <balance>474302.97000000</balance>
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        <curCd>USD</curCd>
        <valUSD>474629.76000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.58475160</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2015-16 Class IL</title>
        <cusip>38379JUK5</cusip>
        <identifiers>
          <isin value="US38379JUK59"/>
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        <balance>6439781.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>432390.76000000</valUSD>
        <pctVal>0.050551934223</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank / The Floater, Due 06/11/2021</title>
        <cusip>89114QC30</cusip>
        <identifiers>
          <isin value="US89114QC302"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1002780.81000000</valUSD>
        <pctVal>0.117237726234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.74463120</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>Fox Corporation</name>
        <lei>549300DDU6FDRBIELS05</lei>
        <title>Twenty-First Century Fox Inc 4.030%, Due 01/25/2024</title>
        <cusip>35137LAG0</cusip>
        <identifiers>
          <isin value="US35137LAG05"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>498803.12000000</valUSD>
        <pctVal>0.058316376863</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-25</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2010-44 Class CS</title>
        <cusip>31398PWQ8</cusip>
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          <isin value="US31398PWQ89"/>
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        <balance>881489.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Hertz Fleet Lease Funding Lp</name>
        <lei>549300FESQ105M6ZTE59</lei>
        <title>Hertz Fleet Lease Funding LP 4.62%, Due 01/10/2033</title>
        <cusip>428041BP1</cusip>
        <identifiers>
          <isin value="US428041BP12"/>
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        <balance>3400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3225960.80000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-01-10</maturityDt>
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          <annualizedRt>4.62000000</annualizedRt>
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      <invstOrSec>
        <name>Freed  ABS Trust 2018</name>
        <lei>N/A</lei>
        <title>Freedom Financial 4.56%, Due 07/18/2024</title>
        <cusip>35633CAB0</cusip>
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          <isin value="US35633CAB00"/>
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        <balance>5400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5279608.08000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LHOME MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>LHFC Depositor, LLC Series 19-RTL1 Class M</title>
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          <isin value="US501890AC14"/>
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        <balance>2750000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-25</maturityDt>
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      <invstOrSec>
        <name>State Street Institutional Investment Trust</name>
        <lei>549300P1E098W6ES7M39</lei>
        <title>State Street Institutional Liquid Reserves Fund, Premier Class</title>
        <cusip>85749P101</cusip>
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          <isin value="US85749P1012"/>
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        <balance>75984329.05</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>75928737.56</valUSD>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VOLT LXXX LLC</name>
        <lei>N/A</lei>
        <title>Volt LXXX LLC Series 2019-NP6, Class A-1A</title>
        <cusip>91834YAA4</cusip>
        <identifiers>
          <isin value="US91834YAA47"/>
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        <balance>2367178.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2356153.15000000</valUSD>
        <pctVal>0.275464024851</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.22819920</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kabbage Asset Securitization</name>
        <lei>N/A</lei>
        <title>Kabbage Funding, LLC FRN, due 03/15/2024</title>
        <cusip>48283PAF8</cusip>
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          <isin value="US48283PAF80"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>850250.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.07100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Invitation Homes Tr 2017-Sfr2</name>
        <lei>N/A</lei>
        <title>Invitation Homes Trust Floating Rate, Due 07/17/2037</title>
        <cusip>46187VAJ8</cusip>
        <identifiers>
          <isin value="US46187VAJ89"/>
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        <balance>3500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3327143.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.18212920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>READY CAPITAL MORTGAGE FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ReadyCap Commericial Mortgage Trust Series 2018-FL2 Class D</title>
        <cusip>75574WAG2</cusip>
        <identifiers>
          <isin value="US75574WAG24"/>
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        <balance>6600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5638993.80000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.88450000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Invitation Homes Tr 2017-Sfr2</name>
        <lei>N/A</lei>
        <title>Invitation Homes Trust Series 2017-SFR2 Class D</title>
        <cusip>46187BAD5</cusip>
        <identifiers>
          <isin value="US46187BAD55"/>
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        <balance>2995604.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2963407.50000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.98213120</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Athene Global Funding 2015-1</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>Athene Global Funding 2.50%, Due 01/14/2025</title>
        <cusip>04685A2L4</cusip>
        <identifiers>
          <isin value="US04685A2L40"/>
