<?xml version="1.0" encoding="UTF-8"?><edgarSubmission xmlns="http://www.sec.gov/edgar/nport" xmlns:com="http://www.sec.gov/edgar/common" xmlns:ncom="http://www.sec.gov/edgar/nportcommon" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.sec.gov/edgar/nport eis_NPORT_Filer.xsd "><headerData><submissionType>NPORT-P</submissionType><isConfidential>false</isConfidential><filerInfo><filer><issuerCredentials><cik>0000277751</cik><ccc>XXXXXXXX</ccc></issuerCredentials></filer><seriesClassInfo><seriesId>S000044285</seriesId><classId>C000137958</classId><classId>C000137959</classId><classId>C000137960</classId><classId>C000137961</classId><classId>C000137962</classId><classId>C000137963</classId><classId>C000137964</classId></seriesClassInfo></filerInfo></headerData><formData><genInfo><regName>JANUS INVESTMENT FUND</regName><regFileNumber>811-01879</regFileNumber><regCik>0000277751</regCik><regLei>W6UYDZFUOFJ4HQQ32382</regLei><regStreet1>151 DETROIT STREET</regStreet1><regCity>DENVER</regCity><regStateConditional regCountry="US" regState="US-CO"/><regZipOrPostalCode>80206</regZipOrPostalCode><regPhone>3033333863</regPhone><seriesName>Janus Henderson Multi-Sector Income Fund</seriesName><seriesId>S000044285</seriesId><seriesLei>549300WARVMK66TM8315</seriesLei><repPdEnd>2023-06-30</repPdEnd><repPdDate>2023-03-31</repPdDate><isFinalFiling>N</isFinalFiling></genInfo><fundInfo><totAssets>3519457786</totAssets><totLiabs>703977796</totLiabs><netAssets>2815479990</netAssets><assetsAttrMiscSec>0</assetsAttrMiscSec><assetsInvested>0</assetsInvested><amtPayOneYrBanksBorr>0</amtPayOneYrBanksBorr><amtPayOneYrCtrldComp>0</amtPayOneYrCtrldComp><amtPayOneYrOthAffil>0</amtPayOneYrOthAffil><amtPayOneYrOther>0</amtPayOneYrOther><amtPayAftOneYrBanksBorr>0</amtPayAftOneYrBanksBorr><amtPayAftOneYrCtrldComp>0</amtPayAftOneYrCtrldComp><amtPayAftOneYrOthAffil>0</amtPayAftOneYrOthAffil><amtPayAftOneYrOther>0</amtPayAftOneYrOther><delayDeliv>24919984.5</delayDeliv><standByCommit>0</standByCommit><liquidPref>0</liquidPref><cshNotRptdInCorD>17140446</cshNotRptdInCorD><curMetrics><curMetric><curCd>USD</curCd><intrstRtRiskdv01 period10Yr="-63568.63617" period1Yr="-127693.05566" period30Yr="-99346.41858" period3Mon="-29323.12181" period5Yr="-756843.24532"/><intrstRtRiskdv100 period10Yr="-8072211.49985" period1Yr="-13184145.36647" period30Yr="-10860616.29556" period3Mon="-2870269.21573" period5Yr="-75242770.49625"/></curMetric><curMetric><curCd>CAD</curCd><intrstRtRiskdv01 period10Yr="-5.66174" period1Yr="-473.88558" period30Yr="0.0078" period3Mon="78.2916" period5Yr="-676.83505"/><intrstRtRiskdv100 period10Yr="-554.52658" period1Yr="-46413.69907" period30Yr="0.76418" period3Mon="-767.41483" period5Yr="-66291.14525"/></curMetric><curMetric><curCd>EUR</curCd><intrstRtRiskdv01 period10Yr="-2197.17377" period1Yr="-4051.51258" period30Yr="216.66755" period3Mon="924.68022" period5Yr="-11393.69188"/><intrstRtRiskdv100 period10Yr="-206094.58747" period1Yr="-412661.3221" period30Yr="24534.67342" period3Mon="-42992.09588" period5Yr="-1115544.62221"/></curMetric></curMetrics><creditSprdRiskInvstGrade period10Yr="-168582.50189" period1Yr="-54461.28703" period30Yr="-2496.00514" period3Mon="-2094.54604" period5Yr="-481504.75327"/><creditSprdRiskNonInvstGrade period10Yr="-43671.40298" period1Yr="-157681.07993" period30Yr="-22.50732" period3Mon="-6020.15757" period5Yr="-364327.85446"/><borrowers><borrower aggrVal="166113.05" lei="549300KUN9K9K32C6D97" name="BNP PARIBAS PRIME BROKERAGE INTERNATIONAL LIMITED"/><borrower aggrVal="82061.86" lei="R0MUWSFPU8MPRO8K5P83" name="BNP PARIBAS S.A."/><borrower aggrVal="1371461.98" lei="ZBUT11V806EZRVTWT807" name="J.P. MORGAN SECURITIES LLC"/><borrower aggrVal="2871151.87" lei="5493001I7IJ4CW6Q9N27" name="CITADEL CLEARING LLC"/><borrower aggrVal="8454146.69" lei="549300HN4UKV1E2R3U73" name="BOFA SECURITIES, INC."/><borrower aggrVal="3903721.98" lei="MBNUM2BPBDO7JBLYG310" name="Citigroup Global Markets Inc."/></borrowers><isNonCashCollateral>N</isNonCashCollateral><returnInfo><monthlyTotReturns><monthlyTotReturn classId="C000137958" rtn1="1.64" rtn2="-1.73" rtn3="3.5"/><monthlyTotReturn classId="C000137959" rtn1="1.45" rtn2="-1.67" rtn3="3.43"/><monthlyTotReturn classId="C000137960" rtn1="1.53" rtn2="-1.6" rtn3="3.51"/><monthlyTotReturn classId="C000137961" rtn1="1.66" rtn2="-1.72" rtn3="3.51"/><monthlyTotReturn classId="C000137962" rtn1="1.55" rtn2="-1.59" rtn3="3.52"/><monthlyTotReturn classId="C000137963" rtn1="1.62" rtn2="-1.63" rtn3="3.36"/><monthlyTotReturn classId="C000137964" rtn1="1.64" rtn2="-1.61" rtn3="3.38"/></monthlyTotReturns><monthlyReturnCats><commodityContracts><mon1 netRealizedGain="0" netUnrealizedAppr="0"/><mon2 netRealizedGain="0" netUnrealizedAppr="0"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></commodityContracts><creditContracts><mon1 netRealizedGain="-8110769" netUnrealizedAppr="10276488"/><mon2 netRealizedGain="0" netUnrealizedAppr="1875656"/><mon3 netRealizedGain="0" netUnrealizedAppr="-3431713"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="-8110769" netUnrealizedAppr="10276488"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="1875656"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="-3431713"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></creditContracts><equityContracts><mon1 netRealizedGain="0" netUnrealizedAppr="0"/><mon2 netRealizedGain="0" netUnrealizedAppr="0"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></equityContracts><foreignExchgContracts><mon1 netRealizedGain="0" netUnrealizedAppr="-1276482"/><mon2 netRealizedGain="0" netUnrealizedAppr="1542696"/><mon3 netRealizedGain="-3443699" netUnrealizedAppr="2719481"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="-1276482"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="1542696"/><instrMon3 netRealizedGain="-3443699" netUnrealizedAppr="2719481"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></foreignExchgContracts><interestRtContracts><mon1 netRealizedGain="19563852" netUnrealizedAppr="4694337"/><mon2 netRealizedGain="-17038388" netUnrealizedAppr="-5027562"/><mon3 netRealizedGain="-705203" netUnrealizedAppr="1214052"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="19563852" netUnrealizedAppr="4694337"/><instrMon2 netRealizedGain="-17038388" netUnrealizedAppr="-5027562"/><instrMon3 netRealizedGain="-705203" netUnrealizedAppr="1214052"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></interestRtContracts><otherContracts><mon1 netRealizedGain="0" netUnrealizedAppr="0"/><mon2 netRealizedGain="0" netUnrealizedAppr="0"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></forwardCategory><futureCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></futureCategory><optionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></optionCategory><swaptionCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swaptionCategory><swapCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></swapCategory><warrantCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></warrantCategory><otherCategory><instrMon1 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon2 netRealizedGain="N/A" netUnrealizedAppr="N/A"/><instrMon3 netRealizedGain="N/A" netUnrealizedAppr="N/A"/></otherCategory></otherContracts></monthlyReturnCats><othMon1 netRealizedGain="-25939174" netUnrealizedAppr="30770906"/><othMon2 netRealizedGain="-8127729" netUnrealizedAppr="-32161688"/><othMon3 netRealizedGain="-6859917" netUnrealizedAppr="90112766"/></returnInfo><mon1Flow redemption="-103215129.89" reinvestment="13673391.95" sales="105592382.81"/><mon2Flow redemption="-79688195.43" reinvestment="13301769.22" sales="105659291.28"/><mon3Flow redemption="-120977065.44" reinvestment="14025431.03" sales="142117251.21"/><varInfo><fundsDesignatedInfo><nameDesignatedIndex>55%Bloomberg US Corp High Yld Bond/25%Bloomberg US Corp/20%Bloomberg Securitized</nameDesignatedIndex><indexIdentifier>INTRNL-1465165005</indexIdentifier></fundsDesignatedInfo></varInfo></fundInfo><invstOrSecs><invstOrSec><name>N/A</name><lei>N/A</lei><title>Royal Bank of Canada</title><cusip>N/A</cusip><identifiers><other otherDesc="RBC SL TD" value="Internal ID"/></identifiers><balance>3438966</balance><units>PA</units><curCd>USD</curCd><valUSD>3438966</valUSD><pctVal>0.122</pctVal><payoffProfile>Long</payoffProfile><assetCat>STIV</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-03</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.8</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><cashCollateralCondition cashCollateralVal="3438966" isCashCollateral="Y"/><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Syneos Health Inc</name><lei>549300F1ZGKDS8P6GU13</lei><title>Syneos Health Inc</title><cusip>87166B102</cusip><identifiers><isin value="US87166B1026"/><ticker value="SYNH US"/><other otherDesc="BFMZ4V6" value="Sedol"/></identifiers><balance>114948</balance><units>NS</units><curCd>USD</curCd><valUSD>4094448</valUSD><pctVal>0.145</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Janus Capital Group Inc</name><lei>8T2ZO87FU1KVPZIG9I59</lei><title>Janus Henderson Cash Liquidity Fund</title><cusip>N/A</cusip><identifiers><isin value="DU0000100962"/></identifiers><balance>73930022</balance><units>NS</units><curCd>USD</curCd><valUSD>73944808</valUSD><pctVal>2.626</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>PF</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Janus Henderson Cash Collateral Fund</name><lei>N/A</lei><title>Janus Henderson Cash Collateral Fund</title><cusip>N/A</cusip><identifiers><other otherDesc="896" value="Internal ID"/></identifiers><balance>13755864</balance><units>NS</units><curCd>USD</curCd><valUSD>13755864</valUSD><pctVal>0.489</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>PF</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><cashCollateralCondition cashCollateralVal="13755864" isCashCollateral="Y"/><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Clarivate PLC</name><lei>549300WDHIIODXFO0R55</lei><title>Clarivate Analytics PLC</title><cusip>G21810109</cusip><identifiers><isin value="JE00BJJN4441"/><ticker value="CLVT US"/><other otherDesc="BJJN444" value="Sedol"/></identifiers><balance>4217</balance><units>NS</units><curCd>USD</curCd><valUSD>39598</valUSD><pctVal>0.001</pctVal><payoffProfile>Long</payoffProfile><assetCat>EC</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BECTON DICKINSON AND CO</name><lei>ICE2EP6D98PQUILVRZ91</lei><title>Becton Dickinson and Co</title><cusip>075887406</cusip><identifiers><isin value="US0758874061"/><ticker value="BDX"/><other otherDesc="BL6D429" value="Sedol"/></identifiers><balance>59700</balance><units>NS</units><curCd>USD</curCd><valUSD>2973657</valUSD><pctVal>0.106</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Castlelake Aircraft Structured</name><lei>N/A</lei><title>Castlelake Aircraft Securitization Trust 2018-1</title><cusip>12563AAA9</cusip><identifiers><isin value="US12563AAA97"/><ticker value="CLAST"/><other otherDesc="BFZ6JS8" value="Sedol"/></identifiers><balance>1000000</balance><units>NS</units><curCd>USD</curCd><valUSD>100000</valUSD><pctVal>0.004</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Social Professional Loan Progr</name><lei>N/A</lei><title>Sofi Professional Loan Program 2018-C Trust</title><cusip>78490D104</cusip><identifiers><isin value="US78490D1046"/><ticker value="SOFI"/></identifiers><balance>58000</balance><units>NS</units><curCd>USD</curCd><valUSD>639549</valUSD><pctVal>0.023</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Project Silver</name><lei>N/A</lei><title>Project Silver</title><cusip>82774HAA2</cusip><identifiers><isin value="US82774HAA23"/><ticker value="SLVRR"/><other otherDesc="BJQ2K35" value="Sedol"/></identifiers><balance>1500000</balance><units>NS</units><curCd>USD</curCd><valUSD>187500</valUSD><pctVal>0.007</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Social Professional Loan Progr</name><lei>N/A</lei><title>Sofi Professional Loan Program 2018-D Trust</title><cusip>83401A108</cusip><identifiers><isin value="US83401A1088"/><ticker value="SOFI"/><other otherDesc="BGK72Q2" value="Sedol"/></identifiers><balance>76000</balance><units>NS</units><curCd>USD</curCd><valUSD>469627</valUSD><pctVal>0.017</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Social Professional Loan Progr</name><lei>N/A</lei><title>SoFi Professional Loan Program 2017-F LLC</title><cusip>83401B106</cusip><identifiers><isin value="US83401B1061"/><ticker value="SOFI"/><other otherDesc="BYVZ841" value="Sedol"/></identifiers><balance>35000</balance><units>NS</units><curCd>USD</curCd><valUSD>484388</valUSD><pctVal>0.017</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Social Professional Loan Progr</name><lei>N/A</lei><title>SoFi Professional Loan Program 2017-E LLC</title><cusip>83404K103</cusip><identifiers><isin value="US83404K1034"/><ticker value="SOFI"/><other otherDesc="BF4QXF4" value="Sedol"/></identifiers><balance>25000</balance><units>NS</units><curCd>USD</curCd><valUSD>228712</valUSD><pctVal>0.008</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Social Professional Loan Progr</name><lei>N/A</lei><title>SoFi Professional Loan Program 2019-B LLC</title><cusip>83404W107</cusip><identifiers><isin value="US83404W1071"/><ticker value="SOFI"/><other otherDesc="BJT4KQ1" value="Sedol"/></identifiers><balance>70900</balance><units>NS</units><curCd>USD</curCd><valUSD>783629</valUSD><pctVal>0.028</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Social Professional Loan Progr</name><lei>N/A</lei><title>SoFi Professional Loan Program 2020-A Trust</title><cusip>83406T102</cusip><identifiers><isin value="US83406T1025"/><ticker value="SOFI"/><other otherDesc="BL3PZH0" value="Sedol"/></identifiers><balance>34000</balance><units>NS</units><curCd>USD</curCd><valUSD>994231</valUSD><pctVal>0.035</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Thunderbolt Aircraft Lease Lim</name><lei>N/A</lei><title>Thunderbolt III Aircraft Lease Ltd</title><cusip>88607BAA5</cusip><identifiers><isin value="US88607BAA52"/><ticker value="TBOLT"/><other otherDesc="BKRRDV5" value="Sedol"/></identifiers><balance>5000000</balance><units>NS</units><curCd>USD</curCd><valUSD>100000</valUSD><pctVal>0.004</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Upstart Securitization Trust</name><lei>N/A</lei><title>Upstart Securitization Trust 2019-3</title><cusip>91678W109</cusip><identifiers><isin value="US91678W1099"/><ticker value="UPST"/><other otherDesc="BKBZF19" value="Sedol"/></identifiers><balance>8250</balance><units>NS</units><curCd>USD</curCd><valUSD>412500</valUSD><pctVal>0.015</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Boardriders Inc</name><lei>54930013HYANWRQLRU09</lei><title>Quiksilver Inc</title><cusip>N/A</cusip><identifiers><isin value="DU0000102257"/><ticker value="BRDRID"/></identifiers><balance>12688</balance><units>NS</units><curCd>USD</curCd><valUSD>10785</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>3</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Start Ltd.</name><lei>549300VIQYFIDJQCKZ43</lei><title>START Ireland</title><cusip>85572H101</cusip><identifiers><isin value="US85572H1014"/><ticker value="STARR"/><other otherDesc="BJP3X74" value="Sedol"/></identifiers><balance>1500000</balance><units>NS</units><curCd>USD</curCd><valUSD>187500</valUSD><pctVal>0.007</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>BM</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Thunderbolt Aircraft Lease Lim</name><lei>N/A</lei><title>Thunderbolt II Aircraft Lease Ltd</title><cusip>88606X100</cusip><identifiers><isin value="US88606X1000"/><ticker value="TBOLT"/><other otherDesc="BD36704" value="Sedol"/></identifiers><balance>10</balance><units>NS</units><curCd>USD</curCd><valUSD>43668</valUSD><pctVal>0.002</pctVal><payoffProfile>Long</payoffProfile><assetCat>EP</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AMN Healthcare Allied Inc</name><lei>549300H27NUKBFFQEE84</lei><title>AMN Healthcare Inc</title><cusip>00175PAC7</cusip><identifiers><isin value="US00175PAC77"/><ticker value="AMN"/><other otherDesc="BMXKJD6" value="Sedol"/></identifiers><balance>4005000</balance><units>PA</units><curCd>USD</curCd><valUSD>3544425</valUSD><pctVal>0.126</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Acuris Finance US Inc / Acuris Finance S.a r.l.</name><lei>213800PHEXJH1L7ZN896</lei><title>Acuris Finance US Inc / Acuris Finance SARL</title><cusip>00511BAA5</cusip><identifiers><isin value="US00511BAA52"/><ticker value="ILOGIC"/><other otherDesc="BNXGNJ5" value="Sedol"/></identifiers><balance>2685000</balance><units>PA</units><curCd>USD</curCd><valUSD>2107725</valUSD><pctVal>0.075</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Adapthealth Llc</name><lei>549300SN58QQ28RVWE26</lei><title>ADAPTHEALTH LLC</title><cusip>00653VAA9</cusip><identifiers><isin value="US00653VAA98"/><ticker value="ADAHEA"/><other otherDesc="BLCBC12" value="Sedol"/></identifiers><balance>8398000</balance><units>PA</units><curCd>USD</curCd><valUSD>7710624</valUSD><pctVal>0.274</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.125</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>ALBERTSONS COS/SAFEWAY</name><lei>549300YKWOC0AOR16R51</lei><title>Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC</title><cusip>013092AG6</cusip><identifiers><isin value="US013092AG61"/><ticker value="ACI"/><other otherDesc="BKPMPR2" value="Sedol"/></identifiers><balance>9662000</balance><units>PA</units><curCd>USD</curCd><valUSD>8406849</valUSD><pctVal>0.299</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Alexandria Real Estate Equities, Inc.</name><lei>MGCJBT4MKTQBVLNUIS88</lei><title>Alexandria Real Estate Equities Inc</title><cusip>015271BA6</cusip><identifiers><isin value="US015271BA64"/><ticker value="ARE"/><other otherDesc="BR1H495" value="Sedol"/></identifiers><balance>5706000</balance><units>PA</units><curCd>USD</curCd><valUSD>5347261</valUSD><pctVal>0.19</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2035-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.75</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>AMERICAN ELECTRIC POWER</name><lei>1B4S6S7G0TW5EE83BO58</lei><title>American Electric Power Co Inc</title><cusip>025537AU5</cusip><identifiers><isin value="US025537AU52"/><ticker value="AEP"/><other otherDesc="BNM6HZ0" value="Sedol"/></identifiers><balance>5517000</balance><units>PA</units><curCd>USD</curCd><valUSD>4395179</valUSD><pctVal>0.156</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2062-02-15</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.875</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>American Electric Power Co, Inc.</name><lei>1B4S6S7G0TW5EE83BO58</lei><title>American Electric Power Co Inc</title><cusip>025537AX9</cusip><identifiers><isin value="US025537AX91"/><ticker value="AEP"/><other otherDesc="BQMS241" value="Sedol"/></identifiers><balance>3096000</balance><units>PA</units><curCd>USD</curCd><valUSD>3202431</valUSD><pctVal>0.114</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.625</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>AMERICAN EXPRESS CO</name><lei>R4PP93JZOLY261QX3811</lei><title>American Express Co</title><cusip>025816CH0</cusip><identifiers><isin value="US025816CH00"/><ticker value="AXP"/><other otherDesc="BNHQ2Q1" value="Sedol"/></identifiers><balance>2697000</balance><units>PA</units><curCd>USD</curCd><valUSD>2279504</valUSD><pctVal>0.081</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.55</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>Amgen Inc.</name><lei>62QBXGPJ34PQ72Z12S66</lei><title>Amgen Inc</title><cusip>031162DR8</cusip><identifiers><isin value="US031162DR88"/><ticker value="AMGN"/><other otherDesc="BMTY608" value="Sedol"/></identifiers><balance>5713000</balance><units>PA</units><curCd>USD</curCd><valUSD>5869531</valUSD><pctVal>0.208</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-03-02</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.25</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>ANTERO RESOURCES CORP</name><lei>APVBKPOULHUX7YZLKU17</lei><title>Antero Resources Corp</title><cusip>03674XAS5</cusip><identifiers><isin value="US03674XAS53"/><ticker value="AR"/><other otherDesc="BNDYF04" value="Sedol"/></identifiers><balance>5752000</balance><units>PA</units><curCd>USD</curCd><valUSD>5350798</valUSD><pctVal>0.19</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><loanByFundCondition isLoanByFund="Y" loanVal="126694.84"/></securityLending></invstOrSec><invstOrSec><name>ARCHES BUYER INC</name><lei>2549009ADY4208OH2Y47</lei><title>Arches Buyer Inc</title><cusip>039524AA1</cusip><identifiers><isin value="US039524AA11"/><ticker value="ACOM"/><other otherDesc="BMHJ3J3" value="Sedol"/></identifiers><balance>13357000</balance><units>PA</units><curCd>USD</curCd><valUSD>11163113</valUSD><pctVal>0.396</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.25</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>ARDAGH METAL PACKAGING</name><lei>635400YUJMWFYRBL5293</lei><title>AMPBEV 6 06/15/27 144A</title><cusip>03969YAC2</cusip><identifiers><isin value="US03969YAC21"/><ticker value="AMPBEV"/><other otherDesc="BNM23C7" value="Sedol"/></identifiers><balance>6486000</balance><units>PA</units><curCd>USD</curCd><valUSD>6427788</valUSD><pctVal>0.228</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>N/A</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ATHENE GLOBAL FUNDING</name><lei>549300LM1QSI4MSIL320</lei><title>Athene Global Funding</title><cusip>04685A3E9</cusip><identifiers><isin value="US04685A3E97"/><ticker value="ATH"/><other otherDesc="BM9MD23" value="Sedol"/></identifiers><balance>8600000</balance><units>PA</units><curCd>USD</curCd><valUSD>6828934</valUSD><pctVal>0.243</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-10-04</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.646</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>BANK OF NY MELLON CORP</name><lei>WFLLPEPC7FZXENRZV188</lei><title>Bank of New York Mellon Corp</title><cusip>064058AH3</cusip><identifiers><isin value="US064058AH32"/><ticker value="BK"/><other otherDesc="BMF32J0" value="Sedol"/></identifiers><balance>1880000</balance><units>PA</units><curCd>USD</curCd><valUSD>1778986</valUSD><pctVal>0.063</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.7</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>BELLRING BRANDS INC</name><lei>549300S3BOK5CMTS8054</lei><title>BellRing Brands Inc</title><cusip>07831CAA1</cusip><identifiers><isin value="US07831CAA18"/><ticker value="BRBR"/><other otherDesc="BPTHHK5" value="Sedol"/></identifiers><balance>8455000</balance><units>PA</units><curCd>USD</curCd><valUSD>8564661</valUSD><pctVal>0.304</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7</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>BLOCK COMMUNICATIONS INC</name><lei>M5G68A9OHJWIL4SFC742</lei><title>Block Communications Inc</title><cusip>093645AJ8</cusip><identifiers><isin value="US093645AJ88"/><ticker value="BLOCKC"/><other otherDesc="BLK7881" value="Sedol"/></identifiers><balance>7120000</balance><units>PA</units><curCd>USD</curCd><valUSD>6152277</valUSD><pctVal>0.219</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.875</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>BROADSTONE NET LEASE LLC</name><lei>54930089IBT6J4WBTI50</lei><title>Broadstone Net Lease LLC</title><cusip>11135EAA2</cusip><identifiers><isin value="US11135EAA29"/><ticker value="BNL"/><other otherDesc="BP5CQF2" value="Sedol"/></identifiers><balance>2870000</balance><units>PA</units><curCd>USD</curCd><valUSD>2079952</valUSD><pctVal>0.074</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.6</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>Broadstreet Partners Inc</name><lei>549300BS9N54G8DD0R75</lei><title>Broadstreet Partners Inc</title><cusip>11135RAA3</cusip><identifiers><isin value="US11135RAA32"/><ticker value="BROPAR"/><other otherDesc="BNBW7Y8" value="Sedol"/></identifiers><balance>7633000</balance><units>PA</units><curCd>USD</curCd><valUSD>6455453</valUSD><pctVal>0.229</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.875</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>BROWN &amp; BROWN INC</name><lei>549300PC8KTJ71XKFY89</lei><title>Brown &amp; Brown Inc</title><cusip>115236AC5</cusip><identifiers><isin value="US115236AC57"/><ticker value="BRO"/><other otherDesc="BMZ1QM5" value="Sedol"/></identifiers><balance>3613000</balance><units>PA</units><curCd>USD</curCd><valUSD>2887852</valUSD><pctVal>0.103</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.375</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>BROWN &amp; BROWN INC</name><lei>549300PC8KTJ71XKFY89</lei><title>Brown &amp; Brown Inc</title><cusip>115236AF8</cusip><identifiers><isin value="US115236AF88"/><ticker value="BRO"/><other otherDesc="BMZQHY9" value="Sedol"/></identifiers><balance>3218000</balance><units>PA</units><curCd>USD</curCd><valUSD>2750172</valUSD><pctVal>0.098</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-03-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.95</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>BURFORD CAPITAL GLBL FIN</name><lei>549300JVAOO67CSCH406</lei><title>Burford Capital Global Finance LLC</title><cusip>12116LAA7</cusip><identifiers><isin value="US12116LAA70"/><ticker value="BURLN"/><other otherDesc="BMCLLL2" value="Sedol"/></identifiers><balance>4962000</balance><units>PA</units><curCd>USD</curCd><valUSD>4276279</valUSD><pctVal>0.152</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.25</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>BURFORD CAPITAL GLBL FIN</name><lei>549300JVAOO67CSCH406</lei><title>Burford Capital Global Finance LLC</title><cusip>12116LAC3</cusip><identifiers><isin value="US12116LAC37"/><ticker value="BURLN"/><other otherDesc="BNNFYT9" value="Sedol"/></identifiers><balance>4025000</balance><units>PA</units><curCd>USD</curCd><valUSD>3464234</valUSD><pctVal>0.123</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.875</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>CMS ENERGY CORP</name><lei>549300IA9XFBAGNIBW29</lei><title>CMS Energy Corp</title><cusip>125896BU3</cusip><identifiers><isin value="US125896BU39"/><ticker value="CMS"/><other otherDesc="BLD8NV9" value="Sedol"/></identifiers><balance>3354000</balance><units>PA</units><curCd>USD</curCd><valUSD>2897789</valUSD><pctVal>0.103</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-06-01</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.75</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>CARGO AIRCRAFT MANAGEMEN</name><lei>549300GH5J7LOMV44F11</lei><title>Cargo Aircraft Management Inc</title><cusip>14180LAA4</cusip><identifiers><isin value="US14180LAA44"/><ticker value="ATSG"/><other otherDesc="BH3T5M9" value="Sedol"/></identifiers><balance>6400000</balance><units>PA</units><curCd>USD</curCd><valUSD>5722560</valUSD><pctVal>0.203</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.75</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>CATALENT PHARMA SOLUTION</name><lei>549300HALRZ339MSTH85</lei><title>CTLT 3.5 04/01/30 144A</title><cusip>14879EAK4</cusip><identifiers><isin value="US14879EAK47"/><ticker value="CTLT"/><other otherDesc="BMGC4S9" value="Sedol"/></identifiers><balance>4068000</balance><units>PA</units><curCd>USD</curCd><valUSD>3575080</valUSD><pctVal>0.127</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CELANESE US HOLDINGS LLC</name><lei>CD30XVRLT4QO00B1C706</lei><title>Celanese US Holdings LLC</title><cusip>15089QAN4</cusip><identifiers><isin value="US15089QAN43"/><ticker value="CE"/><other otherDesc="BP9RBL4" value="Sedol"/></identifiers><balance>1443000</balance><units>PA</units><curCd>USD</curCd><valUSD>1458887</valUSD><pctVal>0.052</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.33</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>CELANESE US HOLDINGS LLC</name><lei>CD30XVRLT4QO00B1C706</lei><title>Celanese US Holdings LLC</title><cusip>15089QAP9</cusip><identifiers><isin value="US15089QAP90"/><ticker value="CE"/><other otherDesc="BP9RBH0" value="Sedol"/></identifiers><balance>2119000</balance><units>PA</units><curCd>USD</curCd><valUSD>2148007</valUSD><pctVal>0.076</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.379</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>CENTENE CORP</name><lei>549300Z7JJ4TQSQGT333</lei><title>Centene Corp</title><cusip>15135BAV3</cusip><identifiers><isin value="US15135BAV36"/><ticker value="CNC"/><other otherDesc="BMVX1F3" value="Sedol"/></identifiers><balance>10622000</balance><units>PA</units><curCd>USD</curCd><valUSD>9267100</valUSD><pctVal>0.329</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.375</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>CHARTER COMM OPT LLC/CAP</name><lei>549300TPZNMN50BJ3745</lei><title>Charter Communications Operating LLC / Charter Communications Operating Capital</title><cusip>161175CJ1</cusip><identifiers><isin value="US161175CJ14"/><ticker value="CHTR"/><other otherDesc="BPCMGY4" value="Sedol"/></identifiers><balance>3025000</balance><units>PA</units><curCd>USD</curCd><valUSD>2684420</valUSD><pctVal>0.095</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.4</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>CITIGROUP INC</name><lei>6SHGI4ZSSLCXXQSBB395</lei><title>Citigroup Inc</title><cusip>172967MV0</cusip><identifiers><isin value="US172967MV07"/><ticker value="C"/><other otherDesc="BMC9RY1" value="Sedol"/></identifiers><balance>5310000</balance><units>PA</units><curCd>USD</curCd><valUSD>4484295</valUSD><pctVal>0.159</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.875</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>DT MIDSTREAM INC</name><lei>N/A</lei><title>DT Midstream Inc</title><cusip>23345MAA5</cusip><identifiers><isin value="US23345MAA53"/><ticker value="DTMINC"/><other otherDesc="BLN9LF2" value="Sedol"/></identifiers><balance>7432000</balance><units>PA</units><curCd>USD</curCd><valUSD>6515652</valUSD><pctVal>0.231</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.125</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>DUQUESNE LIGHT HOLDINGS</name><lei>4CUJ1D8WDXK9X7QI6B93</lei><title>Duquesne Light Holdings Inc</title><cusip>266233AH8</cusip><identifiers><isin value="US266233AH80"/><ticker value="DQE"/><other otherDesc="BMZ1QP8" value="Sedol"/></identifiers><balance>3072000</balance><units>PA</units><curCd>USD</curCd><valUSD>2488863</valUSD><pctVal>0.088</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.532</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>ENLINK MIDSTREAM LLC</name><lei>54930000GY1H533OBE23</lei><title>EnLink Midstream LLC</title><cusip>29336TAC4</cusip><identifiers><isin value="US29336TAC45"/><ticker value="ENLC"/><other otherDesc="BLCXV00" value="Sedol"/></identifiers><balance>6693000</balance><units>PA</units><curCd>USD</curCd><valUSD>6559140</valUSD><pctVal>0.233</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.625</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>ENLINK MIDSTREAM PARTNER</name><lei>88CPW63VL7KHJWS0NY83</lei><title>EnLink Midstream Partners LP</title><cusip>29336UAH0</cusip><identifiers><isin value="US29336UAH05"/><ticker value="ENLK"/><other otherDesc="BF97ND0" value="Sedol"/></identifiers><balance>7858000</balance><units>PA</units><curCd>USD</curCd><valUSD>6741378</valUSD><pctVal>0.239</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>8.97629</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>ENTEGRIS INC</name><lei>IYX6OWO7BT5DKO3BYG52</lei><title>Entegris Inc</title><cusip>29362UAD6</cusip><identifiers><isin value="US29362UAD63"/><ticker value="ENTG"/><other otherDesc="BMHV9L3" value="Sedol"/></identifiers><balance>5085000</balance><units>PA</units><curCd>USD</curCd><valUSD>4389169</valUSD><pctVal>0.156</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.625</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>FTAI INFRA ESC HLDGS LLC</name><lei>N/A</lei><title>FTAI Infra Escrow Holdings LLC</title><cusip>30327TAA7</cusip><identifiers><isin value="US30327TAA79"/><ticker value="FIP"/><other otherDesc="BQKNZ27" value="Sedol"/></identifiers><balance>11252000</balance><units>PA</units><curCd>USD</curCd><valUSD>11117335</valUSD><pctVal>0.395</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>10.