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        <name>SOLRR Aircraft 2021-1 Limited</name>
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        <name>Hawaii Hotel Trust 2019-MAUI</name>
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        <title>Hawaii Hotel Trust 2019-MAUI</title>
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        <name>Residential Accredit Loans, In</name>
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        <name>Deutsche Mortgage Securities,</name>
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        <name>Countrywide Home Loans</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>Multifamily Structured Credit</name>
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        <name>(Sunnova) Aurora I Issuer, LLC</name>
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        <name>Hertz Vehicle Financing LLC</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>National Collegiate Student Lo</name>
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        <name>BX Trust</name>
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        <name>Natixis Commercial Mortgage Se</name>
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        <name>SMB Private Education Loan Tru</name>
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        <name>IndyMac INDX Mortgage Loan Tru</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>Freddie Mac - STACR</name>
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      <invstOrSec>
        <name>JP Morgan Chase Commercial Mor</name>
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        <name>APOLLO CMMRL REAL EST FIN IN</name>
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        <name>GREYSTONE SELECT FINANCI</name>
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        <name>Starwood Mortgage Residential</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>PRKCM Trust</name>
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        <name>Magnetite CLO Ltd</name>
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        <title>Magnetite XXXIX Ltd</title>
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        <name>Nomura Securities International, Inc.</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>CHEVY CHASE MORTGAGE FUNDING C</name>
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      <invstOrSec>
        <name>Merrill Lynch Mortgage Investo</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BX Trust</name>
        <lei>N/A</lei>
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          <isin value="US05612TAJ43"/>
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      <invstOrSec>
        <name>CLOVER CLO</name>
        <lei>N/A</lei>
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          <isin value="US18915FAJ12"/>
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        <name>Freddie Mac - STACR</name>
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        <name>Freddie Mac - STACR</name>
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        <title>Freddie Mac STACR Trust 2018-DNA3</title>
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      <invstOrSec>
        <name>Renaissance Home Equity Loan T</name>
        <lei>N/A</lei>
        <title>Renaissance Home Equity Loan Trust 2007-2</title>
        <cusip>75970QAE0</cusip>
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          <isin value="US75970QAE08"/>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Freddie Mac - SCRT</name>
        <lei>N/A</lei>
        <title>Freddie Mac Seasoned Credit Risk Transfer Trust Series 2024-1</title>
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          <isin value="US35563PW214"/>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2063-11-25</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>213800RZ8QGNZ38DSP77</lei>
        <title>Verus Securitization Trust 2024-8</title>
        <cusip>92540PAE8</cusip>
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          <isin value="US92540PAE88"/>
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        <balance>1750000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Bear Mountain Park CLO, Ltd</name>
        <lei>N/A</lei>
        <title>Bear Mountain Park CLO Ltd</title>
        <cusip>07403KAE3</cusip>
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          <isin value="US07403KAE38"/>
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        <balance>500000.00000000</balance>
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          <maturityDt>2037-07-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Home Re Ltd</name>
        <lei>N/A</lei>
        <title>Home RE 2023-1 Ltd</title>
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          <isin value="US43731BAC54"/>
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      <invstOrSec>
        <name>Wells Fargo Commercial Mortgag</name>
        <lei>N/A</lei>
        <title>Wells Fargo Commercial Mortgage Trust 2022-JS2</title>
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        <balance>2200000.00000000</balance>
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      <invstOrSec>
        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Benchmark 2023-V3 Mortgage Trust</title>
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      <invstOrSec>
        <name>Nomura Securities International, Inc.</name>
        <lei>OXTKY6Q8X53C9ILVV871</lei>
        <title>Nomura Securities Inc</title>
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          <transCat>Reverse repurchase</transCat>
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        <name>Provident Bank Home Equity Loa</name>
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      <invstOrSec>
        <name>Freddie Mac - SCRT</name>
        <lei>N/A</lei>
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          <isin value="US35563P6W43"/>
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      <invstOrSec>
        <name>Boca Commercial Mortgage Trust</name>
        <lei>N/A</lei>
        <title>BOCA Commercial Mortgage Trust 2024-BOCA</title>
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          <isin value="US096817AJ00"/>