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        <balance>1450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1448062.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Hero Funding Ii (B) 2016-4b</name>
        <lei>N/A</lei>
        <title>Hero Funding Trust Series 2016-4B Class B</title>
        <cusip>42771VAA8</cusip>
        <identifiers>
          <isin value="US42771VAA89"/>
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        <balance>708184.47000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>724697.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.99000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Rmf Buyout Issuance Trust 2020-1</name>
        <lei>N/A</lei>
        <title>RMF Buyout Issuance Trust Series 2020-1 Class M3</title>
        <cusip>74968QAD9</cusip>
        <identifiers>
          <isin value="US74968QAD97"/>
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        <balance>1469000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1390526.02000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.96360000</annualizedRt>
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      <invstOrSec>
        <name>LENDINGPOINT 2019-1 ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>LendingPoint Asset Securitization Trust Series 2019-1 Class B</title>
        <cusip>52606BAB0</cusip>
        <identifiers>
          <isin value="US52606BAB09"/>
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        <balance>1676000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1645724.90000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.61300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>Tesla Auto Lease Trust Series 2018-B Class E</title>
        <cusip>88161NAE9</cusip>
        <identifiers>
          <isin value="US88161NAE94"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2074943.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 3994 Class EI</title>
        <cusip>3137ALKW8</cusip>
        <identifiers>
          <isin value="US3137ALKW86"/>
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        <balance>495093.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8102.81000000</valUSD>
        <pctVal>0.000947320701</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Bx Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BX Coml Mtge Trust Series 2020-BXLP, Class D</title>
        <cusip>05607QAR9</cusip>
        <identifiers>
          <isin value="US05607QAR92"/>
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        <balance>764000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>737225.77000000</valUSD>
        <pctVal>0.086190992223</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.43363160</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>UPGRADE MASTER PASS - THRU TRUST</name>
        <lei>N/A</lei>
        <title>Upgrade Master Pass-Thru Trust Series 19-ST3 Class A</title>
        <cusip>91532RAA4</cusip>
        <identifiers>
          <isin value="US91532RAA41"/>
        </identifiers>
        <balance>2178209.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2162604.25000000</valUSD>
        <pctVal>0.252835716925</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UPSTART SECURITIZATION TRUST</name>
        <lei>549300ISKWF9RZJYVL56</lei>
        <title>Upstart Securitization Trust Series 2019-1, Class B</title>
        <cusip>91679KAB0</cusip>
        <identifiers>
          <isin value="US91679KAB08"/>
        </identifiers>
        <balance>2325122.26000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2304491.68000000</valUSD>
        <pctVal>0.269424147326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.19000000</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>Earnest Student Ln Program 2016-C Llc</name>
        <lei>N/A</lei>
        <title>Earnest Student Loan Program, LLC Series 2016-C Class A2</title>
        <cusip>27034LAB2</cusip>
        <identifiers>
          <isin value="US27034LAB27"/>
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        <balance>2324154.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2344862.31000000</valUSD>
        <pctVal>0.274143983227</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.68000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Csail Commercial Mortagage Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Commercial Mortgage Series 2017-MDRB Class D</title>
        <cusip>125333BC7</cusip>
        <identifiers>
          <isin value="US125333BC73"/>
        </identifiers>
        <balance>9650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8215633.65000000</valUSD>
        <pctVal>0.960511209525</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.43362960</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>AVID AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Avid Automobile Receivables Trust Series 2019-1 Class E</title>
        <cusip>05369DAE5</cusip>
        <identifiers>
          <isin value="US05369DAE58"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2473287.75000000</valUSD>
        <pctVal>0.289158537182</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.76000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>549300HG8ZEWVWVSN227</lei>
        <title>Multi Family Connecticut Avenue Series 2019-01 Class B10</title>
        <cusip>62547NAC3</cusip>
        <identifiers>
          <isin value="US62547NAC39"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2084044.20000000</valUSD>
        <pctVal>0.243651056087</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.68450080</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>BUSINESS JET SECURITIES LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities, LLC Series 2019-1 Class C</title>
        <cusip>12326QAC8</cusip>
        <identifiers>
          <isin value="US12326QAC87"/>
        </identifiers>
        <balance>5909293.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5413788.58000000</valUSD>
        <pctVal>0.632940177060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.94800000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2014-141 Class IE</title>
        <cusip>38379GAW7</cusip>
        <identifiers>
          <isin value="US38379GAW78"/>
        </identifiers>