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>FIRSTCASH INC</name><lei>549300V2X3UU7K0DG350</lei><title>FirstCash Inc</title><cusip>31944TAA8</cusip><identifiers><isin value="US31944TAA88"/><ticker value="FCFS"/><other otherDesc="BNNTNW7" value="Sedol"/></identifiers><balance>5664000</balance><units>PA</units><curCd>USD</curCd><valUSD>5225040</valUSD><pctVal>0.186</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.625</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>FIRSTCASH INC</name><lei>549300V2X3UU7K0DG350</lei><title>FirstCash Inc</title><cusip>33767DAB1</cusip><identifiers><isin value="US33767DAB10"/><ticker value="FCFS"/><other otherDesc="BKSGZH1" value="Sedol"/></identifiers><balance>5509000</balance><units>PA</units><curCd>USD</curCd><valUSD>4886108</valUSD><pctVal>0.174</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.625</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>Fiserv Inc.</name><lei>GI7UBEJLXYLGR2C7GV83</lei><title>Fiserv Inc</title><cusip>337738BE7</cusip><identifiers><isin value="US337738BE73"/><ticker value="FISV"/><other otherDesc="BQMS218" value="Sedol"/></identifiers><balance>4500000</balance><units>PA</units><curCd>USD</curCd><valUSD>4667067</valUSD><pctVal>0.166</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-03-02</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.6</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>FORD MOTOR CREDIT CO LLC</name><lei>UDSQCVRUX5BONN0VY111</lei><title>FORD MOTOR CREDIT CO LLC</title><cusip>345397C35</cusip><identifiers><isin value="US345397C353"/><ticker value="F"/><other otherDesc="BQ96JW5" value="Sedol"/></identifiers><balance>5197000</balance><units>PA</units><curCd>USD</curCd><valUSD>5352962</valUSD><pctVal>0.19</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-11-04</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.35</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>FORTRESS TRANS &amp; INFRAST</name><lei>529900E7PUVK6BC8PE80</lei><title>Fortress Transportation and Infrastructure Investors LLC</title><cusip>34960PAB7</cusip><identifiers><isin value="US34960PAB76"/><ticker value="FTAI"/><other otherDesc="BFD2RL7" value="Sedol"/></identifiers><balance>2318000</balance><units>PA</units><curCd>USD</curCd><valUSD>2319541</valUSD><pctVal>0.082</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>FORTRESS TRANS &amp; INFRAST</name><lei>529900E7PUVK6BC8PE80</lei><title>Fortress Transportation and Infrastructure Investors LLC</title><cusip>34960PAC5</cusip><identifiers><isin value="US34960PAC59"/><ticker value="FTAI"/><other otherDesc="BMY7XQ7" value="Sedol"/></identifiers><balance>3509000</balance><units>PA</units><curCd>USD</curCd><valUSD>3702311</valUSD><pctVal>0.131</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>9.75</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>FULL HOUSE RESORTS INC</name><lei>5493009DKIWW0H901Y82</lei><title>Full House Resorts Inc</title><cusip>359678AC3</cusip><identifiers><isin value="US359678AC31"/><ticker value="FLL"/><other otherDesc="BNKTVG0" value="Sedol"/></identifiers><balance>10378000</balance><units>PA</units><curCd>USD</curCd><valUSD>9443980</valUSD><pctVal>0.335</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8.25</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><loanByFundCondition isLoanByFund="Y" loanVal="39418.21"/></securityLending></invstOrSec><invstOrSec><name>GLP CAPITAL LP / FIN II</name><lei>2549005PXW31DRW8EC44</lei><title>GLP Capital LP / GLP Financing II Inc</title><cusip>361841AQ2</cusip><identifiers><isin value="US361841AQ25"/><ticker value="GLPI"/><other otherDesc="BL57VT8" value="Sedol"/></identifiers><balance>3218000</balance><units>PA</units><curCd>USD</curCd><valUSD>2760434</valUSD><pctVal>0.098</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>GE HEALTHCARE TECH INC</name><lei>549300OI9J7XOWZMUN85</lei><title>GEHC 5.857 03/15/30 144A</title><cusip>36267VAG8</cusip><identifiers><isin value="US36267VAG86"/><ticker value="GEHC"/><other otherDesc="BL56GN4" value="Sedol"/></identifiers><balance>6565000</balance><units>PA</units><curCd>USD</curCd><valUSD>6868267</valUSD><pctVal>0.244</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.857</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GENERAL ELECTRIC CO</name><lei>3C7474T6CDKPR9K6YT90</lei><title>General Electric Co</title><cusip>369604BQ5</cusip><identifiers><isin value="US369604BQ57"/><ticker value="GE"/><other otherDesc="BYZLD06" value="Sedol"/></identifiers><balance>3149000</balance><units>PA</units><curCd>USD</curCd><valUSD>3145851</valUSD><pctVal>0.112</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>8.19629</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>GLOBAL NET LEASE/GLOBAL</name><lei>549300NUYANCT5SU8Z65</lei><title>Global Net Lease Inc / Global Net Lease Operating Partnership LP</title><cusip>37892AAA8</cusip><identifiers><isin value="US37892AAA88"/><ticker value="GNL"/><other otherDesc="BMYRZP0" value="Sedol"/></identifiers><balance>8400000</balance><units>PA</units><curCd>USD</curCd><valUSD>6646243</valUSD><pctVal>0.236</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.75</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>GRAY TELEVISION INC</name><lei>529900TM5726KDN7UU35</lei><title>Gray Television Inc</title><cusip>389375AL0</cusip><identifiers><isin value="US389375AL09"/><ticker value="GTN"/><other otherDesc="BMXWF01" value="Sedol"/></identifiers><balance>5500000</balance><units>PA</units><curCd>USD</curCd><valUSD>3650212</valUSD><pctVal>0.13</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-10-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.75</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>HLF FIN SARL LLC/HERBALI</name><lei>ST81INWBFR1E54KGC135</lei><title>HLF Financing Sarl LLC / Herbalife International Inc</title><cusip>40390DAC9</cusip><identifiers><isin value="US40390DAC92"/><ticker value="HLF"/><other otherDesc="BKPGFP2" value="Sedol"/></identifiers><balance>7721000</balance><units>PA</units><curCd>USD</curCd><valUSD>5867960</valUSD><pctVal>0.208</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.875</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>HADRIAN MERGER SUB</name><lei>5493008FRC0GRKBN1075</lei><title>Hadrian Merger Sub Inc</title><cusip>42239PAA7</cusip><identifiers><isin value="US42239PAA75"/><ticker value="HEARTL"/><other otherDesc="BDVJC99" value="Sedol"/></identifiers><balance>9876000</balance><units>PA</units><curCd>USD</curCd><valUSD>8098320</valUSD><pctVal>0.288</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HESS MIDSTREAM OPERATION</name><lei>N/A</lei><title>Hess Midstream Operations LP</title><cusip>428102AE7</cusip><identifiers><isin value="US428102AE79"/><ticker value="HESM"/><other otherDesc="BM9STG7" value="Sedol"/></identifiers><balance>5561000</balance><units>PA</units><curCd>USD</curCd><valUSD>4966529</valUSD><pctVal>0.176</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.25</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>HOWARD MIDSTREAM ENERGY</name><lei>N/A</lei><title>HOWMID 6.75 01/15/27 144A</title><cusip>442722AA2</cusip><identifiers><isin value="US442722AA25"/><ticker value="HOWMID"/><other otherDesc="BNKSQC8" value="Sedol"/></identifiers><balance>9769000</balance><units>PA</units><curCd>USD</curCd><valUSD>9211776</valUSD><pctVal>0.327</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.75</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>IPALCO ENTERPRISES INC</name><lei>5493000YFVK2DZX0JV43</lei><title>IPALCO Enterprises Inc</title><cusip>462613AP5</cusip><identifiers><isin value="US462613AP51"/><ticker value="AES"/><other otherDesc="BL9YNL1" value="Sedol"/></identifiers><balance>4008000</balance><units>PA</units><curCd>USD</curCd><valUSD>3689975</valUSD><pctVal>0.131</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.25</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>IRON MOUNTAIN INC</name><lei>SQL3F6CKNNBM3SQGHX24</lei><title>Iron Mountain Inc</title><cusip>46284VAJ0</cusip><identifiers><isin value="US46284VAJ08"/><ticker value="IRM"/><other otherDesc="BL57W73" value="Sedol"/></identifiers><balance>5631000</balance><units>PA</units><curCd>USD</curCd><valUSD>5077370</valUSD><pctVal>0.18</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.25</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>IRON MOUNTAIN INC</name><lei>SQL3F6CKNNBM3SQGHX24</lei><title>Iron Mountain Inc</title><cusip>46284VAN1</cusip><identifiers><isin value="US46284VAN10"/><ticker value="IRM"/><other otherDesc="BMG1HP4" value="Sedol"/></identifiers><balance>3754000</balance><units>PA</units><curCd>USD</curCd><valUSD>3225925</valUSD><pctVal>0.115</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JPMORGAN CHASE &amp; CO</name><lei>8I5DZWZKVSZI1NUHU748</lei><title>JPMorgan Chase &amp; Co</title><cusip>46647PCU8</cusip><identifiers><isin value="US46647PCU84"/><ticker value="JPM"/><other otherDesc="BLGSH92" value="Sedol"/></identifiers><balance>3163000</balance><units>PA</units><curCd>USD</curCd><valUSD>2704525</valUSD><pctVal>0.096</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-01-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.963</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 &amp; CO</name><lei>8I5DZWZKVSZI1NUHU748</lei><title>JPMorgan Chase &amp; Co</title><cusip>46647PDC7</cusip><identifiers><isin value="US46647PDC77"/><ticker value="JPM"/><other otherDesc="BPDWKC9" value="Sedol"/></identifiers><balance>1146000</balance><units>PA</units><curCd>USD</curCd><valUSD>1109701</valUSD><pctVal>0.039</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-04-26</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.586</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>JELD-WEN INC</name><lei>549300XWE6NM0N1HFW16</lei><title>JELD-WEN Inc</title><cusip>475795AD2</cusip><identifiers><isin value="US475795AD24"/><ticker value="JELD"/><other otherDesc="BF4PGP2" value="Sedol"/></identifiers><balance>5168000</balance><units>PA</units><curCd>USD</curCd><valUSD>4395797</valUSD><pctVal>0.156</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.875</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 &amp; CO</name><lei>8I5DZWZKVSZI1NUHU748</lei><title>JPMorgan Chase &amp; Co</title><cusip>48128BAF8</cusip><identifiers><isin value="US48128BAF85"/><ticker value="JPM"/><other otherDesc="BK6YKL6" value="Sedol"/></identifiers><balance>2163000</balance><units>PA</units><curCd>USD</curCd><valUSD>2076696</valUSD><pctVal>0.074</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JPMorgan Chase &amp; Co.</name><lei>8I5DZWZKVSZI1NUHU748</lei><title>JPMorgan Chase &amp; Co</title><cusip>48128BAN1</cusip><identifiers><isin value="US48128BAN10"/><ticker value="JPM"/><other otherDesc="BNZFNS9" value="Sedol"/></identifiers><balance>2501000</balance><units>PA</units><curCd>USD</curCd><valUSD>2188375</valUSD><pctVal>0.078</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.65</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>KOHL'S CORPORATION</name><lei>549300JF6LPRTRJ0FH50</lei><title>Kohl's Corp</title><cusip>500255AX2</cusip><identifiers><isin value="US500255AX28"/><ticker value="KSS"/><other otherDesc="BMD26X1" value="Sedol"/></identifiers><balance>7649000</balance><units>PA</units><curCd>USD</curCd><valUSD>5162769</valUSD><pctVal>0.183</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.625</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>LABL INC</name><lei>5493004FUZN8R6Y3VB98</lei><title>LABL Inc</title><cusip>50168QAD7</cusip><identifiers><isin value="US50168QAD79"/><ticker value="LABL"/><other otherDesc="BPGMYL3" value="Sedol"/></identifiers><balance>8536000</balance><units>PA</units><curCd>USD</curCd><valUSD>7278861</valUSD><pctVal>0.259</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8.25</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>Leidos Inc</name><lei>5493006I78VIN6J1BQ95</lei><title>Leidos Inc</title><cusip>52532XAJ4</cusip><identifiers><isin value="US52532XAJ46"/><ticker value="LDOS"/><other otherDesc="BN45PR3" value="Sedol"/></identifiers><balance>3278000</balance><units>PA</units><curCd>USD</curCd><valUSD>3350250</valUSD><pctVal>0.119</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.75</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>LXP INDUSTRIAL TRUST</name><lei>549300S4MH2ICXDBFV43</lei><title>Lexington Realty Trust</title><cusip>529043AE1</cusip><identifiers><isin value="US529043AE19"/><ticker value="LXP"/><other otherDesc="BLB61R7" value="Sedol"/></identifiers><balance>3324000</balance><units>PA</units><curCd>USD</curCd><valUSD>2697888</valUSD><pctVal>0.096</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.7</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>LITHIA MOTORS INC</name><lei>SE8N1EZEHPZQBCBVKD53</lei><title>Lithia Motors Inc</title><cusip>536797AF0</cusip><identifiers><isin value="US536797AF03"/><ticker value="LAD"/><other otherDesc="BMD3QG7" value="Sedol"/></identifiers><balance>6689000</balance><units>PA</units><curCd>USD</curCd><valUSD>5760901</valUSD><pctVal>0.205</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.375</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>LITHIA MOTORS INC</name><lei>SE8N1EZEHPZQBCBVKD53</lei><title>Lithia Motors Inc</title><cusip>536797AG8</cusip><identifiers><isin value="US536797AG85"/><ticker value="LAD"/><other otherDesc="BM9BQR6" value="Sedol"/></identifiers><balance>3700000</balance><units>PA</units><curCd>USD</curCd><valUSD>3200500</valUSD><pctVal>0.114</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.875</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>Live Nation Entertainment, Inc.</name><lei>5493007B9BM9ZXJINO78</lei><title>LYV 3.75 01/15/28 144A</title><cusip>538034AX7</cusip><identifiers><isin value="US538034AX75"/><ticker value="LYV"/><other otherDesc="BN7RJ07" value="Sedol"/></identifiers><balance>7809000</balance><units>PA</units><curCd>USD</curCd><valUSD>6989055</valUSD><pctVal>0.248</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.75</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>Pediatrix Medical Group Inc</name><lei>N/A</lei><title>MD 5.375 02/15/30 144A</title><cusip>58502BAE6</cusip><identifiers><isin value="US58502BAE65"/><ticker value="MD"/><other otherDesc="BMZPWJ6" value="Sedol"/></identifiers><balance>10289000</balance><units>PA</units><curCd>USD</curCd><valUSD>9313397</valUSD><pctVal>0.331</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.375</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>MODIVCARE ESCROW ISSUER</name><lei>549300EFZIFW7F7I0Q28</lei><title>ModivCare Escrow Issuer Inc</title><cusip>60783XAA2</cusip><identifiers><isin value="US60783XAA28"/><ticker value="MODV"/><other otherDesc="BPCKTM7" value="Sedol"/></identifiers><balance>9341000</balance><units>PA</units><curCd>USD</curCd><valUSD>7930886</valUSD><pctVal>0.282</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MORGAN STANLEY</name><lei>IGJSJL3JD5P30I6NJZ34</lei><title>Morgan Stanley</title><cusip>6174468P7</cusip><identifiers><isin value="US6174468P76"/><ticker value="MS"/><other otherDesc="BKP3KT2" value="Sedol"/></identifiers><balance>3996000</balance><units>PA</units><curCd>USD</curCd><valUSD>3654214</valUSD><pctVal>0.13</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-04-01</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.622</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>MORGAN STANLEY</name><lei>IGJSJL3JD5P30I6NJZ34</lei><title>Morgan Stanley</title><cusip>61747YEL5</cusip><identifiers><isin value="US61747YEL56"/><ticker value="MS"/><other otherDesc="BMG9M19" value="Sedol"/></identifiers><balance>2117000</balance><units>PA</units><curCd>USD</curCd><valUSD>1793442</valUSD><pctVal>0.064</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-01-21</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.943</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>Morgan Stanley</name><lei>IGJSJL3JD5P30I6NJZ34</lei><title>Morgan Stanley</title><cusip>61747YFB6</cusip><identifiers><isin value="US61747YFB65"/><ticker value="MS"/><other otherDesc="BL0NRR1" value="Sedol"/></identifiers><balance>1574000</balance><units>PA</units><curCd>USD</curCd><valUSD>1565212</valUSD><pctVal>0.056</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-01-19</maturityDt><couponKind>Variable</couponKind><annualizedRt>5.948</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>NRG ENERGY INC</name><lei>5E2UPK5SW04M13XY7I38</lei><title>NRG Energy Inc</title><cusip>629377CR1</cusip><identifiers><isin value="US629377CR16"/><ticker value="NRG"/><other otherDesc="BNM51T9" value="Sedol"/></identifiers><balance>1933000</balance><units>PA</units><curCd>USD</curCd><valUSD>1549820</valUSD><pctVal>0.055</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.625</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>NRG Energy, Inc.</name><lei>5E2UPK5SW04M13XY7I38</lei><title>NRG Energy Inc</title><cusip>629377CS9</cusip><identifiers><isin value="US629377CS98"/><ticker value="NRG"/><other otherDesc="BNSNQY7" value="Sedol"/></identifiers><balance>5418000</balance><units>PA</units><curCd>USD</curCd><valUSD>4334400</valUSD><pctVal>0.154</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.875</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>NRG Energy, Inc.</name><lei>5E2UPK5SW04M13XY7I38</lei><title>NRG Energy Inc</title><cusip>629377CT7</cusip><identifiers><isin value="US629377CT71"/><ticker value="NRG"/><other otherDesc="BPH13L2" value="Sedol"/></identifiers><balance>9733000</balance><units>PA</units><curCd>USD</curCd><valUSD>10082609</valUSD><pctVal>0.358</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7</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>NAVIENT CORP</name><lei>54930067J0ZNOEBRW338</lei><title>Navient Corp</title><cusip>63938CAK4</cusip><identifiers><isin value="US63938CAK45"/><ticker value="NAVI"/><other otherDesc="BL97KP3" value="Sedol"/></identifiers><balance>6337000</balance><units>PA</units><curCd>USD</curCd><valUSD>5582233</valUSD><pctVal>0.198</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>GPD COS INC</name><lei>N/A</lei><title>Neon Holdings Inc</title><cusip>64051NAA1</cusip><identifiers><isin value="US64051NAA19"/><ticker value="NEXEOP"/><other otherDesc="BJXH6B3" value="Sedol"/></identifiers><balance>7204000</balance><units>PA</units><curCd>USD</curCd><valUSD>6550237</valUSD><pctVal>0.233</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>10.125</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>OCCIDENTAL PETROLEUM COR</name><lei>IM7X0T3ECJW4C1T7ON55</lei><title>Occidental Petroleum Corp</title><cusip>674599DE2</cusip><identifiers><isin value="US674599DE26"/><ticker value="OXY"/><other otherDesc="BKXCDZ8" value="Sedol"/></identifiers><balance>4784000</balance><units>PA</units><curCd>USD</curCd><valUSD>5373437</valUSD><pctVal>0.191</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.875</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>ORGANON &amp; CO/ORG</name><lei>549300AMCKY57OK2CO56</lei><title>Organon Finance 1 LLC</title><cusip>68622TAB7</cusip><identifiers><isin value="US68622TAB70"/><ticker value="OGN"/><other otherDesc="BMV1L02" value="Sedol"/></identifiers><balance>7824000</balance><units>PA</units><curCd>USD</curCd><valUSD>6944915</valUSD><pctVal>0.247</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-04-30</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.125</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>Owens &amp; Minor Inc</name><lei>549300LMT5KQQXCEZ733</lei><title>OMI 6.625 04/01/30 144A</title><cusip>690732AG7</cusip><identifiers><isin value="US690732AG70"/><ticker value="OMI"/><other otherDesc="BMZM2Z3" value="Sedol"/></identifiers><balance>13392000</balance><units>PA</units><curCd>USD</curCd><valUSD>11500380</valUSD><pctVal>0.408</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><loanByFundCondition isLoanByFund="Y" loanVal="1293140.48"/></securityLending></invstOrSec><invstOrSec><name>OWL ROCK CORE INCOME COR</name><lei>5493003I42XBWPE05N35</lei><title>ORCINC 4.7 02/08/27 *</title><cusip>69120VAF8</cusip><identifiers><isin value="US69120VAF85"/><ticker value="ORCINC"/><other otherDesc="BMV2F03" value="Sedol"/></identifiers><balance>8032000</balance><units>PA</units><curCd>USD</curCd><valUSD>7253957</valUSD><pctVal>0.258</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-02-08</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.7</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>PECF USS INTERMEDIATE HO</name><lei>N/A</lei><title>PECF USS Intermediate Holding III Corp</title><cusip>69291HAA3</cusip><identifiers><isin value="US69291HAA32"/><ticker value="UNSTSV"/><other otherDesc="BP9RHW7" value="Sedol"/></identifiers><balance>4276000</balance><units>PA</units><curCd>USD</curCd><valUSD>2839264</valUSD><pctVal>0.101</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8</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>PNC Financial Services Group Inc</name><lei>CFGNEKW0P8842LEUIA51</lei><title>PNC V3.4 PERP T</title><cusip>693475BC8</cusip><identifiers><isin value="US693475BC86"/><ticker value="PNC"/><other otherDesc="BNHXFV8" value="Sedol"/></identifiers><balance>2897000</balance><units>PA</units><curCd>USD</curCd><valUSD>2297379</valUSD><pctVal>0.082</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.4</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>PENNYMAC FIN SVCS INC</name><lei>549300W1D516HBDEU871</lei><title>PennyMac Financial Services Inc</title><cusip>70932MAC1</cusip><identifiers><isin value="US70932MAC10"/><ticker value="PFSI"/><other otherDesc="BMHLCF8" value="Sedol"/></identifiers><balance>8000000</balance><units>PA</units><curCd>USD</curCd><valUSD>6335278</valUSD><pctVal>0.225</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.75</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>PILGRIM'S PRIDE CORP</name><lei>549300ZSLGV64ZL3HD75</lei><title>Pilgrim's Pride Corp</title><cusip>72147KAE8</cusip><identifiers><isin value="US72147KAE82"/><ticker value="PPC"/><other otherDesc="BF0KZ32" value="Sedol"/></identifiers><balance>9658000</balance><units>PA</units><curCd>USD</curCd><valUSD>9600052</valUSD><pctVal>0.341</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-09-30</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.875</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>PRUDENTIAL FINANCIAL INC</name><lei>5PRBRS5FEH7NREC8OR45</lei><title>Prudential Financial Inc</title><cusip>744320BH4</cusip><identifiers><isin value="US744320BH48"/><ticker value="PRU"/><other otherDesc="BN741V3" value="Sedol"/></identifiers><balance>2045000</balance><units>PA</units><curCd>USD</curCd><valUSD>1665794</valUSD><pctVal>0.059</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-10-01</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.7</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><loanByFundCondition isLoanByFund="Y" loanVal="82061.86"/></securityLending></invstOrSec><invstOrSec><name>PULTEGROUP INC</name><lei>N/A</lei><title>PulteGroup Inc</title><cusip>745867AM3</cusip><identifiers><isin value="US745867AM30"/><ticker value="PHM"/><other otherDesc="B065VM7" value="Sedol"/></identifiers><balance>6213000</balance><units>PA</units><curCd>USD</curCd><valUSD>7184934</valUSD><pctVal>0.255</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.875</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>ROCKETMTGE CO-ISSUER INC</name><lei>549300FGXN1K3HLB1R50</lei><title>Quicken Loans LLC</title><cusip>74841CAB7</cusip><identifiers><isin value="US74841CAB72"/><ticker value="RKTRM"/><other otherDesc="BN7RYH9" value="Sedol"/></identifiers><balance>4499000</balance><units>PA</units><curCd>USD</curCd><valUSD>3730301</valUSD><pctVal>0.132</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.875</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>Rand Parent LLC</name><lei>N/A</lei><title>Rand Parent LLC</title><cusip>753272AA1</cusip><identifiers><isin value="US753272AA11"/><ticker value="AAWW"/><other otherDesc="BMZMHT2" value="Sedol"/></identifiers><balance>18427000</balance><units>PA</units><curCd>USD</curCd><valUSD>17321380</valUSD><pctVal>0.615</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Regal Rexnord Corporation</name><lei>QH78R09VCJGQKPBPYU33</lei><title>Regal Rexnord Corp</title><cusip>758750AE3</cusip><identifiers><isin value="US758750AE33"/><ticker value="RRX"/><other otherDesc="BQ3PVY4" value="Sedol"/></identifiers><balance>2843000</balance><units>PA</units><curCd>USD</curCd><valUSD>2862630</valUSD><pctVal>0.102</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.3</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>Regal Rexnord Corporation</name><lei>QH78R09VCJGQKPBPYU33</lei><title>Regal Rexnord Corp</title><cusip>758750AF0</cusip><identifiers><isin value="US758750AF08"/><ticker value="RRX"/><other otherDesc="BQ3PVT9" value="Sedol"/></identifiers><balance>1897000</balance><units>PA</units><curCd>USD</curCd><valUSD>1898172</valUSD><pctVal>0.067</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.4</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>ROCKIES EXPRESS PIPELINE</name><lei>W2ZGZGZKY5GGNY6F3V51</lei><title>ROCKIE 4.95 07/15/29 144A</title><cusip>77340RAR8</cusip><identifiers><isin value="US77340RAR84"/><ticker value="ROCKIE"/><other otherDesc="BH3TYZ5" value="Sedol"/></identifiers><balance>1462000</balance><units>PA</units><curCd>USD</curCd><valUSD>1302418</valUSD><pctVal>0.046</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.95</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>ROYAL CARIBBEAN CRUISES</name><lei>K2NEH8QNVW44JIWK7Z55</lei><title>RCL 11.625 08/15/27 144A</title><cusip>780153BL5</cusip><identifiers><isin value="US780153BL55"/><ticker value="RCL"/><other otherDesc="BMHB6V2" value="Sedol"/></identifiers><balance>7272000</balance><units>PA</units><curCd>USD</curCd><valUSD>7810455</valUSD><pctVal>0.277</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>LR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>11.625</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>Royal Caribbean Group</name><lei>K2NEH8QNVW44JIWK7Z55</lei><title>ROYAL CARIBBEAN CRUISES</title><cusip>780153BT8</cusip><identifiers><isin value="US780153BT81"/><ticker value="RCL"/><other otherDesc="BMXHQH0" value="Sedol"/></identifiers><balance>1800000</balance><units>PA</units><curCd>USD</curCd><valUSD>1811250</valUSD><pctVal>0.064</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>LR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.25</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>SM ENERGY CO</name><lei>84BUTVXV5ODI6BXNMH43</lei><title>SM Energy Co</title><cusip>78454LAL4</cusip><identifiers><isin value="US78454LAL45"/><ticker value="SM"/><other otherDesc="BXCJ180" value="Sedol"/></identifiers><balance>8923000</balance><units>PA</units><curCd>USD</curCd><valUSD>8651704</valUSD><pctVal>0.307</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>5.625</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>SAFEHOLD OPERATING PARTN</name><lei>54930012UY5Z4Q8NL108</lei><title>Safehold Operating Partnership LP</title><cusip>78646UAA7</cusip><identifiers><isin value="US78646UAA79"/><ticker value="SAFE"/><other otherDesc="BLBQNX7" value="Sedol"/></identifiers><balance>5556000</balance><units>PA</units><curCd>USD</curCd><valUSD>4338295</valUSD><pctVal>0.154</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.8</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>SCRIPPS ESCROW II INC</name><lei>549300U1OW41QPKYW028</lei><title>Scripps Escrow II Inc</title><cusip>81105DAB1</cusip><identifiers><isin value="US81105DAB10"/><ticker value="SSP"/><other otherDesc="BM9XR35" value="Sedol"/></identifiers><balance>5804000</balance><units>PA</units><curCd>USD</curCd><valUSD>3990250</valUSD><pctVal>0.142</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.375</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><loanByFundCondition isLoanByFund="Y" loanVal="1851923.67"/></securityLending></invstOrSec><invstOrSec><name>SYNEOS HEALTH INC</name><lei>549300F1ZGKDS8P6GU13</lei><title>Syneos Health Inc</title><cusip>87166BAA0</cusip><identifiers><isin value="US87166BAA08"/><ticker value="SYNH"/><other otherDesc="BLGTYH2" value="Sedol"/></identifiers><balance>3000000</balance><units>PA</units><curCd>USD</curCd><valUSD>2465691</valUSD><pctVal>0.088</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.625</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>T-MOBILE USA INC</name><lei>549300V2JRLO5DIFGE82</lei><title>T-MOBILE USA INC</title><cusip>87264ABV6</cusip><identifiers><isin value="US87264ABV61"/><ticker value="TMUS"/><other otherDesc="BKP78R8" value="Sedol"/></identifiers><balance>4899000</balance><units>PA</units><curCd>USD</curCd><valUSD>4466357</valUSD><pctVal>0.159</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.375</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>TALLGRASS NRG PRTNR/FIN</name><lei>549300IQ3DN0F3VERF65</lei><title>Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp</title><cusip>87470LAD3</cusip><identifiers><isin value="US87470LAD38"/><ticker value="TEP"/><other otherDesc="BYWJVR6" value="Sedol"/></identifiers><balance>5739000</balance><units>PA</units><curCd>USD</curCd><valUSD>5247531</valUSD><pctVal>0.186</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TALLGRASS NRG PRTNR/FIN</name><lei>549300IQ3DN0F3VERF65</lei><title>Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp</title><cusip>87470LAK7</cusip><identifiers><isin value="US87470LAK70"/><ticker value="TEP"/><other otherDesc="BLDBLG9" value="Sedol"/></identifiers><balance>1155000</balance><units>PA</units><curCd>USD</curCd><valUSD>1021329</valUSD><pctVal>0.036</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Topbuild Corporation</name><lei>5493007YSKHOL4RWII46</lei><title>TOPBUILD CORP</title><cusip>89055FAB9</cusip><identifiers><isin value="US89055FAB94"/><ticker value="BLD"/><other otherDesc="BMZB120" value="Sedol"/></identifiers><balance>2702000</balance><units>PA</units><curCd>USD</curCd><valUSD>2311023</valUSD><pctVal>0.082</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.625</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>Trimble Inc</name><lei>549300E2MI7NSZFQWS19</lei><title>Trimble Inc</title><cusip>896239AE0</cusip><identifiers><isin value="US896239AE08"/><ticker value="TRMB"/><other otherDesc="BQQ8MN6" value="Sedol"/></identifiers><balance>7117000</balance><units>PA</units><curCd>USD</curCd><valUSD>7184584</valUSD><pctVal>0.255</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.1</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>Universal Health Services, Inc.