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      <regStreet1>325 John H. McConnell Blvd.</regStreet1>
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      <regPhone>888-226-5595</regPhone>
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        <name>LHOME MORTGAGE TRUST</name>
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        <name>FHF TRUST 2021-2</name>
        <lei>N/A</lei>
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        <name>LHOME MORTGAGE TRUST 2021-RTL3</name>
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        <name>MF1 2022-FL10 LLC</name>
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        <name>ROC MORTGAGE TRUST</name>
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        <name>UPSTART PASS-THROUGH TRUST</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Hero Funding Ii (B) 2016-4b</name>
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        <name>UPSTART PASS-THROUGH TRUST SERIES 2022-ST1</name>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mondelez International Holdings Netherlands BV</name>
        <lei>549300CW356R8I7N8D33</lei>
        <title>Mondelez Intl HLDGS .75%, Due 09/24/2024</title>
        <cusip>60920LAQ7</cusip>
        <identifiers>
          <isin value="US60920LAQ77"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>275053.84000000</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>2024-09-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</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="275053.84"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HIN TIMESHARE TRUST</name>
        <lei>N/A</lei>
        <title>Holiday Inn Timeshare Trust Series 20-A Class E</title>
        <cusip>40439HAE9</cusip>
        <identifiers>
          <isin value="US40439HAE99"/>
        </identifiers>
        <balance>2789980.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2588666.17000000</valUSD>
        <pctVal>0.207521498846</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>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>368801.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>367454.32000000</valUSD>
        <pctVal>0.029457128202</pctVal>
        <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>3.63399840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Freedom Mortgage Trust Series 18-KF45 Class B</title>
        <cusip>30296TAG1</cusip>
        <identifiers>
          <isin value="US30296TAG13"/>
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        <balance>1605441.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1569482.03000000</valUSD>
        <pctVal>0.125818178895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.31228880</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 CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>American Credit Acceptance Series 20-4 Class F</title>
        <cusip>02530QAF4</cusip>
        <identifiers>
          <isin value="US02530QAF46"/>
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        <balance>2800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2667963.76000000</valUSD>
        <pctVal>0.213878423088</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.22000000</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>A10 BRIDGE ASSET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>A10 Securitization Series 2020-C Class D</title>
        <cusip>66981EAG8</cusip>
        <identifiers>
          <isin value="US66981EAG89"/>
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        <balance>1950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1791537.15000000</valUSD>
        <pctVal>0.143619319831</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12900000</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>Protective Life Global Funding</name>
        <lei>635400EVYITCJYWL2I50</lei>
        <title>Protective Life Global .473%, Due 01/12/2024</title>
        <cusip>74368CBA1</cusip>
        <identifiers>
          <isin value="US74368CBA18"/>
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        <balance>2945000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2773389.14000000</valUSD>
        <pctVal>0.222329892470</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.47300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="2354320.15"/>
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      <invstOrSec>
        <name>Bancorp Commercial Mortgag</name>
        <lei>N/A</lei>
        <title>Bancorp Commerical Mortgage Trust (The) Series 2017-CRE2, Class D</title>
        <cusip>05972AAJ9</cusip>
        <identifiers>
          <isin value="US05972AAJ97"/>
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        <balance>1374048.98000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1363208.56000000</valUSD>
        <pctVal>0.109282180487</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-08-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.14099880</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>Devon Energy Corporation</name>
        <lei>54930042348RKR3ZPN35</lei>
        <title>Devon Energy Corp. 5.25%, Due 09/15/2024</title>
        <cusip>25179MBC6</cusip>
        <identifiers>
          <isin value="US25179MBC64"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>999617.23000000</valUSD>
        <pctVal>0.080134730482</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</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>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co Sr 3.25%, Due 09/22/2027</title>
        <cusip>46647PCP9</cusip>
        <identifiers>
          <isin value="US46647PCP99"/>
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        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1352968.88000000</valUSD>
        <pctVal>0.108461312286</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.47000000</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>LL ABS TRUST</name>
        <lei>5967007LIEEXZXK7FS45</lei>
        <title>Liberty Lending Services Series 21-1A Class B</title>
        <cusip>53934QAB8</cusip>
        <identifiers>
          <isin value="US53934QAB86"/>
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        <balance>3800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3425722.42000000</valUSD>
        <pctVal>0.274624460839</pctVal>
        <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>
          <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>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"/>
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        <balance>412034.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>379218.49000000</valUSD>
        <pctVal>0.030400207777</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>MF1 2022-FL10 LLC</name>
        <lei>N/A</lei>
        <title>MF1 Multifamily Housing Series 2022-FL10, Class D</title>
        <cusip>55285BAJ4</cusip>
        <identifiers>
          <isin value="US55285BAJ44"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1252812.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.01399960</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>FHF TRUST 2020-1</name>
        <lei>N/A</lei>
        <title>FHF Trust Series 2020-1A Class B</title>
        <cusip>30260YAC1</cusip>
        <identifiers>
          <isin value="US30260YAC12"/>
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        <balance>4500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4451488.65000000</valUSD>
        <pctVal>0.356855436769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2019-H04 Class IO</title>
        <cusip>38380LRX3</cusip>
        <identifiers>
          <isin value="US38380LRX37"/>
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        <balance>18210483.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>439267.82000000</valUSD>
        <pctVal>0.035214087261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.53399960</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>ONEMAIN DIRECT AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>OneMain Direct Auto Receivables Series 2019-1, Class D</title>
        <cusip>68267EAD6</cusip>
        <identifiers>
          <isin value="US68267EAD67"/>
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        <balance>5500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5025972.60000000</valUSD>
        <pctVal>0.402909181260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.68000000</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>AbbVie Inc.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc. 2.90%, Due 11/06/2022</title>
        <cusip>00287YAL3</cusip>
        <identifiers>
          <isin value="US00287YAL39"/>
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        <balance>2800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2795072.00000000</valUSD>
        <pctVal>0.224068107948</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-06</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>A10 BRIDGE ASSET FINANCING 2021-D,LLC</name>
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        <name>RMF PROPRIETARY ISSUANCE TRUST</name>
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        <name>GENESIS PRIVATE LABEL AMORTIZING TRUST</name>
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        <name>FREMF MORTGAGE TRUST</name>
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        <title>Freedom Mortgage Trust Series 2019-KF61 Class B</title>
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        <name>Earnest Sl Prog Llc 2016-D</name>
        <lei>N/A</lei>
        <title>Earnest Student Loan Program LLC Series 2016-D Class R</title>
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        <name>Citigroup Mortgage Loan Trust</name>
        <lei>549300R1KUK063S4I339</lei>
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        <name>CREDIBLYASSET SECURITIZATION II LLC</name>
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        <title>Credibility Asset Securitization Series 21-1A Class B</title>
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        <name>A10 BRIDGE ASSET FINANCING 2021-D,LLC</name>
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        <title>A10 Securitization Series 2021-D, Class E</title>
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        <name>Government National Mortgage Association</name>
        <lei>549300M8ZYFG0OCMTT87</lei>
        <title>Government National Mortgage Association Series 2015-16 Class IL</title>
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        <name>CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Continental Credit Card LLC Series 2021-A, Class D</title>
        <cusip>66981PAG3</cusip>
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        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>UPSTART PASS-THROUGH TRUST SERIES</name>
        <lei>N/A</lei>
        <title>Upstart Pass-through Trust Series 2020-ST5 Class A</title>
        <cusip>91680WAA3</cusip>
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          <isin value="US91680WAA36"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>PFP LTD</name>
        <lei>N/A</lei>
        <title>PFP LTD Series 2021-8, Class A</title>
        <cusip>69357XAA9</cusip>
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          <isin value="US69357XAA90"/>
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        <balance>1707760.15000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <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>11414396.70000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UPGRADE MASTER PASS - THRU TRUST</name>
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        <title>Upgrade Master Pass-Thru Trust Series 19-ST3 Class A</title>
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          <isin value="US91532RAA41"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Commonbond Student Loan Trust</name>
        <lei>549300KDXV3I7WKXA522</lei>
        <title>Commonbond Student Loan Trust Series 2017-BGS Class C</title>
        <cusip>20268KAD2</cusip>
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          <isin value="US20268KAD28"/>
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        <balance>129519.17000000</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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      <invstOrSec>
        <name>CREDIBLYASSET SECURITIZATION II LLC</name>
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        <title>Credibility Asset Securitization Series 2021-1A Class A</title>
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          <isin value="US22534NAA63"/>
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        <balance>8000000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Metropolitan Life Global Funding I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>Met Life Global Funding I 0.7%, Due 09/27/2024</title>
        <cusip>59217GEP0</cusip>
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          <isin value="US59217GEP00"/>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>RMF PROPRIETARY ISSUANCE TRUST 2022-1</name>
        <lei>N/A</lei>
        <title>RMF Proprietary Issuance Trust Series 2022-1, Class M2</title>
        <cusip>74969XAC5</cusip>
        <identifiers>
          <isin value="US74969XAC56"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3015251.20000000</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>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Continental Credit Card LLC Series 22-A Class C</title>
        <cusip>66981PAK4</cusip>
        <identifiers>
          <isin value="US66981PAK49"/>
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        <balance>4100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4019386.62000000</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>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ACC AUTO TRUST</name>
        <lei>N/A</lei>
        <title>AC Auto Trust Series 21-A Class A</title>
        <cusip>00108XAA6</cusip>
        <identifiers>
          <isin value="US00108XAA63"/>
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        <balance>750500.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>738267.84000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.08000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Chase Credit Linked Notes Series 2020-1, Class D</title>
        <cusip>46591HAQ3</cusip>
        <identifiers>
          <isin value="US46591HAQ39"/>
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        <balance>476595.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>468508.84000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LHOME MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>LHOME Mortgage Trust Series 2021-RTL2, Class A2</title>
        <cusip>501895AB2</cusip>
        <identifiers>
          <isin value="US501895AB28"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1320842.40000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.78300000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NYMT LOAN TRUST SERIES 2022-BPL1</name>
        <lei>N/A</lei>
        <title>New York Mortgage Trust Series 2022-BPL1, Class A2</title>
        <cusip>62955TAB7</cusip>
        <identifiers>
          <isin value="US62955TAB70"/>
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        <balance>5500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5118658.05000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.94800000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Wells Fargo Mortgage Trust Series 21-SAVE Class C</title>
        <cusip>95003LAJ9</cusip>
        <identifiers>
          <isin value="US95003LAJ98"/>
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        <balance>2318005.68000000</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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        <securityLending>
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      <invstOrSec>
        <name>UPSTART PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust Series 2021-ST2, Class A</title>
        <cusip>91682CAA5</cusip>
        <identifiers>
          <isin value="US91682CAA53"/>
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        <balance>4153995.79000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEWTEK SMALL BUSINESS LOAN TRUST 2022-1</name>
        <lei>N/A</lei>
        <title>Newtek Small Business Loan Trust Series 2022-1, Class B</title>
        <cusip>65254BAB7</cusip>
        <identifiers>
          <isin value="US65254BAB71"/>
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        <balance>2915306.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2891198.48000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.74999920</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Bank of America Corporation</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corporation 1.486%, Due 05/19/2024</title>
        <cusip>06051GJC4</cusip>
        <identifiers>
          <isin value="US06051GJC42"/>