        <balance>3308815.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>144621.71000000</valUSD>
        <pctVal>0.016908102224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>N/A</name>
        <lei>N/A</lei>
        <title>Prosper Marketplace Issuance Trust Series 2019-3A Class CERT</title>
        <cusip>74362YAA0</cusip>
        <identifiers>
          <isin value="US74362YAA01"/>
        </identifiers>
        <balance>81061702.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1700026.01000000</valUSD>
        <pctVal>0.198754485491</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0</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>READY CAPITAL MORTGAGE FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ReadyCap Commercial Mortgage Trust Series 2020-FL4 Class C</title>
        <cusip>75575JAG0</cusip>
        <identifiers>
          <isin value="US75575JAG04"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4000000.00000000</valUSD>
        <pctVal>0.467650457868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Cht Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Cosmopolitan Hotel Trust SERIES 2017-COSMO CLASS A</title>
        <cusip>12546DAA5</cusip>
        <identifiers>
          <isin value="US12546DAA54"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3824636.80000000</valUSD>
        <pctVal>0.447148287675</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.11363120</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>COLLEGE AVE STUDENT LOANS LLC</name>
        <lei>N/A</lei>
        <title>College Avenue Student Loans Series 2019-A Class C</title>
        <cusip>19421UAD6</cusip>
        <identifiers>
          <isin value="US19421UAD63"/>
        </identifiers>
        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4207744.00000000</valUSD>
        <pctVal>0.491938352048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.46000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 3874 Class Ki</title>
        <cusip>3137ABJP7</cusip>
        <identifiers>
          <isin value="US3137ABJP72"/>
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        <balance>288936.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2648.59000000</valUSD>
        <pctVal>0.000309653581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANTLER MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Antler Mortgage Trust Series 2019-RTL1, Class A2</title>
        <cusip>03720BAC2</cusip>
        <identifiers>
          <isin value="US03720BAC28"/>
        </identifiers>
        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1766232.40000000</valUSD>
        <pctVal>0.206494847640</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.94799840</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>WFRBS Commercial Mtg Tst 2011-C2</name>
        <lei>N/A</lei>
        <title>WF-RBS Commerical Mortgage Trust Series 2011-C2 Class D</title>
        <cusip>92935JAN5</cusip>
        <identifiers>
          <isin value="US92935JAN54"/>
        </identifiers>
        <balance>665000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651958.62000000</valUSD>
        <pctVal>0.076222186788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.66290080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2006-108 Class FD</title>
        <cusip>31396LTA8</cusip>
        <identifiers>
          <isin value="US31396LTA88"/>
        </identifiers>
        <balance>378973.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>380181.95000000</valUSD>
        <pctVal>0.044448065747</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.56450160</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>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>Tesla Auto Lease Trust Series 2018-B Class D</title>
        <cusip>88161NAD1</cusip>
        <identifiers>
          <isin value="US88161NAD12"/>
        </identifiers>
        <balance>5250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5373013.80000000</valUSD>
        <pctVal>0.628173090926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.29000000</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>Prime Property Funding, Inc.</name>
        <lei>N/A</lei>
        <title>Purchasing Power Funding Series 18-A Class B</title>
        <cusip>74614NAB8</cusip>
        <identifiers>
          <isin value="US74614NAB82"/>
        </identifiers>
        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2010-136 Class FA</title>
        <cusip>31398STC7</cusip>
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          <isin value="US31398STC79"/>
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        <balance>395814.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>396442.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.68450040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>LL ABS TRUST 2019-1</name>
        <lei>N/A</lei>
        <title>LL ABS Trust Series 2019-1A Class C</title>
        <cusip>50202AAC2</cusip>
        <identifiers>
          <isin value="US50202AAC27"/>
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        <balance>4500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4207484.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.07000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>Ondeck Asset Sec tr II 2016-1</name>
        <lei>N/A</lei>
        <title>Ondeck Asset Securitization Trust Series 2019-1A Class E</title>
        <cusip>68235RAN4</cusip>
        <identifiers>
          <isin value="US68235RAN44"/>
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        <balance>3950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2370000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.15000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Arroyo Mortgage Trust 4.76%, Due 04/25/2049</title>
        <cusip>042858AD2</cusip>
        <identifiers>
          <isin value="US042858AD26"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1890061.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.76000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES 3.05%, DUE 05/15/2028</title>
        <cusip>26208VAG1</cusip>
        <identifiers>
          <isin value="US26208VAG14"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1521273.60000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.05000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST</name>