</name><lei>549300YGMGQDO0NMJD09</lei><title>UHS 2.65 01/15/32</title><cusip>913903BA7</cusip><identifiers><isin value="US913903BA74"/><ticker value="UHS"/><other otherDesc="BMTR8W3" value="Sedol"/></identifiers><balance>8451000</balance><units>PA</units><curCd>USD</curCd><valUSD>6593141</valUSD><pctVal>0.234</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.65</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>Venture Global Calcasieu Pass LLC</name><lei>549300GKHS6RS20NLH85</lei><title>VENTGL 6.25 01/15/30 144A</title><cusip>92328MAE3</cusip><identifiers><isin value="US92328MAE30"/><ticker value="VENTGL"/><other otherDesc="BQD0257" value="Sedol"/></identifiers><balance>7655000</balance><units>PA</units><curCd>USD</curCd><valUSD>7712412</valUSD><pctVal>0.274</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.25</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>VICI PROPERTIES LP</name><lei>254900X4QE7SGKQLLN38</lei><title>VICI PROPERTIES LP</title><cusip>925650AC7</cusip><identifiers><isin value="US925650AC72"/><ticker value="VICI"/><other otherDesc="BPWCPZ8" value="Sedol"/></identifiers><balance>4993000</balance><units>PA</units><curCd>USD</curCd><valUSD>4685266</valUSD><pctVal>0.166</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.95</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>VICI PROPERTIES LP</name><lei>254900X4QE7SGKQLLN38</lei><title>VICI PROPERTIES LP</title><cusip>925650AD5</cusip><identifiers><isin value="US925650AD55"/><ticker value="VICI"/><other otherDesc="BPWCPY7" value="Sedol"/></identifiers><balance>1932000</balance><units>PA</units><curCd>USD</curCd><valUSD>1820214</valUSD><pctVal>0.065</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.125</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>VICTORIA'S SECRET &amp; CO</name><lei>5493006T3O70U3UWVF17</lei><title>VSCO 4.625 07/15/29 144A</title><cusip>926400AA0</cusip><identifiers><isin value="US926400AA00"/><ticker value="VSCO"/><other otherDesc="BNM5FM0" value="Sedol"/></identifiers><balance>5339000</balance><units>PA</units><curCd>USD</curCd><valUSD>4325871</valUSD><pctVal>0.154</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.625</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>VIPER ENERGY PARTNERS LP</name><lei>5299009LINL232255G03</lei><title>Viper Energy Partners LP</title><cusip>92763MAA3</cusip><identifiers><isin value="US92763MAA36"/><ticker value="VNOM"/><other otherDesc="BKVB302" value="Sedol"/></identifiers><balance>8166000</balance><units>PA</units><curCd>USD</curCd><valUSD>7853412</valUSD><pctVal>0.279</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.375</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>VIRTUSA CORP</name><lei>C77OMXDER63WLJCSKT03</lei><title>Austin BidCo Inc</title><cusip>92837TAA0</cusip><identifiers><isin value="US92837TAA07"/><ticker value="VRTU"/><other otherDesc="BMYRWL5" value="Sedol"/></identifiers><balance>8552000</balance><units>PA</units><curCd>USD</curCd><valUSD>6719426</valUSD><pctVal>0.239</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.125</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>VONTIER CORP</name><lei>549300VVSQLG4P5K4639</lei><title>Vontier Corp</title><cusip>928881AF8</cusip><identifiers><isin value="US928881AF82"/><ticker value="VNT"/><other otherDesc="BNGGNW5" value="Sedol"/></identifiers><balance>2595000</balance><units>PA</units><curCd>USD</curCd><valUSD>2077272</valUSD><pctVal>0.074</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.95</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>WATCO COS LLC/FINANCE CO</name><lei>549300UK74AMHGBXZG45</lei><title>Watco Cos LLC / Watco Finance Corp</title><cusip>941130AB2</cusip><identifiers><isin value="US941130AB21"/><ticker value="WATCOS"/><other otherDesc="BMVGMQ0" value="Sedol"/></identifiers><balance>9065000</balance><units>PA</units><curCd>USD</curCd><valUSD>8496818</valUSD><pctVal>0.302</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>WEEKLEY HOMES LLC/ FINAN</name><lei>5493009MTTQO8ZN53F13</lei><title>Weekley Homes LLC / Weekly Finance Corp</title><cusip>948565AD8</cusip><identifiers><isin value="US948565AD85"/><ticker value="WEEKHM"/><other otherDesc="BN7KGS3" value="Sedol"/></identifiers><balance>10973000</balance><units>PA</units><curCd>USD</curCd><valUSD>9249463</valUSD><pctVal>0.329</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.875</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>WINDSTREAM ESCROW LLC</name><lei>N/A</lei><title>Windstream Escrow LLC</title><cusip>97382WAA1</cusip><identifiers><isin value="US97382WAA18"/><ticker value="WIN"/><other otherDesc="BMH17V9" value="Sedol"/></identifiers><balance>4728000</balance><units>PA</units><curCd>USD</curCd><valUSD>3872090</valUSD><pctVal>0.138</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.75</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><loanByFundCondition isLoanByFund="Y" loanVal="2871151.87"/></securityLending></invstOrSec><invstOrSec><name>Wynn Resorts Finance Llc / Wynn Resorts Capital Corp</name><lei>N/A</lei><title>Wynn Resorts Finance LLC / Wynn Resorts Capital Corp</title><cusip>983133AC3</cusip><identifiers><isin value="US983133AC37"/><ticker value="WYNFIN"/><other otherDesc="BMZMHS1" value="Sedol"/></identifiers><balance>5192000</balance><units>PA</units><curCd>USD</curCd><valUSD>5266609</valUSD><pctVal>0.187</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.125</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><loanByFundCondition isLoanByFund="Y" loanVal="2082534.08"/></securityLending></invstOrSec><invstOrSec><name>XCEL ENERGY INC</name><lei>LGJNMI9GH8XIDG5RCM61</lei><title>Xcel Energy Inc</title><cusip>98388MAD9</cusip><identifiers><isin value="US98388MAD92"/><ticker value="XEL"/><other otherDesc="BMYP1W3" value="Sedol"/></identifiers><balance>4725000</balance><units>PA</units><curCd>USD</curCd><valUSD>4587149</valUSD><pctVal>0.163</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.6</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>ARD FINANCE SA</name><lei>6354006P6QPGGPVJW880</lei><title>ARD FINANCE SA</title><cusip>00191AAD8</cusip><identifiers><isin value="US00191AAD81"/><ticker value="ARDFIN"/><other otherDesc="BK9PBG8" value="Sedol"/></identifiers><balance>2518536</balance><units>PA</units><curCd>USD</curCd><valUSD>1926428</valUSD><pctVal>0.068</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>LU</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-06-30</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ALGONQUIN PWR &amp; UTILITY</name><lei>549300K5VIUTJXQL7X75</lei><title>AQNCN V4.75 01/18/82</title><cusip>015857AH8</cusip><identifiers><isin value="US015857AH86"/><ticker value="AQNCN"/><other otherDesc="BPLFC79" value="Sedol"/></identifiers><balance>8480000</balance><units>PA</units><curCd>USD</curCd><valUSD>6784000</valUSD><pctVal>0.241</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2082-01-18</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.75</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>ALTICE FINANCING SA</name><lei>549300DIYGW8HVDF7Q17</lei><title>Altice Financing SA</title><cusip>02154CAF0</cusip><identifiers><isin value="US02154CAF05"/><ticker value="ALTICE"/><other otherDesc="BKP87R4" value="Sedol"/></identifiers><balance>6822000</balance><units>PA</units><curCd>USD</curCd><valUSD>5547650</valUSD><pctVal>0.197</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>LU</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ARDAGH PKG FIN/HLDGS USA</name><lei>6354001JXMLKNZDZR978</lei><title>Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc</title><cusip>03969AAP5</cusip><identifiers><isin value="US03969AAP57"/><ticker value="ARGID"/><other otherDesc="BK5HL24" value="Sedol"/></identifiers><balance>4928000</balance><units>PA</units><curCd>USD</curCd><valUSD>3885408</valUSD><pctVal>0.138</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>N/A</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.25</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>BNP PARIBAS</name><lei>R0MUWSFPU8MPRO8K5P83</lei><title>BNP Paribas SA</title><cusip>05565AS20</cusip><identifiers><isin value="US05565AS207"/><ticker value="BNP"/><other otherDesc="BL56GG7" value="Sedol"/></identifiers><balance>4267000</balance><units>PA</units><curCd>USD</curCd><valUSD>4333150</valUSD><pctVal>0.154</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>FR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>9.25</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>BANCO LA HIPOTECARIA</name><lei>N/A</lei><title>Banco La Hipotecaria SA</title><cusip>059605AA3</cusip><identifiers><isin value="US059605AA37"/><ticker value="LHIPO"/><other otherDesc="BGL9DJ7" value="Sedol"/></identifiers><balance>5700000</balance><units>PA</units><curCd>USD</curCd><valUSD>5606292</valUSD><pctVal>0.199</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>PA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BANCO LA HIPOTECARIA</name><lei>N/A</lei><title>Banco La Hipotecaria SA</title><cusip>059605AE5</cusip><identifiers><isin value="US059605AE58"/><ticker value="LHIPO"/><other otherDesc="BKZB665" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4688400</valUSD><pctVal>0.167</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>PA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.125</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>BANK OF MONTREAL</name><lei>NQQ6HPCNCCU6TUTQYE16</lei><title>BMO V3.088 01/10/37</title><cusip>06368DH72</cusip><identifiers><isin value="US06368DH723"/><ticker value="BMO"/><other otherDesc="BP82NG9" value="Sedol"/></identifiers><balance>5537000</balance><units>PA</units><curCd>USD</curCd><valUSD>4450520</valUSD><pctVal>0.158</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-01-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.088</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>BNP Paribas SA</name><lei>R0MUWSFPU8MPRO8K5P83</lei><title>BNP Paribas SA</title><cusip>09659W2V5</cusip><identifiers><isin value="US09659W2V59"/><ticker value="BNP"/><other otherDesc="BQ3PVX3" value="Sedol"/></identifiers><balance>6932000</balance><units>PA</units><curCd>USD</curCd><valUSD>6946199</valUSD><pctVal>0.247</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>FR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-01-13</maturityDt><couponKind>Variable</couponKind><annualizedRt>5.125</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>CA MAGNUM HOLDINGS</name><lei>549300ZRDHFR078MFZ78</lei><title>CA Magnum Holdings</title><cusip>12674CAA1</cusip><identifiers><isin value="US12674CAA18"/><ticker value="HEXWIN"/><other otherDesc="BNM0KB9" value="Sedol"/></identifiers><balance>6237000</balance><units>PA</units><curCd>USD</curCd><valUSD>5461767</valUSD><pctVal>0.194</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>MU</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-10-31</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.375</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>CARNIVAL CORP</name><lei>F1OF2ZSX47CR0BCWA982</lei><title>Carnival Corp</title><cusip>143658BL5</cusip><identifiers><isin value="US143658BL56"/><ticker value="CCL"/><other otherDesc="BMWC6B0" value="Sedol"/></identifiers><balance>7567000</balance><units>PA</units><curCd>USD</curCd><valUSD>6904887</valUSD><pctVal>0.245</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>PA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><loanByFundCondition isLoanByFund="Y" loanVal="4598010.44"/></securityLending></invstOrSec><invstOrSec><name>COMMONWEALTH BANK AUST</name><lei>MSFSBD3QN1GSN7Q6C537</lei><title>Commonwealth Bank of Australia</title><cusip>202712BS3</cusip><identifiers><isin value="US202712BS32"/><ticker value="CBAAU"/><other otherDesc="BQ1KR32" value="Sedol"/></identifiers><balance>7269000</balance><units>PA</units><curCd>USD</curCd><valUSD>6112349</valUSD><pctVal>0.217</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>AU</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-03-14</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.784</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>Credit Suisse Group AG</name><lei>549300506SI9CRFV9Z86</lei><title>Credit Suisse Group AG</title><cusip>225401AP3</cusip><identifiers><isin value="US225401AP33"/><ticker value="CS"/><other otherDesc="BL657B5" value="Sedol"/></identifiers><balance>3186000</balance><units>PA</units><curCd>USD</curCd><valUSD>2828531</valUSD><pctVal>0.1</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>CH</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-04-01</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.194</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>ENERFLEX LTD</name><lei>54930014N7872VUS3F89</lei><title>Enerflex Ltd</title><cusip>29269RAA3</cusip><identifiers><isin value="US29269RAA32"/><ticker value="EFXCN"/><other otherDesc="BQ7WFR2" value="Sedol"/></identifiers><balance>4645000</balance><units>PA</units><curCd>USD</curCd><valUSD>4517262</valUSD><pctVal>0.16</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-10-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>9</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>FMG RESOURCES AUG 2006</name><lei>549300EFD6S2NFE9D745</lei><title>FMG Resources (August 2006) Pty Ltd</title><cusip>30251GBC0</cusip><identifiers><isin value="US30251GBC06"/><ticker value="FMGAU"/><other otherDesc="BMGJ9V8" value="Sedol"/></identifiers><balance>12672000</balance><units>PA</units><curCd>USD</curCd><valUSD>11113344</valUSD><pctVal>0.395</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>AU</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.375</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>FIRST QUANTUM MINERALS L</name><lei>549300I7UVBGWRYMYZ18</lei><title>First Quantum Minerals Ltd</title><cusip>335934AL9</cusip><identifiers><isin value="US335934AL97"/><ticker value="FMCN"/><other otherDesc="BF083S7" value="Sedol"/></identifiers><balance>4974000</balance><units>PA</units><curCd>USD</curCd><valUSD>4969921</valUSD><pctVal>0.177</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>HUDBAY MINERALS INC</name><lei>549300WI524AL577IX21</lei><title>Hudbay Minerals Inc</title><cusip>443628AH5</cusip><identifiers><isin value="US443628AH54"/><ticker value="HBMCN"/><other otherDesc="BN7S9J9" value="Sedol"/></identifiers><balance>6957000</balance><units>PA</units><curCd>USD</curCd><valUSD>6574365</valUSD><pctVal>0.234</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.125</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>HUDBAY MINERALS INC</name><lei>549300WI524AL577IX21</lei><title>Hudbay Minerals Inc</title><cusip>443628AJ1</cusip><identifiers><isin value="US443628AJ11"/><ticker value="HBMCN"/><other otherDesc="BLB4YV6" value="Sedol"/></identifiers><balance>6918000</balance><units>PA</units><curCd>USD</curCd><valUSD>6388475</valUSD><pctVal>0.227</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>IAMGOLD CORP</name><lei>254900E7II30XAB9LA72</lei><title>IAMGOLD Corp</title><cusip>450913AF5</cusip><identifiers><isin value="US450913AF55"/><ticker value="IMGCN"/><other otherDesc="BLFDX89" value="Sedol"/></identifiers><balance>8423000</balance><units>PA</units><curCd>USD</curCd><valUSD>6506767</valUSD><pctVal>0.231</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-10-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.75</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>SEAGATE HDD CAYMAN</name><lei>529900BD50TRWEG1SF63</lei><title>Seagate HDD Cayman</title><cusip>81180WBG5</cusip><identifiers><isin value="US81180WBG50"/><ticker value="STX"/><other otherDesc="BPDJNC1" value="Sedol"/></identifiers><balance>5969237</balance><units>PA</units><curCd>USD</curCd><valUSD>6689528</valUSD><pctVal>0.238</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>9.625</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>SPIRIT LOYALTY KY LTD/IP</name><lei>N/A</lei><title>Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd</title><cusip>84859BAB7</cusip><identifiers><isin value="US84859BAB71"/><ticker value="SAVE"/><other otherDesc="BL56GY5" value="Sedol"/></identifiers><balance>6471977</balance><units>PA</units><curCd>USD</curCd><valUSD>6513657</valUSD><pctVal>0.231</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-09-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8</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>Sumitomo Mitsui Financial Group Inc</name><lei>35380028MYWPB6AUO129</lei><title>Sumitomo Mitsui Financial Group Inc</title><cusip>86562MCS7</cusip><identifiers><isin value="US86562MCS70"/><ticker value="SUMIBK"/><other otherDesc="BMTX144" value="Sedol"/></identifiers><balance>3131000</balance><units>PA</units><curCd>USD</curCd><valUSD>3269911</valUSD><pctVal>0.116</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>JP</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-01-13</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.766</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>TEVA PHARMACEUTICAL INDU</name><lei>5493004T21MOAFINJP35</lei><title>TEVA 4.75 05/09/27</title><cusip>88167AAP6</cusip><identifiers><isin value="US88167AAP66"/><ticker value="TEVA"/><other otherDesc="BMDW620" value="Sedol"/></identifiers><balance>8753000</balance><units>PA</units><curCd>USD</curCd><valUSD>8170291</valUSD><pctVal>0.29</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>NL</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-05-09</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.75</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>Teva Pharmaceutical Finance Netherlands III B.V.</name><lei>5493004T21MOAFINJP35</lei><title>Teva Pharmaceutical Finance Netherlands III BV</title><cusip>88167AAS0</cusip><identifiers><isin value="US88167AAS06"/><ticker value="TEVA"/><other otherDesc="BQXJJN1" value="Sedol"/></identifiers><balance>4975000</balance><units>PA</units><curCd>USD</curCd><valUSD>5205094</valUSD><pctVal>0.185</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>NL</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.875</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><loanByFundCondition isLoanByFund="Y" loanVal="3903721.98"/></securityLending></invstOrSec><invstOrSec><name>TRIVIUM PACKAGING FIN</name><lei>724500GMZWW3PVYET548</lei><title>Trivium Packaging Finance BV</title><cusip>89686QAB2</cusip><identifiers><isin value="US89686QAB23"/><ticker value="TRIVIU"/><other otherDesc="BK0YL64" value="Sedol"/></identifiers><balance>4299000</balance><units>PA</units><curCd>USD</curCd><valUSD>3912090</valUSD><pctVal>0.139</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>NL</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AT SECURITIES BV</name><lei>894500FVP65TB5QVZL54</lei><title>AT Securities BV</title><cusip>AN9647248</cusip><identifiers><isin value="XS1634523754"/><ticker value="ARNDTN"/><other otherDesc="BD5BLD8" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>1870000</valUSD><pctVal>0.066</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>NL</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>5.25</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>CPI PROPERTY GROUP SA</name><lei>222100CO2ZOTEPGJO223</lei><title>CPI Property Group SA</title><cusip>ZS1086686</cusip><identifiers><isin value="XS1982704824"/><ticker value="CPIPGR"/><other otherDesc="BJHQ672" value="Sedol"/></identifiers><balance>5589000</balance><units>PA</units><currencyConditional curCd="EUR" exchangeRt="0.92217"/><valUSD>2501132</valUSD><pctVal>0.089</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>LU</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.875</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>IHO VERWALTUNGS GMBH</name><lei>529900JL0HDVGZMUJF32</lei><title>IHO Verwaltungs GmbH</title><cusip>ZS8104466</cusip><identifiers><isin value="XS2004458720"/><ticker value="IHOVER"/><other otherDesc="BK0Y6G9" value="Sedol"/></identifiers><balance>8638149</balance><units>PA</units><currencyConditional curCd="EUR" exchangeRt="0.92217"/><valUSD>8211192</valUSD><pctVal>0.292</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>DE</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.875</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>NETFLIX INC</name><lei>549300Y7VHGU0I7CE873</lei><title>Netflix Inc</title><cusip>ZQ2339088</cusip><identifiers><isin value="XS2072829794"/><ticker value="NFLX"/><other otherDesc="BKLNMH8" value="Sedol"/></identifiers><balance>8071000</balance><units>PA</units><currencyConditional curCd="EUR" exchangeRt="0.92217"/><valUSD>8390297</valUSD><pctVal>0.298</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.625</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>ARD FINANCE SA</name><lei>6354006P6QPGGPVJW880</lei><title>ARD Finance SA</title><cusip>ZQ4428822</cusip><identifiers><isin value="XS2079032483"/><ticker value="ARDFIN"/><other otherDesc="BKDLTB3" value="Sedol"/></identifiers><balance>9468244</balance><units>PA</units><currencyConditional curCd="EUR" exchangeRt="0.92217"/><valUSD>7650409</valUSD><pctVal>0.272</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>LU</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-06-30</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ARD FINANCE SA</name><lei>6354006P6QPGGPVJW880</lei><title>ARD Finance SA</title><cusip>ZQ4428814</cusip><identifiers><isin value="XS2079032640"/><ticker value="ARDFIN"/><other otherDesc="BKTSLM3" value="Sedol"/></identifiers><balance>1468400</balance><units>PA</units><currencyConditional curCd="EUR" exchangeRt="0.92217"/><valUSD>1186478</valUSD><pctVal>0.042</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>LU</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-06-30</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AT&amp;T INC</name><lei>549300Z40J86GGSTL398</lei><title>AT&amp;T Inc</title><cusip>ZP9910362</cusip><identifiers><isin value="XS2114413565"/><ticker value="T"/><other otherDesc="BLKQDP0" value="Sedol"/></identifiers><balance>5300000</balance><units>PA</units><currencyConditional curCd="EUR" exchangeRt="0.92217"/><valUSD>5316265</valUSD><pctVal>0.189</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2099-12-31</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.875</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>CATALENT PHARMA SOLUTION</name><lei>549300HALRZ339MSTH85</lei><title>CTLT 2.375 03/01/28 REGS</title><cusip>BG1643322</cusip><identifiers><isin value="XS2125168729"/><ticker value="CTLT"/><other otherDesc="BL5H2N9" value="Sedol"/></identifiers><balance>5060000</balance><units>PA</units><currencyConditional curCd="EUR" exchangeRt="0.92217"/><valUSD>4921276</valUSD><pctVal>0.175</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.375</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>HT TROPLAST AG</name><lei>529900Y2N2GAY3FXGP86</lei><title>HT Troplast GmbH</title><cusip>BK1841067</cusip><identifiers><isin value="XS2198388675"/><ticker value="PRFINE"/><other otherDesc="BMG7622" value="Sedol"/></identifiers><balance>2790000</balance><units>PA</units><currencyConditional curCd="EUR" exchangeRt="0.92217"/><valUSD>2975268</valUSD><pctVal>0.106</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>DE</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>9.25</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>IQVIA INC</name><lei>549300PLWY28YB00C717</lei><title>IQVIA Inc</title><cusip>BO1068119</cusip><identifiers><isin value="XS2305744059"/><ticker value="IQV"/><other otherDesc="BKP8GG6" value="Sedol"/></identifiers><balance>4650000</balance><units>PA</units><currencyConditional curCd="EUR" exchangeRt="0.92217"/><valUSD>4286086</valUSD><pctVal>0.152</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.25</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>NOMAD FOODS BONDCO PLC</name><lei>213800BPK5X4TY4RZ619</lei><title>Nomad Foods BondCo PLC</title><cusip>BQ0604794</cusip><identifiers><isin value="XS2355604880"/><ticker value="IGBOND"/><other otherDesc="BMD1ZC0" value="Sedol"/></identifiers><balance>641000</balance><units>PA</units><currencyConditional curCd="EUR" exchangeRt="0.92217"/><valUSD>605779</valUSD><pctVal>0.022</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>GB</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-24</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F030447</cusip><identifiers><isin value="US01F0304471"/><ticker value="FNCI"/><other otherDesc="BMF76G7" value="Sedol"/></identifiers><balance>16732212</balance><units>PA</units><curCd>USD</curCd><valUSD>15860966</valUSD><pctVal>0.563</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-03-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F030645</cusip><identifiers><isin value="US01F0306450"/><ticker value="FNCL"/><other otherDesc="BFX2L15" value="Sedol"/></identifiers><balance>31587142</balance><units>PA</units><curCd>USD</curCd><valUSD>28248286</valUSD><pctVal>1.003</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-02-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F032443</cusip><identifiers><isin value="US01F0324438"/><ticker value="FNCI"/><other otherDesc="B7GM6T9" value="Sedol"/></identifiers><balance>15731117</balance><units>PA</units><curCd>USD</curCd><valUSD>15215766</valUSD><pctVal>0.54</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-05-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F032641</cusip><identifiers><isin value="US01F0326417"/><ticker value="FNCL"/><other otherDesc="BN4NPC2" value="Sedol"/></identifiers><balance>121753696</balance><units>PA</units><curCd>USD</curCd><valUSD>112793354</valUSD><pctVal>4.006</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-03-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F040446</cusip><identifiers><isin value="US01F0404461"/><ticker value="FNCI"/><other otherDesc="B6Y9145" value="Sedol"/></identifiers><balance>24687000</balance><units>PA</units><curCd>USD</curCd><valUSD>24303068</valUSD><pctVal>0.863</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-05-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F040644</cusip><identifiers><isin value="US01F0406441"/><ticker value="FNCL"/><other otherDesc="B65Z6K3" value="Sedol"/></identifiers><balance>152830871</balance><units>PA</units><curCd>USD</curCd><valUSD>146093475</valUSD><pctVal>5.189</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-06-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Fannie Mae or Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F042640</cusip><identifiers><isin value="US01F0426407"/><ticker value="FNCL"/><other otherDesc="B7MHS36" value="Sedol"/></identifiers><balance>100287498</balance><units>PA</units><curCd>USD</curCd><valUSD>98215659</valUSD><pctVal>3.488</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-07-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Federal National Mortgage Association</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>01F050643</cusip><identifiers><isin value="US01F0506430"/><ticker value="FNCL"/><other otherDesc="B07WW02" value="Sedol"/></identifiers><balance>91178023</balance><units>PA</units><curCd>USD</curCd><valUSD>90896374</valUSD><pctVal>3.228</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-08-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Bbcms Mortgage Trust 2017</name><lei>N/A</lei><title>Barclays Commercial Mortgage Securities LLC 2017-DELC E</title><cusip>05552EAN0</cusip><identifiers><isin value="US05552EAN04"/><ticker value="BBCMS"/><other otherDesc="BL984H6" value="Sedol"/></identifiers><balance>7000000</balance><units>PA</units><curCd>USD</curCd><valUSD>6868750</valUSD><pctVal>0.244</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-08-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.30943</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2021-ARIA F</title><cusip>05608RAN5</cusip><identifiers><isin value="US05608RAN52"/><ticker value="BX"/><other otherDesc="BQBFV24" value="Sedol"/></identifiers><balance>10000000</balance><units>PA</units><curCd>USD</curCd><valUSD>8839367</valUSD><pctVal>0.314</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.2775</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 Commercial Mortgage Trust 2021-SOAR G</title><cusip>05608WAS3</cusip><identifiers><isin value="US05608WAS35"/><ticker value="BX"/><other otherDesc="BQ2GBJ3" value="Sedol"/></identifiers><balance>6987373</balance><units>PA</units><curCd>USD</curCd><valUSD>6420215</valUSD><pctVal>0.228</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-06-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.485</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2022-FOX2 A2</title><cusip>05610AAW8</cusip><identifiers><isin value="US05610AAW80"/><ticker value="BX"/><other otherDesc="BPLKVY4" value="Sedol"/></identifiers><balance>9769280</balance><units>PA</units><curCd>USD</curCd><valUSD>9185019</valUSD><pctVal>0.326</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.57629</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>Citigroup Commercial Mortgage</name><lei>N/A</lei><title>Citigroup Commercial Mortgage Trust 2018-C5</title><cusip>17291DAU7</cusip><identifiers><isin value="US17291DAU72"/><ticker value="CGCMT"/><other otherDesc="BFMLD84" value="Sedol"/></identifiers><balance>32684482</balance><units>PA</units><curCd>USD</curCd><valUSD>979895</valUSD><pctVal>0.035</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-06-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>0.669481</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2019-R05</title><cusip>20754HAD0</cusip><identifiers><isin value="US20754HAD08"/><ticker value="CAS"/><other otherDesc="BKKCVG8" value="Sedol"/></identifiers><balance>8106373</balance><units>PA</units><curCd>USD</curCd><valUSD>8095552</valUSD><pctVal>0.288</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-07-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.94529</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2021-R01 1M1</title><cusip>20754RAA4</cusip><identifiers><isin value="US20754RAA41"/><ticker value="CAS"/><other otherDesc="BMCTTG7" value="Sedol"/></identifiers><balance>766505</balance><units>PA</units><curCd>USD</curCd><valUSD>761761</valUSD><pctVal>0.027</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2041-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.30979</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 A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae</title><cusip>21H032647</cusip><identifiers><isin value="US21H0326478"/><ticker value="G2SF"/><other otherDesc="BMVLWS7" value="Sedol"/></identifiers><balance>98660539</balance><units>PA</units><curCd>USD</curCd><valUSD>92499484</valUSD><pctVal>3.285</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-03-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae</title><cusip>21H040640</cusip><identifiers><isin value="US21H0406403"/><ticker value="G2SF"/><other otherDesc="BMVLWT8" value="Sedol"/></identifiers><balance>16054402</balance><units>PA</units><curCd>USD</curCd><valUSD>15450323</valUSD><pctVal>0.549</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-05-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Ginnie Mae</title><cusip>21H050649</cusip><identifiers><isin value="US21H0506491"/><ticker value="G2SF"/><other otherDesc="BMVLX06" value="Sedol"/></identifiers><balance>7343765</balance><units>PA</units><curCd>USD</curCd><valUSD>7351109</valUSD><pctVal>0.261</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-09-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Dbgs 2018-Biod Mortgage Trust</name><lei>N/A</lei><title>DBGS Mortgage Trust 2018-BIOD F</title><cusip>23306GAL1</cusip><identifiers><isin value="US23306GAL14"/><ticker value="DBGS"/><other otherDesc="BNGFC58" value="Sedol"/></identifiers><balance>1414505</balance><units>PA</units><curCd>USD</curCd><valUSD>1364780</valUSD><pctVal>0.048</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2035-05-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.684</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 2018-KF45</title><cusip>30296TAG1</cusip><identifiers><isin value="US30296TAG13"/><ticker value="FREMF"/><other otherDesc="BKPNQ83" value="Sedol"/></identifiers><balance>377700</balance><units>PA</units><curCd>USD</curCd><valUSD>371020</valUSD><pctVal>0.013</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.61943</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 2019-KF72</title><cusip>30314JAA4</cusip><identifiers><isin value="US30314JAA43"/><ticker value="FREMF"/><other otherDesc="BKRL9R5" value="Sedol"/></identifiers><balance>2679587</balance><units>PA</units><curCd>USD</curCd><valUSD>2612583</valUSD><pctVal>0.093</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-11-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.76943</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131XC5X1</cusip><identifiers><isin value="US3131XC5X18"/><ticker value="FR"/><other otherDesc="BKTRR88" value="Sedol"/></identifiers><balance>201060</balance><units>PA</units><curCd>USD</curCd><valUSD>192551</valUSD><pctVal>0.007</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131XDFC4</cusip><identifiers><isin value="US3131XDFC45"/><ticker value="FR"/><other otherDesc="BKTRRC2" value="Sedol"/></identifiers><balance>117416</balance><units>PA</units><curCd>USD</curCd><valUSD>112447</valUSD><pctVal>0.004</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131XUSX6</cusip><identifiers><isin value="US3131XUSX69"/><ticker value="FR"/><other otherDesc="BK4PF49" value="Sedol"/></identifiers><balance>2424</balance><units>PA</units><curCd>USD</curCd><valUSD>2292</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131XXYA3</cusip><identifiers><isin value="US3131XXYA32"/><ticker value="FR"/><other otherDesc="BK4PF83" value="Sedol"/></identifiers><balance>4168</balance><units>PA</units><curCd>USD</curCd><valUSD>3917</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131Y06M9</cusip><identifiers><isin value="US3131Y06M97"/><ticker value="FR"/><other otherDesc="BK4PFG1" value="Sedol"/></identifiers><balance>1454</balance><units>PA</units><curCd>USD</curCd><valUSD>1425</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131Y0KU5</cusip><identifiers><isin value="US3131Y0KU56"/><ticker value="FR"/><other otherDesc="BK4PFJ4" value="Sedol"/></identifiers><balance>2559</balance><units>PA</units><curCd>USD</curCd><valUSD>2412</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131Y4LZ5</cusip><identifiers><isin value="US3131Y4LZ56"/><ticker value="FR"/><other otherDesc="BMVVCY3" value="Sedol"/></identifiers><balance>133398</balance><units>PA</units><curCd>USD</curCd><valUSD>119928</valUSD><pctVal>0.004</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131Y6V71</cusip><identifiers><isin value="US3131Y6V711"/><ticker value="FR"/><other otherDesc="BK4PCZ9" value="Sedol"/></identifiers><balance>3320</balance><units>PA</units><curCd>USD</curCd><valUSD>3151</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131Y6VU0</cusip><identifiers><isin value="US3131Y6VU08"/><ticker value="FR"/><other otherDesc="BKS5448" value="Sedol"/></identifiers><balance>4126</balance><units>PA</units><curCd>USD</curCd><valUSD>3793</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3131YAV98</cusip><identifiers><isin value="US3131YAV985"/><ticker value="FR"/><other otherDesc="BMVVBB3" value="Sedol"/></identifiers><balance>597162</balance><units>PA</units><curCd>USD</curCd><valUSD>595716</valUSD><pctVal>0.021</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131YBA57</cusip><identifiers><isin value="US3131YBA573"/><ticker value="FR"/><other otherDesc="BK4PD34" value="Sedol"/></identifiers><balance>1108436</balance><units>PA</units><curCd>USD</curCd><valUSD>1099943</valUSD><pctVal>0.039</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3131YDFA7</cusip><identifiers><isin value="US3131YDFA79"/><ticker value="FR"/><other otherDesc="BK4PFW7" value="Sedol"/></identifiers><balance>4579076</balance><units>PA</units><curCd>USD</curCd><valUSD>4433498</valUSD><pctVal>0.157</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132A4C89</cusip><identifiers><isin value="US3132A4C895"/><ticker value="FR"/><other otherDesc="BK4PDG7" value="Sedol"/></identifiers><balance>13881</balance><units>PA</units><curCd>USD</curCd><valUSD>14699</valUSD><pctVal>0.001</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132A5AL9</cusip><identifiers><isin value="US3132A5AL94"/><ticker value="FR"/><other otherDesc="BKV4BY1" value="Sedol"/></identifiers><balance>87130</balance><units>PA</units><curCd>USD</curCd><valUSD>80100</valUSD><pctVal>0.003</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132A5DB8</cusip><identifiers><isin value="US3132A5DB85"/><ticker value="FR"/><other otherDesc="BK4PDJ0" value="Sedol"/></identifiers><balance>2477</balance><units>PA</units><curCd>USD</curCd><valUSD>2272</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132A8GL7</cusip><identifiers><isin value="US3132A8GL79"/><ticker value="FR"/><other otherDesc="BL0L634" value="Sedol"/></identifiers><balance>1361773</balance><units>PA</units><curCd>USD</curCd><valUSD>1313938</valUSD><pctVal>0.047</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132ACLS7</cusip><identifiers><isin value="US3132ACLS79"/><ticker value="FR"/><other otherDesc="BK4PDQ7" value="Sedol"/></identifiers><balance>204214</balance><units>PA</units><curCd>USD</curCd><valUSD>193766</valUSD><pctVal>0.007</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132ACSX9</cusip><identifiers><isin value="US3132ACSX91"/><ticker value="FN"/><other otherDesc="BK4PG46" value="Sedol"/></identifiers><balance>41211</balance><units>PA</units><curCd>USD</curCd><valUSD>39052</valUSD><pctVal>0.001</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132ADHW1</cusip><identifiers><isin value="US3132ADHW11"/><ticker value="FR"/><other otherDesc="BK4PDV2" value="Sedol"/></identifiers><balance>2696</balance><units>PA</units><curCd>USD</curCd><valUSD>2709</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132ADJC3</cusip><identifiers><isin value="US3132ADJC39"/><ticker value="FR"/><other otherDesc="BK4PDW3" value="Sedol"/></identifiers><balance>11047</balance><units>PA</units><curCd>USD</curCd><valUSD>10482</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132ADY69</cusip><identifiers><isin value="US3132ADY692"/><ticker value="FR"/><other otherDesc="BK4PF16" value="Sedol"/></identifiers><balance>6744</balance><units>PA</units><curCd>USD</curCd><valUSD>6597</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132AED78</cusip><identifiers><isin value="US3132AED785"/><ticker value="FR"/><other otherDesc="BKS5363" value="Sedol"/></identifiers><balance>4281864</balance><units>PA</units><curCd>USD</curCd><valUSD>3938428</valUSD><pctVal>0.14</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Gold Pool</title><cusip>3132H7F41</cusip><identifiers><isin value="US3132H7F415"/><ticker value="FG"/><other otherDesc="BMTXGH2" value="Sedol"/></identifiers><balance>156190</balance><units>PA</units><curCd>USD</curCd><valUSD>148272</valUSD><pctVal>0.005</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>31334XYL7</cusip><identifiers><isin value="US31334XYL71"/><ticker value="FR"/><other otherDesc="BK80SY1" value="Sedol"/></identifiers><balance>2014761</balance><units>PA</units><curCd>USD</curCd><valUSD>1889197</valUSD><pctVal>0.067</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133A0G73</cusip><identifiers><isin value="US3133A0G737"/><ticker value="FR"/><other otherDesc="BKSLQC8" value="Sedol"/></identifiers><balance>578819</balance><units>PA</units><curCd>USD</curCd><valUSD>522647</valUSD><pctVal>0.019</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133G62Q7</cusip><identifiers><isin value="US3133G62Q78"/><ticker value="FR"/><other otherDesc="BJM0F27" value="Sedol"/></identifiers><balance>159812</balance><units>PA</units><curCd>USD</curCd><valUSD>152147</valUSD><pctVal>0.005</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133G62T1</cusip><identifiers><isin value="US3133G62T18"/><ticker value="FR"/><other otherDesc="BJM0GR9" value="Sedol"/></identifiers><balance>347549</balance><units>PA</units><curCd>USD</curCd><valUSD>330880</valUSD><pctVal>0.012</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>31346YPV9</cusip><identifiers><isin value="US31346YPV91"/><ticker value="FR"/><other otherDesc="BK6FDQ5" value="Sedol"/></identifiers><balance>331517</balance><units>PA</units><curCd>USD</curCd><valUSD>299344</valUSD><pctVal>0.011</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae REMICS</title><cusip>3136B1N26</cusip><identifiers><isin value="US3136B1N265"/><ticker value="FNR"/><other otherDesc="BG45091" value="Sedol"/></identifiers><balance>15047</balance><units>PA</units><curCd>USD</curCd><valUSD>13908</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-05-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae REMICS</title><cusip>3136B2SN3</cusip><identifiers><isin value="US3136B2SN37"/><ticker value="FNR"/><other otherDesc="BFZ2KB6" value="Sedol"/></identifiers><balance>6815616</balance><units>PA</units><curCd>USD</curCd><valUSD>797594</valUSD><pctVal>0.028</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-08-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.20471</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138ENRH4</cusip><identifiers><isin value="US3138ENRH40"/><ticker value="FN"/><other otherDesc="BF47H11" value="Sedol"/></identifiers><balance>3690</balance><units>PA</units><curCd>USD</curCd><valUSD>3740</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138ENS83</cusip><identifiers><isin value="US3138ENS833"/><ticker value="FN"/><other otherDesc="BF47H44" value="Sedol"/></identifiers><balance>5456</balance><units>PA</units><curCd>USD</curCd><valUSD>5584</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138EPHU1</cusip><identifiers><isin value="US3138EPHU19"/><ticker value="FN"/><other otherDesc="BF0F9L3" value="Sedol"/></identifiers><balance>5551</balance><units>PA</units><curCd>USD</curCd><valUSD>5627</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138ETLU8</cusip><identifiers><isin value="US3138ETLU84"/><ticker value="FN"/><other otherDesc="BKS53T6" value="Sedol"/></identifiers><balance>2153480</balance><units>PA</units><curCd>USD</curCd><valUSD>1979686</valUSD><pctVal>0.07</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138W7HB3</cusip><identifiers><isin value="US3138W7HB31"/><ticker value="FN"/><other otherDesc="BK8MDG4" value="Sedol"/></identifiers><balance>1697549</balance><units>PA</units><curCd>USD</curCd><valUSD>1560550</valUSD><pctVal>0.055</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138WHND0</cusip><identifiers><isin value="US3138WHND02"/><ticker value="FN"/><other otherDesc="BF0L096" value="Sedol"/></identifiers><balance>12949</balance><units>PA</units><curCd>USD</curCd><valUSD>12278</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138WJP93</cusip><identifiers><isin value="US3138WJP938"/><ticker value="FN"/><other otherDesc="BKS53N0" value="Sedol"/></identifiers><balance>309969</balance><units>PA</units><curCd>USD</curCd><valUSD>283071</valUSD><pctVal>0.01</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138WMG96</cusip><identifiers><isin value="US3138WMG964"/><ticker value="FN"/><other otherDesc="BMYLXM5" value="Sedol"/></identifiers><balance>4082562</balance><units>PA</units><curCd>USD</curCd><valUSD>3754961</valUSD><pctVal>0.133</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3138WQJB9</cusip><identifiers><isin value="US3138WQJB90"/><ticker value="FN"/><other otherDesc="BFZ1K24" value="Sedol"/></identifiers><balance>1913</balance><units>PA</units><curCd>USD</curCd><valUSD>1759</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae REMICS</title><cusip>31398NTM6</cusip><identifiers><isin value="US31398NTM64"/><ticker value="FNR"/><other otherDesc="BHZSBK4" value="Sedol"/></identifiers><balance>588203</balance><units>PA</units><curCd>USD</curCd><valUSD>994044</valUSD><pctVal>0.035</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>3.718</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FPAS8</cusip><identifiers><isin value="US3140FPAS80"/><ticker value="FN"/><other otherDesc="BHXD286" value="Sedol"/></identifiers><balance>863841</balance><units>PA</units><curCd>USD</curCd><valUSD>849622</valUSD><pctVal>0.03</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FXF72</cusip><identifiers><isin value="US3140FXF725"/><ticker value="FN"/><other otherDesc="BJVR864" value="Sedol"/></identifiers><balance>22616</balance><units>PA</units><curCd>USD</curCd><valUSD>20499</valUSD><pctVal>0.001</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2057-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140FXFH0</cusip><identifiers><isin value="US3140FXFH05"/><ticker value="FN"/><other otherDesc="BFYTKQ3" value="Sedol"/></identifiers><balance>5196020</balance><units>PA</units><curCd>USD</curCd><valUSD>4711445</valUSD><pctVal>0.167</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2057-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140GSKE1</cusip><identifiers><isin value="US3140GSKE15"/><ticker value="FN"/><other otherDesc="BYXG0F7" value="Sedol"/></identifiers><balance>2476</balance><units>PA</units><curCd>USD</curCd><valUSD>2327</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H6B57</cusip><identifiers><isin value="US3140H6B572"/><ticker value="FN"/><other otherDesc="BFMGSR3" value="Sedol"/></identifiers><balance>3047</balance><units>PA</units><curCd>USD</curCd><valUSD>2879</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H6CC1</cusip><identifiers><isin value="US3140H6CC17"/><ticker value="FN"/><other otherDesc="BFYBGN8" value="Sedol"/></identifiers><balance>11852</balance><units>PA</units><curCd>USD</curCd><valUSD>11657</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140H6QN2</cusip><identifiers><isin value="US3140H6QN26"/><ticker value="FN"/><other otherDesc="BJQ1ZD7" value="Sedol"/></identifiers><balance>3090732</balance><units>PA</units><curCd>USD</curCd><valUSD>2903298</valUSD><pctVal>0.103</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140HFFE4</cusip><identifiers><isin value="US3140HFFE40"/><ticker value="FN"/><other otherDesc="BFYCPV2" value="Sedol"/></identifiers><balance>3524</balance><units>PA</units><curCd>USD</curCd><valUSD>3466</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140J73V5</cusip><identifiers><isin value="US3140J73V50"/><ticker value="FN"/><other otherDesc="BD6DR79" value="Sedol"/></identifiers><balance>7949</balance><units>PA</units><curCd>USD</curCd><valUSD>7979</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140JAPW2</cusip><identifiers><isin value="US3140JAPW23"/><ticker value="FN"/><other otherDesc="BKS53C9" value="Sedol"/></identifiers><balance>969439</balance><units>PA</units><curCd>USD</curCd><valUSD>891647</valUSD><pctVal>0.032</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140JXJ58</cusip><identifiers><isin value="US3140JXJ588"/><ticker value="FN"/><other otherDesc="BL395N8" value="Sedol"/></identifiers><balance>371366</balance><units>PA</units><curCd>USD</curCd><valUSD>339843</valUSD><pctVal>0.012</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140JXSM1</cusip><identifiers><isin value="US3140JXSM17"/><ticker value="FN"/><other otherDesc="BJM0GP7" value="Sedol"/></identifiers><balance>146883</balance><units>PA</units><curCd>USD</curCd><valUSD>139836</valUSD><pctVal>0.005</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140QQL37</cusip><identifiers><isin value="US3140QQL377"/><ticker value="FN"/><other otherDesc="BQTWF70" value="Sedol"/></identifiers><balance>9765220</balance><units>PA</units><curCd>USD</curCd><valUSD>10008518</valUSD><pctVal>0.355</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140QQN76</cusip><identifiers><isin value="US3140QQN761"/><ticker value="FN"/><other otherDesc="BQ67KM8" value="Sedol"/></identifiers><balance>13459916</balance><units>PA</units><curCd>USD</curCd><valUSD>13646991</valUSD><pctVal>0.485</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140X6FJ5</cusip><identifiers><isin value="US3140X6FJ55"/><ticker value="FN"/><other otherDesc="BMZ17Q6" value="Sedol"/></identifiers><balance>203935</balance><units>PA</units><curCd>USD</curCd><valUSD>192394</valUSD><pctVal>0.007</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140X6NZ0</cusip><identifiers><isin value="US3140X6NZ06"/><ticker value="FN"/><other otherDesc="BMZMFG5" value="Sedol"/></identifiers><balance>230169</balance><units>PA</units><curCd>USD</curCd><valUSD>217144</valUSD><pctVal>0.008</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140X7JB6</cusip><identifiers><isin value="US3140X7JB66"/><ticker value="FN"/><other otherDesc="BLNB2P5" value="Sedol"/></identifiers><balance>5196308</balance><units>PA</units><curCd>USD</curCd><valUSD>4886537</valUSD><pctVal>0.174</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-07-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fnma Pass-Thru I</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140XGHK8</cusip><identifiers><isin value="US3140XGHK80"/><ticker value="FN"/><other otherDesc="BMWSD73" value="Sedol"/></identifiers><balance>28072279</balance><units>PA</units><curCd>USD</curCd><valUSD>27176452</valUSD><pctVal>0.965</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-10-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31416CE69</cusip><identifiers><isin value="US31416CE694"/><ticker value="FN"/><other otherDesc="BZ6CKR1" value="Sedol"/></identifiers><balance>634</balance><units>PA</units><curCd>USD</curCd><valUSD>671</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31417C6S9</cusip><identifiers><isin value="US31417C6S99"/><ticker value="FN"/><other otherDesc="BKS53F2" value="Sedol"/></identifiers><balance>1024146</balance><units>PA</units><curCd>USD</curCd><valUSD>941964</valUSD><pctVal>0.033</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-09-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31417FPB8</cusip><identifiers><isin value="US31417FPB84"/><ticker value="FN"/><other otherDesc="BKS5330" value="Sedol"/></identifiers><balance>34866</balance><units>PA</units><curCd>USD</curCd><valUSD>32053</valUSD><pctVal>0.001</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31418APM4</cusip><identifiers><isin value="US31418APM44"/><ticker value="FN"/><other otherDesc="BGK1XD8" value="Sedol"/></identifiers><balance>1323837</balance><units>PA</units><curCd>USD</curCd><valUSD>1217607</valUSD><pctVal>0.043</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31418AQR2</cusip><identifiers><isin value="US31418AQR22"/><ticker value="FN"/><other otherDesc="BFZ1JR2" value="Sedol"/></identifiers><balance>527529</balance><units>PA</units><curCd>USD</curCd><valUSD>485198</valUSD><pctVal>0.017</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-02-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31418ARE0</cusip><identifiers><isin value="US31418ARE00"/><ticker value="FN"/><other otherDesc="BKS53X0" value="Sedol"/></identifiers><balance>477477</balance><units>PA</units><curCd>USD</curCd><valUSD>438943</valUSD><pctVal>0.016</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-03-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31418ATD0</cusip><identifiers><isin value="US31418ATD09"/><ticker value="FN"/><other otherDesc="BKS53L8" value="Sedol"/></identifiers><balance>392353</balance><units>PA</units><curCd>USD</curCd><valUSD>360689</valUSD><pctVal>0.013</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-05-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31418BW93</cusip><identifiers><isin value="US31418BW934"/><ticker value="FN"/><other otherDesc="BMZMFN2" value="Sedol"/></identifiers><balance>262606</balance><units>PA</units><curCd>USD</curCd><valUSD>247745</valUSD><pctVal>0.009</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-12-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>31418CGC2</cusip><identifiers><isin value="US31418CGC29"/><ticker value="FN"/><other otherDesc="BKS53S5" value="Sedol"/></identifiers><balance>53035</balance><units>PA</units><curCd>USD</curCd><valUSD>48433</valUSD><pctVal>0.002</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-01-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>Freddie Mac - STACR</name><lei>N/A</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA1 B1</title><cusip>35564KBD0</cusip><identifiers><isin value="US35564KBD00"/><ticker value="STACR"/><other otherDesc="BMC8L46" value="Sedol"/></identifiers><balance>7550000</balance><units>PA</units><curCd>USD</curCd><valUSD>6849756</valUSD><pctVal>0.243</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-01-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.20979</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 A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae II Pool</title><cusip>36179TSJ5</cusip><identifiers><isin value="US36179TSJ50"/><ticker value="G2"/><other otherDesc="BD5J4Q6" value="Sedol"/></identifiers><balance>104680</balance><units>PA</units><curCd>USD</curCd><valUSD>104526</valUSD><pctVal>0.004</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-02-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae I Pool</title><cusip>3617AUZW3</cusip><identifiers><isin value="US3617AUZW38"/><ticker value="GN"/><other otherDesc="BFF1VL0" value="Sedol"/></identifiers><balance>3241</balance><units>PA</units><curCd>USD</curCd><valUSD>3160</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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 A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae I Pool</title><cusip>3617BA5W9</cusip><identifiers><isin value="US3617BA5W90"/><ticker value="GN"/><other otherDesc="BFF1Z30" value="Sedol"/></identifiers><balance>347</balance><units>PA</units><curCd>USD</curCd><valUSD>338</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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 A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae I Pool</title><cusip>3617BN3S2</cusip><identifiers><isin value="US3617BN3S26"/><ticker value="GN"/><other otherDesc="BD0ML69" value="Sedol"/></identifiers><balance>679</balance><units>PA</units><curCd>USD</curCd><valUSD>662</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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 A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae I Pool</title><cusip>3617BN4U6</cusip><identifiers><isin value="US3617BN4U62"/><ticker value="GN"/><other otherDesc="BD0ML70" value="Sedol"/></identifiers><balance>1930</balance><units>PA</units><curCd>USD</curCd><valUSD>1881</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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 A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae II Pool</title><cusip>3617H1CH8</cusip><identifiers><isin value="US3617H1CH89"/><ticker value="G2"/><other otherDesc="BFY2YV5" value="Sedol"/></identifiers><balance>942</balance><units>PA</units><curCd>USD</curCd><valUSD>941</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-05-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae II Pool</title><cusip>3617H1CJ4</cusip><identifiers><isin value="US3617H1CJ46"/><ticker value="G2"/><other otherDesc="BFY2YS2" value="Sedol"/></identifiers><balance>2506</balance><units>PA</units><curCd>USD</curCd><valUSD>2503</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-05-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Ginnie Mae I Pool</title><cusip>3622A2UF7</cusip><identifiers><isin value="US3622A2UF75"/><ticker value="GN"/><other otherDesc="BDZVVH2" value="Sedol"/></identifiers><balance>10681</balance><units>PA</units><curCd>USD</curCd><valUSD>10637</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Government National Mortgage A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Government National Mortgage Association</title><cusip>38378P6S2</cusip><identifiers><isin value="US38378P6S23"/><ticker value="GNR"/><other otherDesc="BFYTSC5" value="Sedol"/></identifiers><balance>358647</balance><units>PA</units><curCd>USD</curCd><valUSD>31400</valUSD><pctVal>0.001</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-01-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>0.78857</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 