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        <balance>4514000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4402896.06000000</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>2024-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.48600000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>Laurel Road Prime Student Ln Trust 2019-A</name>
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      <invstOrSec>
        <name>MOSAIC SOLAR LOAN TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>College Ave Student Loans 2018-A LLC</name>
        <lei>N/A</lei>
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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>
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          <isin value="US91531UAA88"/>
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        <curCd>USD</curCd>
        <valUSD>199999.90000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Freedom Mortgage Trust Series 19-KF59 Class B</title>
        <cusip>30297XAG1</cusip>
        <identifiers>
          <isin value="US30297XAG16"/>
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        <balance>1303219.04000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United Airlines Pass Through Trust 2020-1A</name>
        <lei>N/A</lei>
        <title>United Airlines 5.875%, Due 10/15/2027</title>
        <cusip>90931GAA7</cusip>
        <identifiers>
          <isin value="US90931GAA76"/>
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        <balance>982335.02000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <cusip>91282CDB4</cusip>
        <identifiers>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>State Street Navigator Securities Lending Portfolio I</title>
        <cusip>N/A</cusip>
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          <other otherDesc="INTERNAL" value="SS SECLEN"/>
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        <balance>18626500</balance>
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        <curCd>USD</curCd>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
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      <invstOrSec>
        <name>SHELTER GROWTH CRE ISSUER LTD</name>
        <lei>N/A</lei>
        <title>Shelter Growth Series 2021-FL3, Class A</title>
        <cusip>822866AA7</cusip>
        <identifiers>
          <isin value="US822866AA73"/>
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        <balance>1272179.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1241445.16000000</valUSD>
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        <assetCat>ABS-CBDO</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>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 237 Class S14</title>
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        <identifiers>
          <isin value="US31282YEU91"/>
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        <balance>486399.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59297.03000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.78000000</annualizedRt>
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      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX Trust Series 2018-EXCL, Class B</title>
        <cusip>12433WAC5</cusip>
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          <isin value="US12433WAC55"/>
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        <balance>525000.02000000</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>Floating</couponKind>
          <annualizedRt>3.71700000</annualizedRt>
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        <name>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc 3%, Due 03/15/2024</title>
        <cusip>38141GZP2</cusip>
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          <isin value="US38141GZP26"/>
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        <balance>1000000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>JPMorgan Chase Bank, NA Series 2021-2, Class E</title>
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          <isin value="US48128U2Q18"/>
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        <balance>1036827.23000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <annualizedRt>2.28000000</annualizedRt>
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        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JP MORGAN CHASE 0.653%, DUE 09/16/2024</title>
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          <isin value="US46647PBS48"/>
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        <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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        <balance>266465.90000000</balance>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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          <couponKind>Floating</couponKind>
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        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>J.P. Morgan Wealth Management Series 2021-CL1, Class M1</title>
        <cusip>46591HBK5</cusip>
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        <valUSD>1859055.41000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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          <annualizedRt>3.58068960</annualizedRt>
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      <invstOrSec>
        <name>OPORTUN FUNDING 2022-1 LLC</name>
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        <title>Oportun Funding LLC Series 22-1, Class C</title>
        <cusip>68377XAC3</cusip>
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          <isin value="US68377XAC39"/>
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      <invstOrSec>
        <name>ACRE COMMERCIAL MORTGAGE 2021-FL4 LTD</name>
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        <title>Acre Mortgage Trust Series 21-FL4 Class E</title>
        <cusip>00489TAL0</cusip>
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          <isin value="US00489TAL08"/>
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        <balance>2000000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, National Association</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>CREDIBLYASSET SECURITIZATION II LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <title>Federal Home Loan Mortgage Corporation Series 4613 Class AF</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Brex Technology Company Series 2021-VOLT Class E</title>
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          <isin value="US05609VAN55"/>
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        <curCd>USD</curCd>
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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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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MOSAIC SOLAR LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Mosaic Solar Loans, LLC Series 2021-1, Class D</title>
        <cusip>61947DAD1</cusip>
        <identifiers>
          <isin value="US61947DAD12"/>
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        <balance>727770.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>641925.72000000</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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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.71000000</annualizedRt>
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      <invstOrSec>
        <name>LENDMARK FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>Lendmark Funding Trust Series 2020-2A, Class C</title>
        <cusip>51507KAC0</cusip>
        <identifiers>
          <isin value="US51507KAC09"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>873921.50000000</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>2031-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.69000000</annualizedRt>
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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>488486.96000000</balance>
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        <curCd>USD</curCd>
        <valUSD>487301.94000000</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank 1.25%, Due 12/13/2024</title>
        <cusip>89114TZK1</cusip>
        <identifiers>
          <isin value="US89114TZK14"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>461312.83000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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        <name>ONDECK ASSET SECURITIZATION TRUST II LLC</name>
        <lei>N/A</lei>
        <title>OnDeck Asset Securitization Trust Series 21-1A Class D</title>
        <cusip>68236WAD4</cusip>
        <identifiers>
          <isin value="US68236WAD48"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4454690.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.94000000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>Chase Auto Credit Linked Notes Series 2021-3, Class E</title>
        <cusip>46591HCG3</cusip>
        <identifiers>
          <isin value="US46591HCG39"/>
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        <balance>1437968.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1371342.82000000</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>2.10200000</annualizedRt>
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        <name>FHF TRUST 2020-1</name>
        <lei>N/A</lei>
        <title>FHF Trust Series 2020-1A Class A</title>
        <cusip>30260YAA5</cusip>
        <identifiers>
          <isin value="US30260YAA55"/>
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        <balance>14456.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14445.12000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.59000000</annualizedRt>
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        <name>PROGRESS RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>Progress Residential Trust Series 21-SFR4 Class A</title>
        <cusip>74333EAA0</cusip>
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          <isin value="US74333EAA01"/>
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        <balance>4250000.00000000</balance>
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        <valUSD>3726308.63000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2038-05-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.55800000</annualizedRt>
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        <name>MARINER FINANCE ISSUANCE TRUST 2020-A</name>
        <lei>N/A</lei>
        <title>Mariner Fianace Issuance Trust Series 2020-AA, Class D</title>
        <cusip>56848MAD1</cusip>
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          <isin value="US56848MAD11"/>
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        <balance>8230000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7541914.39000000</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>
          <annualizedRt>5.75000000</annualizedRt>
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        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Company .768%, Due 08/09/2025</title>
        <cusip>46647PCM6</cusip>
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          <isin value="US46647PCM68"/>
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        <balance>3000000.00000000</balance>
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        <valUSD>2750215.50000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.76800000</annualizedRt>
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        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Company 1.561%, Due 12/10/2025</title>
        <cusip>46647PCT1</cusip>
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          <isin value="US46647PCT12"/>
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        <valUSD>1833963.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-12-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.56100000</annualizedRt>
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      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust Series 2019-KF57 CLASS B</title>
        <cusip>30297VAA8</cusip>
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          <isin value="US30297VAA89"/>
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        <balance>6113244.65000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5995957.77000000</valUSD>
        <pctVal>0.480668445344</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>Federal Home Loan Mortgage Corporation</name>
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        <name>Government National Mortgage Association</name>
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        <name>Principal Life Global Funding II</name>
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        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
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        <name>American Airlines, Inc.</name>
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        <name>Bank of Nova Scotia</name>
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        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Association Series 4314 Class PF</title>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LHOME MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>LHOME Mortgage Trust Series 2021-RTL1, Class M</title>
        <cusip>501894AC3</cusip>
        <identifiers>
          <isin value="US501894AC36"/>
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        <balance>2750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2427962.63000000</valUSD>
        <pctVal>0.194638632806</pctVal>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45800000</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>DIAMOND RESORTS OWNER TRUST</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust Series 2021-1A, Class C</title>
        <cusip>25273CAC4</cusip>
        <identifiers>
          <isin value="US25273CAC47"/>
        </identifiers>
        <balance>887324.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>809453.33000000</valUSD>
        <pctVal>0.064890162445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley 0.791%, Due 07/22/2025</title>
        <cusip>61747YEB7</cusip>
        <identifiers>
          <isin value="US61747YEB74"/>
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        <balance>3800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3559678.84000000</valUSD>
        <pctVal>0.285363132894</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.79100000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="3559678.84"/>
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      <invstOrSec>
        <name>RMF PROPRIETARY ISSUANCE TRUST 2022-2</name>
        <lei>N/A</lei>
        <title>RMF Proprietary Issuance Trust Series 2022-2, Class M3</title>
        <cusip>74970CAD6</cusip>
        <identifiers>
          <isin value="US74970CAD65"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1607951.28000000</valUSD>
        <pctVal>0.128902082301</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2062-06-25</maturityDt>
          <couponKind>Floating</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Mirror Merger Sub 2 LLC</name>
        <lei>4JJ8ORNW1AFZPSV8GJ79</lei>
        <title>EATON VANCE CORP 3.625%, DUE 06/15/2023</title>
        <cusip>278265AD5</cusip>
        <identifiers>
          <isin value="US278265AD56"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4967220.35000000</valUSD>
        <pctVal>0.398199282734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62500000</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>LL ABS TRUST</name>
        <lei>5967007LIEEXZXK7FS45</lei>
        <title>Liberty Lending Services Series 21-1A Class A</title>
        <cusip>53934QAA0</cusip>
        <identifiers>
          <isin value="US53934QAA04"/>
        </identifiers>
        <balance>6359362.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6098493.44000000</valUSD>
        <pctVal>0.488888259923</pctVal>
        <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>1.07000000</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>CFMT 2021-GRN1 ISSUER TRUST</name>
        <lei>N/A</lei>
        <title>Cascade Funding Mortgage Trust Series 2021-GRN1, Class B</title>
        <cusip>12529KAB8</cusip>
        <identifiers>
          <isin value="US12529KAB89"/>
        </identifiers>
        <balance>3588000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3020325.66000000</valUSD>
        <pctVal>0.242125661172</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.83000000</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>BUSINESS JET SECURITIES LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities , LLC Series 21-1A Class C</title>
        <cusip>12327BAC0</cusip>
        <identifiers>
          <isin value="US12327BAC00"/>
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        <balance>1963122.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1789820.22000000</valUSD>