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        <balance>1130000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1146893.95000000</valUSD>
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        <name>Renaissance Home Equity Loan T</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>MASTR Adjustable Rate Mortgage</name>
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        <name>Freddie Mac - STACR</name>
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        <name>Countrywide Alternative Loan T</name>
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        <name>IndyMac INDA Mortgage Loan Tru</name>
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        <name>New Residential Mortgage Loan</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>GS Mortgage Securities Trust</name>
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        <name>Greenwich Capital Acceptance I</name>
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        <name>GS Mortgage-Backed Securities</name>
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        <name>Bear Stearns Alt-A Trust</name>
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        <name>Banc of America Funding Corpor</name>
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        <name>IndyMac INDX Mortgage Loan Tru</name>
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        <name>GS Mortgage Securities Trust</name>
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      <invstOrSec>
        <name>Nomura Securities International, Inc.</name>
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        <name>IndyMac INDX Mortgage Loan Tru</name>
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        <name>Credit Suisse Mortgage Trust</name>
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        <name>Western Asset Premier Institutional Government Reserves</name>
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        <name>Bank</name>
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        <name>CHIMERA INVESTMENT CORP</name>
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        <name>HIH Trust</name>
        <lei>N/A</lei>
        <title>HIH Trust 2024-61P</title>
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        <name>Toorak Mortgage Corp.</name>
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        <name>Credit-Based Asset Servicing a</name>
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        <name>Countrywide Home Loans</name>
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        <name>BX Trust</name>
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        <name>NCMF Trust</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>Fannie Mae - CAS</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>CHIMERA INVESTMENT CORP</name>
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        <name>Nomura Securities International, Inc.</name>
        <lei>OXTKY6Q8X53C9ILVV871</lei>
        <title>Nomura Securities Inc</title>
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        <name>Fannie Mae - CAS</name>
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        <name>GS Mortgage-Backed Securities</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>MASTR Reperforming Loan Trust</name>
        <lei>N/A</lei>
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        <name>CIM Trust</name>
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        <name>Countrywide Alternative Loan T</name>
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        <name>Credit Suisse Mortgage Trust</name>
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        <name>FRESB Multifamily Mortgage Pas</name>
        <lei>N/A</lei>
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        <name>Progress Residential Trust</name>
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        <title>Progress Residential 2021-SFR4</title>
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      <invstOrSec>
        <name>Structured Adjustable Rate Mor</name>
        <lei>N/A</lei>
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        <name>Aegis Asset Backed Securities</name>
        <lei>N/A</lei>
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        <name>Washington Mutual Mortgage Pas</name>
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        <name>Credit Suisse Mortgage Trust</name>
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        <name>BX Trust</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>HSI Asset Loan Obligation</name>
        <lei>N/A</lei>
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        <name>Lehman XS Trust</name>
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        <name>Bayview Opportunity Master Fun</name>
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        <name>Nelnet Student Loan Trust</name>
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        <name>Washington Mutual Mortgage Pas</name>
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        <name>Sierra Receivables Funding Co</name>
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        <name>Freddie Mac - SCRT</name>
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        <name>JP Morgan Mortgage Trust</name>
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        <name>OCEAN TRAILS CLO</name>
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        <name>BWAY Mortgage Trust</name>
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        <name>Lehman Mortgage Trust</name>
        <lei>N/A</lei>
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        <cusip>52521RAS0</cusip>
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      <invstOrSec>
        <name>Morgan Stanley Mortgage Loan T</name>
        <lei>N/A</lei>
        <title>Morgan Stanley Mortgage Loan Trust 2007-5AX</title>
        <cusip>61751GAD9</cusip>
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          <isin value="US61751GAD97"/>
          <other otherDesc="SEDOL" value="B5N0SL8"/>
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        <name>Nomura Securities International, Inc.</name>