A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Government National Mortgage Association</title><cusip>38378XM65</cusip><identifiers><isin value="US38378XM656"/><ticker value="GNR"/><other otherDesc="BFFW867" value="Sedol"/></identifiers><balance>493203</balance><units>PA</units><curCd>USD</curCd><valUSD>68437</valUSD><pctVal>0.002</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2055-10-16</maturityDt><couponKind>Floating</couponKind><annualizedRt>1.42229</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 A</name><lei>549300M8ZYFG0OCMTT87</lei><title>Government National Mortgage Association</title><cusip>38380JTN8</cusip><identifiers><isin value="US38380JTN80"/><ticker value="GNR"/><other otherDesc="BFWCZ47" value="Sedol"/></identifiers><balance>12257796</balance><units>PA</units><curCd>USD</curCd><valUSD>343582</valUSD><pctVal>0.012</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGA</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2060-01-16</maturityDt><couponKind>Variable</couponKind><annualizedRt>0.28377</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>Great Wolf Trust</name><lei>N/A</lei><title>Great Wolf Trust</title><cusip>39152TAN0</cusip><identifiers><isin value="US39152TAN00"/><ticker value="GWT"/><other otherDesc="BJVS9M0" value="Sedol"/></identifiers><balance>19500000</balance><units>PA</units><curCd>USD</curCd><valUSD>18750958</valUSD><pctVal>0.666</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-12-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.67348</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>ILPT Commercial Mortgage Trust</name><lei>N/A</lei><title>Commercial Mortgage Pass-through Certificates 2022-LPF2 D</title><cusip>449652AG1</cusip><identifiers><isin value="US449652AG10"/><ticker value="ILPT"/><other otherDesc="BMTWZV6" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4918353</valUSD><pctVal>0.175</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.01909</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>ILPT Commercial Mortgage Trust</name><lei>N/A</lei><title>Commercial Mortgage Pass-through Certificate 2022-LPF2 E</title><cusip>449652AJ5</cusip><identifiers><isin value="US449652AJ58"/><ticker value="ILPT"/><other otherDesc="BMTWZG1" value="Sedol"/></identifiers><balance>1500000</balance><units>PA</units><curCd>USD</curCd><valUSD>1474906</valUSD><pctVal>0.052</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>10.76709</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JP Morgan Chase Commercial Mor</name><lei>N/A</lei><title>JP Morgan Chase Commercial Mortgage Sec Trust 2020-ACE A</title><cusip>46591PAA0</cusip><identifiers><isin value="US46591PAA03"/><ticker value="JPMCC"/><other otherDesc="BL5GTY6" value="Sedol"/></identifiers><balance>10000000</balance><units>PA</units><curCd>USD</curCd><valUSD>9307258</valUSD><pctVal>0.331</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-01-10</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.2865</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>SMRT</name><lei>N/A</lei><title>SMRT 2022-MINI E</title><cusip>78457JAN2</cusip><identifiers><isin value="US78457JAN28"/><ticker value="SMRT"/><other otherDesc="BMBXFT5" value="Sedol"/></identifiers><balance>7000000</balance><units>PA</units><curCd>USD</curCd><valUSD>6358356</valUSD><pctVal>0.226</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-01-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.528</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>ECAF LTD</name><lei>635400SSRNQERTYCWK57</lei><title>ECAF I Ltd</title><cusip>26827EAE5</cusip><identifiers><isin value="US26827EAE59"/><ticker value="ECAF"/></identifiers><balance>3163638</balance><units>PA</units><curCd>USD</curCd><valUSD>787265</valUSD><pctVal>0.028</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.802</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>Z CAPITAL CREDIT PARTNERS CLO</name><lei>N/A</lei><title>Z Capital Credit Partners CLO 2018-1 Ltd</title><cusip>98878CAG1</cusip><identifiers><isin value="US98878CAG15"/><ticker value="ZCCP"/><other otherDesc="BKDK9S7" value="Sedol"/></identifiers><balance>1250000</balance><units>PA</units><curCd>USD</curCd><valUSD>1228551</valUSD><pctVal>0.044</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-16</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.24243</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>Chase Mortgage Finance Corpora</name><lei>N/A</lei><title>Chase Mortgage Finance Corp 2021-CL1 M4</title><cusip>46591HCA6</cusip><identifiers><isin value="US46591HCA68"/><ticker value="CHASE"/><other otherDesc="BN75VB6" value="Sedol"/></identifiers><balance>2462578</balance><units>PA</units><curCd>USD</curCd><valUSD>2123173</valUSD><pctVal>0.075</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-02-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.20979</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>Chase Mortgage Finance Corpora</name><lei>N/A</lei><title>Chase Mortgage Finance Corp 2021-CL1 M5</title><cusip>46591HCB4</cusip><identifiers><isin value="US46591HCB42"/><ticker value="CHASE"/><other otherDesc="BN75VH2" value="Sedol"/></identifiers><balance>985153</balance><units>PA</units><curCd>USD</curCd><valUSD>801841</valUSD><pctVal>0.028</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-02-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.80979</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>Preston Ridge Partners Mortgag</name><lei>N/A</lei><title>Preston Ridge Partners Mortgage Trust 2022-2 A1</title><cusip>69377AAA5</cusip><identifiers><isin value="US74370A1043"/><ticker value="PRPM"/><other otherDesc="2312769" value="Sedol"/></identifiers><balance>7416761</balance><units>PA</units><curCd>USD</curCd><valUSD>7225155</valUSD><pctVal>0.257</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-03-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Santander Bank Auto Credit-Lin</name><lei>N/A</lei><title>Santander Bank Auto Credit-Linked Notes 2022-C E</title><cusip>80290CBJ2</cusip><identifiers><isin value="US80290CBJ27"/><ticker value="SBCLN"/><other otherDesc="BPP2DC8" value="Sedol"/></identifiers><balance>3929210</balance><units>PA</units><curCd>USD</curCd><valUSD>3922943</valUSD><pctVal>0.139</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>11.366</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>AGL CLO Ltd.</name><lei>549300AEMLN0HO8ST474</lei><title>AGL CLO 1 Ltd 2021-10A D</title><cusip>00119YAG8</cusip><identifiers><isin value="US00119YAG89"/><ticker value="AGL"/><other otherDesc="BNKBGZ0" value="Sedol"/></identifiers><balance>8000000</balance><units>PA</units><curCd>USD</curCd><valUSD>7431928</valUSD><pctVal>0.264</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.69243</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>Apidos CLO</name><lei>549300HXW2GBYSKFE344</lei><title>Apidos CLO 2013-15A A1RR</title><cusip>03764QBC5</cusip><identifiers><isin value="US03764QBC50"/><ticker value="APID"/><other otherDesc="BKP89D4" value="Sedol"/></identifiers><balance>4209000</balance><units>PA</units><curCd>USD</curCd><valUSD>4168160</valUSD><pctVal>0.148</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-04-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.81771</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>Benefit Street Partners CLO Lt</name><lei>549300MYLNCW81S1Y182</lei><title>Benefit Street Partners CLO Ltd 2016-10A CRR</title><cusip>08181LBC0</cusip><identifiers><isin value="US08181LBC00"/><ticker value="BSP"/><other otherDesc="BMDW0W8" value="Sedol"/></identifiers><balance>6750000</balance><units>PA</units><curCd>USD</curCd><valUSD>6138517</valUSD><pctVal>0.218</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-04-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.30771</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>Bluemountain CLO Ltd</name><lei>5493001B57JU7XEJXM59</lei><title>BlueMountain CLO XXVI Ltd 2019-25A D2R</title><cusip>09627FAW0</cusip><identifiers><isin value="US09627FAW05"/><ticker value="BLUEM"/><other otherDesc="BLR9KF1" value="Sedol"/></identifiers><balance>6250000</balance><units>PA</units><curCd>USD</curCd><valUSD>5386981</valUSD><pctVal>0.191</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-07-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.94243</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>Bluemountain CLO Ltd</name><lei>5493001GLQHON6UV2U40</lei><title>BlueMountain CLO XXVI Ltd 2021-28A A</title><cusip>09630PAA1</cusip><identifiers><isin value="US09630PAA12"/><ticker value="BLUEM"/><other otherDesc="BL65Z55" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4895085</valUSD><pctVal>0.174</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.05243</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>CBAM CLO Management</name><lei>N/A</lei><title>CBAM CLO Management 2020-13A A</title><cusip>12511AAA2</cusip><identifiers><isin value="US12511AAA25"/><ticker value="CBAM"/><other otherDesc="BMHST70" value="Sedol"/></identifiers><balance>6000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5890782</valUSD><pctVal>0.209</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-01-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.23771</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>CBAM CLO Management</name><lei>N/A</lei><title>CBAM CLO Management 2021-14A A</title><cusip>12511GAA9</cusip><identifiers><isin value="US12511GAA94"/><ticker value="CBAM"/><other otherDesc="BM8Z420" value="Sedol"/></identifiers><balance>15000000</balance><units>PA</units><curCd>USD</curCd><valUSD>14559405</valUSD><pctVal>0.517</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-04-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.3426</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>CBAM CLO Management</name><lei>N/A</lei><title>CBAM CLO Management 2021-14A D</title><cusip>12511GAG6</cusip><identifiers><isin value="US12511GAG64"/><ticker value="CBAM"/><other otherDesc="BM8Z442" value="Sedol"/></identifiers><balance>10000000</balance><units>PA</units><curCd>USD</curCd><valUSD>8743480</valUSD><pctVal>0.311</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-04-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.3426</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>CIFC Funding Ltd</name><lei>549300UDPJ30BQP2HX62</lei><title>CIFC Funding Ltd 2015-3A DR</title><cusip>12550MAQ3</cusip><identifiers><isin value="US12550MAQ33"/><ticker value="CIFC"/><other otherDesc="BMCGR20" value="Sedol"/></identifiers><balance>2097500</balance><units>PA</units><curCd>USD</curCd><valUSD>1938157</valUSD><pctVal>0.069</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-19</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.29757</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>CIFC Funding Ltd</name><lei>54930076OPDXR0U68E20</lei><title>CIFC Funding Ltd 2016-1A D2RR</title><cusip>17180TBJ0</cusip><identifiers><isin value="US17180TBJ07"/><ticker value="CIFC"/><other otherDesc="BMWS5L1" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4565920</valUSD><pctVal>0.162</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-10-21</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.06529</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>Dryden Senior Loan Fund</name><lei>2549001LFFVBUD1OX384</lei><title>Dryden Senior Loan Fund 2020-83A D</title><cusip>26246EAJ7</cusip><identifiers><isin value="US26246EAJ73"/><ticker value="DRSLF"/><other otherDesc="BMFRTR9" value="Sedol"/></identifiers><balance>6000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5604786</valUSD><pctVal>0.199</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-01-18</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.29471</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>DOT Resources Ltd</name><lei>N/A</lei><title>Dryden Senior Loan Fund 2023-105A D</title><cusip>26253QAG6</cusip><identifiers><isin value="US26253QAG64"/><ticker value="DRSLF"/><other otherDesc="B24CQY1" value="Sedol"/></identifiers><balance>6000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5956920</valUSD><pctVal>0.212</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-04-18</maturityDt><couponKind>Floating</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Elmwood CLO VIII Ltd</name><lei>N/A</lei><title>Elmwood CLO VIII Ltd 2021-1A A</title><cusip>29003EAA3</cusip><identifiers><isin value="US29003EAA38"/><ticker value="ELMW8"/><other otherDesc="BMG4R42" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4901810</valUSD><pctVal>0.174</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-01-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.04771</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>Elmwood CLO VIII Ltd</name><lei>N/A</lei><title>Elmwood CLO VIII Ltd 2021-1A D</title><cusip>29003EAG0</cusip><identifiers><isin value="US29003EAG08"/><ticker value="ELMW8"/><other otherDesc="BMG4R64" value="Sedol"/></identifiers><balance>3000000</balance><units>PA</units><curCd>USD</curCd><valUSD>2824896</valUSD><pctVal>0.1</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-01-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.80771</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>HGI CRE CLO Ltd</name><lei>549300VYJ293N0KO2L78</lei><title>HGI CRE CLO Ltd 2021-FL1 D</title><cusip>40441LAJ5</cusip><identifiers><isin value="US40441LAJ52"/><ticker value="HGI"/><other otherDesc="BL9ZD92" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4550202</valUSD><pctVal>0.162</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-06-16</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.07771</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>Rad CLO Ltd</name><lei>N/A</lei><title>Kayne CLO 10 Ltd 2021-10A A</title><cusip>48662LAA9</cusip><identifiers><isin value="US48662LAA98"/><ticker value="KAYNE"/><other otherDesc="BMDK9N6" value="Sedol"/></identifiers><balance>22500000</balance><units>PA</units><curCd>USD</curCd><valUSD>22019737</valUSD><pctVal>0.782</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-04-23</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.98529</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>LCM Ltd Partnership</name><lei>549300NGJ6CPPJRPGL08</lei><title>LCM LP XIV</title><cusip>50184VAR5</cusip><identifiers><isin value="US50184VAR50"/><ticker value="LCM"/><other otherDesc="BFYL683" value="Sedol"/></identifiers><balance>4640000</balance><units>PA</units><curCd>USD</curCd><valUSD>4555919</valUSD><pctVal>0.162</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-07-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.84771</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>Longfellow Place CLO Ltd</name><lei>549300FY38ZCUKZQU403</lei><title>Longfellow Place CLO Ltd 2013-1A DRR</title><cusip>54303PAW5</cusip><identifiers><isin value="US54303PAW59"/><ticker value="LONGF"/><other otherDesc="BNKJ1N7" value="Sedol"/></identifiers><balance>3000000</balance><units>PA</units><curCd>USD</curCd><valUSD>2860494</valUSD><pctVal>0.102</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.29243</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>Madison Park Funding Ltd</name><lei>N/A</lei><title>Madison Park Funding Ltd 2018-32A A1R</title><cusip>55817AAN4</cusip><identifiers><isin value="US55817AAN46"/><ticker value="MDPK"/><other otherDesc="BNNL583" value="Sedol"/></identifiers><balance>10000000</balance><units>PA</units><curCd>USD</curCd><valUSD>9860370</valUSD><pctVal>0.35</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-22</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.81529</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>Madison Park Funding Ltd</name><lei>N/A</lei><title>Madison Park Funding Ltd 2018-32A DR</title><cusip>55817AAW4</cusip><identifiers><isin value="US55817AAW45"/><ticker value="MDPK"/><other otherDesc="BNNL538" value="Sedol"/></identifiers><balance>7000000</balance><units>PA</units><curCd>USD</curCd><valUSD>6409326</valUSD><pctVal>0.228</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-22</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.01529</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>Neuberger Berman CLO Ltd</name><lei>549300Z5ZNFT7IECFZ07</lei><title>Neuberger Berman CLO Ltd</title><cusip>64129JBL3</cusip><identifiers><isin value="US64129JBL35"/><ticker value="NEUB"/><other otherDesc="BKS7JC7" value="Sedol"/></identifiers><balance>6000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5500284</valUSD><pctVal>0.195</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-28</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.60243</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>OHA Credit Partners Ltd</name><lei>549300LXLBAFTIMXZT54</lei><title>Oak Hill Credit Partners 2012-7A AR3</title><cusip>67102QAV0</cusip><identifiers><isin value="US67102QAV05"/><ticker value="OAKC"/><other otherDesc="BMW2YM7" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4881700</valUSD><pctVal>0.173</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-02-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.745</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>OCP CLO Ltd</name><lei>254900OVGEI8FTD7PT85</lei><title>OCP CLO Ltd</title><cusip>67105HBE4</cusip><identifiers><isin value="US67105HBE45"/><ticker value="OCP"/><other otherDesc="BLJMH02" value="Sedol"/></identifiers><balance>6000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5873358</valUSD><pctVal>0.209</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-24</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.81557</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>Octagon Investment Partners 42</name><lei>N/A</lei><title>Octagon Investment Partners 42 Ltd 2019-3A AR</title><cusip>67576PAN7</cusip><identifiers><isin value="US67576PAN78"/><ticker value="15615"/><other otherDesc="BMDRCB6" value="Sedol"/></identifiers><balance>10000000</balance><units>PA</units><curCd>USD</curCd><valUSD>9737150</valUSD><pctVal>0.346</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-07-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.93243</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>Octagon Investment Partners XX</name><lei>549300XIS9D4AHDX5A35</lei><title>Octagon Investment Partners XXI Ltd 2014-1A AAR3</title><cusip>67590QBK2</cusip><identifiers><isin value="US67590QBK22"/><ticker value="45220"/><other otherDesc="BMXC493" value="Sedol"/></identifiers><balance>8000000</balance><units>PA</units><curCd>USD</curCd><valUSD>7882152</valUSD><pctVal>0.28</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-02-14</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.86943</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>Octagon 61 Ltd</name><lei>N/A</lei><title>Octagon 61 Ltd 2023-2A D</title><cusip>675947AG0</cusip><identifiers><isin value="US675947AG07"/><ticker value="22555"/></identifiers><balance>7100000</balance><units>PA</units><curCd>USD</curCd><valUSD>7100000</valUSD><pctVal>0.252</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-04-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>RAD CLO 18 LTD</name><lei>N/A</lei><title>Rad CLO Ltd 2023-18A D</title><cusip>75009AAS9</cusip><identifiers><isin value="US75009AAS96"/><ticker value="RAD"/><other otherDesc="BR1H6T9" value="Sedol"/></identifiers><balance>6588000</balance><units>PA</units><curCd>USD</curCd><valUSD>6444382</valUSD><pctVal>0.229</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>JE</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Regatta XV Funding Ltd.</name><lei>N/A</lei><title>Westgate Resorts 2018-4A C</title><cusip>75888RAJ8</cusip><identifiers><isin value="US75888RAJ86"/><ticker value="REG15"/><other otherDesc="BPLF2C4" value="Sedol"/></identifiers><balance>2000000</balance><units>PA</units><curCd>USD</curCd><valUSD>1815762</valUSD><pctVal>0.064</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.11771</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>Sandstone Peak Ltd.</name><lei>5493000VXRKO2Z5KET86</lei><title>Sand Trust 2021-1A D</title><cusip>800130AJ5</cusip><identifiers><isin value="US800130AJ54"/><ticker value="SAND"/><other otherDesc="BLBJFW9" value="Sedol"/></identifiers><balance>8000000</balance><units>PA</units><curCd>USD</curCd><valUSD>6927680</valUSD><pctVal>0.246</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.6291</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>Palmer Square European Loan Fu</name><lei>N/A</lei><title>Palmer Square European Loan Funding 2023-1A D</title><cusip>BCC3937N1</cusip><identifiers><isin value="XS2593622611"/><ticker value="PSTET"/></identifiers><balance>6941000</balance><units>PA</units><currencyConditional curCd="EUR" exchangeRt="0.92217"/><valUSD>7386359</valUSD><pctVal>0.262</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-11-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>AASET 2019-2 Trust</name><lei>N/A</lei><title>Aaset 2019-2 Trust</title><cusip>00038RAC0</cusip><identifiers><isin value="US00038RAC07"/><ticker value="AASET"/><other otherDesc="BKTRSJ6" value="Sedol"/></identifiers><balance>4723808</balance><units>PA</units><curCd>USD</curCd><valUSD>944762</valUSD><pctVal>0.034</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-10-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.413</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ACM Auto Trust</name><lei>N/A</lei><title>ACM Auto Trust 2022-1A C</title><cusip>00091QAC6</cusip><identifiers><isin value="US00091QAC69"/><ticker value="ACMAT"/><other otherDesc="BLNNJW7" value="Sedol"/></identifiers><balance>8250000</balance><units>PA</units><curCd>USD</curCd><valUSD>8170769</valUSD><pctVal>0.29</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.48</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>ACHV ABS TRUST 2023-1PL</name><lei>549300V82ZKZDTAU0A46</lei><title>ACHV Trust 2023-1PL D</title><cusip>00091XAD9</cusip><identifiers><isin value="US00091XAD93"/><ticker value="ACHV"/><other otherDesc="BP9MY21" value="Sedol"/></identifiers><balance>2750000</balance><units>PA</units><curCd>USD</curCd><valUSD>2732583</valUSD><pctVal>0.097</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-18</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8.47</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>ACC Auto Trust</name><lei>N/A</lei><title>ACC Auto Trust 2021-A C</title><cusip>00108XAC2</cusip><identifiers><isin value="US00108XAC20"/><ticker value="AUTOC"/><other otherDesc="BN7DRT0" value="Sedol"/></identifiers><balance>6000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5668650</valUSD><pctVal>0.201</pctVal><payoffProfile>Long</payoffProfile><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>3.79</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>ACC Auto Trust</name><lei>N/A</lei><title>ACC Auto Trust 2021-A D</title><cusip>00108XAD0</cusip><identifiers><isin value="US00108XAD03"/><ticker value="AUTOC"/><other otherDesc="BN7DRP6" value="Sedol"/></identifiers><balance>3700000</balance><units>PA</units><curCd>USD</curCd><valUSD>3493434</valUSD><pctVal>0.124</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.1</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>ALASKA AIRLINES 2020 TR</name><lei>PG4W4UTDTMMEBRGLO537</lei><title>Alaska Airlines 2020-1 Class A Pass Through Trust</title><cusip>01166VAA7</cusip><identifiers><isin value="US01166VAA70"/><ticker value="ALK"/><other otherDesc="BM9MQD5" value="Sedol"/></identifiers><balance>6604297</balance><units>PA</units><curCd>USD</curCd><valUSD>6409268</valUSD><pctVal>0.228</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.8</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>Avis Budget Rental Car Funding</name><lei>IHXLB8SL0QWSSG2VG640</lei><title>Avis Budget Rental Car Funding AESOP LLC 2021-1A D</title><cusip>05377REL4</cusip><identifiers><isin value="US05377REL42"/><ticker value="AESOP"/><other otherDesc="BKVKJS9" value="Sedol"/></identifiers><balance>6000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5069309</valUSD><pctVal>0.18</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-08-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.71</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>Avis Budget Rental Car Funding</name><lei>IHXLB8SL0QWSSG2VG640</lei><title>Avis Budget Rental Car Funding AESOP LLC 2018-2A D</title><cusip>05377REN0</cusip><identifiers><isin value="US05377REN08"/><ticker value="AESOP"/><other otherDesc="BMH7DB9" value="Sedol"/></identifiers><balance>13000000</balance><units>PA</units><curCd>USD</curCd><valUSD>12386282</valUSD><pctVal>0.44</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.04</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>Avis Budget Rental Car Funding</name><lei>IHXLB8SL0QWSSG2VG640</lei><title>Avis Budget Rental Car Funding AESOP LLC 2019-2A D</title><cusip>05377REP5</cusip><identifiers><isin value="US05377REP55"/><ticker value="AESOP"/><other otherDesc="BMH7D86" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4603684</valUSD><pctVal>0.164</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>3.04</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>Avis Budget Rental Car Funding AESOP LLC</name><lei>IHXLB8SL0QWSSG2VG640</lei><title>AESOP 2023-3A C</title><cusip>05377RGW8</cusip><identifiers><isin value="US05377RGW88"/><ticker value="AESOP"/><other otherDesc="BRCCQQ0" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4999529</valUSD><pctVal>0.178</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-02-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.7</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>Banc of America Merrill Lynch</name><lei>N/A</lei><title>BAMLL Commercial Mortgage Securities Trust 2014-FRR4 CK29</title><cusip>05525GAL3</cusip><identifiers><isin value="US05525GAL32"/><ticker value="BAMLL"/><other otherDesc="BMCHWR3" value="Sedol"/></identifiers><balance>15370000</balance><units>PA</units><curCd>USD</curCd><valUSD>15073490</valUSD><pctVal>0.535</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-05-27</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BPR Trust</name><lei>N/A</lei><title>BPR Trust 2022-OANA D</title><cusip>05592DAL8</cusip><identifiers><isin value="US05592DAL82"/><ticker value="BPR"/><other otherDesc="BNNMWD0" value="Sedol"/></identifiers><balance>10000000</balance><units>PA</units><curCd>USD</curCd><valUSD>9374398</valUSD><pctVal>0.333</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.52209</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 2</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2019-XL</title><cusip>056054AL3</cusip><identifiers><isin value="US056054AL36"/><ticker value="BX"/><other otherDesc="BK727N0" value="Sedol"/></identifiers><balance>19698750</balance><units>PA</units><curCd>USD</curCd><valUSD>18908805</valUSD><pctVal>0.672</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.59157</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2019-MMP F</title><cusip>05606KAQ5</cusip><identifiers><isin value="US05606KAQ58"/><ticker value="BX"/><other otherDesc="BMGCJH3" value="Sedol"/></identifiers><balance>12935269</balance><units>PA</units><curCd>USD</curCd><valUSD>12024935</valUSD><pctVal>0.427</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-08-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.476108</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2021-VINO G</title><cusip>05608KAN0</cusip><identifiers><isin value="US05608KAN00"/><ticker value="BX"/><other otherDesc="BMDW9V0" value="Sedol"/></identifiers><balance>12000000</balance><units>PA</units><curCd>USD</curCd><valUSD>10967118</valUSD><pctVal>0.39</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-05-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.63633</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2021-ARIA E</title><cusip>05608RAL9</cusip><identifiers><isin value="US05608RAL96"/><ticker value="BX"/><other otherDesc="BLCW8P1" value="Sedol"/></identifiers><balance>10000000</balance><units>PA</units><curCd>USD</curCd><valUSD>8993210</valUSD><pctVal>0.319</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.9285</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2021-SOAR J</title><cusip>05608WAU8</cusip><identifiers><isin value="US05608WAU80"/><ticker value="BX"/><other otherDesc="BKP8W46" value="Sedol"/></identifiers><balance>9151491</balance><units>PA</units><curCd>USD</curCd><valUSD>8336765</valUSD><pctVal>0.296</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-06-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.435</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2021-VOLT F</title><cusip>05609VAQ8</cusip><identifiers><isin value="US05609VAQ86"/><ticker value="BX"/><other otherDesc="BM8V9Z6" value="Sedol"/></identifiers><balance>8440000</balance><units>PA</units><curCd>USD</curCd><valUSD>7779179</valUSD><pctVal>0.276</pctVal><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>7.08444</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>BX Trust</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2021-VOLT G</title><cusip>05609VAS4</cusip><identifiers><isin value="US05609VAS43"/><ticker value="BX"/><other otherDesc="BM8V9Y5" value="Sedol"/></identifiers><balance>6000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5434868</valUSD><pctVal>0.193</pctVal><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>7.53444</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 2022-1A C</title><cusip>12327AAC2</cusip><identifiers><isin value="US12327AAC27"/><ticker value="BJETS"/><other otherDesc="BNDBK44" value="Sedol"/></identifiers><balance>4106510</balance><units>PA</units><curCd>USD</curCd><valUSD>3812278</valUSD><pctVal>0.135</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.413</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 