        <lei>549300HG8ZEWVWVSN227</lei>
        <title>Multifamily Conn Ave Series 2020-01, Class M-7</title>
        <cusip>62548QAB7</cusip>
        <identifiers>
          <isin value="US62548QAB77"/>
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        <balance>4389050.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4150544.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.13450120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Acc Trust</name>
        <lei>N/A</lei>
        <title>ACC Trust Series 2019-1 Class A</title>
        <cusip>00085MAA7</cusip>
        <identifiers>
          <isin value="US00085MAA71"/>
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        <balance>520685.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>524504.72000000</valUSD>
        <pctVal>0.061321218115</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 12-H29 Class SA</title>
        <cusip>38375BZS4</cusip>
        <identifiers>
          <isin value="US38375BZS41"/>
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        <balance>674142.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>673723.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.81838080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Exeter Auto 16-3</name>
        <lei>N/A</lei>
        <title>Exeter Automobile Receivables Trust Series 2016-3A Class D</title>
        <cusip>30166LAD2</cusip>
        <identifiers>
          <isin value="US30166LAD29"/>
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        <balance>3750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3814453.13000000</valUSD>
        <pctVal>0.445957688190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>American Credit Acceptance Receivables Series 2020-2 Class C</title>
        <cusip>02529WAC1</cusip>
        <identifiers>
          <isin value="US02529WAC10"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1568555.70000000</valUSD>
        <pctVal>0.183383947824</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.88000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORA FINANCIAL ASSET SECURITIZATION LLC</name>
        <lei>5493005DJBML6LY3RV36</lei>
        <title>FORA Financial Asset Securitzation LLC Series 2019-1 Class C</title>
        <cusip>34513FAC9</cusip>
        <identifiers>
          <isin value="US34513FAC95"/>
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        <balance>835000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>501000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.26900000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DIAMOND RESORTS OWNER TRUST</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust Series 19-1A Class B</title>
        <cusip>252722AB9</cusip>
        <identifiers>
          <isin value="US252722AB92"/>
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        <balance>888950.60000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GENESIS SALES FINANCE MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Genesis Sales Finance Master Trust Series 19-AA Class C</title>
        <cusip>37186XAC9</cusip>
        <identifiers>
          <isin value="US37186XAC92"/>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.88000000</annualizedRt>
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      <invstOrSec>
        <name>Freed Abs Trust 2018-2</name>
        <lei>N/A</lei>
        <title>Freedom Financial Series 2018-2 Class A</title>
        <cusip>35634BAA3</cusip>
        <identifiers>
          <isin value="US35634BAA35"/>
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        <balance>1064377.19000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.99000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Gs Mtg Secs Corp Tr 2018</name>
        <lei>N/A</lei>
        <title>Goldman Sachs Mortgage Securities Corp. Trust Series 2018-HULA Class A</title>
        <cusip>36259AAA7</cusip>
        <identifiers>
          <isin value="US36259AAA79"/>
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        <balance>2861027.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2739606.21000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.10475000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Hertz Fleet Lease Funding Lp</name>
        <lei>549300FESQ105M6ZTE59</lei>
        <title>Hertz Fleet Lease Funding, L.P. Series 2014-1 Class E</title>
        <cusip>428041BB2</cusip>
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          <isin value="US428041BB26"/>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7639216.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.80000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Prime Property Funding, Inc.</name>
        <lei>N/A</lei>
        <title>Purchasing Power Funding Series 2018-A Class C</title>
        <cusip>74614NAC6</cusip>
        <identifiers>
          <isin value="US74614NAC65"/>
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        <balance>1400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1406914.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ACCESS PT FDG I LLC 2017-A</name>
        <lei>5493008D8MH1CEV7F179</lei>
        <title>Access Point Financial SERIES 2017-A CLASS B</title>
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          <isin value="US00436KAB52"/>
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        <balance>612030.75000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-15</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>United Auto Credit Securization Trust Series 2020-1 Class D</title>
        <cusip>90945BAG9</cusip>
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          <isin value="US90945BAG95"/>
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        <balance>7800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7798440.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Navistar FinDeal</name>
        <lei>549300S28N49H5RT4J50</lei>
        <title>Navistar Dealer Note Master Owner Trust Series 2018-1 Class D</title>
        <cusip>63938PBG3</cusip>
        <identifiers>
          <isin value="US63938PBG37"/>
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        <balance>2191000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2171880.02000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ACCESS PT FDG I LLC 2017-A</name>