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        <name>Nomura Securities International, Inc.</name>
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      <invstOrSec>
        <name>Starwood Mortgage Residential</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GS Mortgage-Backed Securities</name>
        <lei>N/A</lei>
        <title>GS Mortgage-Backed Securities Trust 2022-NQM1</title>
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          <isin value="US36264EBG89"/>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Nomura Securities International, Inc.</name>
        <lei>OXTKY6Q8X53C9ILVV871</lei>
        <title>Nomura Securities Inc</title>
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          <other otherDesc="INTERNAL" value="RP990492"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>1450000.00000000</principalAmt>
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        <name>Bank</name>
        <lei>N/A</lei>
        <title>BANK 2022-BNK43</title>
        <cusip>06541QAE5</cusip>
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          <isin value="US06541QAE52"/>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
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        <name>RAAC Series</name>
        <lei>N/A</lei>
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        <name>Nomura Securities International, Inc.</name>
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      <invstOrSec>
        <name>Nomura Securities International, Inc.</name>
        <lei>OXTKY6Q8X53C9ILVV871</lei>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>SMR 2022-IND Mortgage Trust</name>
        <lei>N/A</lei>
        <title>SMR 2022-IND Mortgage Trust</title>
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          <isin value="US78458MAN48"/>
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      <invstOrSec>
        <name>Nomura Securities International, Inc.</name>
        <lei>OXTKY6Q8X53C9ILVV871</lei>
        <title>Nomura Securities Inc</title>
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          <other otherDesc="INTERNAL" value="RP990143"/>
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          <transCat>Reverse repurchase</transCat>
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            <repurchaseCollateral>
              <principalAmt>1420000.00000000</principalAmt>
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        <securityLending>
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      <invstOrSec>
        <name>Greystone Commercial Real Esta</name>
        <lei>N/A</lei>
        <title>Greystone CRE Notes 2024-HC3</title>
        <cusip>39808MAJ2</cusip>
        <identifiers>
          <isin value="US39808MAJ27"/>
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        <balance>610000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>615284.29000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2041-03-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Verus Securitization Trust</name>
        <lei>984500BADC7CFE3B0756</lei>
        <title>Verus Securitization Trust 2023-5</title>
        <cusip>924934AE2</cusip>
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        <name>Fannie Mae</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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      <invstOrSec>
        <name>BX Trust</name>
        <lei>N/A</lei>
        <title>BX Commercial Mortgage Trust 2021-XL2</title>
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          <isin value="US05609KAQ22"/>
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      <invstOrSec>
        <name>BENCHMARK Mortgage Trust</name>
        <lei>N/A</lei>
        <title>Benchmark 2019-B12 Mortgage Trust</title>
        <cusip>08162FAU7</cusip>
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          <isin value="US08162FAU75"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2052-08-15</maturityDt>
          <couponKind>Variable</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Balboa Bay Loan Funding Ltd</name>
        <lei>254900FG1DS8PNX30R63</lei>
        <title>Balboa Bay Loan Funding 2024-2 Ltd</title>
        <cusip>05765BAA7</cusip>
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          <isin value="US05765BAA70"/>
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        <balance>290000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>3</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nomura Securities International, Inc.</name>
        <lei>OXTKY6Q8X53C9ILVV871</lei>
        <title>Nomura Securities Inc</title>
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        <invCountry>US</invCountry>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>Renew Financial</name>
        <lei>N/A</lei>
        <title>Renew 2024-2</title>
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        <assetCat>ABS-O</assetCat>
        <issuerCat>CORP</issuerCat>
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      <invstOrSec>
        <name>National Collegiate Commutatio</name>
        <lei>N/A</lei>
        <title>National Collegiate VI 2007-4 Class A-3L Commutation Trust</title>
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        <identifiers>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>Nomura Securities International, Inc.</name>
        <lei>OXTKY6Q8X53C9ILVV871</lei>
        <title>Nomura Securities Inc</title>
        <cusip>000000000</cusip>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>Residential Asset Mortgage Pro</name>
        <lei>N/A</lei>
        <title>RAMP Series 2004-RS4 Trust</title>
        <cusip>7609853J8</cusip>
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          <isin value="US7609853J89"/>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Stonepeak</name>
        <lei>N/A</lei>
        <title>Stonepeak 2021-1 ABS</title>
        <cusip>78433XAC4</cusip>
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          <isin value="US78433XAC48"/>
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        <balance>742598.51000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-O</assetCat>