        <pctVal>0.143481681425</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.06700000</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>CREDITO REAL USA AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Credito RL USA Series 2021-1, Class A</title>
        <cusip>22551EAA4</cusip>
        <identifiers>
          <isin value="US22551EAA47"/>
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        <balance>2520505.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2453359.69000000</valUSD>
        <pctVal>0.196674598670</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.35000000</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>STAR 2021-SFR1</name>
        <lei>N/A</lei>
        <title>Star Series 2021-SFR1, Class E</title>
        <cusip>85521DAJ1</cusip>
        <identifiers>
          <isin value="US85521DAJ19"/>
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        <balance>18300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17311565.76000000</valUSD>
        <pctVal>1.387788860350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.69400040</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>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>1352351.17000000</valUSD>
        <pctVal>0.108411793307</pctVal>
        <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>EXTENDED STAY AMERICA TRUST 2021-ESH</name>
        <lei>549300IESZBC3BJUJW64</lei>
        <title>Extended Stay America Trust Series 2021-ESH, Class F</title>
        <cusip>30227FAN0</cusip>
        <identifiers>
          <isin value="US30227FAN06"/>
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        <balance>6173008.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5831710.59000000</valUSD>
        <pctVal>0.467501501931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.51800160</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>Energy Transfer LP</name>
        <lei>MTLVN9N7JE8MIBIJ1H73</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>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>910428.64000000</valUSD>
        <pctVal>0.072984890116</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>Tesla Auto Lease Trust Series 2021-B, Class D</title>
        <cusip>88161KAG0</cusip>
        <identifiers>
          <isin value="US88161KAG04"/>
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        <balance>9500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8675776.20000000</valUSD>
        <pctVal>0.695497202978</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.32000000</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>PROGRESS RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>Progress Residential Trust Series 21-SFR1 Class E</title>
        <cusip>74331FAJ0</cusip>
        <identifiers>
          <isin value="US74331FAJ03"/>
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        <balance>1900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1595139.49000000</valUSD>
        <pctVal>0.127875019834</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.10600000</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>General Motors Financial Company  Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Company 1.25%, Due 01/08/2026</title>
        <cusip>37045XDD5</cusip>
        <identifiers>
          <isin value="US37045XDD57"/>
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        <balance>3700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3180021.65000000</valUSD>
        <pctVal>0.254927756548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</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 12-H29 Class SA</title>
        <cusip>38375BZS4</cusip>
        <identifiers>
          <isin value="US38375BZS41"/>
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        <balance>525508.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>521049.05000000</valUSD>
        <pctVal>0.041770113536</pctVal>
        <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>2.87200080</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>Rentas Fdo Inv Inm</name>
        <lei>N/A</lei>
        <title>Renew Financial, LLC Series 2017-1A Class A</title>
        <cusip>75973LAA6</cusip>
        <identifiers>
          <isin value="US75973LAA61"/>
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        <balance>1069242.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>959260.29000000</valUSD>
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        <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>3.67000000</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>CFMT 2021-EBO1 LLC</name>
        <lei>N/A</lei>
        <title>Cascade Funding Mortgage Trust Series 2021-EBO1, Class M3</title>
        <cusip>12530AAD3</cusip>
        <identifiers>
          <isin value="US12530AAD37"/>
        </identifiers>
        <balance>1662000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1577369.30000000</valUSD>
        <pctVal>0.126450465171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.08600000</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>ANGEL OAK MORTGAGE TRUST I LLC</name>
        <lei>N/A</lei>
        <title>Angel Oak Mortgage Trust Series 2019-1, Class B1</title>
        <cusip>03464MAE4</cusip>
        <identifiers>
          <isin value="US03464MAE49"/>
        </identifiers>
        <balance>5250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5014897.65000000</valUSD>
        <pctVal>0.402021353293</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENESIS SALES FINANCE MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Genesis Sales Finance Master Series 21-AA Class E</title>
        <cusip>37186XAP0</cusip>
        <identifiers>
          <isin value="US37186XAP06"/>
        </identifiers>
        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5295354.60000000</valUSD>
        <pctVal>0.424504301191</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.77000000</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>ALPHAFLOW TRANSITIONAL MORTGAGE TRUST 2021-WL1</name>
        <lei>N/A</lei>
        <title>AlphaFlow Transitional Mortgage Company Series 21-WL1 Class A1</title>
        <cusip>02079YAA5</cusip>
        <identifiers>
          <isin value="US02079YAA55"/>
        </identifiers>
        <balance>6275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6049429.44000000</valUSD>
        <pctVal>0.484955023982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.28000000</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>REGIONAL MANAGEMENT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Regional Management Issuance Series 21-1 Class B</title>
        <cusip>75907VAB3</cusip>
        <identifiers>
          <isin value="US75907VAB36"/>
        </identifiers>
        <balance>895000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>764091.12000000</valUSD>
        <pctVal>0.061253682037</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>2.42000000</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>FHF TRUST 2021-1</name>
        <lei>N/A</lei>
        <title>FHF Trust Series 2021-1A, Class A</title>
        <cusip>30260WAA9</cusip>
        <identifiers>
          <isin value="US30260WAA99"/>
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        <balance>1363949.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1304619.42000000</valUSD>
        <pctVal>0.104585357741</pctVal>
        <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>1.27000000</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>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Wells Fargo Mortgage Trust Series 21-SAVE Class D</title>
        <cusip>95003LAL4</cusip>
        <identifiers>
          <isin value="US95003LAL45"/>
        </identifiers>
        <balance>1704415.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1574605.41000000</valUSD>
        <pctVal>0.126228896781</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.31799920</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 STRUCTURED PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Structured Pass-Through Trust Series 2022-2A, Class A</title>
        <cusip>91680YAY7</cusip>
        <identifiers>
          <isin value="US91680YAY77"/>
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        <balance>5276871.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5075541.96000000</valUSD>
        <pctVal>0.406882929596</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>MERCURY FINANCIAL CREDIT CARD MASTER TRUST 2022-2</name>
        <lei>N/A</lei>
        <title>Mercury Financial Credit Card Series 2021-1A, Class D</title>
        <cusip>58940BAD8</cusip>
        <identifiers>
          <isin value="US58940BAD82"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3606996.00000000</valUSD>
        <pctVal>0.289156332681</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.26000000</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>New York Life Global Funding</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>New York Life Global Funding 0.9%, Due 10/29/2024</title>
        <cusip>64952WEJ8</cusip>
        <identifiers>
          <isin value="US64952WEJ80"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>739971.12000000</valUSD>
        <pctVal>0.059320092217</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>116362.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>115539.94000000</valUSD>
        <pctVal>0.009262307285</pctVal>
        <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>3.60399960</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>RMF BUYOUT ISSUANCE TRUST 2021-HB1</name>
        <lei>N/A</lei>
        <title>RMF Buyout Issuance Trust Series 2021-HB1, Class M4</title>
        <cusip>74969TAE0</cusip>
        <identifiers>
          <isin value="US74969TAE01"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4448996.50000000</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>2031-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.70360000</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>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>780000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>774757.89000000</valUSD>
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        <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>UPSTART PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Securitization Trust Series 2021-ST1 Class A</title>
        <cusip>91681MAA4</cusip>
        <identifiers>
          <isin value="US91681MAA45"/>
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        <balance>1263629.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1205615.56000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</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>
      <invstOrSec>
        <name>LOANPAL SOLAR LOAN LTD</name>
        <lei>N/A</lei>
        <title>Loanpal Solar Loan Ltd. Series 21-1GS Class A</title>
        <cusip>53948PAA6</cusip>
        <identifiers>
          <isin value="US53948PAA66"/>
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        <balance>2677844.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2196420.73000000</valUSD>
        <pctVal>0.176076980210</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.29000000</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>DROP MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Drop Series 2021-File, Class C</title>
        <cusip>26210YAJ5</cusip>
        <identifiers>
          <isin value="US26210YAJ55"/>
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        <balance>4600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4300247.90000000</valUSD>
        <pctVal>0.344731159220</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>Floating</couponKind>
          <annualizedRt>5.06999880</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>Multifamily Structured Credit Risk Series 2021-MN3, Class M2</title>
        <cusip>35563GAB5</cusip>
        <identifiers>
          <isin value="US35563GAB59"/>
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        <balance>2400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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      <invstOrSec>
        <name>BOSTON LENDING TRUST 2022</name>
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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 5171, Class UK</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>College Ave Student Loans 2018-A LLC</name>
        <lei>N/A</lei>
        <title>College Avenue Student Loans Series 2018-A Class B</title>
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          <isin value="US19423DAC48"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust Series 18-KF44 Class B</title>
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          <isin value="US30296JAC27"/>
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        <balance>1494341.68000000</balance>
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        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OPORTUN ISSUANCE TRUST 2021-B</name>
        <lei>N/A</lei>
        <title>Oportun Funding LLC Series 2021-B, Class D</title>
        <cusip>68377GAD8</cusip>
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          <isin value="US68377GAD88"/>
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        <balance>4160000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-05-08</maturityDt>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company 1.654%, due 06/02/2024</title>
        <cusip>95000U2R3</cusip>
        <identifiers>
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        <balance>1000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.65400000</annualizedRt>
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      <invstOrSec>
        <name>SUNNOVA HELIOS IV ISSUER LLC</name>
        <lei>N/A</lei>
        <title>Helios Issuer, LLC Series 2020-AA, Class A</title>
        <cusip>86746CAA9</cusip>
        <identifiers>
          <isin value="US86746CAA99"/>
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        <balance>1609638.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1398651.42000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.98000000</annualizedRt>
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      <invstOrSec>
        <name>MF1 2021-FL5 LTD</name>
        <lei>N/A</lei>
        <title>MF1 Multifamily Housing Mortgage Trust Series 2021-FL5, Class AS</title>
        <cusip>55282XAC4</cusip>
        <identifiers>
          <isin value="US55282XAC48"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>972296.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.15986120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>REGIONAL MANAGEMENT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Regional Mortgage Issuance Trust Series 2021-1, ClassD</title>
        <cusip>75907VAD9</cusip>
        <identifiers>
          <isin value="US75907VAD91"/>
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        <balance>1300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1066720.72000000</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>2031-03-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.07000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Equitable Financial Life Global Funding</name>
        <lei>635400B4JJBON4TCHF02</lei>
        <title>Equitable Financial Life 1.1%, Due 11/12/2024</title>
        <cusip>29449WAK3</cusip>
        <identifiers>
          <isin value="US29449WAK36"/>
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        <balance>3050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2807008.79000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.10000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Citigroup Inc.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc. 1.281%, Due 11/03/2025</title>
        <cusip>172967ND9</cusip>
        <identifiers>
          <isin value="US172967ND99"/>
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        <balance>2750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2512093.87000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.28100000</annualizedRt>
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      <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"/>
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        <balance>214726.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>213213.62000000</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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          <couponKind>Floating</couponKind>
          <annualizedRt>3.31999920</annualizedRt>
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      <invstOrSec>
        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes 1.75%, Due 06/30/2024</title>
        <cusip>9128286Z8</cusip>
        <identifiers>
          <isin value="US9128286Z85"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14361328.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MERCURY FINANCIAL CREDIT CARD MASTER TRUST 2022-2</name>
        <lei>N/A</lei>