        <lei>5493008D8MH1CEV7F179</lei>
        <title>Access Point Financial Series 2017-A Class C</title>
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          <isin value="US00436KAC36"/>
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        <balance>4750000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>Ready Capital Mortgage Financing</name>
        <lei>N/A</lei>
        <title>ReadyCap Commercial Mortgage Trust Series 2019-FL3 Class A</title>
        <cusip>75574XAA3</cusip>
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          <isin value="US75574XAA37"/>
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        <balance>5742000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SMALL BUSINESS LENDING TRUST 2020-A</name>
        <lei>N/A</lei>
        <title>Small Business Lending Trust Series 2020-A Class B</title>
        <cusip>83165WAB2</cusip>
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          <isin value="US83165WAB28"/>
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        <balance>1800000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Bxmt 2020-Fl2 Ltd / Llc</name>
        <lei>N/A</lei>
        <title>BXMT Ltd Series 2020-FL2 Class A</title>
        <cusip>12434LAA2</cusip>
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          <isin value="US12434LAA26"/>
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        <balance>7500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7301025.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.08362880</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Riverview Hecm Tru</name>
        <lei>54930015WUX59FYEOL81</lei>
        <title>RiverView HECM Trust Series 2007-1 Class A</title>
        <cusip>769422AA4</cusip>
        <identifiers>
          <isin value="US769422AA40"/>
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        <balance>107359.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>81710.87000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.65999880</annualizedRt>
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      <invstOrSec>
        <name>Nextgear Floorplan Master Owner Trust</name>
        <lei>N/A</lei>
        <title>NextGear Floorplan Master Owner Series 2020-1A Class A1</title>
        <cusip>65341KBM7</cusip>
        <identifiers>
          <isin value="US65341KBM71"/>
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        <balance>7000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6676754.70000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BXG Receivables Note Trust 2012-A</name>
        <lei>N/A</lei>
        <title>BXG Receivables Note Trust Series 12-A Class B</title>
        <cusip>05606UAB6</cusip>
        <identifiers>
          <isin value="US05606UAB61"/>
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        <balance>219347.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>217016.72000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-12-02</maturityDt>
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      <invstOrSec>
        <name>SMALL BUSINESS LENDING TRUST 2020-A</name>
        <lei>N/A</lei>
        <title>Small Business Lending Trust Series 2020-A Class A</title>
        <cusip>83165WAA4</cusip>
        <identifiers>
          <isin value="US83165WAA45"/>
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        <balance>4759546.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4589870.73000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 13-124 Class  ST</title>
        <cusip>38378WVT7</cusip>
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          <isin value="US38378WVT79"/>
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        <balance>529613.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>544160.39000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-08-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Business Jet Securities LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities, LLC Series 2018-1 Class B</title>
        <cusip>123262AQ0</cusip>
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          <isin value="US123262AQ03"/>
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        <balance>701902.30000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2033-02-15</maturityDt>
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      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>Tesla Auto Lease Trust Series 2019-A Class E</title>
        <cusip>88165GAH3</cusip>
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          <isin value="US88165GAH39"/>
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        <balance>2580000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-05-22</maturityDt>
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      <invstOrSec>
        <name>SMALL BUSINESS LENDING TRUST 2020-A</name>
        <lei>N/A</lei>
        <title>Small Business Lending Trust Series 2020-A Class C</title>
        <cusip>83165WAC0</cusip>
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          <isin value="US83165WAC01"/>
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        <balance>5950000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-15</maturityDt>
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          <annualizedRt>5.01000000</annualizedRt>
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      <invstOrSec>
        <name>UPSTART PASS THRU TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Pass-Through Trust Series 2020-ST3, Class A</title>
        <cusip>91679RAA7</cusip>
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          <isin value="US91679RAA77"/>
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        <balance>4394619.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4303755.78000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Invitation Homes 2015-Sfr3 Trust</name>
        <lei>N/A</lei>
        <title>Invitation Homes Trust Series 2018-SFR2 Class E</title>
        <cusip>46185HAJ1</cusip>
        <identifiers>
          <isin value="US46185HAJ14"/>
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        <balance>3500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-06-17</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dell International L.L.C. and EMC Corporation</name>