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        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac - SCRT</name>
        <lei>N/A</lei>
        <title>Freddie Mac Seasoned Credit Risk Transfer Trust Series 2016-1</title>
        <cusip>35563PAF6</cusip>
        <identifiers>
          <isin value="US35563PAF62"/>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>BFLD Trust</name>
        <lei>N/A</lei>
        <title>BFLD Commercial Mortgage Trust 2024-UNIV</title>
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          <isin value="US08861RAJ05"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>Nomura Securities International, Inc.</name>
        <lei>OXTKY6Q8X53C9ILVV871</lei>
        <title>Nomura Securities Inc</title>
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          <transCat>Reverse repurchase</transCat>
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      <invstOrSec>
        <name>Citigroup Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>Citigroup Mortgage Loan Trust 2004-UST1</title>
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          <isin value="US17307GKZ09"/>
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        <balance>5252.78000000</balance>
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          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC 2021-INV2 Trust</title>
        <cusip>12659TBW4</cusip>
        <identifiers>
          <isin value="US12659TBW45"/>
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        <balance>27398885.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>748216.98000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-11-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac - STACR</name>
        <lei>549300D2VO9JVX6KU482</lei>
        <title>STACR Trust 2018-HRP1</title>
        <cusip>3137G0VB2</cusip>
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          <isin value="US3137G0VB27"/>
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        <balance>5381598.30000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>Countrywide Asset-Backed Certi</name>
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        <name>Freddie Mac - STACR</name>
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        <name>Banc of America Funding Corpor</name>
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        <name>BSREP Commercial Mortgage Trus</name>
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        <name>First Horizon Alternative Mort</name>
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        <name>CoreVest American Finance Ltd</name>
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        <name>Farmer Mac Agricultural Real E</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>Natixis Commercial Mortgage Se</name>
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        <name>Freddie Mac - STACR</name>
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        <name>Structured Adjustable Rate Mor</name>
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        <name>Freddie Mac - SCRT</name>
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        <name>Lehman Mortgage Trust</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>Eagle Re Ltd</name>
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      <invstOrSec>
        <name>Deutsche Mortgage Securities,</name>
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      <invstOrSec>
        <name>Banc of America Funding Corpor</name>
        <lei>N/A</lei>
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          <isin value="US058933AE20"/>
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      <invstOrSec>
        <name>PENNYMAC CORP</name>
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      <invstOrSec>
        <name>Social Professional Loan Progr</name>
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      <invstOrSec>
        <name>Freddie Mac - SCRT</name>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
        <lei>N/A</lei>
        <title>CSMC Series 2015-2R</title>
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      <invstOrSec>
        <name>LHOME Mortgage Trust</name>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
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        <name>Freddie Mac - SCRT</name>
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        <name>Apex Credit CLO LLC</name>
        <lei>549300OKB854VBBC1981</lei>
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      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
        <lei>N/A</lei>
        <title>GS Mortgage Securities Corp Trust 2018-LUAU</title>
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      <invstOrSec>
        <name>Multifamily Connecticut Avenue</name>
        <lei>549300HG8ZEWVWVSN227</lei>
        <title>Multifamily Connecticut Avenue Securities Trust 2019-01</title>
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        <balance>2500000.00000000</balance>
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        <issuerCat>USGA</issuerCat>
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        <debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>New Residential Mortgage Loan</name>
        <lei>213800CVLC5IFCJL6C96</lei>
        <title>New Residential Mortgage Loan Trust 2024-RTL1</title>
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        <balance>380000.00000000</balance>
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        <name>Government National Mortgage A</name>
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      <invstOrSec>
        <name>Countrywide Home Equity Loan T</name>
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        <name>SOHO Trust 2021-SOHO</name>
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      <invstOrSec>
        <name>JP Morgan Mortgage Trust</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>Citigroup Commercial Mortgage</name>
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        <name>ChaseFlex Trust</name>
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        <name>Home Partners of America Trust</name>
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        <name>Bombardier Capital Mortgage Se</name>