2021-1A B</title><cusip>12327BAB2</cusip><identifiers><isin value="US12327BAB27"/><ticker value="BJETS"/><other otherDesc="BKQN4K0" value="Sedol"/></identifiers><balance>1925480</balance><units>PA</units><curCd>USD</curCd><valUSD>1771441</valUSD><pctVal>0.063</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>2.918</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 2021-1A C</title><cusip>12327BAC0</cusip><identifiers><isin value="US12327BAC00"/><ticker value="BJETS"/><other otherDesc="BKQN4J9" value="Sedol"/></identifiers><balance>1719983</balance><units>PA</units><curCd>USD</curCd><valUSD>1587544</valUSD><pctVal>0.056</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>5.067</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 2020-1A B</title><cusip>12327FAB3</cusip><identifiers><isin value="US12327FAB31"/><ticker value="BJETS"/><other otherDesc="BMXWCR7" value="Sedol"/></identifiers><balance>3108769</balance><units>PA</units><curCd>USD</curCd><valUSD>2876100</valUSD><pctVal>0.102</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2035-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.967</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>CF Hippolyta Issuer LLC</name><lei>N/A</lei><title>CF Hippolyta Issuer LLC 2022-1A A1</title><cusip>12530MAL9</cusip><identifiers><isin value="US12530MAL90"/><ticker value="SORT"/><other otherDesc="BPW6ZM7" value="Sedol"/></identifiers><balance>23268010</balance><units>PA</units><curCd>USD</curCd><valUSD>22654119</valUSD><pctVal>0.805</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2062-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.97</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>CF Hippolyta Issuer LLC</name><lei>N/A</lei><title>CF Hippolyta Issuer LLC 2022-1A A2</title><cusip>12530MAM7</cusip><identifiers><isin value="US12530MAM73"/><ticker value="SORT"/><other otherDesc="BPW6ZL6" value="Sedol"/></identifiers><balance>21775767</balance><units>PA</units><curCd>USD</curCd><valUSD>20831505</valUSD><pctVal>0.74</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2062-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.11</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>CIM Trust</name><lei>N/A</lei><title>CIM Trust 2021-NR1 A1</title><cusip>12565YAA5</cusip><identifiers><isin value="US12565YAA55"/><ticker value="CIM"/><other otherDesc="BKY8991" value="Sedol"/></identifiers><balance>4842611</balance><units>PA</units><curCd>USD</curCd><valUSD>4608227</valUSD><pctVal>0.164</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2055-07-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.569</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>Credit Suisse Mortgage Trust</name><lei>N/A</lei><title>Credit Suisse Commercial Mortgage Trust 2020-TMIC A</title><cusip>126390AA1</cusip><identifiers><isin value="US126390AA17"/><ticker value="CSMC"/><other otherDesc="BMH2TZ0" value="Sedol"/></identifiers><balance>15000000</balance><units>PA</units><curCd>USD</curCd><valUSD>14947169</valUSD><pctVal>0.531</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2035-12-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.184</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>Credit Suisse Mortgage Trust</name><lei>N/A</lei><title>Credit Suisse Commercial Mortgage Trust 2019-ICE4 F</title><cusip>12653VAL0</cusip><identifiers><isin value="US12653VAL09"/><ticker value="CSMC"/><other otherDesc="BMHZYW1" value="Sedol"/></identifiers><balance>14164760</balance><units>PA</units><curCd>USD</curCd><valUSD>13768477</valUSD><pctVal>0.489</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-05-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.334</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>Credit Suisse Mortgage Trust</name><lei>N/A</lei><title>Credit Suisse Commercial Mortgage Trust 2021-WEHO A</title><cusip>12657CAA2</cusip><identifiers><isin value="US12657CAA27"/><ticker value="CSMC"/><other otherDesc="BNTG9R9" value="Sedol"/></identifiers><balance>11376952</balance><units>PA</units><curCd>USD</curCd><valUSD>11106111</valUSD><pctVal>0.394</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.6543</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>CarMax Auto Owner Trust</name><lei>N/A</lei><title>CarMax Auto Owner Trust 2022-3 D</title><cusip>14318MAH2</cusip><identifiers><isin value="US14318MAH25"/><ticker value="CARMX"/><other otherDesc="BNRL2C2" value="Sedol"/></identifiers><balance>6250000</balance><units>PA</units><curCd>USD</curCd><valUSD>6182886</valUSD><pctVal>0.22</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-01-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.2</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>Carvana Auto Receivables Trust</name><lei>5493003WEAK2PJ5WS063</lei><title>Carvana Auto Receivables Trust 2019-2A XS</title><cusip>14686UAH8</cusip><identifiers><isin value="US14686UAH86"/><ticker value="CRVNA"/><other otherDesc="BKLX7S4" value="Sedol"/></identifiers><balance>76959975</balance><units>PA</units><curCd>USD</curCd><valUSD>263973</valUSD><pctVal>0.009</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0</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>Carvana Auto Receivables Trust</name><lei>5493003WEAK2PJ5WS063</lei><title>Carvana Auto Receivables Trust 2019-4A XS</title><cusip>14686YAJ6</cusip><identifiers><isin value="US14686YAJ64"/><ticker value="CRVNA"/><other otherDesc="BJDRXD4" value="Sedol"/></identifiers><balance>56442798</balance><units>PA</units><curCd>USD</curCd><valUSD>242704</valUSD><pctVal>0.009</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>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Carvana Auto Receivables Trust</name><lei>N/A</lei><title>Carvana Auto Receivables Trust 2021-N3 E</title><cusip>14687GAF2</cusip><identifiers><isin value="US14687GAF28"/><ticker value="CRVNA"/><other otherDesc="BPF0PB5" value="Sedol"/></identifiers><balance>12890000</balance><units>PA</units><curCd>USD</curCd><valUSD>10295484</valUSD><pctVal>0.366</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-12</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.16</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>Castlelake Aircraft Structured</name><lei>N/A</lei><title>Castlelake Aircraft Securitization Trust 2018-1</title><cusip>14856CAC3</cusip><identifiers><isin value="US14856CAC38"/><ticker value="CLAST"/><other otherDesc="BFZ6JQ6" value="Sedol"/></identifiers><balance>3830196</balance><units>PA</units><curCd>USD</curCd><valUSD>1175085</valUSD><pctVal>0.042</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.625</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Coinstar Funding, LLC</name><lei>5493004UNX3RE1I4DH23</lei><title>Coinstar Funding LLC 2017-1A A2</title><cusip>19260MAA4</cusip><identifiers><isin value="US19260MAA45"/><ticker value="COIN"/><other otherDesc="BYWQP97" value="Sedol"/></identifiers><balance>12709613</balance><units>PA</units><curCd>USD</curCd><valUSD>9864956</valUSD><pctVal>0.35</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-04-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.216</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>Cold Storage Trust</name><lei>N/A</lei><title>Cold Storage Trust 2020-ICE5 F</title><cusip>193051AS8</cusip><identifiers><isin value="US193051AS82"/><ticker value="COLD"/><other otherDesc="BM8XFD2" value="Sedol"/></identifiers><balance>12828026</balance><units>PA</units><curCd>USD</curCd><valUSD>12457469</valUSD><pctVal>0.442</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-11-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.17691</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>COLT Funding LLC</name><lei>N/A</lei><title>COLT Funding LLC 2021-3R B1</title><cusip>19688DAJ9</cusip><identifiers><isin value="US19688DAJ90"/><ticker value="COLT"/><other otherDesc="BNW00N1" value="Sedol"/></identifiers><balance>2547000</balance><units>PA</units><curCd>USD</curCd><valUSD>1721729</valUSD><pctVal>0.061</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2064-12-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.563</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2019-R02</title><cusip>20753KAB8</cusip><identifiers><isin value="US20753KAB89"/><ticker value="CAS"/><other otherDesc="BH3VJ56" value="Sedol"/></identifiers><balance>50657</balance><units>PA</units><curCd>USD</curCd><valUSD>50657</valUSD><pctVal>0.002</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-08-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.14529</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2019-R02</title><cusip>20753KAF9</cusip><identifiers><isin value="US20753KAF93"/><ticker value="CAS"/><other otherDesc="BKLZQ27" value="Sedol"/></identifiers><balance>26683000</balance><units>PA</units><curCd>USD</curCd><valUSD>27139921</valUSD><pctVal>0.964</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-08-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.99529</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2019-R03 1B1</title><cusip>20753MAE8</cusip><identifiers><isin value="US20753MAE84"/><ticker value="CAS"/><other otherDesc="BK6RCN1" value="Sedol"/></identifiers><balance>15690995</balance><units>PA</units><curCd>USD</curCd><valUSD>15958569</valUSD><pctVal>0.567</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-09-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.94529</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2018-R07 1B1</title><cusip>20753QAF6</cusip><identifiers><isin value="US20753QAF63"/><ticker value="CAS"/><other otherDesc="BJXMLC4" value="Sedol"/></identifiers><balance>4000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4143588</valUSD><pctVal>0.147</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-04-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.19529</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2019-R04 2B1</title><cusip>20753TAC7</cusip><identifiers><isin value="US20753TAC71"/><ticker value="CAS"/><other otherDesc="BK9R4C1" value="Sedol"/></identifiers><balance>5021668</balance><units>PA</units><curCd>USD</curCd><valUSD>5102242</valUSD><pctVal>0.181</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-06-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>10.09529</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2022-R04 1M1</title><cusip>20753YCH3</cusip><identifiers><isin value="US20753YCH36"/><ticker value="CAS"/><other otherDesc="BN2QT09" value="Sedol"/></identifiers><balance>10679819</balance><units>PA</units><curCd>USD</curCd><valUSD>10653259</valUSD><pctVal>0.378</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-03-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.55979</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2022-R02 2B1</title><cusip>20754BAF8</cusip><identifiers><isin value="US20754BAF85"/><ticker value="CAS"/><other otherDesc="BMCM029" value="Sedol"/></identifiers><balance>17053000</balance><units>PA</units><curCd>USD</curCd><valUSD>16040535</valUSD><pctVal>0.57</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-01-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.05979</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2021-R02 2B1</title><cusip>20754KAF8</cusip><identifiers><isin value="US20754KAF84"/><ticker value="CAS"/><other otherDesc="BMX7YJ8" value="Sedol"/></identifiers><balance>7600000</balance><units>PA</units><curCd>USD</curCd><valUSD>7124183</valUSD><pctVal>0.253</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2041-11-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.85979</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2022-R01 1B1</title><cusip>20754LAF6</cusip><identifiers><isin value="US20754LAF67"/><ticker value="CAS"/><other otherDesc="BNDX330" value="Sedol"/></identifiers><balance>13477000</balance><units>PA</units><curCd>USD</curCd><valUSD>12478067</valUSD><pctVal>0.443</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2041-12-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.70979</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>Conn Funding II, L.P</name><lei>N/A</lei><title>Conn Funding II LP 2021-A B</title><cusip>20825GAB1</cusip><identifiers><isin value="US20825GAB14"/><ticker value="CONN"/><other otherDesc="BN473L9" value="Sedol"/></identifiers><balance>1814505</balance><units>PA</units><curCd>USD</curCd><valUSD>1792353</valUSD><pctVal>0.064</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.87</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>CSAIL Commercial Mortgage Trus</name><lei>N/A</lei><title>CSAIL 2021-C20 XA</title><cusip>22945EAW1</cusip><identifiers><isin value="US22945EAW12"/><ticker value="CSAIL"/><other otherDesc="BN0S811" value="Sedol"/></identifiers><balance>58631278</balance><units>PA</units><curCd>USD</curCd><valUSD>3261288</valUSD><pctVal>0.116</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2054-03-15</maturityDt><couponKind>Variable</couponKind><annualizedRt>0.995522</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>DBCCRE Mortgage Trust</name><lei>N/A</lei><title>DBCCRE Mortgage Trust 2014-ARCP D</title><cusip>23305MAJ4</cusip><identifiers><isin value="US23305MAJ45"/><ticker value="DBCCR"/><other otherDesc="BKGRB67" value="Sedol"/></identifiers><balance>1000000</balance><units>PA</units><curCd>USD</curCd><valUSD>937035</valUSD><pctVal>0.033</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-01-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.9345</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>DBCCRE Mortgage Trust</name><lei>N/A</lei><title>DBCCRE Mortgage Trust 2014-ARCP E</title><cusip>23305MAL9</cusip><identifiers><isin value="US23305MAL90"/><ticker value="DBCCR"/><other otherDesc="BN6HL91" value="Sedol"/></identifiers><balance>2848000</balance><units>PA</units><curCd>USD</curCd><valUSD>2629078</valUSD><pctVal>0.093</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-01-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.9345</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>DBCCRE Mortgage Trust</name><lei>N/A</lei><title>DBCCRE Mortgage Trust 2014-ARCP F</title><cusip>23305MAN5</cusip><identifiers><isin value="US23305MAN56"/><ticker value="DBCCR"/><other otherDesc="BM9HX40" value="Sedol"/></identifiers><balance>11442000</balance><units>PA</units><curCd>USD</curCd><valUSD>10334172</valUSD><pctVal>0.367</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-01-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.9345</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 Infrastructure Funding</name><lei>N/A</lei><title>Diamond Infrastructure Funding LLC 2021-1A B</title><cusip>25265LAC4</cusip><identifiers><isin value="US25265LAC46"/><ticker value="DNFRA"/><other otherDesc="BMG0WK1" value="Sedol"/></identifiers><balance>4000000</balance><units>PA</units><curCd>USD</curCd><valUSD>3349318</valUSD><pctVal>0.119</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.355</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 Infrastructure Funding</name><lei>N/A</lei><title>Diamond Infrastructure Funding LLC 2021-1A C</title><cusip>25265LAE0</cusip><identifiers><isin value="US25265LAE02"/><ticker value="DNFRA"/><other otherDesc="BMG0VV5" value="Sedol"/></identifiers><balance>3420000</balance><units>PA</units><curCd>USD</curCd><valUSD>2726947</valUSD><pctVal>0.097</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.475</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 Issuer LLC</name><lei>N/A</lei><title>Diamond Issuer LLC 2021-1A C</title><cusip>25267TAS0</cusip><identifiers><isin value="US25267TAS06"/><ticker value="SHINE"/><other otherDesc="BNNLXV2" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4026627</valUSD><pctVal>0.143</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-11-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.787</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 2021-1A D</title><cusip>25273CAD2</cusip><identifiers><isin value="US25273CAD20"/><ticker value="DROT"/><other otherDesc="BLGXY74" value="Sedol"/></identifiers><balance>558471</balance><units>PA</units><curCd>USD</curCd><valUSD>508045</valUSD><pctVal>0.018</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>3.83</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>DROP Mortgage Trust 2021-FILE</name><lei>N/A</lei><title>DROP Mortgage Trust 2021-FILE D</title><cusip>26210YAL0</cusip><identifiers><isin value="US26210YAL02"/><ticker value="DROP"/><other otherDesc="BLKFSV8" value="Sedol"/></identifiers><balance>15000000</balance><units>PA</units><curCd>USD</curCd><valUSD>12875058</valUSD><pctVal>0.457</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.43</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>Exeter Automobile Receivables</name><lei>N/A</lei><title>Exeter Automobile Receivables Trust 2020-2A E</title><cusip>30167YAJ0</cusip><identifiers><isin value="US30167YAJ01"/><ticker value="EART"/><other otherDesc="BM9JN57" value="Sedol"/></identifiers><balance>6794000</balance><units>PA</units><curCd>USD</curCd><valUSD>6735571</valUSD><pctVal>0.239</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.19</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>Exeter Automobile Receivables</name><lei>N/A</lei><title>Exeter Automobile Receivables Trust 2022-6A E</title><cusip>30168AAG7</cusip><identifiers><isin value="US30168AAG76"/><ticker value="EART"/><other otherDesc="BPDJNG5" value="Sedol"/></identifiers><balance>3000000</balance><units>PA</units><curCd>USD</curCd><valUSD>2962720</valUSD><pctVal>0.105</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-06-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>11.61</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>EXETER AUTOMOBILE RECEIVABLES TRUST 2023-1</name><lei>N/A</lei><title>Exeter Automobile Receivables Trust 2023-1A E</title><cusip>30168BAG5</cusip><identifiers><isin value="US30168BAG59"/><ticker value="EART"/><other otherDesc="BN45NY6" value="Sedol"/></identifiers><balance>3000000</balance><units>PA</units><curCd>USD</curCd><valUSD>3014235</valUSD><pctVal>0.107</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-09-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>12.07</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>Extended Stay America Trust</name><lei>549300IESZBC3BJUJW64</lei><title>Extended Stay America Trust 2021-ESH E</title><cusip>30227FAL4</cusip><identifiers><isin value="US30227FAL40"/><ticker value="ESA"/><other otherDesc="BP7L8R3" value="Sedol"/></identifiers><balance>5164057</balance><units>PA</units><curCd>USD</curCd><valUSD>4873117</valUSD><pctVal>0.173</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>7.535</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>Extended Stay America Trust</name><lei>549300IESZBC3BJUJW64</lei><title>Extended Stay America Trust 2021-ESH F</title><cusip>30227FAN0</cusip><identifiers><isin value="US30227FAN06"/><ticker value="ESA"/><other otherDesc="BP7L936" value="Sedol"/></identifiers><balance>9625255</balance><units>PA</units><curCd>USD</curCd><valUSD>9049077</valUSD><pctVal>0.321</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>8.385</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>ExteNet Systems</name><lei>N/A</lei><title>ExteNet Issuer LLC</title><cusip>30227XAC5</cusip><identifiers><isin value="US30227XAC56"/><ticker value="EXTNT"/><other otherDesc="BJMLT73" value="Sedol"/></identifiers><balance>4000000</balance><units>PA</units><curCd>USD</curCd><valUSD>3753906</valUSD><pctVal>0.133</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-07-26</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.219</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 2018-KSW4 C</title><cusip>302960AH2</cusip><identifiers><isin value="US302960AH25"/><ticker value="FREMF"/><other otherDesc="BNZHM77" value="Sedol"/></identifiers><balance>4930706</balance><units>PA</units><curCd>USD</curCd><valUSD>4736737</valUSD><pctVal>0.168</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.66943</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 2019-KF70 C</title><cusip>30298UAJ0</cusip><identifiers><isin value="US30298UAJ07"/><ticker value="FREMF"/><other otherDesc="BMJ0SW2" value="Sedol"/></identifiers><balance>18696437</balance><units>PA</units><curCd>USD</curCd><valUSD>18203820</valUSD><pctVal>0.647</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-09-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>10.66943</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 2018-KL2P BPZ</title><cusip>30306PAS1</cusip><identifiers><isin value="US30306PAS11"/><ticker value="FREMF"/><other otherDesc="BMPRDJ9" value="Sedol"/></identifiers><balance>5597272</balance><units>PA</units><curCd>USD</curCd><valUSD>5536388</valUSD><pctVal>0.197</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-01-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.16943</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2017-C05 1M2C</title><cusip>30711XNV2</cusip><identifiers><isin value="US30711XNV28"/><ticker value="CAS"/><other otherDesc="BM8DJ63" value="Sedol"/></identifiers><balance>11211032</balance><units>PA</units><curCd>USD</curCd><valUSD>11168878</valUSD><pctVal>0.397</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.04529</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>Fannie Mae - CAS</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2018-C05 1B1</title><cusip>30711XY32</cusip><identifiers><isin value="US30711XY321"/><ticker value="CAS"/><other otherDesc="BMXZHZ9" value="Sedol"/></identifiers><balance>5692259</balance><units>PA</units><curCd>USD</curCd><valUSD>6045226</valUSD><pctVal>0.215</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.09529</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>FLAGSHIP CREDIT AUTO TRUST 2023-1</name><lei>N/A</lei><title>Flagship Credit Auto Trust 2023-1 E</title><cusip>337955AN8</cusip><identifiers><isin value="US337955AN87"/><ticker value="FCAT"/><other otherDesc="BQWP855" value="Sedol"/></identifiers><balance>8000000</balance><units>PA</units><curCd>USD</curCd><valUSD>8010006</valUSD><pctVal>0.284</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>11.44</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>Flagship Credit Auto Trust</name><lei>N/A</lei><title>Flagship Credit Auto Trust 2022-4 E</title><cusip>33843XAG4</cusip><identifiers><isin value="US33843XAG43"/><ticker value="FCAT"/><other otherDesc="BM8ZBV8" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5246841</valUSD><pctVal>0.186</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>12.66</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>Flagstar Mortgage Trust</name><lei>N/A</lei><title>Flagstar Mortgage Trust 2021-13IN A2</title><cusip>33853HAB7</cusip><identifiers><isin value="US33853HAB78"/><ticker value="FSMT"/><other otherDesc="BN7DX36" value="Sedol"/></identifiers><balance>40583427</balance><units>PA</units><curCd>USD</curCd><valUSD>34186444</valUSD><pctVal>1.214</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-12-30</maturityDt><couponKind>Variable</couponKind><annualizedRt>3</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>Flagstar Mortgage Trust</name><lei>N/A</lei><title>Flagstar Mortgage Trust 2021-13IN A17</title><cusip>33853HAS0</cusip><identifiers><isin value="US33853HAS04"/><ticker value="FSMT"/><other otherDesc="BN7DX14" value="Sedol"/></identifiers><balance>15753454</balance><units>PA</units><curCd>USD</curCd><valUSD>12964380</valUSD><pctVal>0.46</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-12-30</maturityDt><couponKind>Variable</couponKind><annualizedRt>3</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>Foursight Capital Automobile R</name><lei>N/A</lei><title>Foursight Capital Auto Receivables Trust 2020-1 F</title><cusip>35105FAH9</cusip><identifiers><isin value="US35105FAH91"/><ticker value="FCRT"/><other otherDesc="BK4GQL6" value="Sedol"/></identifiers><balance>1250000</balance><units>PA</units><curCd>USD</curCd><valUSD>1232897</valUSD><pctVal>0.044</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.62</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>Multifamily Structured Credit</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Multifamily Structured Credit Risk 2021-MN3 M2</title><cusip>35563GAB5</cusip><identifiers><isin value="US35563GAB59"/><ticker value="MSCR"/><other otherDesc="BPG9MR6" value="Sedol"/></identifiers><balance>10000000</balance><units>PA</units><curCd>USD</curCd><valUSD>8665962</valUSD><pctVal>0.308</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-11-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.55979</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>Freddie Mac - STACR</name><lei>549300L8K4CLYS7FCQ06</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes 2018-DNA2 B1</title><cusip>35563TAV3</cusip><identifiers><isin value="US35563TAV35"/><ticker value="STACR"/><other otherDesc="BKV3RH3" value="Sedol"/></identifiers><balance>5607000</balance><units>PA</units><curCd>USD</curCd><valUSD>5691865</valUSD><pctVal>0.202</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-12-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.54529</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>Freddie Mac - STACR</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 M2</title><cusip>35564KDB2</cusip><identifiers><isin value="US35564KDB26"/><ticker value="STACR"/><other otherDesc="BKQN5K7" value="Sedol"/></identifiers><balance>1483000</balance><units>PA</units><curCd>USD</curCd><valUSD>1458820</valUSD><pctVal>0.052</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-08-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.85979</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>Freddie Mac - STACR</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA2 B2</title><cusip>35564KDY2</cusip><identifiers><isin value="US35564KDY29"/><ticker value="STACR"/><other otherDesc="BMXZDY0" value="Sedol"/></identifiers><balance>12308000</balance><units>PA</units><curCd>USD</curCd><valUSD>10754479</valUSD><pctVal>0.382</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-08-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>10.55979</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>Freddie Mac - STACR</name><lei>N/A</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA3 B2</title><cusip>35564KFH7</cusip><identifiers><isin value="US35564KFH77"/><ticker value="STACR"/><other otherDesc="BJL90B9" value="Sedol"/></identifiers><balance>20836000</balance><units>PA</units><curCd>USD</curCd><valUSD>17821825</valUSD><pctVal>0.633</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>10.80979</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>Freddie Mac - STACR</name><lei>N/A</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes 2021-DNA5 B1</title><cusip>35564KJA8</cusip><identifiers><isin value="US35564KJA88"/><ticker value="STACR"/><other otherDesc="BNBPF76" value="Sedol"/></identifiers><balance>6624000</balance><units>PA</units><curCd>USD</curCd><valUSD>5988790</valUSD><pctVal>0.213</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-01-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.60979</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>Freddie Mac - STACR</name><lei>N/A</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA4 B1</title><cusip>35565RBD4</cusip><identifiers><isin value="US35565RBD44"/><ticker value="STACR"/><other otherDesc="BN490T2" value="Sedol"/></identifiers><balance>8748961</balance><units>PA</units><curCd>USD</curCd><valUSD>9113721</valUSD><pctVal>0.324</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-09-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>10.09529</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>Freddie Mac - STACR</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes 2020-HQA5 B1</title><cusip>35565TBD0</cusip><identifiers><isin value="US35565TBD00"/><ticker value="STACR"/><other otherDesc="BNDQ3B7" value="Sedol"/></identifiers><balance>5441430</balance><units>PA</units><curCd>USD</curCd><valUSD>5417808</valUSD><pctVal>0.192</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-11-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.55979</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>Freddie Mac - STACR</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes 2020-DNA3 B1</title><cusip>35565WBD3</cusip><identifiers><isin value="US35565WBD39"/><ticker value="STACR"/><other otherDesc="BL6LCG3" value="Sedol"/></identifiers><balance>5497506</balance><units>PA</units><curCd>USD</curCd><valUSD>5806775</valUSD><pctVal>0.206</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-06-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.94529</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>GCAT</name><lei>N/A</lei><title>GCAT 2022-INV1 A26</title><cusip>36168YBC0</cusip><identifiers><isin value="US36168YBC03"/><ticker value="GCAT"/><other otherDesc="BPRB851" value="Sedol"/></identifiers><balance>17081147</balance><units>PA</units><curCd>USD</curCd><valUSD>14032652</valUSD><pctVal>0.498</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-12-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3</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>GS Mortgage Securities Trust</name><lei>N/A</lei><title>GS Mortgage Securities Trust 2017-SLP G</title><cusip>36255MAS6</cusip><identifiers><isin value="US36255MAS61"/><ticker value="GSMS"/><other otherDesc="BMV88N5" value="Sedol"/></identifiers><balance>8331000</balance><units>PA</units><curCd>USD</curCd><valUSD>7141019</valUSD><pctVal>0.254</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-10-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.599458</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>GS Mortgage Securities Trust</name><lei>N/A</lei><title>GS Mortgage