        <title>Mercury Financial Credit Card Series 2021-1A, Class B</title>
        <cusip>58940BAB2</cusip>
        <identifiers>
          <isin value="US58940BAB27"/>
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        <balance>12200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11398545.40000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.33000000</annualizedRt>
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      <invstOrSec>
        <name>Bx Trust 2018</name>
        <lei>N/A</lei>
        <title>BX Trust Series 2018-GW, Class E</title>
        <cusip>12433UAN5</cusip>
        <identifiers>
          <isin value="US12433UAN54"/>
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        <balance>6000000.00000000</balance>
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        <valUSD>5653752.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.36100040</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OPORTUN ISSUANCE TRUST 2022-A</name>
        <lei>N/A</lei>
        <title>Opportunity Funding LLC Series 22-A Class C</title>
        <cusip>68378NAC4</cusip>
        <identifiers>
          <isin value="US68378NAC48"/>
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        <balance>7600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7234353.36000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.40000000</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>LL ABS TRUST</name>
        <lei>5967007LIEEXZXK7FS45</lei>
        <title>Liberty Lending Services Series 21-1A Class C</title>
        <cusip>53934QAC6</cusip>
        <identifiers>
          <isin value="US53934QAC69"/>
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        <balance>6700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6002464.34000000</valUSD>
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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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Gs Mtg Secs Corp Tr 2018</name>
        <lei>N/A</lei>
        <title>Goldman Sachs Mortgage Securities Corp. Trust Series 2018-HULA, Class B</title>
        <cusip>36259AAJ8</cusip>
        <identifiers>
          <isin value="US36259AAJ88"/>
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        <balance>4573862.90000000</balance>
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        <assetCat>ABS-O</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank / The 0.700%, Due 09/10/2024</title>
        <cusip>89114TZE5</cusip>
        <identifiers>
          <isin value="US89114TZE53"/>
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        <balance>900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>828916.82000000</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>2024-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST 2022-Z1</name>
        <lei>N/A</lei>
        <title>Affirm, Inc. Series 2022-Z1, Class A</title>
        <cusip>00833PAA5</cusip>
        <identifiers>
          <isin value="US00833PAA57"/>
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        <balance>5251880.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5149934.58000000</valUSD>
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        <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>4.55000000</annualizedRt>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX Trust Series 2021-VOLT, Class D</title>
        <cusip>05609VAL9</cusip>
        <identifiers>
          <isin value="US05609VAL99"/>
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        <balance>13330000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12374381.63000000</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>2036-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.46799960</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC 2018-SITE</name>
        <lei>N/A</lei>
        <title>Credit Suisse First Boston Series 2018-SITE, Class C</title>
        <cusip>12690CAG8</cusip>
        <identifiers>
          <isin value="US12690CAG87"/>
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        <balance>4575000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4301614.93000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.94143920</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>ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Arivo Acceptance Auto Loan Receivables Trust Series 2021-1A, Class B</title>
        <cusip>04047AAC8</cusip>
        <identifiers>
          <isin value="US04047AAC80"/>
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        <balance>2223000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2046577.16000000</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>2027-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.02000000</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>Dell International L.L.C. and EMC Corporation</name>
        <lei>N/A</lei>
        <title>Dell Technologies Incorporated 4.90%, Due 10/01/2026</title>
        <cusip>24703TAE6</cusip>
        <identifiers>
          <isin value="US24703TAE64"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>288999.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="288999.09"/>
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      <invstOrSec>
        <name>Baxter International, Inc.</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>Baxter International, Inc. 0.868%, Due 12/01/2023</title>
        <cusip>071813CE7</cusip>
        <identifiers>
          <isin value="US071813CE75"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1719747.22000000</valUSD>
        <pctVal>0.137864250271</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.86800000</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>UPSTART PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Pass Through Trust Series 20-ST6 Class A</title>
        <cusip>91679XAA4</cusip>
        <identifiers>
          <isin value="US91679XAA46"/>
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        <balance>4521126.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4315895.41000000</valUSD>
        <pctVal>0.345985548359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assocation Series 2017-28, Class LK</title>
        <cusip>3136AWFA0</cusip>
        <identifiers>
          <isin value="US3136AWFA04"/>
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        <balance>1326533.57000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1307409.07000000</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>2053-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</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>GENESIS SALES FINANCE MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Genesis Sales Finance Master Trust Series 2020-AA Class B</title>
        <cusip>37186XAF2</cusip>
        <identifiers>
          <isin value="US37186XAF24"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2394929.25000000</valUSD>
        <pctVal>0.191990498176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.24000000</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>READY CAPITAL MORTGAGE FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ReadyCap Commercial Mortgage Trust Series 2020-FL4 Class B</title>
        <cusip>75575JAE5</cusip>
        <identifiers>
          <isin value="US75575JAE55"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3948770.00000000</valUSD>
        <pctVal>0.316554787363</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>6.29371080</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>CAFL ISSUER LLC</name>
        <lei>N/A</lei>
        <title>Colony American Finance Ltd. Series 2021-RTL1, Class A2</title>
        <cusip>12468RAC4</cusip>
        <identifiers>
          <isin value="US12468RAC43"/>
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        <balance>7500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6662519.25000000</valUSD>
        <pctVal>0.534103623277</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10400000</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>17635116.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>88828.08000000</valUSD>
        <pctVal>0.007120939932</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>1.23075000</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>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"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3951670.40000000</valUSD>
        <pctVal>0.316787299134</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>7.19371080</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>WEC Energy Group Inc.</name>
        <lei>549300IGLYTZUK3PVP70</lei>
        <title>WEC Energy Group Inc .8%, Due 03/15/2024</title>
        <cusip>92939UAF3</cusip>
        <identifiers>
          <isin value="US92939UAF30"/>
        </identifiers>
        <balance>2750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2588034.93000000</valUSD>
        <pctVal>0.207470895229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.80000000</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>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group, Inc. 1.217%, Due 12/06/2023</title>
        <cusip>38141GZE7</cusip>
        <identifiers>
          <isin value="US38141GZE78"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>958766.53000000</valUSD>
        <pctVal>0.076859917147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>ENCINA EQUIPMENT FINANCE LLC</name>
        <lei>95980020140005309084</lei>
        <title>Encina Equipment Finance Series 21-1A Class E</title>
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          <isin value="US29253EAF97"/>
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        <balance>1340000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2029-03-15</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>Bxmt 2020-Fl2 Ltd / Llc</name>
        <lei>N/A</lei>
        <title>BXMT Ltd Series 2020-FL2 Class E</title>
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        <identifiers>
          <isin value="US12434LAL80"/>
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        <balance>3500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3249739.50000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-02-16</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 2021-MN1</title>
        <cusip>35563FAA9</cusip>
        <identifiers>
          <isin value="US35563FAA93"/>
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        <balance>7320962.47000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7031797.63000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-01-25</maturityDt>
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          <annualizedRt>4.28069160</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Continental Credit Card LLC Series 20-1A Class B</title>
        <cusip>66981PAB4</cusip>
        <identifiers>
          <isin value="US66981PAB40"/>
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        <balance>6800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6179096.08000000</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>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>BHMS Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BHMS Mortgage Trust SERIES 2018-ATLS CLASS A</title>
        <cusip>05549GAA9</cusip>
        <identifiers>
          <isin value="US05549GAA94"/>
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        <balance>4700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4537995.23000000</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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          <maturityDt>2035-07-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.06770840</annualizedRt>
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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>
        <identifiers>
          <isin value="US233851DY79"/>
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        <balance>1900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1875486.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>OCTANE RECEIVABLES TRUST 2022-2</name>
        <lei>N/A</lei>
        <title>Octana Receivables Trust Series 2022-2A, Class D</title>
        <cusip>67578XAD0</cusip>
        <identifiers>
          <isin value="US67578XAD03"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2825782.50000000</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>2030-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.70000000</annualizedRt>
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      <invstOrSec>
        <name>MERCURY FINANCIAL CREDIT CARD MASTER TRUST 2022-2</name>
        <lei>N/A</lei>
        <title>Meridian Contrarian Fund Series 2022-2A Class C</title>
        <cusip>58940BAK2</cusip>
        <identifiers>
          <isin value="US58940BAK26"/>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7707399.20000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.83000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <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"/>
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        <balance>161583.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>159758.22000000</valUSD>
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        <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>3.48400080</annualizedRt>
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      <invstOrSec>
        <name>CONNS RECEIVABLES FUNDING 2021-A LLC</name>
        <lei>N/A</lei>
        <title>Conn Funding II, LP Series 2022-A, Class B</title>
        <cusip>20825YAB2</cusip>
        <identifiers>
          <isin value="US20825YAB20"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3985630.80000000</valUSD>
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        <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>9.52000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BREX COMMERCIAL CHARGE CARD MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Brex Technology Company Series 2022-1 Class A</title>
        <cusip>05601DAC7</cusip>
        <identifiers>
          <isin value="US05601DAC74"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4842459.50000000</valUSD>
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        <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>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2010-136 Class FA</title>
        <cusip>31398STC7</cusip>
        <identifiers>
          <isin value="US31398STC79"/>
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        <balance>222335.68000000</balance>
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        <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>3.58400160</annualizedRt>
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      <invstOrSec>
        <name>BREAN ASSET BACKED SECURITIES TRUST 2022-RM3</name>
        <lei>N/A</lei>
        <title>Brean Asset Backed Securities Series 22-RM3 Class A</title>
        <cusip>10638NAA6</cusip>
        <identifiers>
          <isin value="US10638NAA63"/>
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        <balance>1448796.58000000</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>SIERRA TIMESHARE 2022-2 RECEIVABLES FUNDING LLC</name>
        <lei>N/A</lei>
        <title>Sierra Receivables Funding Series 2022-2A, Class D</title>
        <cusip>82650TAD9</cusip>
        <identifiers>
          <isin value="US82650TAD90"/>
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        <balance>1331294.50000000</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>2040-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.22000000</annualizedRt>
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      <invstOrSec>
        <name>Fremf 2019-Kf62 Mtg Tr</name>
        <lei>N/A</lei>
        <title>Freedom Mortgage Trust Series 19-KF62 Class B</title>
        <cusip>30310WAF8</cusip>
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          <isin value="US30310WAF86"/>
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        <balance>2136043.60000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-25</maturityDt>
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          <annualizedRt>4.60343160</annualizedRt>
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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 Commercial Mortgage Series 2021-FL7, Class A</title>
        <cusip>75575WAA4</cusip>
        <identifiers>
          <isin value="US75575WAA45"/>
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        <balance>2194975.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2129479.84000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.28400000</annualizedRt>
          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OPORTUN FUNDING XIII LLC</name>
        <lei>N/A</lei>
        <title>Oportun Funding XIII LLC Series 2019-13 Class B</title>
        <cusip>68377FAC2</cusip>
        <identifiers>
          <isin value="US68377FAC23"/>