        <lei>N/A</lei>
        <title>Dell International LLC 4.0%, Due 07/15/2024</title>
        <cusip>24703DAY7</cusip>
        <identifiers>
          <isin value="US24703DAY76"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>538976.72000000</valUSD>
        <pctVal>0.063013177472</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BXT Trust Series 2018-EXCL Class A</title>
        <cusip>12433WAA9</cusip>
        <identifiers>
          <isin value="US12433WAA99"/>
        </identifiers>
        <balance>5353584.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4765271.90000000</valUSD>
        <pctVal>0.557120396475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.27125720</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LENDINGPOINT 2019-1 ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>LendingPoint Asset Securitization Trust Series 2019-1 Class C</title>
        <cusip>52606BAC8</cusip>
        <identifiers>
          <isin value="US52606BAC81"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1878939.60000000</valUSD>
        <pctVal>0.219671741061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Financial Series 2020-FP1 Class B</title>
        <cusip>35634TAB2</cusip>
        <identifiers>
          <isin value="US35634TAB26"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3780558.00000000</valUSD>
        <pctVal>0.441994919924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.06000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>United Auto Credit Securization Trust Series 2020-1 Class E</title>
        <cusip>90945BAJ3</cusip>
        <identifiers>
          <isin value="US90945BAJ35"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2499600.00000000</valUSD>
        <pctVal>0.292234771122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.19000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MOSAIC SOLAR LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Mosaic Solar Loans LLC Series 2020-1A, Class A</title>
        <cusip>61946NAA6</cusip>
        <identifiers>
          <isin value="US61946NAA63"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3017457.00000000</valUSD>
        <pctVal>0.352778786912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 17 -H18 Class FE</title>
        <cusip>38376R6Y7</cusip>
        <identifiers>
          <isin value="US38376R6Y74"/>
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        <balance>30420.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>30383.97000000</valUSD>
        <pctVal>0.003552269370</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2063-06-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.50338080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MARINER FINANCE ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>MARINER FINANCIAL SERIES 2019-A CLASS C</title>
        <cusip>56847MAC4</cusip>
        <identifiers>
          <isin value="US56847MAC47"/>
        </identifiers>
        <balance>2120000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2011485.89000000</valUSD>
        <pctVal>0.235168074363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.01000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>State Street Navigator Securities Lending Portfolio I</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="SS SECLEN"/>
        </identifiers>
        <balance>1304315.00</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1304315.00000000</valUSD>
        <pctVal>0.152490876738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <cashCollateralCondition cashCollateralVal="1304315.00" isCashCollateral="Y"/>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Rentas Fdo Inv Inm</name>
        <lei>N/A</lei>
        <title>Renew Financial, LLC Series 2017-1A Class B</title>
        <cusip>75973LAB4</cusip>
        <identifiers>
          <isin value="US75973LAB45"/>
        </identifiers>
        <balance>900250.43000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>927567.81000000</valUSD>
        <pctVal>0.108444377762</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Ocwen Master Advance Receivables Trust</name>
        <lei>549300THGK42AVJMPW70</lei>
        <title>Ocwen Master Advance Receivables Series 19-T1 Class DT1</title>
        <cusip>67575NBP7</cusip>
        <identifiers>
          <isin value="US67575NBP78"/>
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        <balance>1350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1346772.42000000</valUSD>
        <pctVal>0.157454684714</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10680000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mizuho Financial Group Inc.</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>Mizuho Financial Group 2.273%, Due 09/13/2021</title>
        <cusip>60687YAE9</cusip>
        <identifiers>
          <isin value="US60687YAE95"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>510016.49000000</valUSD>
        <pctVal>0.059627361267</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.27300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sfs Asset Securitization LLC</name>
        <lei>N/A</lei>
        <title>SFS Asset Securitization LLC Series 19-1 Class B</title>
        <cusip>78416EAF0</cusip>
        <identifiers>
          <isin value="US78416EAF07"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1607514.60000000</valUSD>
        <pctVal>0.187938734680</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.02300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NEWTEK SMALL BUSINESS LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Newtek Small Business Loan Trust Series 2018-1 Class B</title>
        <cusip>65252MAB5</cusip>
        <identifiers>
          <isin value="US65252MAB54"/>
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        <balance>3210703.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2901323.95000000</valUSD>
        <pctVal>0.339201368410</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18449880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NFAS LLC</name>
        <lei>N/A</lei>
        <title>NFAS LLC Series 2019-1 Class A</title>
        <cusip>62910GAA1</cusip>
        <identifiers>