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        <name>Banc of America Funding Corpor</name>
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        <name>Fannie Mae - CAS</name>
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        <name>Countrywide Alternative Loan T</name>
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        <name>LLOYDS BANKING GROUP PLC</name>
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        <name>Residential Accredit Loans, In</name>
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        <name>Freddie Mac - STACR</name>
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        <name>Bayview Opportunity Master Fun</name>
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        <name>Natixis Commercial Mortgage Se</name>
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        <name>Bear Stearns Asset Backed Secu</name>
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          <isin value="US073879U970"/>
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        <name>Nomura Securities International, Inc.</name>
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        <title>Nomura Securities Inc</title>
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        <name>Rialto Real Estate Fund LP</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>FREMF Mortgage Trust</name>
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        <name>Popular ABS Mortgage Pass-Thro</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>Countrywide Alternative Loan T</name>
        <lei>N/A</lei>
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        <name>Fannie Mae - CAS</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Wachovia Mortgage Loan Trust,</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>CUSHMAN &amp; WAKEFIELD US</name>
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      <invstOrSec>
        <name>American Home Mortgage Assets</name>
        <lei>N/A</lei>
        <title>American Home Mortgage Assets Trust 2005-2</title>
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      <invstOrSec>
        <name>Natixis Commercial Mortgage Se</name>
        <lei>N/A</lei>
        <title>Natixis Commercial Mortgage Securities Trust 2022-RRI</title>
        <cusip>63875JAN8</cusip>
        <identifiers>
          <isin value="US63875JAN81"/>
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      <invstOrSec>
        <name>Nomura Securities International, Inc.</name>
        <lei>OXTKY6Q8X53C9ILVV871</lei>
        <title>Nomura Securities Inc</title>
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        <name>DK Trust</name>
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        <name>Nomura Securities International, Inc.</name>
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        <name>Freddie Mac - SCRT</name>
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        <name>Wells Fargo Alternative Loan T</name>
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        <name>PRKCM Trust</name>
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      <invstOrSec>
        <name>Credit Suisse Mortgage Trust</name>
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        <title>CSMC 2021-ADV</title>
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      <invstOrSec>
        <name>MASTR Adjustable Rate Mortgage</name>
        <lei>N/A</lei>
        <title>MASTR Adjustable Rate Mortgages Trust 2004-12</title>
        <cusip>576433UC8</cusip>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Nomura Securities International, Inc.</name>
        <lei>OXTKY6Q8X53C9ILVV871</lei>
        <title>Nomura Securities Inc</title>
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          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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      <invstOrSec>
        <name>GS Mortgage Securities Trust</name>
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          <isin value="US36269JAN81"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Impac CMB Trust</name>
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          <isin value="US45254NKQ96"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Nomura Securities International, Inc.</name>
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        <title>Nomura Securities Inc</title>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
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          <repurchaseCollaterals>
            <repurchaseCollateral>
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        <securityLending>
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      <invstOrSec>
        <name>Fannie Mae - CAS</name>
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          <isin value="US20754CAF68"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ALLIANZ SE</name>
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        <title>Allianz SE</title>
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        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>N/A</maturityDt>
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      </invstOrSec>
      <invstOrSec>
        <name>Nomura Securities International, Inc.</name>
        <lei>OXTKY6Q8X53C9ILVV871</lei>
        <title>Nomura Securities Inc</title>
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        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="OXTKY6Q8X53C9ILVV871" name="Nomura Securities International, Inc."/>
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          <isTriParty>N</isTriParty>
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            <repurchaseCollateral>
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              <invstCat>AMBS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2025-02-25</ncom:dateSigned>
      <ncom:nameOfApplicant>Western Asset Mortgage Opportunity Fund Inc.</ncom:nameOfApplicant>
      <ncom:signature>Christopher Berarducci</ncom:signature>
      <ncom:signerName>Christopher Berarducci</ncom:signerName>
      <ncom:title>Principal Financial Officer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