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        <balance>1256968.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1246168.16000000</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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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FORA FINANCIAL ASSET SECURITIZATION 2021 LLC</name>
        <lei>N/A</lei>
        <title>FORA Financial Asset Securitization Series 2021-1A, Class B</title>
        <cusip>34513GAB9</cusip>
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          <isin value="US34513GAB95"/>
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        <balance>2600000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CFMT 2022-HB8 LLC</name>
        <lei>N/A</lei>
        <title>Cascade Funding Mortgage Trust Series 22-HB8 Class M3</title>
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          <isin value="US12526WAD11"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COLLEGE AVE STUDENT LOANS LLC</name>
        <lei>N/A</lei>
        <title>College Avenue Student Loans Series 2019-A Class C</title>
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        <balance>3026664.69000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2850024.91000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FMC GMSR ISSUER TRUST</name>
        <lei>N/A</lei>
        <title>FMC GMSR Issue Trust Series 2021-GT1, Class A</title>
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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>2026-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.62000000</annualizedRt>
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      <invstOrSec>
        <name>A10 BRIDGE ASSET FINANCING LLC</name>
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        <title>A10 Securitization Series 2020-C, Class A</title>
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        <identifiers>
          <isin value="US66981EAA10"/>
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        <balance>59750.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>59071.93000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.03300000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TransCanada Pipelines Limited</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>Transcanad Pipeline Strip 1%, Due 10/12/2024</title>
        <cusip>89352HBB4</cusip>
        <identifiers>
          <isin value="US89352HBB42"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>691124.90000000</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>2024-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST</name>
        <lei>549300HG8ZEWVWVSN227</lei>
        <title>Multi Family Connecticut Ave Series 2020-01, Class CE</title>
        <cusip>62548QAF8</cusip>
        <identifiers>
          <isin value="US62548QAF81"/>
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        <balance>3063000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3004372.04000000</valUSD>
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        <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>10.58400000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCTANE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Octane Receivables Trust Series 2021-1A, Class C</title>
        <cusip>67571AAC9</cusip>
        <identifiers>
          <isin value="US67571AAC99"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1609423.38000000</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>2028-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.23000000</annualizedRt>
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      <invstOrSec>
        <name>GENESIS SALES FINANCE MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Genesis Sales Finance Master Trust Series 2020-AA Class C</title>
        <cusip>37186XAG0</cusip>
        <identifiers>
          <isin value="US37186XAG07"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>908780.20000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.99000000</annualizedRt>
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        <name>FORA FINANCIAL ASSET SECURITIZATION 2021 LLC</name>
        <lei>N/A</lei>
        <title>FORA Financial Asset Securitization Series 2021-1A, Class C</title>
        <cusip>34513GAC7</cusip>
        <identifiers>
          <isin value="US34513GAC78"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2702346.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.85000000</annualizedRt>
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      <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>4725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4425784.65000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.35999960</annualizedRt>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 2021-MN3, Class B1</title>
        <cusip>35563GAC3</cusip>
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          <isin value="US35563GAC33"/>
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        <balance>2500000.00000000</balance>
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        <valUSD>2205608.00000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2051-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>CARNOW AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CarNow Auto Receivables Trust Series 2021-1A, Class C</title>
        <cusip>14369GAE0</cusip>
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          <isin value="US14369GAE08"/>
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        <balance>500000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.16000000</annualizedRt>
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        <name>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes 0.125%, Due 10/15/2023</title>
        <cusip>91282CAP6</cusip>
        <identifiers>
          <isin value="US91282CAP68"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9578906.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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      <invstOrSec>
        <name>FREED ABS TRUST 2022-3FP</name>
        <lei>N/A</lei>
        <title>Freedom Financial Series 2022-3FP, Class D</title>
        <cusip>35634EAD1</cusip>
        <identifiers>
          <isin value="US35634EAD13"/>
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        <balance>8500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8179979.25000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.36000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Westgate Resorts</name>
        <lei>N/A</lei>
        <title>Westgate Resorts Series 2020-1A, Class C</title>
        <cusip>96034LAE1</cusip>
        <identifiers>
          <isin value="US96034LAE11"/>
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        <balance>1282597.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1271233.98000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.21300000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>OPORTUN ISSUANCE TRUST 2021-B</name>
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      <invstOrSec>
        <name>LOANCORE 2019-CRE3 ISSUER LTD</name>
        <lei>N/A</lei>
        <title>LoanCore Issuer Ltd. Series 2019-CRE3, Class D</title>
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      <invstOrSec>
        <name>Mosaic Solar Loans Llc 2017-1</name>
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        <name>Protective Life Global Funding</name>
        <lei>635400EVYITCJYWL2I50</lei>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US95003LAN01"/>
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        <name>Gs Mtg Secs Corp Tr 2018</name>
        <lei>N/A</lei>
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        <name>Royal Bank of Canada</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <cusip>78016EZ59</cusip>
        <identifiers>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Hawaii Hotel Trust 2019-MAUI</name>
        <lei>N/A</lei>
        <title>Hawaii Hotel Trust Series 2019-MAUI, Class A</title>
        <cusip>41975AAA0</cusip>
        <identifiers>
          <isin value="US41975AAA07"/>
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        <balance>2450000.00000000</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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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 2021-MN2, Class M1</title>
        <cusip>35563JAA1</cusip>
        <identifiers>
          <isin value="US35563JAA16"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Capital One Financial Corporation</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>Capital One Financial Corporation 4.25%, Due 04/30/2025</title>
        <cusip>14040HBZ7</cusip>
        <identifiers>
          <isin value="US14040HBZ73"/>
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        <balance>1417000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SMR 2022-IND MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SMR Mortgage Trust Series 2022-IND, Class D</title>
        <cusip>78458MAG9</cusip>
        <identifiers>
          <isin value="US78458MAG96"/>
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        <balance>1736262.86000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <name>SPS SERVICER ADVANCE RECEIVABLES TRUST II</name>
        <lei>N/A</lei>
        <title>SPS Servicer Advance Receivables Series 2020-T2, Class D</title>
        <cusip>78472JAH6</cusip>
        <identifiers>
          <isin value="US78472JAH68"/>
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        <curCd>USD</curCd>
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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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          <couponKind>Fixed</couponKind>
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        <name>FINANCE OF AMERICA HECM BUYOUT 2022-HB1</name>
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        <cusip>31735JAD7</cusip>
        <identifiers>
          <isin value="US31735JAD72"/>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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        <name>CONTINENTAL CREDIT CARD ABS LLC</name>
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          <isin value="US21134LAC28"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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        <name>FREED ABS TRUST 2021-3FP</name>
        <lei>N/A</lei>
        <title>Freedom Financial 1.60%, Due 11/20/2028</title>
        <cusip>30322MAC3</cusip>
        <identifiers>
          <isin value="US30322MAC38"/>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>LOANPAL SOLAR LOAN LTD</name>
        <lei>N/A</lei>
        <title>Loanpal Solar Loan Ltd. Series 2021-2GS, Class A</title>
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        <identifiers>
          <isin value="US53948QAA40"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OPORTUN FUNDING LLC</name>
        <lei>N/A</lei>
        <title>Oportun Funding LLC Series 2020-1, Class C</title>
        <cusip>68377AAD1</cusip>
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          <isin value="US68377AAD19"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2497587.75000000</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>5.66000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JP Morgan Chase &amp; Co. 2.595%, Due 02/24/2026</title>
        <cusip>46647PCV6</cusip>
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          <isin value="US46647PCV67"/>
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        <balance>1700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1581473.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.59500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BX TRUST 2021-MFM1</name>
        <lei>N/A</lei>
        <title>BX Commerical Mortgage Trust Series 2021-MFM1, Class D</title>
        <cusip>05608VAJ5</cusip>
        <identifiers>
          <isin value="US05608VAJ52"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1874655.00000000</valUSD>
        <pctVal>0.150282496804</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.31771040</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>
      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX Trust Series 18-EXCL Class C</title>
        <cusip>12433WAE1</cusip>
        <identifiers>
          <isin value="US12433WAE12"/>
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        <balance>11486678.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11040373.47000000</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>2037-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.37000040</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>Bx Trust 2021-View</name>
        <lei>N/A</lei>
        <title>BX Trust Series 2021-VIEW, Class E</title>
        <cusip>05606GAN1</cusip>
        <identifiers>
          <isin value="US05606GAN16"/>
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        <balance>5840500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5370348.51000000</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>2036-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.41800080</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Truist Financial Corporation</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>Truist Financial Corporation FLTR, Due 06/09/2021</title>
        <cusip>89788MAF9</cusip>
        <identifiers>
          <isin value="US89788MAF95"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>783638.63000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68643880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </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>2038989.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2018024.15000000</valUSD>
        <pctVal>0.161775744269</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>5.34999960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DTE Energy Company</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY COMPANY 1.05%, DUE 06/01/2025</title>
        <cusip>233331BG1</cusip>
        <identifiers>
          <isin value="US233331BG16"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>447528.56000000</valUSD>
        <pctVal>0.035876312915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.05000000</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 FINANCE CREDIT CARD ABS MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Continental Credit Card LLC Series 22-A Class D</title>
        <cusip>66981PAL2</cusip>
        <identifiers>
          <isin value="US66981PAL22"/>
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        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4912344.00000000</valUSD>
        <pctVal>0.393800097340</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>12.42000000</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>VEROS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Veros Auto Receivables Trust Series 21-1 Class B</title>
        <cusip>92512BAB9</cusip>
        <identifiers>
          <isin value="US92512BAB99"/>
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        <balance>4500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4281490.80000000</valUSD>
        <pctVal>0.343227488507</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.49000000</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>JPMorgan Chase Bank, National Association</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>J.P. Morgan Wealth Management Series 2021-CL1, Class M3</title>
        <cusip>46591HBM1</cusip>
        <identifiers>
          <isin value="US46591HBM16"/>
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        <balance>1522699.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1431028.62000000</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>2071-02-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.08069000</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>BDS LTD</name>
        <lei>N/A</lei>
        <title>BDS Ltd. Series 2021-FL8, Class D</title>
        <cusip>05493JAJ0</cusip>
        <identifiers>
          <isin value="US05493JAJ07"/>
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        <balance>2750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2547536.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.89342960</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>ROC MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ROC Securities Trust Series 2021-RLT1, Class M</title>
        <cusip>77118TAC7</cusip>
        <identifiers>
          <isin value="US77118TAC71"/>
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        <balance>6745000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5926532.02000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.68200000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BB-UBS Trust 2012-Show</name>
        <lei>N/A</lei>
        <title>BB-UBS TRUST SERIES 2012-SHOW CLASS A</title>
        <cusip>05538UAA1</cusip>
        <identifiers>
          <isin value="US05538UAA16"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4666015.50000000</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>3.43020000</annualizedRt>