          <isin value="US62910GAA13"/>
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        <balance>1711292.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1659985.26000000</valUSD>
        <pctVal>0.194073216723</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.17200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Bxmt 2020-Fl2 Ltd / Llc</name>
        <lei>N/A</lei>
        <title>BXMT Ltd Series 2020-FL2 Class E</title>
        <cusip>12434LAL8</cusip>
        <identifiers>
          <isin value="US12434LAL80"/>
        </identifiers>
        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2218145.00000000</valUSD>
        <pctVal>0.259329131217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.23363080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FMC GMSR ISSUER TRUST</name>
        <lei>N/A</lei>
        <title>FMC GMSR Issuer Trust Series 2019-GT2 Class A</title>
        <cusip>30259RAC9</cusip>
        <identifiers>
          <isin value="US30259RAC97"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4735937.50000000</valUSD>
        <pctVal>0.553690835078</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.23000000</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>MARINER FINANCE ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Mariner Finance Issuance Trust Series 2018-AA Class D</title>
        <cusip>56846PAD6</cusip>
        <identifiers>
          <isin value="US56846PAD69"/>
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        <balance>4725000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Bxmt 2020-Fl2 Ltd / Llc</name>
        <lei>N/A</lei>
        <title>BXMT Ltd Series 2020-FL2 Class D</title>
        <cusip>12434LAJ3</cusip>
        <identifiers>
          <isin value="US12434LAJ35"/>
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        <balance>5750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5303035.25000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-02-16</maturityDt>
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      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>Marlette Funding Trust Series 2020-1A Class C</title>
        <cusip>57109JAC2</cusip>
        <identifiers>
          <isin value="US57109JAC27"/>
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        <balance>1525000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.80000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Pool #AE0834</title>
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          <isin value="US31419A4U89"/>
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        <balance>34996.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35367.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.71099880</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT Auto Owner Trust Series 2020-2A, Class D</title>
        <cusip>23343RAG3</cusip>
        <identifiers>
          <isin value="US23343RAG39"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>530388.65000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.73000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Small Business Lending Trust 2019-A</name>
        <lei>N/A</lei>
        <title>Small Business Lending Trust Series 19-A Class C</title>
        <cusip>831645AC0</cusip>
        <identifiers>
          <isin value="US831645AC05"/>
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        <balance>4700000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
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          <annualizedRt>4.31000000</annualizedRt>
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      <invstOrSec>
        <name>SUNNOVA HELIOS IV ISSUER LLC</name>
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        <title>Helios Issuer, LLC Series 2020-AA, Class A</title>
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          <isin value="US86746CAA99"/>
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        <balance>2100000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2017-H11 Class FP</title>
        <cusip>38376R3G9</cusip>
        <identifiers>
          <isin value="US38376R3G95"/>
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        <balance>984904.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>983392.97000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2067-04-20</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Cascade Funding Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Cascade Funding Mortgage Trust Series 2018-RM1 Class A2</title>
        <cusip>147278AB1</cusip>
        <identifiers>
          <isin value="US147278AB19"/>
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        <balance>2800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2477654.48000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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      <invstOrSec>
        <name>UPSTART PASS THRU TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Pass-Through Trust Series 20-ST1, Class A</title>
        <cusip>91679MAA8</cusip>
        <identifiers>
          <isin value="US91679MAA80"/>
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        <balance>3889113.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3828230.51000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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      <invstOrSec>
        <name>Upgrade Receivables Tr 2019-1</name>
        <lei>549300UMBWHB16NVTN39</lei>
        <title>Upgrade Receivables Trust Series 19-1A Class B</title>
        <cusip>91532HAB4</cusip>
        <identifiers>
          <isin value="US91532HAB42"/>
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        <balance>2650000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.09000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Small Business Lending Trust 2019-A</name>
        <lei>N/A</lei>
        <title>Small Business Lending Trust Series 2019-A Class A</title>
        <cusip>831645AA4</cusip>
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          <isin value="US831645AA49"/>
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        <balance>1240752.20000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.85000000</annualizedRt>
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      <invstOrSec>