Securities Trust 2022-SHIP D</title><cusip>36269CAG8</cusip><identifiers><isin value="US36269CAG87"/><ticker value="GSMS"/><other otherDesc="BMHRXK8" value="Sedol"/></identifiers><balance>20000000</balance><units>PA</units><curCd>USD</curCd><valUSD>19483048</valUSD><pctVal>0.692</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-08-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.434029</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>Gam Resecuritization Trust</name><lei>N/A</lei><title>Gam Resecuritization Trust 2021-FRR2 BK74</title><cusip>36459TBN5</cusip><identifiers><isin value="US36459TBN54"/><ticker value="GAM"/><other otherDesc="BPNXRV0" value="Sedol"/></identifiers><balance>11000000</balance><units>PA</units><curCd>USD</curCd><valUSD>7322205</valUSD><pctVal>0.26</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-09-27</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Gam Resecuritization Trust</name><lei>N/A</lei><title>Gam Resecuritization Trust 2021-FRR2 CK74</title><cusip>36459TBQ8</cusip><identifiers><isin value="US36459TBQ85"/><ticker value="GAM"/><other otherDesc="BPNXRX2" value="Sedol"/></identifiers><balance>18068494</balance><units>PA</units><curCd>USD</curCd><valUSD>11427444</valUSD><pctVal>0.406</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-09-27</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Great Wolf Trust</name><lei>N/A</lei><title>Great Wolf Trust</title><cusip>39152TAQ3</cusip><identifiers><isin value="US39152TAQ31"/><ticker value="GWT"/><other otherDesc="BKSRPG3" value="Sedol"/></identifiers><balance>3899000</balance><units>PA</units><curCd>USD</curCd><valUSD>3684687</valUSD><pctVal>0.131</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-12-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.07248</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 LLC</name><lei>5493004IHDYOZ9K9WF47</lei><title>Hertz Vehicle Financing LLC 2021-1A D</title><cusip>42806MAD1</cusip><identifiers><isin value="US42806MAD11"/><ticker value="HERTZ"/><other otherDesc="BLD3JL6" value="Sedol"/></identifiers><balance>15000000</balance><units>PA</units><curCd>USD</curCd><valUSD>13796200</valUSD><pctVal>0.49</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-12-26</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.98</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>Hilton Grand Vacations Trust</name><lei>N/A</lei><title>Hilton Grand Vacations Trust 2022-1D D</title><cusip>43283BAD5</cusip><identifiers><isin value="US43283BAD55"/><ticker value="HGVT"/><other otherDesc="BMD01C9" value="Sedol"/></identifiers><balance>2164018</balance><units>PA</units><curCd>USD</curCd><valUSD>2064083</valUSD><pctVal>0.073</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-06-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.79</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>Home Partners of America Trust</name><lei>N/A</lei><title>Home Partners of America Trust 2021-3 F</title><cusip>43730XAG9</cusip><identifiers><isin value="US43730XAG97"/><ticker value="HPA"/><other otherDesc="BMF5CF2" value="Sedol"/></identifiers><balance>4650891</balance><units>PA</units><curCd>USD</curCd><valUSD>3886609</valUSD><pctVal>0.138</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2041-01-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.242</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>Home Partners of America Trust</name><lei>N/A</lei><title>Home Partners of America Trust 2021-2 F</title><cusip>43732VAL0</cusip><identifiers><isin value="US43732VAL09"/><ticker value="HPA"/><other otherDesc="BNTC256" value="Sedol"/></identifiers><balance>19364943</balance><units>PA</units><curCd>USD</curCd><valUSD>17093318</valUSD><pctVal>0.607</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-12-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.799</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>Hotwire Funding LLC</name><lei>254900ZCO90MCT7Y9348</lei><title>Hotwire Funding LLC 2021-1 C</title><cusip>44148JAC3</cusip><identifiers><isin value="US44148JAC36"/><ticker value="HWIRE"/><other otherDesc="BLR5N05" value="Sedol"/></identifiers><balance>3000000</balance><units>PA</units><curCd>USD</curCd><valUSD>2582698</valUSD><pctVal>0.092</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-11-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.459</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, NA - CACL</name><lei>7H6GLXDRUGQFU57RNE97</lei><title>Chase Auto Credit Linked Notes 2021-1 E</title><cusip>46591HBU3</cusip><identifiers><isin value="US46591HBU32"/><ticker value="CACLN"/><other otherDesc="BLF8771" value="Sedol"/></identifiers><balance>1106252</balance><units>PA</units><curCd>USD</curCd><valUSD>1069029</valUSD><pctVal>0.038</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-09-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.365</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, NA - CACL</name><lei>7H6GLXDRUGQFU57RNE97</lei><title>Chase Auto Credit Linked Notes 2021-1 F</title><cusip>46591HBV1</cusip><identifiers><isin value="US46591HBV15"/><ticker value="CACLN"/><other otherDesc="BLF8759" value="Sedol"/></identifiers><balance>3337000</balance><units>PA</units><curCd>USD</curCd><valUSD>2988567</valUSD><pctVal>0.106</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-09-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.28</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>Chase Auto Credit Linked Notes</name><lei>7H6GLXDRUGQFU57RNE97</lei><title>Chase Auto Credit Linked Note 2021-3 E</title><cusip>46591HCG3</cusip><identifiers><isin value="US46591HCG39"/><ticker value="CACLN"/><other otherDesc="BMT84G2" value="Sedol"/></identifiers><balance>1034517</balance><units>PA</units><curCd>USD</curCd><valUSD>969838</valUSD><pctVal>0.034</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-02-26</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.102</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JP Morgan Chase Commercial Mor</name><lei>N/A</lei><title>JP Morgan Chase Commercial Mortgage Sec Trust 2022-NLP D</title><cusip>466317AL8</cusip><identifiers><isin value="US466317AL89"/><ticker value="JPMCC"/><other otherDesc="BMH6ZB0" value="Sedol"/></identifiers><balance>19210579</balance><units>PA</units><curCd>USD</curCd><valUSD>17102530</valUSD><pctVal>0.607</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.99349</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>LFS 2022A, LLC</name><lei>N/A</lei><title>LFS LLC 2022-A B</title><cusip>50204LAB8</cusip><identifiers><isin value="US50204LAB80"/><ticker value="LFS"/><other otherDesc="BN488Q2" value="Sedol"/></identifiers><balance>4000000</balance><units>PA</units><curCd>USD</curCd><valUSD>3611026</valUSD><pctVal>0.128</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8</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>Lendbuzz Securitization Trust</name><lei>N/A</lei><title>Lendbuzz Securitization Trust 2021-1A A</title><cusip>52607KAA1</cusip><identifiers><isin value="US52607KAA16"/><ticker value="LBZZ"/><other otherDesc="BL54GR2" value="Sedol"/></identifiers><balance>3316194</balance><units>PA</units><curCd>USD</curCd><valUSD>3207618</valUSD><pctVal>0.114</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-05-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.22</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>Lendbuzz Securitization Trust</name><lei>N/A</lei><title>Lendbuzz Securitization Trust 2021-1A A</title><cusip>52607KAB9</cusip><identifiers><isin value="US52607KAB98"/><ticker value="LBZZ"/><other otherDesc="BMDJK96" value="Sedol"/></identifiers><balance>5594000</balance><units>PA</units><curCd>USD</curCd><valUSD>5459346</valUSD><pctVal>0.194</pctVal><payoffProfile>Long</payoffProfile><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>5.99</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>LIBRA SOLUTIONS 2023-1 LLC</name><lei>N/A</lei><title>Oasis Securitization 2023-1A B</title><cusip>53161DAB1</cusip><identifiers><isin value="US53161DAB10"/><ticker value="OASIS"/><other otherDesc="BMXKYK8" value="Sedol"/></identifiers><balance>6873254</balance><units>PA</units><curCd>USD</curCd><valUSD>6863571</valUSD><pctVal>0.244</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2035-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>10.25</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>Oasis Securitisation</name><lei>N/A</lei><title>Oasis Securitization 2022-2A B</title><cusip>53161MAB1</cusip><identifiers><isin value="US53161MAB19"/><ticker value="OASIS"/><other otherDesc="BQVW932" value="Sedol"/></identifiers><balance>8300272</balance><units>PA</units><curCd>USD</curCd><valUSD>8279521</valUSD><pctVal>0.294</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-10-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8.85</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>Life Financial Services Trust</name><lei>N/A</lei><title>Life Financial Services Trust 2021-BMR E</title><cusip>53218CAJ9</cusip><identifiers><isin value="US53218CAJ99"/><ticker value="LIFE"/><other otherDesc="BMFPDZ9" value="Sedol"/></identifiers><balance>17693463</balance><units>PA</units><curCd>USD</curCd><valUSD>16494940</valUSD><pctVal>0.586</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-03-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.69148</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>Life Financial Services Trust</name><lei>N/A</lei><title>Life Financial Services Trust 2022-BMR2 D</title><cusip>53218DAJ7</cusip><identifiers><isin value="US53218DAJ72"/><ticker value="LIFE"/><other otherDesc="BMZ5951" value="Sedol"/></identifiers><balance>10000000</balance><units>PA</units><curCd>USD</curCd><valUSD>9455931</valUSD><pctVal>0.336</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-05-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.369</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>LoanMe Trust SBL</name><lei>N/A</lei><title>LOANME TRUST SBL 2019-1</title><cusip>53947KAB6</cusip><identifiers><isin value="US53947KAB61"/><ticker value="LMTBL"/><other otherDesc="BJTJ6M4" value="Sedol"/></identifiers><balance>5783161</balance><units>PA</units><curCd>USD</curCd><valUSD>5480127</valUSD><pctVal>0.195</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-08-15</maturityDt><couponKind>Variable</couponKind><annualizedRt>10</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>LUXE Commercial Mortgage Trust</name><lei>N/A</lei><title>LUXE Commercial Mortgage Trust 2021-TRIP F</title><cusip>55066WAL8</cusip><identifiers><isin value="US55066WAL81"/><ticker value="LUXE"/><other otherDesc="BLR4K45" value="Sedol"/></identifiers><balance>8000000</balance><units>PA</units><curCd>USD</curCd><valUSD>7510784</valUSD><pctVal>0.267</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.934</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>Luxury Lease Partners Auto Tru</name><lei>N/A</lei><title>Luxury Lease Partners Auto Trust 2021-ARC2 A</title><cusip>55069TAA6</cusip><identifiers><isin value="US55069TAA60"/><ticker value="LLP"/><other otherDesc="BNHX0W4" value="Sedol"/></identifiers><balance>931592</balance><units>PA</units><curCd>USD</curCd><valUSD>917230</valUSD><pctVal>0.033</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3</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>MBRT 2019 MBR</name><lei>N/A</lei><title>MBRT 2019-MBR H1</title><cusip>55282DBE3</cusip><identifiers><isin value="US55282DBE31"/><ticker value="MBRT"/><other otherDesc="BMH3VQ8" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4965889</valUSD><pctVal>0.176</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-11-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.034</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>MBRT 2019 MBR</name><lei>N/A</lei><title>MBRT 2019-MBR H2</title><cusip>55282DBG8</cusip><identifiers><isin value="US55282DBG88"/><ticker value="MBRT"/><other otherDesc="BP2DYC1" value="Sedol"/></identifiers><balance>1950000</balance><units>PA</units><curCd>USD</curCd><valUSD>1895303</valUSD><pctVal>0.067</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-11-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.984</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>MHC Commercial Mortgage Trust</name><lei>N/A</lei><title>MHC Commercial Mortgage Trust 2021-MHC E</title><cusip>55316VAJ3</cusip><identifiers><isin value="US55316VAJ35"/><ticker value="MHC"/><other otherDesc="BNKF9D1" value="Sedol"/></identifiers><balance>3000000</balance><units>PA</units><curCd>USD</curCd><valUSD>2806470</valUSD><pctVal>0.1</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.784962</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>MHC Commercial Mortgage Trust</name><lei>N/A</lei><title>MHC Commercial Mortgage Trust 2021-MHC G</title><cusip>55316VAN4</cusip><identifiers><isin value="US55316VAN47"/><ticker value="MHC"/><other otherDesc="BNKF9G4" value="Sedol"/></identifiers><balance>10620000</balance><units>PA</units><curCd>USD</curCd><valUSD>9885520</valUSD><pctVal>0.351</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.884962</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>MVW Owner Trust</name><lei>N/A</lei><title>MVW Owner Trust 2021-1WA D</title><cusip>55389TAD3</cusip><identifiers><isin value="US55389TAD37"/><ticker value="MVWOT"/><other otherDesc="BN0WL81" value="Sedol"/></identifiers><balance>1999155</balance><units>PA</units><curCd>USD</curCd><valUSD>1800730</valUSD><pctVal>0.064</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2041-01-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.17</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>MED Trust</name><lei>N/A</lei><title>MED Trust 2021-MDLN F</title><cusip>58403YAX4</cusip><identifiers><isin value="US58403YAX40"/><ticker value="MED"/><other otherDesc="BPCJNP5" value="Sedol"/></identifiers><balance>7710094</balance><units>PA</units><curCd>USD</curCd><valUSD>7138484</valUSD><pctVal>0.254</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-11-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.685</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>MED Trust</name><lei>N/A</lei><title>MED Trust 2021-MDLN G</title><cusip>58403YBA3</cusip><identifiers><isin value="US58403YBA38"/><ticker value="MED"/><other otherDesc="BNVS0F8" value="Sedol"/></identifiers><balance>14955569</balance><units>PA</units><curCd>USD</curCd><valUSD>13678980</valUSD><pctVal>0.486</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-11-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.935</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>Mello Mortgage Capital Accepta</name><lei>N/A</lei><title>Mello Mortgage Capital Acceptance Trust 2021-INV4 A3</title><cusip>58550NAC5</cusip><identifiers><isin value="US58550NAC56"/><ticker value="MELLO"/><other otherDesc="BN93KC2" value="Sedol"/></identifiers><balance>3504165</balance><units>PA</units><curCd>USD</curCd><valUSD>2816611</valUSD><pctVal>0.1</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-12-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MERCURY FINANCIAL CREDIT CARD MASTER TRUST</name><lei>N/A</lei><title>Mercury Financial Credit Card Master Trust 2023-1A A</title><cusip>58940BAR7</cusip><identifiers><isin value="US58940BAR78"/><ticker value="MFCC"/><other otherDesc="BQWP3F0" value="Sedol"/></identifiers><balance>8000000</balance><units>PA</units><curCd>USD</curCd><valUSD>8034570</valUSD><pctVal>0.285</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-09-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8.04</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>Mission Lane Credit Card Maste</name><lei>N/A</lei><title>Mission Lane Credit Card Master Trust 2021-A B</title><cusip>60510MAB4</cusip><identifiers><isin value="US60510MAB46"/><ticker value="MLANE"/><other otherDesc="BP38SR8" value="Sedol"/></identifiers><balance>3000000</balance><units>PA</units><curCd>USD</curCd><valUSD>2832432</valUSD><pctVal>0.101</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.24</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>Mission Lane Credit Card Maste</name><lei>N/A</lei><title>Mission Lane Credit Card Master Trust 2021-A C</title><cusip>60510MAC2</cusip><identifiers><isin value="US60510MAC29"/><ticker value="MLANE"/><other otherDesc="BP381N5" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4692742</valUSD><pctVal>0.167</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.75</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>Multifamily Connecticut Avenue</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Multifamily Connecticut Avenue Securities Trust 2019-01</title><cusip>62547NAB5</cusip><identifiers><isin value="US62547NAB55"/><ticker value="MCAS"/><other otherDesc="BK229C8" value="Sedol"/></identifiers><balance>27429340</balance><units>PA</units><curCd>USD</curCd><valUSD>25836005</valUSD><pctVal>0.918</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.09529</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>MULTIFAMILY CONNECTICUT AVENUE</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Multifamily Connecticut Avenue Securities Trust 2020-01</title><cusip>62548QAD3</cusip><identifiers><isin value="US62548QAD34"/><ticker value="MCAS"/><other otherDesc="BK9RXG8" value="Sedol"/></identifiers><balance>15446000</balance><units>PA</units><curCd>USD</curCd><valUSD>14438723</valUSD><pctVal>0.513</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.59529</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>MULTIFAMILY CONNECTICUT AVENUE</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Multifamily Connecticut Avenue Securities Trust 2020-01 CE</title><cusip>62548QAF8</cusip><identifiers><isin value="US62548QAF81"/><ticker value="MCAS"/><other otherDesc="BLD9YP3" value="Sedol"/></identifiers><balance>2000000</balance><units>PA</units><curCd>USD</curCd><valUSD>1841139</valUSD><pctVal>0.065</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>12.34529</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>NBC Funding LLC</name><lei>N/A</lei><title>NBC Funding LLC 2021-1 B</title><cusip>62878YAB0</cusip><identifiers><isin value="US62878YAB02"/><ticker value="BUNDT"/><other otherDesc="BP38TZ3" value="Sedol"/></identifiers><balance>3000000</balance><units>PA</units><curCd>USD</curCd><valUSD>2524537</valUSD><pctVal>0.09</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-07-30</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.97</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>NW Re-Remic Trust 2021-FRR1</name><lei>N/A</lei><title>NW Re-Remic Trust 2021-FRR1 BK88</title><cusip>62955LAC2</cusip><identifiers><isin value="US62955LAC28"/><ticker value="NW"/><other otherDesc="BNRPLD8" value="Sedol"/></identifiers><balance>20000000</balance><units>PA</units><curCd>USD</curCd><valUSD>15611214</valUSD><pctVal>0.554</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-12-18</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.66315</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>New Residential Mortgage Loan</name><lei>N/A</lei><title>New Residential Mortgage Loan Trust 2022-SFR1 F</title><cusip>64831KAN6</cusip><identifiers><isin value="US64831KAN63"/><ticker value="NRMLT"/><other otherDesc="BL6CJM1" value="Sedol"/></identifiers><balance>10500000</balance><units>PA</units><curCd>USD</curCd><valUSD>9037829</valUSD><pctVal>0.321</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-02-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.443</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>AMSR 2023-SFR1 TRUST</name><lei>N/A</lei><title>AMSR Trust 2023-SFR1 F</title><cusip>66981XAG6</cusip><identifiers><isin value="US66981XAG60"/><ticker value="AMSR"/><other otherDesc="BQT1DH3" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>3976427</valUSD><pctVal>0.141</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-04-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4</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>Onslow Bay Financial LLC</name><lei>N/A</lei><title>Onslow Bay Financial LLC 2021-INV3 A3</title><cusip>67117JAC1</cusip><identifiers><isin value="US67117JAC18"/><ticker value="OBX"/><other otherDesc="BLFC0T6" value="Sedol"/></identifiers><balance>5308474</balance><units>PA</units><curCd>USD</curCd><valUSD>4304003</valUSD><pctVal>0.153</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-10-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Oak Street Investment Grade Ne</name><lei>N/A</lei><title>Oak Street Investment Grade Net Lease Fund 2020-1A B1</title><cusip>67181DAG6</cusip><identifiers><isin value="US67181DAG60"/><ticker value="OAKIG"/><other otherDesc="BLF0LT7" value="Sedol"/></identifiers><balance>4499000</balance><units>PA</units><curCd>USD</curCd><valUSD>3806125</valUSD><pctVal>0.135</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-11-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.11</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>Oak Street Investment Grade Ne</name><lei>N/A</lei><title>Oak Street Investment Grade Net Lease Fund 2021-1A B1</title><cusip>67190AAE6</cusip><identifiers><isin value="US67190AAE64"/><ticker value="OAKIG"/><other otherDesc="BMDQ7R4" value="Sedol"/></identifiers><balance>2400000</balance><units>PA</units><curCd>USD</curCd><valUSD>2088839</valUSD><pctVal>0.074</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-01-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.23</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>Oasis Securitisation</name><lei>N/A</lei><title>Oasis Securitization 2021-1A A</title><cusip>67422AAA4</cusip><identifiers><isin value="US67422AAA43"/><ticker value="OASIS"/><other otherDesc="BLR71L8" value="Sedol"/></identifiers><balance>601662</balance><units>PA</units><curCd>USD</curCd><valUSD>597246</valUSD><pctVal>0.021</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.5792</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>Oasis Securitisation</name><lei>N/A</lei><title>Oasis Securitization 2021-2A A</title><cusip>67422CAA0</cusip><identifiers><isin value="US67422CAA09"/><ticker value="OASIS"/><other otherDesc="BP0PVD9" value="Sedol"/></identifiers><balance>3532031</balance><units>PA</units><curCd>USD</curCd><valUSD>3472300</valUSD><pctVal>0.123</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-10-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.143</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>Oasis Securitisation</name><lei>N/A</lei><title>Oasis Securitization 2021-2A B</title><cusip>67422CAB8</cusip><identifiers><isin value="US67422CAB81"/><ticker value="OASIS"/><other otherDesc="BP0PV95" value="Sedol"/></identifiers><balance>3532924</balance><units>PA</units><curCd>USD</curCd><valUSD>3468409</valUSD><pctVal>0.123</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-10-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.147</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 Tr</name><lei>N/A</lei><title>Ondeck Asset Securitization Trust LLC 2021-1A C</title><cusip>68236WAC6</cusip><identifiers><isin value="US68236WAC64"/><ticker value="ONDK"/><other otherDesc="BKPBQR6" value="Sedol"/></identifiers><balance>3000000</balance><units>PA</units><curCd>USD</curCd><valUSD>2766021</valUSD><pctVal>0.098</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-05-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.97</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Pretium Mortgage Credit Partne</name><lei>N/A</lei><title>Pretium Mortgage Credit Partners LLC 2021-RN4 A1</title><cusip>69359QAA2</cusip><identifiers><isin value="US69359QAA22"/><ticker value="PRET"/><other otherDesc="BL6C868" value="Sedol"/></identifiers><balance>16655506</balance><units>PA</units><curCd>USD</curCd><valUSD>14895061</valUSD><pctVal>0.529</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-10-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.4871</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>Preston Ridge Partners Mortgag</name><lei>N/A</lei><title>Preston Ridge Partners Mortgage Trust 2021-10 A1</title><cusip>69360HAA9</cusip><identifiers><isin value="US69360HAA95"/><ticker value="PRPM"/><other otherDesc="BMG1YF3" value="Sedol"/></identifiers><balance>9091495</balance><units>PA</units><curCd>USD</curCd><valUSD>8381149</valUSD><pctVal>0.298</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-10-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.487</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>Preston Ridge Partners Mortgag</name><lei>N/A</lei><title>Preston Ridge Partners Mortgage Trust 2021-9 A1</title><cusip>69360XAA4</cusip><identifiers><isin value="US69360XAA46"/><ticker value="PRPM"/><other otherDesc="BNRRGC8" value="Sedol"/></identifiers><balance>10968335</balance><units>PA</units><curCd>USD</curCd><valUSD>10220753</valUSD><pctVal>0.363</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-10-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.363</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>Pagaya AI Debt Selection Trust</name><lei>N/A</lei><title>Pagaya AI Debt Selection Trust 2022-1 C</title><cusip>69546MAC1</cusip><identifiers><isin value="US69546MAC10"/><ticker value="PAID"/><other otherDesc="BP4XXZ5" value="Sedol"/></identifiers><balance>3679513</balance><units>PA</units><curCd>USD</curCd><valUSD>3254209</valUSD><pctVal>0.116</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-10-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.888</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>PAGAYA AI DEBT SELECTION TRUST</name><lei>N/A</lei><title>Pagaya AI Debt Selection Trust 2021-1 B</title><cusip>69547JAB9</cusip><identifiers><isin value="US69547JAB98"/><ticker value="PAID"/><other otherDesc="BMF0FH0" value="Sedol"/></identifiers><balance>9995879</balance><units>PA</units><curCd>USD</curCd><valUSD>9608447</valUSD><pctVal>0.341</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.13</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>Pagaya AI Debt Selection Trust</name><lei>N/A</lei><title>Pagaya AI Debt Selection Trust 2021-1 CERT</title><cusip>69547JAD5</cusip><identifiers><isin value="US69547JAD54"/><ticker value="PAID"/><other otherDesc="BM9J7G6" value="Sedol"/></identifiers><balance>1846154</balance><units>PA</units><curCd>USD</curCd><valUSD>411877</valUSD><pctVal>0.015</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-11-15</maturityDt><couponKind>Variable</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Pawnee Equipment Receivables</name><lei>N/A</lei><title>Pawnee Equipment Receivables Series 2019-1 LLC</title><cusip>704102AF9</cusip><identifiers><isin value="US704102AF98"/><ticker value="PWNE"/><other otherDesc="BKZ7NM8" value="Sedol"/></identifiers><balance>4467000</balance><units>PA</units><curCd>USD</curCd><valUSD>4445553</valUSD><pctVal>0.158</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.8</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>Pawnee Equipment Receivables</name><lei>N/A</lei><title>Pawnee Equipment Receivables 2022-1 D</title><cusip>70410DAF5</cusip><identifiers><isin value="US70410DAF50"/><ticker value="PWNE"/><other otherDesc="BMG9V67" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5005774</valUSD><pctVal>0.178</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-07-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.23</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>Pawnee Equipment Receivables</name><lei>N/A</lei><title>Pawnee Equipment Receivables 2022-1 E</title><cusip>70410DAG3</cusip><identifiers><isin value="US70410DAG34"/><ticker value="PWNE"/><other otherDesc="BMG9V78" value="Sedol"/></identifiers><balance>5379000</balance><units>PA</units><curCd>USD</curCd><valUSD>5369176</valUSD><pctVal>0.191</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-09-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>9.5</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Pawnee Equipment Receivables</name><lei>N/A</lei><title>Pawnee Equipment Receivables Series 2020-1 LLC</title><cusip>70410LAE0</cusip><identifiers><isin value="US70410LAE02"/><ticker value="PWNE"/><other otherDesc="BN7K1C2" value="Sedol"/></identifiers><balance>6165000</balance><units>PA</units><curCd>USD</curCd><valUSD>5971859</valUSD><pctVal>0.212</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.43</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>Perimeter Master Note Business</name><lei>5493005H6EB040833X54</lei><title>Perimeter Master Note Business Trust</title><cusip>71384PAF8</cusip><identifiers><isin value="US71384PAF80"/><ticker value="PMNBT"/><other otherDesc="BL0L5X7" value="Sedol"/></identifiers><balance>2250000</balance><units>PA</units><curCd>USD</curCd><valUSD>2200640</valUSD><pctVal>0.078</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.21</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>Point Securitization Trust</name><lei>N/A</lei><title>Point Securitization Trust 2021-1 A1</title><cusip>73090AAA3</cusip><identifiers><isin value="US73090AAA34"/><ticker value="PNT"/><other otherDesc="BMVH036" value="Sedol"/></identifiers><balance>5429060</balance><units>PA</units><curCd>USD</curCd><valUSD>5144875</valUSD><pctVal>0.183</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-02-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.2282</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>PRIMA Capital LTD</name><lei>N/A</lei><title>PRIMA Capital Ltd</title><cusip>74166VAC0</cusip><identifiers><isin value="US74166VAC00"/><ticker value="PRIMA"/><other otherDesc="BLKQN38" value="Sedol"/></identifiers><balance>10500000</balance><units>PA</units><curCd>USD</curCd><valUSD>8589921</valUSD><pctVal>0.305</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-12-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.25</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>PRIMA