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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 Commerical Mortgage Series 2021-FL6, Class D</title>
        <cusip>75575TAJ2</cusip>
        <identifiers>
          <isin value="US75575TAJ25"/>
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        <balance>7545000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7138392.41000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.48316353</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BXG RECEIVABLES NOTE TRUST</name>
        <lei>549300MVRSYZ837KPY83</lei>
        <title>BXG Receivables Series 2018-A, Class C</title>
        <cusip>05607UAC3</cusip>
        <identifiers>
          <isin value="US05607UAC36"/>
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        <balance>726148.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>690776.96000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.44000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SHELTER GROWTH CRE ISSUER LTD</name>
        <lei>N/A</lei>
        <title>SGCP Series 2021-FL3, Class C</title>
        <cusip>822866AG4</cusip>
        <identifiers>
          <isin value="US822866AG44"/>
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        <balance>3800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3651978.60000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.96770840</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>CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Continental Credit Card LLC Series 2021-A, Class C</title>
        <cusip>66981PAF5</cusip>
        <identifiers>
          <isin value="US66981PAF53"/>
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        <balance>6900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6232362.21000000</valUSD>
        <pctVal>0.499619905479</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>4.02000000</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>LL ABS TRUST</name>
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        <name>Gold Key Resorts Llc 2014-A</name>
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      <invstOrSec>
        <name>OPORTUN ISSUANCE TRUST</name>
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      <invstOrSec>
        <name>GENESIS SALES FINANCE MASTER TRUST</name>
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      <invstOrSec>
        <name>CFMT 2021-HB7 LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>MF1 2022-FL8 LTD</name>
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      <invstOrSec>
        <name>ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST</name>
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        <title>Arivo Acceptance Auto Loan Receivables Trust Series 2021-1A, Class A</title>
        <cusip>04047AAA2</cusip>
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          <isin value="US04047AAA25"/>
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      <invstOrSec>
        <name>ACC TRUST</name>
        <lei>N/A</lei>
        <title>ACC Trust Series 2021-1, Class B</title>
        <cusip>00091KAB1</cusip>
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          <isin value="US00091KAB17"/>
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        <name>Royal Bank of Canada</name>
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        <name>HERTZ VEHICLE FINANCING III LLC</name>
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        <title>Hertz Vehicle Finance Series 2021-2 Class D</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 2011-127 Class ZU</title>
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        <issuerCat>USGSE</issuerCat>
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        <name>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust Series 18-KF43 Class B</title>
        <cusip>30296DAG6</cusip>
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          <isin value="US30296DAG60"/>
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        <name>OCTANE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Octane Receivables Trust Series 2020-1A, Class C</title>
        <cusip>67592LAC0</cusip>
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          <isin value="US67592LAC00"/>
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      <invstOrSec>
        <name>RMF BUYOUT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>RMF Buyout Issuance Trust Series 2020-HB1, Class M2</title>
        <cusip>76971EAE4</cusip>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>HOME PARTNERS OF AMERICA 2021-2 TRUST</name>
        <lei>N/A</lei>
        <title>Home Partners of America Trust Series 2021-2, Class D</title>
        <cusip>43732VAE6</cusip>
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          <isin value="US43732VAE65"/>
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        <balance>6339643.82000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>CARNOW AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CarNow Auto Receivables Trust Series 2021-1A, Class E</title>
        <cusip>14369GAJ9</cusip>
        <identifiers>
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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>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12000000</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>GENESIS PRIVATE LABEL AMORTIZING TRUST</name>
        <lei>N/A</lei>
        <title>Genesis Private Label Amortization Trust Series 2020-1 Class E</title>
        <cusip>37187PAE1</cusip>
        <identifiers>
          <isin value="US37187PAE16"/>
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        <balance>2625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2579697.49000000</valUSD>
        <pctVal>0.206802520888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.76000000</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>READY CAPITAL MORTGAGE FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ReadyCap Commerical Mortgage Series 2021-FL7, Class D</title>
        <cusip>75575WAJ5</cusip>
        <identifiers>
          <isin value="US75575WAJ53"/>
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        <balance>3450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3299807.70000000</valUSD>
        <pctVal>0.264530455005</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.03399960</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>HIN TIMESHARE TRUST</name>
        <lei>N/A</lei>
        <title>Holiday Inn Timeshare Trust Series 20-A Class C</title>
        <cusip>40439HAC3</cusip>
        <identifiers>
          <isin value="US40439HAC34"/>
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        <balance>1052361.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>963553.23000000</valUSD>
        <pctVal>0.077243644941</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.42000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMG Mortgage Trust Series 2018-KF50, Class B</title>
        <cusip>35709BAC9</cusip>
        <identifiers>
          <isin value="US35709BAC90"/>
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        <balance>2503081.52000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2460330.14000000</valUSD>
        <pctVal>0.197233387690</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.26228840</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 States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes 2.625%, Due 12/31/2023</title>
        <cusip>9128285U0</cusip>
        <identifiers>
          <isin value="US9128285U08"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9795703.10000000</valUSD>
        <pctVal>0.785276608132</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62500000</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>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>675655.03000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>662185.31000000</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>5.03399880</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>NEWTEK SMALL BUSINESS LOAN TRUST</name>
        <lei>N/A</lei>
        <title>Newtek Small Business Loan Trust Series 2018-1 Class A</title>
        <cusip>65252MAA7</cusip>
        <identifiers>
          <isin value="US65252MAA71"/>
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        <balance>770776.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>760581.15000000</valUSD>
        <pctVal>0.060972303834</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>5.69999880</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>REGIONAL MANAGEMENT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Regional Management Issuance Trust Series 2020-1 Class B</title>
        <cusip>75907QAB4</cusip>
        <identifiers>
          <isin value="US75907QAB41"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2238832.00000000</valUSD>
        <pctVal>0.179476897287</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.23000000</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>Goldman Sachs Group, Inc.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc .925%, Due 10/21/2024</title>
        <cusip>38141GYL2</cusip>
        <identifiers>
          <isin value="US38141GYL21"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2847451.53000000</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>2024-10-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.92500000</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="2847451.53"/>
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      <invstOrSec>
        <name>GENESIS SALES FINANCE MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Genesis Sales Finance Master Series 21-AA Class F</title>
        <cusip>37186XAQ8</cusip>
        <identifiers>
          <isin value="US37186XAQ88"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3483056.40000000</valUSD>
        <pctVal>0.279220663162</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.59000000</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>
        <name>CONTINENTAL CREDIT CARD ABS LLC</name>
        <lei>5493002QR2K2E0R56Z02</lei>
        <title>Continental Credit Card LLC Series 19-1A Class A</title>
        <cusip>21134LAA6</cusip>
        <identifiers>
          <isin value="US21134LAA61"/>
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        <balance>5891493.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5818374.06000000</valUSD>
        <pctVal>0.466432373464</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>3.83000000</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>Toyota Motor Credit Corp.</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>Toyota Motor Corp 0.625%, Due 09/13/2024</title>
        <cusip>89236TJN6</cusip>
        <identifiers>
          <isin value="US89236TJN63"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>832383.18000000</valUSD>
        <pctVal>0.066728343395</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</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="107284.94"/>
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      <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>9400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9210122.82000000</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>5.73400080</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>FREMF Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Freedom Mortgage Trust Series 18-KF42 Class B</title>
        <cusip>30306MAG4</cusip>
        <identifiers>
          <isin value="US30306MAG42"/>
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        <balance>968352.07000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>942456.88000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.56229080</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>LENDINGPOINT 2022-C ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>LendingPoint Asset Securitization Series 2022-C, Class D</title>
        <cusip>525919AD8</cusip>
        <identifiers>
          <isin value="US525919AD84"/>
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        <balance>4920000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4656199.44000000</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>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.73000000</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>ACRE COMMERCIAL MORTGAGE 2021-FL4 LTD</name>
        <lei>N/A</lei>
        <title>Acre Mortgage Trust Series 21-FL4 Class D</title>
        <cusip>00489TAJ5</cusip>
        <identifiers>
          <isin value="US00489TAJ51"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5786628.00000000</valUSD>
        <pctVal>0.463887437377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.59343160</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>United States Treasury Notes</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>U.S. Treasury Notes 0.75%, Due 11/15/2024</title>
        <cusip>91282CDH1</cusip>
        <identifiers>
          <isin value="US91282CDH16"/>
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        <balance>10000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9292187.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>American Credit Acceptance Series 2020-3, Class F</title>
        <cusip>025297AF9</cusip>
        <identifiers>
          <isin value="US025297AF93"/>
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        <balance>6750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6708573.90000000</valUSD>
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        <assetCat>ABS-O</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.94000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>1283684.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1128135.29000000</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>2046-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.10000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CFMT 2022-HB8 LLC</name>
        <lei>N/A</lei>
        <title>Cascade Funding Mortgage Trust Series 22-HB8 Class A</title>
        <cusip>12526WAA7</cusip>
        <identifiers>
          <isin value="US12526WAA71"/>
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        <balance>3625040.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3516289.62000000</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>2025-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BREAN ASSET BACKED SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>Brean Asset Backed Securities Series 2021-RM2, Class A</title>
        <cusip>10638MAA8</cusip>
        <identifiers>
          <isin value="US10638MAA80"/>
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        <balance>8798575.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7646742.64000000</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>2061-10-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANTLER MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Antler Mortgage Trust Series 2021-RTL1, Class M</title>
        <cusip>00201QAC3</cusip>
        <identifiers>
          <isin value="US00201QAC33"/>
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        <balance>16188000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15123108.03000000</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>2025-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.43800000</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>SUNNOVA HELIOS V ISSUER LLC</name>
        <lei>N/A</lei>
        <title>Helios Issuer, LLC Series 21-A Class A</title>
        <cusip>86746EAA5</cusip>
        <identifiers>
          <isin value="US86746EAA55"/>
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        <balance>1121728.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>901920.69000000</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>2048-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COLD STORAGE TRUST</name>
        <lei>N/A</lei>
        <title>Cold Storage Trust Series 2020-ICE5 Class E</title>
        <cusip>193051AQ2</cusip>
        <identifiers>
          <isin value="US193051AQ27"/>
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        <balance>2457476.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2368255.18000000</valUSD>
        <pctVal>0.189852160274</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.15999880</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>PROGRESS RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>Progress Residential Trust Series 21-SFR1 Class B</title>
        <cusip>74331FAC5</cusip>
        <identifiers>
          <isin value="US74331FAC59"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2542437.60000000</valUSD>
        <pctVal>0.203815566328</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30300000</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 2011-145 Class Q1</title>
        <cusip>38378ANM9</cusip>
        <identifiers>
          <isin value="US38378ANM98"/>
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        <balance>876401.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>126866.27000000</valUSD>