        <name>CarNow Auto Receivables Trust</name>
        <lei>N/A</lei>
        <title>CarNow Auto Receivables Trust Series 2017-1A Class C</title>
        <cusip>14368BAE2</cusip>
        <identifiers>
          <isin value="US14368BAE20"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-10-16</maturityDt>
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        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Company Floating Rate, Due 01/15/2023</title>
        <cusip>48128BAC5</cusip>
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        <valUSD>402196.10000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Financial Series 2019-2 Class C</title>
        <cusip>30312JAC2</cusip>
        <identifiers>
          <isin value="US30312JAC27"/>
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        <balance>4500000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>Daimler Finance, LLC 1.75%, Due 03/10/2023</title>
        <cusip>233851DY7</cusip>
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          <isin value="US233851DY79"/>
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        <balance>1900000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Tes 2017</name>
        <lei>N/A</lei>
        <title>TES, LLC Series 2017-1A Class B</title>
        <cusip>88159DAB1</cusip>
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          <isin value="US88159DAB10"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UPSTART SECURITIZATION TRUST 2019-2</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust Series 19-2 Class B</title>
        <cusip>916780AB5</cusip>
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          <isin value="US916780AB59"/>
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        <balance>11625000.00000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.73400000</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>Oportun Funding Llc</name>
        <lei>N/A</lei>
        <title>Oportun Funding VII, LLC Series 2017-B Class B</title>
        <cusip>68376KAB4</cusip>
        <identifiers>
          <isin value="US68376KAB44"/>
        </identifiers>
        <balance>5500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5365250.00000000</valUSD>
        <pctVal>0.627265404769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.26000000</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>Ondeck Asset Sec tr II 2016-1</name>
        <lei>N/A</lei>
        <title>Ondeck Asset Securitization Trust Series 2019-1A Class D</title>
        <cusip>68235RAM6</cusip>
        <identifiers>
          <isin value="US68235RAM60"/>
        </identifiers>
        <balance>5650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4520000.00000000</valUSD>
        <pctVal>0.528445017391</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.02000000</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>Principal Life Global Funding II</name>
        <lei>635400WSLKBQWSOIIT41</lei>
        <title>Principal Life Global Funding II 2.375%, Due 11/21/2021</title>
        <cusip>74256LAW9</cusip>
        <identifiers>
          <isin value="US74256LAW90"/>
        </identifiers>
        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>409116.45000000</valUSD>
        <pctVal>0.047830873791</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LENDINGPOINT 2019-1 ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>LendingPoint Asset Securitization Trust Series 2019-1 Class A</title>
        <cusip>52606BAA2</cusip>
        <identifiers>
          <isin value="US52606BAA26"/>
        </identifiers>
        <balance>2792003.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2786276.08000000</valUSD>
        <pctVal>0.325750821140</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.15400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2013-120 Class JI</title>
        <cusip>3136AHJK7</cusip>
        <identifiers>
          <isin value="US3136AHJK72"/>
        </identifiers>
        <balance>9976692.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>442231.88000000</valUSD>
        <pctVal>0.051702485291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2016-H11 Class FD</title>
        <cusip>38375UWR7</cusip>
        <identifiers>
          <isin value="US38375UWR75"/>
        </identifiers>
        <balance>120741.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>121222.31000000</valUSD>
        <pctVal>0.014172417193</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.40238000</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>Oportun Fdg X Llc 2018-C</name>
        <lei>N/A</lei>
        <title>Oportun Funding LLC Series 2018-C Class D</title>
        <cusip>68376PAD9</cusip>
        <identifiers>
          <isin value="US68376PAD96"/>
        </identifiers>
        <balance>3972000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3310348.21000000</valUSD>
        <pctVal>0.387021464027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.79000000</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>MOSAIC SOLAR LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Mosaic Solar Loans LLC Series 2020-1A, Class B</title>
        <cusip>61946NAB4</cusip>
        <identifiers>
          <isin value="US61946NAB47"/>
        </identifiers>
        <balance>2400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2417138.40000000</valUSD>
        <pctVal>0.282593969872</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</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>LHOME MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>LHFC Depositor, LLC Series 19-RTL1 Class A2</title>
        <cusip>501890AB3</cusip>
        <identifiers>
          <isin value="US501890AB31"/>
        </identifiers>
        <balance>4544000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4230359.03000000</valUSD>
        <pctVal>0.494582334332</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.94800000</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>2020-08-28</ncom:dateSigned>
      <ncom:nameOfApplicant>Diamond Hill Funds</ncom:nameOfApplicant>
      <ncom:signature>Julie Roach</ncom:signature>
      <ncom:signerName>Julie Roach</ncom:signerName>
      <ncom:title>Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