        <pctVal>0.010170287234</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <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>Bx Trust 2018</name>
        <lei>N/A</lei>
        <title>BX Trust Series 2018-GW, Class D</title>
        <cusip>12433UAL9</cusip>
        <identifiers>
          <isin value="US12433UAL98"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>944702.20000000</valUSD>
        <pctVal>0.075732444290</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.58799840</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>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Mortgage Trust Series 2018-KF53 Class B</title>
        <cusip>35708AAG3</cusip>
        <identifiers>
          <isin value="US35708AAG31"/>
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        <balance>2673901.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2653528.79000000</valUSD>
        <pctVal>0.212721237722</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.60343160</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Kroger Co.</name>
        <lei>6CPEOKI6OYJ13Q6O7870</lei>
        <title>THE KROGER CO 4.00%, DUE 02/01/2024</title>
        <cusip>501044CY5</cusip>
        <identifiers>
          <isin value="US501044CY52"/>
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        <balance>2800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2765200.26000000</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>2024-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>Freedom Mortgage Trust Series 17-KF39 Class B</title>
        <cusip>35708UAC8</cusip>
        <identifiers>
          <isin value="US35708UAC80"/>
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        <balance>3844388.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3811212.52000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.05343160</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>MF1 2021-FL5 LTD</name>
        <lei>N/A</lei>
        <title>MF1 Multifamily Housing Mortgage Trust Series 2021-FL5, Class A</title>
        <cusip>55282XAA8</cusip>
        <identifiers>
          <isin value="US55282XAA81"/>
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        <balance>1249214.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1226039.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.80985840</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>PFP LTD</name>
        <lei>N/A</lei>
        <title>PFP III Series 21-7 Class A-S</title>
        <cusip>69290LAC1</cusip>
        <identifiers>
          <isin value="US69290LAC19"/>
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        <balance>2999850.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2871687.70000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.96799920</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BREAN ASSET BACKED SECURITIES TRUST 2022-RM4</name>
        <lei>N/A</lei>
        <title>Brean Asset Backed Securites Series 22-RM4 Class M1</title>
        <cusip>10638JAD9</cusip>
        <identifiers>
          <isin value="US10638JAD90"/>
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        <balance>1399682.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>936748.53000000</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>2062-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>CIG AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CIG AUTO RECEIVABLES TRUST Series 20-1A Class D</title>
        <cusip>12597UAD9</cusip>
        <identifiers>
          <isin value="US12597UAD90"/>
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        <balance>2400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2337133.44000000</valUSD>
        <pctVal>0.187357273059</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.35000000</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>232011.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>229392.30000000</valUSD>
        <pctVal>0.018389329018</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>3.46399920</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>REGIONAL MANAGEMENT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Regional Management Issuance Trust Series 2020-1 Class A</title>
        <cusip>75907QAA6</cusip>
        <identifiers>
          <isin value="US75907QAA67"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1847529.40000000</valUSD>
        <pctVal>0.148107961812</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.34000000</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 Commerical Mortgage Series 2021-FL6, Class C</title>
        <cusip>75575TAG8</cusip>
        <identifiers>
          <isin value="US75575TAG85"/>
        </identifiers>
        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1702713.60000000</valUSD>
        <pctVal>0.136498743048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.98399840</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 2013-34 Class GP</title>
        <cusip>3136ADQF9</cusip>
        <identifiers>
          <isin value="US3136ADQF90"/>
        </identifiers>
        <balance>2552553.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2420061.04000000</valUSD>
        <pctVal>0.194005198561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>READY CAPITAL MORTGAGE FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ReadyCap Commerical Mortgage Series 2021-FL6, Class E</title>
        <cusip>75575TAL7</cusip>
        <identifiers>
          <isin value="US75575TAL70"/>
        </identifiers>
        <balance>4500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4245205.50000000</valUSD>
        <pctVal>0.340318662359</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.98399920</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>DIAMOND RESORTS OWNER TRUST</name>
        <lei>N/A</lei>
        <title>Diamond Resorts Owner Trust Series 2021-1A, Class B</title>
        <cusip>25273CAB6</cusip>
        <identifiers>
          <isin value="US25273CAB63"/>
        </identifiers>
        <balance>943962.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>859715.09000000</valUSD>
        <pctVal>0.068919417314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05000000</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>FINANCE OF AMERICA HECM BUYOUT 2022-HB1</name>
        <lei>N/A</lei>
        <title>Finance Of America HECM Series 22-HB1 Class M5</title>
        <cusip>31735JAF2</cusip>
        <identifiers>
          <isin value="US31735JAF21"/>
        </identifiers>
        <balance>8000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7325691.20000000</valUSD>
        <pctVal>0.587267078129</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.86980000</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>CARNOW AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CarNow Auto Receivables Trust Series 2021-1A, Class D</title>
        <cusip>14369GAG5</cusip>
        <identifiers>
          <isin value="US14369GAG55"/>
        </identifiers>
        <balance>2250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2125606.95000000</valUSD>
        <pctVal>0.170400164120</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>3.64000000</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 COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX Coml Mortgage Trust Series 2021-VINO, Class A</title>
        <cusip>05608KAA8</cusip>
        <identifiers>
          <isin value="US05608KAA88"/>
        </identifiers>
        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1530336.16000000</valUSD>
        <pctVal>0.122680033965</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.47033160</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>MF1 2021-FL7 LTD</name>
        <lei>N/A</lei>
        <title>MF1 Multifamily Housing Mortgage Trust Series 2021-FL7, Class AS</title>
        <cusip>55284AAC2</cusip>
        <identifiers>
          <isin value="US55284AAC27"/>
        </identifiers>
        <balance>6750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6480054.00000000</valUSD>
        <pctVal>0.519476220715</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.82700160</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 2021-A LLC</name>
        <lei>N/A</lei>
        <title>College Ave Student Loans Series 21-A Class D</title>
        <cusip>19424KAE3</cusip>
        <identifiers>
          <isin value="US19424KAE38"/>
        </identifiers>
        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1109143.25000000</valUSD>
        <pctVal>0.088914929372</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12000000</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>REGIONAL MANAGEMENT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>Regional Management Issuance Series 21-1 Class C</title>
        <cusip>75907VAC1</cusip>
        <identifiers>
          <isin value="US75907VAC19"/>
        </identifiers>
        <balance>4650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3902894.73000000</valUSD>
        <pctVal>0.312877177287</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>3.04000000</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>JPMorgan Chase Bank, National Association</name>
        <lei>N/A</lei>
        <title>Chase Mortgage Finance Corporation Series 21-CL1 Class M3</title>
        <cusip>46591HBZ2</cusip>
        <identifiers>
          <isin value="US46591HBZ29"/>
        </identifiers>
        <balance>2384318.21000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2203980.31000000</valUSD>
        <pctVal>0.176682997081</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.83069160</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>MF1 2021-FL7 LTD</name>
        <lei>N/A</lei>
        <title>MF1 Multifamily Housing Mortgage Trust Floater, Due 10/16/2036</title>
        <cusip>55284AAG3</cusip>
        <identifiers>
          <isin value="US55284AAG31"/>
        </identifiers>
        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1876496.00000000</valUSD>
        <pctVal>0.150430081333</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.04299880</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>PRODIGY FINANCE CM2021-1 DESIGNATED ACTIVITY COMPANY</name>
        <lei>N/A</lei>
        <title>Prodigy Finance Series 2021-1A, Class A</title>
        <cusip>742855AA7</cusip>
        <identifiers>
          <isin value="US742855AA76"/>
        </identifiers>
        <balance>1585490.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1546964.02000000</valUSD>
        <pctVal>0.124013013269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.33400040</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 Pool #G60257</title>
        <cusip>31335AJA7</cusip>
        <identifiers>
          <isin value="US31335AJA79"/>
        </identifiers>
        <balance>403254.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>417012.84000000</valUSD>
        <pctVal>0.033430007545</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HERTZ VEHICLE FINANCING III LLC</name>
        <lei>5493004IHDYOZ9K9WF47</lei>
        <title>Hertz Vehicle Finance Series 2022-1A, Class D</title>
        <cusip>42806MAM1</cusip>
        <identifiers>
          <isin value="US42806MAM10"/>
        </identifiers>
        <balance>7000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6101943.40000000</valUSD>
        <pctVal>0.489164827399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Alaska Airlines Pass Through Trust 2020-1A</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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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>4.80000000</annualizedRt>
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      <invstOrSec>
        <name>Wells Fargo &amp; Company</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Company 2.188%, Due 04/30/2026</title>
        <cusip>95000U2N2</cusip>
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          <isin value="US95000U2N22"/>
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        <balance>1675000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1529730.57000000</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>2026-04-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.18800000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Association Series 348 Class 11</title>
        <cusip>3136FCER3</cusip>
        <identifiers>
          <isin value="US3136FCER39"/>
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        <balance>490483.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95996.27000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>RMF PROPRIETARY ISSUANCE TRUST 2022-1</name>
        <lei>N/A</lei>
        <title>RMF Proprietary Issuance Trust Series 2022-1, Class A1</title>
        <cusip>74969XAA9</cusip>
        <identifiers>
          <isin value="US74969XAA90"/>
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        <balance>984549.80000000</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>2062-01-25</maturityDt>
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          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>HIN TIMESHARE TRUST</name>
        <lei>N/A</lei>
        <title>Holiday Inn Timeshare Trust Series 20-A Class D</title>
        <cusip>40439HAD1</cusip>
        <identifiers>
          <isin value="US40439HAD17"/>
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        <balance>489470.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>452678.90000000</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>5.50000000</annualizedRt>
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      <invstOrSec>
        <name>A10 BRIDGE ASSET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>A10 Securitization Series 2020-C Class E</title>
        <cusip>66981EAJ2</cusip>
        <identifiers>
          <isin value="US66981EAJ29"/>
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        <balance>1050000.00000000</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>
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      <invstOrSec>
        <name>A10 BRIDGE ASSET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>A10 Securitization Series 2020-C Class B</title>
        <cusip>66981EAC7</cusip>
        <identifiers>
          <isin value="US66981EAC75"/>
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        <balance>2100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1981192.50000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.61700000</annualizedRt>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust 2021-VOLT Class B</title>
        <cusip>05609VAG0</cusip>
        <identifiers>
          <isin value="US05609VAG05"/>
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        <balance>1470000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1377957.27000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.76770960</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Multifamily Structured Credit Risk Series 2021-MN2, Class M2</title>
        <cusip>35563JAB9</cusip>
        <identifiers>
          <isin value="US35563JAB98"/>
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        <balance>16250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14017909.75000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.63069160</annualizedRt>
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        <securityLending>
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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>302699.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294002.00000000</valUSD>
        <pctVal>0.023568792458</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.53000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <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"/>
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        <balance>81212.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>79538.29000000</valUSD>
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        <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>2.57157000</annualizedRt>
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      <invstOrSec>
        <name>PFP LTD</name>
        <lei>N/A</lei>
        <title>PFP III Series 2021-7, Class D</title>
        <cusip>69290LAJ6</cusip>
        <identifiers>
          <isin value="US69290LAJ61"/>
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        <balance>1749912.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1671721.33000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.78685880</annualizedRt>
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      <invstOrSec>
        <name>FORA FINANCIAL ASSET SECURITIZATION 2021 LLC</name>
        <lei>N/A</lei>
        <title>FORA Financial Asset Securitization Series 2021-1A, Class A</title>
        <cusip>34513GAA1</cusip>
        <identifiers>
          <isin value="US34513GAA13"/>
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        <balance>11000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>9938860.80000000</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>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.62000000</annualizedRt>
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      <invstOrSec>
        <name>FHF TRUST 2021-2</name>
        <lei>N/A</lei>
        <title>First Help Financial LLC Series 21-2A Class A</title>
        <cusip>30322JAC0</cusip>
        <identifiers>
          <isin value="US30322JAC09"/>
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        <balance>6500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5812040.65000000</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>1.63000000</annualizedRt>
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      <invstOrSec>
        <name>Bx Trust 2018</name>
        <lei>N/A</lei>
        <title>BX Trust Series 2018-GW, Class C</title>
        <cusip>12433UAJ4</cusip>
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          <isin value="US12433UAJ43"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2374317.00000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.61100160</annualizedRt>
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      <invstOrSec>
        <name>BDS LTD</name>
        <lei>N/A</lei>
        <title>BDS Ltd. Series 2021-FL8, Class E</title>
        <cusip>05493JAL5</cusip>
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          <isin value="US05493JAL52"/>
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        <balance>1750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1636708.50000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.24300040</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Continental Credit Card LLC Series 20-1A Class A</title>
        <cusip>66981PAA6</cusip>
        <identifiers>
          <isin value="US66981PAA66"/>
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        <balance>3600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3317675.04000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.24000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>The Toronto-Dominion Bank</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>Toronto-Dominion Bank / The Floater, Due 01/27/2023</title>
        <cusip>89114QCF3</cusip>
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        <balance>375000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>374920.50000000</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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal Home Loan Mortgage Corporation</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>Federal Home Loan Mortgage Corporation Series 3925 Class FL</title>
        <cusip>3137AFGG1</cusip>
        <identifiers>
          <isin value="US3137AFGG15"/>
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        <balance>71442.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>71393.87000000</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>2041-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.26770920</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      </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"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2830909.80000000</valUSD>
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        <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>8.58399840</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COLLEGE AVE STUDENT LOANS 2021-A LLC</name>
        <lei>N/A</lei>
        <title>College Ave Student Loans Series 21-A Class B</title>
        <cusip>19424KAC7</cusip>
        <identifiers>
          <isin value="US19424KAC71"/>
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        <balance>2288825.86000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2005698.56000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.32000000</annualizedRt>
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      <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>80618.90000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>80638.51000000</valUSD>
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        <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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>OPORTUN FUNDING XIV LLC</name>
        <lei>N/A</lei>
        <title>Oportun Funding LLC Series 21-1A Class C</title>
        <cusip>68377BAC1</cusip>
        <identifiers>
          <isin value="US68377BAC19"/>
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        <balance>8175000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <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>3.44000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OPORTUN ISSUANCE TRUST 2022-A</name>
        <lei>N/A</lei>
        <title>Opportunity Funding LLC Series 2022-A, Class D</title>
        <cusip>68378NAD2</cusip>
        <identifiers>
          <isin value="US68378NAD21"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1281933.15000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-06-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENESIS PRIVATE LABEL AMORTIZING TRUST</name>
        <lei>N/A</lei>
        <title>Genesis Private Label Amortization Trust Series 2020-1 Class C</title>
        <cusip>37187PAC5</cusip>
        <identifiers>
          <isin value="US37187PAC59"/>
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        <balance>239378.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>238951.93000000</valUSD>
        <pctVal>0.019155680728</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.19000000</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>RMF PROPRIETARY ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>RMF Proprietary Issuance Trust Series 2021-2, Class A</title>
        <cusip>74969VAA3</cusip>
        <identifiers>
          <isin value="US74969VAA35"/>
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        <balance>7812206.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6613086.34000000</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>2061-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OPORTUN ISSUANCE TRUST 2021-B</name>
        <lei>N/A</lei>
        <title>Oportun Funding LLC Series 2021-B, Class C</title>
        <cusip>68377GAC0</cusip>
        <identifiers>
          <isin value="US68377GAC06"/>
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        <balance>8350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7546769.25000000</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>3.65000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>AREIT 2021-CRE6 LTD</name>
        <lei>N/A</lei>
        <title>AREIT CRE Trust Series 2022-CRE6, Class A</title>
        <cusip>04002VAA9</cusip>
        <identifiers>
          <isin value="US04002VAA98"/>
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        <balance>3263888.77000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3122820.23000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25757160</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <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>
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        <curCd>USD</curCd>
        <valUSD>444435.06000000</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>2024-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <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"/>
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        <balance>4235456.38000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4230763.07000000</valUSD>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>MULTIFAMILY CONNECTICUT AVENUE SECURITIES TRUST</name>
        <lei>549300HG8ZEWVWVSN227</lei>
        <title>Multifamily Conn. Ave. Securities Series 2020-01 Class M-10</title>
        <cusip>62548QAD3</cusip>
        <identifiers>
          <isin value="US62548QAD34"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4670918.50000000</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>2050-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.83399880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>RMF BUYOUT ISSUANCE TRUST 2021-HB1</name>
        <lei>N/A</lei>
        <title>RMF Buyout Issuance Trust Series 2021-HB1, Class M3</title>
        <cusip>74969TAD2</cusip>
        <identifiers>
          <isin value="US74969TAD28"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2663087.10000000</valUSD>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.68950000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd/LLC</name>
        <lei>N/A</lei>
        <title>Arbor Realty Collateralized Loan Series 22-FL1 Class D</title>
        <cusip>03880XAJ5</cusip>
        <identifiers>
          <isin value="US03880XAJ54"/>
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        <balance>4750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4467322.75000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.28503040</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Discover Financial Services</name>
        <lei>Z1YLO2USPORE63VVUL20</lei>
        <title>DISCOVER FINANCIAL SERVICES 3.750%, DUE 03/04/2025</title>
        <cusip>254709AL2</cusip>
        <identifiers>
          <isin value="US254709AL28"/>
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        <balance>2750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2628413.26000000</valUSD>
        <pctVal>0.210707840827</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SPS SERVICER ADVANCE RECEIVABLES TRUST II</name>
        <lei>N/A</lei>
        <title>SPS Servicer Advance Receivables Series 2020-T1, Class DT1</title>
        <cusip>78472JAD5</cusip>
        <identifiers>
          <isin value="US78472JAD54"/>
        </identifiers>
        <balance>466666.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>464394.24000000</valUSD>
        <pctVal>0.037228357158</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.37000000</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 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>1981681.45000000</valUSD>
        <pctVal>0.158862316626</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF Mortgage Trust Series 2019-KF67, Class B</title>
        <cusip>30298NAG2</cusip>
        <identifiers>
          <isin value="US30298NAG25"/>
        </identifiers>
        <balance>5619335.02000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5563754.74000000</valUSD>
        <pctVal>0.446020709907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.80342960</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 12-H23 Class SA</title>
        <cusip>38375BXT4</cusip>
        <identifiers>
          <isin value="US38375BXT42"/>
        </identifiers>
        <balance>588552.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>584086.12000000</valUSD>
        <pctVal>0.046823506438</pctVal>
        <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>2.88699840</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 SECURITIZATION TRUST II LLC</name>
        <lei>N/A</lei>
        <title>OnDeck Asset Securitization Trust Series 21-1A Class B</title>
        <cusip>68236WAB8</cusip>
        <identifiers>
          <isin value="US68236WAB81"/>
        </identifiers>
        <balance>3500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3164765.10000000</valUSD>
        <pctVal>0.253704708880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.28000000</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>VEROS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>Veros Auto Receivables Trust Series 21-1 Class C</title>
        <cusip>92512BAC7</cusip>
        <identifiers>
          <isin value="US92512BAC72"/>
        </identifiers>
        <balance>5000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4667812.00000000</valUSD>
        <pctVal>0.374197087982</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.64000000</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>UPSTART PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>Upstart Pass Through Trust Series 20-ST6 Class A</title>
        <cusip>91680XAA1</cusip>
        <identifiers>
          <isin value="US91680XAA19"/>
        </identifiers>
        <balance>3080785.77000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2938688.53000000</valUSD>
        <pctVal>0.235581186734</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>Federal National Mortgage Assoication Series 301 Class 1</title>
        <cusip>31364JZN6</cusip>
        <identifiers>
          <isin value="US31364JZN61"/>
        </identifiers>
        <balance>186982.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>167772.99000000</valUSD>
        <pctVal>0.013449591436</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</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>BUSINESS JET SECURITIES LLC</name>
        <lei>N/A</lei>
        <title>Business Jet Securities , LLC Series 21-1A Class B</title>
        <cusip>12327BAB2</cusip>
        <identifiers>
          <isin value="US12327BAB27"/>
        </identifiers>
        <balance>1164539.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>988464.77000000</valUSD>
        <pctVal>0.079240688893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.91800000</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>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"/>
        </identifiers>
        <balance>7450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7257996.37000000</valUSD>
        <pctVal>0.581840293962</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PFP LTD</name>
        <lei>N/A</lei>
        <title>PFP Series 2021-7 Class A</title>
        <cusip>69290LAA5</cusip>
        <identifiers>
          <isin value="US69290LAA52"/>
        </identifiers>
        <balance>1539701.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1497407.24000000</valUSD>
        <pctVal>0.120040273415</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.66800040</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>BXT Trust Series 2018-EXCL Class A</title>
        <cusip>12433WAA9</cusip>
        <identifiers>
          <isin value="US12433WAA99"/>
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        <balance>1105649.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1082199.23000000</valUSD>
        <pctVal>0.086754950816</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.48000120</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>Honda Motor Co Ltd.</name>
        <lei>549300P7ZYCQJ36CCS16</lei>
        <title>Honda Motor Company 2.271%, Due 03/10/2025</title>
        <cusip>438127AA0</cusip>
        <identifiers>
          <isin value="US438127AA08"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>847074.96000000</valUSD>
        <pctVal>0.067906116042</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-10</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.27100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="62118.83"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONTINENTAL FINANCE CREDIT CARD ABS MASTER TRUST</name>
        <lei>N/A</lei>
        <title>Continental Credit Card LLC Series 2021-A, Class B</title>
        <cusip>66981PAE8</cusip>
        <identifiers>
          <isin value="US66981PAE88"/>
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        <balance>6700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6105806.48000000</valUSD>
        <pctVal>0.489474512812</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>3.49000000</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>RIAL 2022-FL8 ISSUER LTD</name>
        <lei>N/A</lei>
        <title>Rialto Real Estate Fund LP Series 22-FL8 Class B</title>
        <cusip>76243NAE6</cusip>
        <identifiers>
          <isin value="US76243NAE67"/>
        </identifiers>
        <balance>4250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4147983.00000000</valUSD>
        <pctVal>0.332524780261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.54600160</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 2006-56 Class DC</title>
        <cusip>31395NXE2</cusip>
        <identifiers>
          <isin value="US31395NXE20"/>
        </identifiers>
        <balance>558988.30000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>564449.73000000</valUSD>
        <pctVal>0.045249347077</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-O</assetCat>
        <issuerCat>USGSE</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.73399920</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>BXMT LTD</name>
        <lei>N/A</lei>
        <title>BXMT Series 21-FL4 Class D</title>
        <cusip>05609GAJ7</cusip>
        <identifiers>
          <isin value="US05609GAJ76"/>
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        <balance>8250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7673803.50000000</valUSD>
        <pctVal>0.615173645264</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-05-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.64100120</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>2022-11-29</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>
  <documents>XXXX</documents>
</edgarSubmission>