Capital LTD</name><lei>549300ZEHDT9W3VCCX28</lei><title>PRIMA Capital Ltd 2021-9A C</title><cusip>74167FAA8</cusip><identifiers><isin value="US74167FAA84"/><ticker value="PRIMA"/><other otherDesc="BPQWDH2" value="Sedol"/></identifiers><balance>15000000</balance><units>PA</units><curCd>USD</curCd><valUSD>13987239</valUSD><pctVal>0.497</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>7.11143</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>Progress Residential Trust</name><lei>N/A</lei><title>Progress Residential Trust 2022-SFR3 F</title><cusip>74331UAN8</cusip><identifiers><isin value="US74331UAN81"/><ticker value="PROG"/><other otherDesc="BPK6WZ1" value="Sedol"/></identifiers><balance>2500000</balance><units>PA</units><curCd>USD</curCd><valUSD>2347664</valUSD><pctVal>0.083</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-04-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.6</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>Progress Residential Trust</name><lei>N/A</lei><title>Progress Residential Trust 2021-SFR11 F</title><cusip>74333XAN0</cusip><identifiers><isin value="US74333XAN03"/><ticker value="PROG"/><other otherDesc="BPKBZ46" value="Sedol"/></identifiers><balance>4885000</balance><units>PA</units><curCd>USD</curCd><valUSD>4080710</valUSD><pctVal>0.145</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-01-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.42</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>Progress Residential Trust</name><lei>N/A</lei><title>Progress Residential Trust 2022-SFR1 F</title><cusip>74333YAN8</cusip><identifiers><isin value="US74333YAN85"/><ticker value="PROG"/><other otherDesc="BN6M464" value="Sedol"/></identifiers><balance>9000000</balance><units>PA</units><curCd>USD</curCd><valUSD>7731698</valUSD><pctVal>0.275</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2041-02-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.88</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>Raptor Aircraft Finance LLC</name><lei>549300QFYP8PTWJMXQ65</lei><title>Raptor Aircraft Finance I LLC</title><cusip>75383HAA9</cusip><identifiers><isin value="US75383HAA95"/><ticker value="RPTOR"/><other otherDesc="BJN4TD7" value="Sedol"/></identifiers><balance>10334991</balance><units>PA</units><curCd>USD</curCd><valUSD>8360047</valUSD><pctVal>0.297</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-08-23</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.213</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>REACH ABS TRUST 2022-2</name><lei>5967007LIEEXZXK7FS45</lei><title>REACH 2022-2A D</title><cusip>75526GAD3</cusip><identifiers><isin value="US75526GAD34"/><ticker value="REACH"/><other otherDesc="BN7KD48" value="Sedol"/></identifiers><balance>8000000</balance><units>PA</units><curCd>USD</curCd><valUSD>7509361</valUSD><pctVal>0.267</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>9</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>SEB Funding LLC</name><lei>N/A</lei><title>SEB Funding LLC 2021-1A A2</title><cusip>78433DAA2</cusip><identifiers><isin value="US78433DAA28"/><ticker value="SEB4P"/><other otherDesc="BNQNFT7" value="Sedol"/></identifiers><balance>21692633</balance><units>PA</units><curCd>USD</curCd><valUSD>18913431</valUSD><pctVal>0.672</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-01-30</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.969</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>Santander Consumer Auto Receiv</name><lei>N/A</lei><title>Santander Consumer Auto Receivables Trust 2021-AA E</title><cusip>80282YAH9</cusip><identifiers><isin value="US80282YAH99"/><ticker value="SCART"/><other otherDesc="BMTLCJ0" value="Sedol"/></identifiers><balance>1750000</balance><units>PA</units><curCd>USD</curCd><valUSD>1633994</valUSD><pctVal>0.058</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>3.28</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>Santander Consumer Auto Receiv</name><lei>N/A</lei><title>Santander Consumer Auto Receivables Trust 2020-BA</title><cusip>802830AX7</cusip><identifiers><isin value="US802830AX71"/><ticker value="SCART"/><other otherDesc="BN73B65" value="Sedol"/></identifiers><balance>1500000</balance><units>PA</units><curCd>USD</curCd><valUSD>1461304</valUSD><pctVal>0.052</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.13</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>Santander Bank Auto Credit-Lin</name><lei>N/A</lei><title>Santander Bank Auto Credit-Linked Notes 2022-B E</title><cusip>80290CBA1</cusip><identifiers><isin value="US80290CBA18"/><ticker value="SBCLN"/><other otherDesc="BQC4S52" value="Sedol"/></identifiers><balance>3976514</balance><units>PA</units><curCd>USD</curCd><valUSD>3908569</valUSD><pctVal>0.139</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-08-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8.681</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>Sierra Receivables Funding Co</name><lei>N/A</lei><title>Sierra Receivables Funding Co LLC 2020-2A D</title><cusip>826525AD9</cusip><identifiers><isin value="US826525AD90"/><ticker value="SRFC"/><other otherDesc="BMCZM11" value="Sedol"/></identifiers><balance>2024443</balance><units>PA</units><curCd>USD</curCd><valUSD>1980362</valUSD><pctVal>0.07</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-07-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.59</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>Sierra Receivables Funding Co</name><lei>N/A</lei><title>Sierra Timeshare 2019-2 Receivables Funding LLC</title><cusip>82652MAD2</cusip><identifiers><isin value="US82652MAD20"/><ticker value="SRFC"/><other otherDesc="BKBQ835" value="Sedol"/></identifiers><balance>2067849</balance><units>PA</units><curCd>USD</curCd><valUSD>1958310</valUSD><pctVal>0.07</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-05-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.54</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>Sierra Receivables Funding Co</name><lei>N/A</lei><title>Sierra Receivables Funding Co LLC 2021-1A D</title><cusip>82652QAD3</cusip><identifiers><isin value="US82652QAD34"/><ticker value="SRFC"/><other otherDesc="BMG7PW5" value="Sedol"/></identifiers><balance>4319498</balance><units>PA</units><curCd>USD</curCd><valUSD>4023752</valUSD><pctVal>0.143</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-11-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.17</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>Sierra Receivables Funding Co</name><lei>N/A</lei><title>Sierra Timeshare 2019-1 Receivables Funding LLC</title><cusip>82653EAD9</cusip><identifiers><isin value="US82653EAD94"/><ticker value="SRFC"/><other otherDesc="BJKGSH3" value="Sedol"/></identifiers><balance>1192578</balance><units>PA</units><curCd>USD</curCd><valUSD>1115818</valUSD><pctVal>0.04</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-01-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.75</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>Sierra Receivables Funding Co</name><lei>N/A</lei><title>Sierra Receivables Funding Co LLC 2022-3A C</title><cusip>826934AC5</cusip><identifiers><isin value="US826934AC54"/><ticker value="SRFC"/><other otherDesc="BQBFTY2" value="Sedol"/></identifiers><balance>1922672</balance><units>PA</units><curCd>USD</curCd><valUSD>1950374</valUSD><pctVal>0.069</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-07-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.63</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>SIERRA TIMESHARE 2023-1 RECEIVABLES FUNDING LLC</name><lei>N/A</lei><title>SRFC 2023-1A C</title><cusip>826943AC6</cusip><identifiers><isin value="US826943AC61"/><ticker value="SRFC"/><other otherDesc="BMB3S18" value="Sedol"/></identifiers><balance>2500000</balance><units>PA</units><curCd>USD</curCd><valUSD>2505708</valUSD><pctVal>0.089</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-01-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7</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>Project Silver</name><lei>N/A</lei><title>Project Silver</title><cusip>827304AC0</cusip><identifiers><isin value="US827304AC05"/><ticker value="SLVRR"/><other otherDesc="BJQLFL5" value="Sedol"/></identifiers><balance>898315</balance><units>PA</units><curCd>USD</curCd><valUSD>165475</valUSD><pctVal>0.006</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2044-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.9</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>Y</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Sprite Limited</name><lei>N/A</lei><title>Sprite Limited 2021-1 B</title><cusip>85208UAC8</cusip><identifiers><isin value="US85208UAC80"/><ticker value="SPRTE"/><other otherDesc="BMFRH86" value="Sedol"/></identifiers><balance>5080372</balance><units>PA</units><curCd>USD</curCd><valUSD>4184790</valUSD><pctVal>0.149</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.1</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>Sprite Limited</name><lei>N/A</lei><title>Sprite Limited 2021-1 C</title><cusip>85208UAE4</cusip><identifiers><isin value="US85208UAE47"/><ticker value="SPRTE"/><other otherDesc="BMCXR32" value="Sedol"/></identifiers><balance>4679954</balance><units>PA</units><curCd>USD</curCd><valUSD>3878089</valUSD><pctVal>0.138</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-11-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8.835</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>Summit Issuer, LLC</name><lei>N/A</lei><title>Summit Issuer LLC 2020-1A B</title><cusip>86613XAC9</cusip><identifiers><isin value="US86613XAC92"/><ticker value="FIBER"/><other otherDesc="BNDTFP4" value="Sedol"/></identifiers><balance>2500000</balance><units>PA</units><curCd>USD</curCd><valUSD>2189774</valUSD><pctVal>0.078</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-12-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.179</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>TPI Re-Remic Trust</name><lei>N/A</lei><title>TPI Re-Remic Trust 2022-FRR1 DK33</title><cusip>872659AU1</cusip><identifiers><isin value="US872659AU18"/><ticker value="TPI"/><other otherDesc="BP95ZX8" value="Sedol"/></identifiers><balance>2237000</balance><units>PA</units><curCd>USD</curCd><valUSD>2141008</valUSD><pctVal>0.076</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-07-25</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TPI Re-Remic Trust</name><lei>N/A</lei><title>TPI Re-Remic Trust 2022-FRR1 DK34</title><cusip>872659AW7</cusip><identifiers><isin value="US872659AW73"/><ticker value="TPI"/><other otherDesc="BP95ZZ0" value="Sedol"/></identifiers><balance>5124000</balance><units>PA</units><curCd>USD</curCd><valUSD>4904124</valUSD><pctVal>0.174</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-07-25</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TPI Re-Remic Trust</name><lei>N/A</lei><title>TPI Re-Remic Trust 2022-FRR1 DK35</title><cusip>872659AY3</cusip><identifiers><isin value="US872659AY30"/><ticker value="TPI"/><other otherDesc="BP96070" value="Sedol"/></identifiers><balance>2639000</balance><units>PA</units><curCd>USD</curCd><valUSD>2525758</valUSD><pctVal>0.09</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-08-25</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TPI Re-Remic Trust</name><lei>N/A</lei><title>TPI Re-Remic Trust 2022-FRR1 EK34</title><cusip>872659BC0</cusip><identifiers><isin value="US872659BC01"/><ticker value="TPI"/><other otherDesc="BQPD016" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4759317</valUSD><pctVal>0.169</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-07-25</maturityDt><couponKind>None</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TVEST 2021A, LLC</name><lei>N/A</lei><title>TVEST LLC 2021-A B</title><cusip>87308TAB8</cusip><identifiers><isin value="US87308TAB89"/><ticker value="TVEST"/><other otherDesc="BM8JTN8" value="Sedol"/></identifiers><balance>6550000</balance><units>PA</units><curCd>USD</curCd><valUSD>5048674</valUSD><pctVal>0.179</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Tesla Auto Lease Trust</name><lei>N/A</lei><title>Tesla Auto Lease Trust 2021-A E</title><cusip>88161FAH9</cusip><identifiers><isin value="US88161FAH91"/><ticker value="TESLA"/><other otherDesc="BL56FK4" value="Sedol"/></identifiers><balance>3850000</balance><units>PA</units><curCd>USD</curCd><valUSD>3696978</valUSD><pctVal>0.131</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.64</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>Theorem Funding Trust</name><lei>N/A</lei><title>Theorem Funding Trust 2022-3A A</title><cusip>882925AA8</cusip><identifiers><isin value="US882925AA84"/><ticker value="THRM"/><other otherDesc="BQPF9C6" value="Sedol"/></identifiers><balance>8148143</balance><units>PA</units><curCd>USD</curCd><valUSD>8211402</valUSD><pctVal>0.292</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.6</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>Thrust Engine Leasing</name><lei>N/A</lei><title>Thrust Engine Leasing 2021-1A A</title><cusip>88603UAA7</cusip><identifiers><isin value="US88603UAA79"/><ticker value="THRST"/><other otherDesc="BMDFXD9" value="Sedol"/></identifiers><balance>9247768</balance><units>PA</units><curCd>USD</curCd><valUSD>7454623</valUSD><pctVal>0.265</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2040-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.163</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>Tricolor Auto Securitization T</name><lei>N/A</lei><title>Tricolor Auto Securitization Trust 2022-1A E</title><cusip>89616BAE4</cusip><identifiers><isin value="US89616BAE48"/><ticker value="TAST"/><other otherDesc="BNSLV57" value="Sedol"/></identifiers><balance>10870000</balance><units>PA</units><curCd>USD</curCd><valUSD>10395453</valUSD><pctVal>0.369</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-08-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>7.79</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>TRICOLOR AUTO SECURITIZATION TRUST 2023-1</name><lei>N/A</lei><title>Tricolor Auto Securitization Trust 2023-1A D</title><cusip>89616KAD6</cusip><identifiers><isin value="US89616KAD63"/><ticker value="TAST"/><other otherDesc="BMZMGH3" value="Sedol"/></identifiers><balance>4750000</balance><units>PA</units><curCd>USD</curCd><valUSD>4919793</valUSD><pctVal>0.175</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8.56</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 Securitization Trust</name><lei>549300PN2KS41LBX8D66</lei><title>Upstart Securitization Trust 2019-2 C</title><cusip>916780AC3</cusip><identifiers><isin value="US916780AC33"/><ticker value="UPST"/><other otherDesc="BJDSPC0" value="Sedol"/></identifiers><balance>4365752</balance><units>PA</units><curCd>USD</curCd><valUSD>4339531</valUSD><pctVal>0.154</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-09-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.783</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 Securitization Trust</name><lei>N/A</lei><title>Upstart Securitization Trust 2019-3 C</title><cusip>91678WAE9</cusip><identifiers><isin value="US91678WAE93"/><ticker value="UPST"/><other otherDesc="BKBY680" value="Sedol"/></identifiers><balance>10488520</balance><units>PA</units><curCd>USD</curCd><valUSD>10460815</valUSD><pctVal>0.372</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-21</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.381</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 SECURITIZATION TRUST 2023-1</name><lei>N/A</lei><title>Upstart Securitization Trust 2023-1 B</title><cusip>91679AAB2</cusip><identifiers><isin value="US91679AAB26"/><ticker value="UPST"/><other otherDesc="BMW40J2" value="Sedol"/></identifiers><balance>6235000</balance><units>PA</units><curCd>USD</curCd><valUSD>6170124</valUSD><pctVal>0.219</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-02-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>8.35</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 Securitization Trust</name><lei>N/A</lei><title>Upstart Securitization Trust 2020-3 B</title><cusip>91680EAB1</cusip><identifiers><isin value="US91680EAB11"/><ticker value="UPST"/><other otherDesc="BPP4LS6" value="Sedol"/></identifiers><balance>1699567</balance><units>PA</units><curCd>USD</curCd><valUSD>1695146</valUSD><pctVal>0.06</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-11-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.014</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 Securitization Trust</name><lei>N/A</lei><title>Upstart Securitization Trust 2020-3 C</title><cusip>91680EAC9</cusip><identifiers><isin value="US91680EAC93"/><ticker value="UPST"/><other otherDesc="BMHCX14" value="Sedol"/></identifiers><balance>20527000</balance><units>PA</units><curCd>USD</curCd><valUSD>19966556</valUSD><pctVal>0.709</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-11-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.25</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 Securitization Trust</name><lei>N/A</lei><title>Upstart Securitization Trust 2021-1 B</title><cusip>91681NAB0</cusip><identifiers><isin value="US91681NAB01"/><ticker value="UPST"/><other otherDesc="BMFNPR9" value="Sedol"/></identifiers><balance>4014883</balance><units>PA</units><curCd>USD</curCd><valUSD>3972127</valUSD><pctVal>0.141</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-03-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.89</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 Securitization Trust</name><lei>N/A</lei><title>Upstart Securitization Trust 2021-1 C</title><cusip>91681NAC8</cusip><identifiers><isin value="US91681NAC83"/><ticker value="UPST"/><other otherDesc="BMFWRR0" value="Sedol"/></identifiers><balance>3250000</balance><units>PA</units><curCd>USD</curCd><valUSD>2985622</valUSD><pctVal>0.106</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-03-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.06</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>VASA Trust</name><lei>N/A</lei><title>VASA Trust 2021-VASA D</title><cusip>92230AAG1</cusip><identifiers><isin value="US92230AAG13"/><ticker value="VASA"/><other otherDesc="BNXHJR8" value="Sedol"/></identifiers><balance>7000000</balance><units>PA</units><curCd>USD</curCd><valUSD>6591629</valUSD><pctVal>0.234</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-07-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.784</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>VASA Trust</name><lei>N/A</lei><title>VASA Trust 2021-VASA F</title><cusip>92230AAL0</cusip><identifiers><isin value="US92230AAL08"/><ticker value="VASA"/><other otherDesc="BNXHK08" value="Sedol"/></identifiers><balance>5500000</balance><units>PA</units><curCd>USD</curCd><valUSD>5097980</valUSD><pctVal>0.181</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-07-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.584</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>VB-S1 Issuer LLC</name><lei>N/A</lei><title>VB-S1 Issuer LLC 2020-2A B</title><cusip>92535VAG7</cusip><identifiers><isin value="US92535VAG77"/><ticker value="VBTOW"/><other otherDesc="BMZ2T85" value="Sedol"/></identifiers><balance>5750000</balance><units>PA</units><curCd>USD</curCd><valUSD>5192724</valUSD><pctVal>0.184</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.229</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>VB-S1 Issuer LLC</name><lei>N/A</lei><title>VB-S1 Issuer LLC 2020-2A C</title><cusip>92535VAH5</cusip><identifiers><isin value="US92535VAH50"/><ticker value="VBTOW"/><other otherDesc="BMZ2T63" value="Sedol"/></identifiers><balance>6000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5310478</valUSD><pctVal>0.189</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.459</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>Wells Fargo Commercial Mortgag</name><lei>N/A</lei><title>Wells Fargo Commercial Mortgage Trust 2021-C61 XA</title><cusip>95003QBC2</cusip><identifiers><isin value="US95003QBC24"/><ticker value="WFCM"/><other otherDesc="BNQNFV9" value="Sedol"/></identifiers><balance>81261200</balance><units>PA</units><curCd>USD</curCd><valUSD>5914845</valUSD><pctVal>0.21</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2054-11-15</maturityDt><couponKind>Variable</couponKind><annualizedRt>1.367234</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Westgate Resorts</name><lei>N/A</lei><title>Westgate Resorts 2022-1A D</title><cusip>96034JAD8</cusip><identifiers><isin value="US96034JAD81"/><ticker value="WESTR"/><other otherDesc="BMYS5N1" value="Sedol"/></identifiers><balance>2742406</balance><units>PA</units><curCd>USD</curCd><valUSD>2589054</valUSD><pctVal>0.092</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-08-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.838</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>Westlake Automobile Receivable</name><lei>N/A</lei><title>Westlake Automobile Receivable Trust 2020-3A F</title><cusip>96042QAQ3</cusip><identifiers><isin value="US96042QAQ38"/><ticker value="WLAKE"/><other otherDesc="BMHMJM7" value="Sedol"/></identifiers><balance>7000000</balance><units>PA</units><curCd>USD</curCd><valUSD>6750593</valUSD><pctVal>0.24</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-05-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.11</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>Westlake Automobile Receivable</name><lei>N/A</lei><title>Westlake Automobile Receivable Trust 2021-3A E</title><cusip>96043JAN5</cusip><identifiers><isin value="US96043JAN54"/><ticker value="WLAKE"/><other otherDesc="BNRLYT3" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><curCd>USD</curCd><valUSD>4523272</valUSD><pctVal>0.161</pctVal><payoffProfile>Long</payoffProfile><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>3.42</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>Willis Engine Securitization T</name><lei>N/A</lei><title>Willis Engine Securitization Trust 2020-A B</title><cusip>97064FAB1</cusip><identifiers><isin value="US97064FAB13"/><ticker value="WESTF"/><other otherDesc="BJVPJN2" value="Sedol"/></identifiers><balance>5412278</balance><units>PA</units><curCd>USD</curCd><valUSD>3812779</valUSD><pctVal>0.135</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.212</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>Willis Engine Securitization T</name><lei>N/A</lei><title>Willis Engine Securitization Trust 2020-A C</title><cusip>97064FAC9</cusip><identifiers><isin value="US97064FAC95"/><ticker value="WESTF"/><other otherDesc="BKMGBB3" value="Sedol"/></identifiers><balance>1501060</balance><units>PA</units><curCd>USD</curCd><valUSD>928691</valUSD><pctVal>0.033</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.657</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>Worldwide Plaza Tst</name><lei>N/A</lei><title>Worldwide Plaza Trust 2017-WWP F</title><cusip>98162JAQ9</cusip><identifiers><isin value="US98162JAQ94"/><ticker value="WPT"/><other otherDesc="BFCMWL3" value="Sedol"/></identifiers><balance>4305008</balance><units>PA</units><curCd>USD</curCd><valUSD>1174883</valUSD><pctVal>0.042</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-11-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.595543</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>Z CAPITAL CREDIT PARTNERS CLO</name><lei>N/A</lei><title>Z Capital Credit Partners CLO 2018-1A A2 Ltd</title><cusip>98878CAC0</cusip><identifiers><isin value="US98878CAC01"/><ticker value="ZCCP"/><other otherDesc="BKVFGJ4" value="Sedol"/></identifiers><balance>3030874</balance><units>PA</units><curCd>USD</curCd><valUSD>3007897</valUSD><pctVal>0.107</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-16</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.35243</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>Cologix Data Centers Issuer LL</name><lei>N/A</lei><title>Cologix Data Centers Issuer LLC 2022-1CAN A2</title><cusip>19521DAD3</cusip><identifiers><isin value="CA19521DAD36"/><ticker value="CLGIX"/><other otherDesc="BN0X913" value="Sedol"/></identifiers><balance>5000000</balance><units>PA</units><currencyConditional curCd="CAD" exchangeRt="1.3513"/><valUSD>3421002</valUSD><pctVal>0.122</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-01-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.94</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>Citigroup Commercial Mortgage</name><lei>N/A</lei><title>Citigroup Commercial Mortgage Trust 2021-PRM2</title><cusip>17291HAN4</cusip><identifiers><isin value="US17291HAN44"/><ticker value="CGCMT"/><other otherDesc="BPK2BT6" value="Sedol"/></identifiers><balance>2000000</balance><units>PA</units><curCd>USD</curCd><valUSD>1872952</valUSD><pctVal>0.067</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.085</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>Citigroup Commercial Mortgage</name><lei>N/A</lei><title>Citigroup Commercial Mortgage Trust 2021-PRM2</title><cusip>17291HAQ7</cusip><identifiers><isin value="US17291HAQ74"/><ticker value="CGCMT"/><other otherDesc="BLR86B6" value="Sedol"/></identifiers><balance>6000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5709016</valUSD><pctVal>0.203</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.435</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>Citigroup Commercial Mortgage</name><lei>N/A</lei><title>Citigroup Commercial Mortgage Trust 2021-PRM2</title><cusip>17291HAS3</cusip><identifiers><isin value="US17291HAS31"/><ticker value="CGCMT"/><other otherDesc="BP6JG29" value="Sedol"/></identifiers><balance>6000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5529464</valUSD><pctVal>0.196</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2038-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.185</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>Citigroup Commercial Mortgage</name><lei>N/A</lei><title>Citigroup Commercial Mortgage Trust 2021-PRM2</title><cusip>17291HAU8</cusip><identifiers><isin value="US17291HAU86"/><ticker value="CGCMT"/><other otherDesc="BP6JG52" value="Sedol"/></identifiers><balance>6000000</balance><units>PA</units><curCd>USD</curCd><valUSD>5586413</valUSD><pctVal>0.198</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>10.085</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>Madison Park Funding Ltd</name><lei>254900YXXBTCF4NGD347</lei><title>Madison Park Funding Ltd 2016-22A DR</title><cusip>55819XBG6</cusip><identifiers><isin value="US55819XBG60"/><ticker value="MDPK"/><other otherDesc="BLJMJ39" value="Sedol"/></identifiers><balance>8500000</balance><units>PA</units><curCd>USD</curCd><valUSD>7978941</valUSD><pctVal>0.283</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-01-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.29243</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>Palmer Square Loan Funding Ltd</name><lei>N/A</lei><title>Palmer Square Loan Funding 2022-5A C</title><cusip>69702QAG3</cusip><identifiers><isin value="US69702QAG38"/><ticker value="PSTAT"/></identifiers><balance>7000000</balance><units>PA</units><curCd>USD</curCd><valUSD>6637715</valUSD><pctVal>0.236</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-01-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.294</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>Thunderbolt Aircraft Lease Lim</name><lei>N/A</lei><title>Thunderbolt Aircraft Lease Ltd 2017-A B</title><cusip>88606WAB8</cusip><identifiers><isin value="US88606WAB81"/><ticker value="TBOLT"/><other otherDesc="BNVWTD1" value="Sedol"/></identifiers><balance>2350227</balance><units>PA</units><curCd>USD</curCd><valUSD>1711476</valUSD><pctVal>0.061</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-05-17</maturityDt><couponKind>Variable</couponKind><annualizedRt>5.75</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>ACURIS FINANCE US INC</name><lei>213800PHEXJH1L7ZN896</lei><title>Acuris Finance US Inc</title><cusip>00510DAB0</cusip><identifiers><isin value="US00510DAB01"/><ticker value="ILOGIC"/></identifiers><balance>2570885</balance><units>PA</units><curCd>USD</curCd><valUSD>2475557</valUSD><pctVal>0.088</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-02-16</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.04833</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>Advisor Group</name><lei>N/A</lei><title>Advisor Group Holdings Inc</title><cusip>00775KAE8</cusip><identifiers><isin value="US00775KAE82"/><ticker value="ADVGRO"/></identifiers><balance>1844833</balance><units>PA</units><curCd>USD</curCd><valUSD>1811405</valUSD><pctVal>0.064</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-07-31</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.34029</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>ARCLINE FM HOLDINGS LLC</name><lei>N/A</lei><title>Arcline FM Holdings LLC</title><cusip>03960DAD5</cusip><identifiers><isin value="US03960DAD57"/><ticker value="ARCFMH"/></identifiers><balance>9759010</balance><units>PA</units><curCd>USD</curCd><valUSD>8783109</valUSD><pctVal>0.312</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>13.40914</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>ARUBA INVESTMENT HOLDING</name><lei>254900GMIYFF4FZ0A357</lei><title>Aruba Investments Holdings LLC</title><cusip>04317JAF5</cusip><identifiers><isin value="US04317JAF57"/><ticker value="ARUINV"/></identifiers><balance>5786000</balance><units>PA</units><curCd>USD</curCd><valUSD>5178470</valUSD><pctVal>0.184</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-11-24</maturityDt><couponKind>Floating</couponKind><annualizedRt>12.59029</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>QUIKSILVER INC</name><lei>54930013HYANWRQLRU09</lei><title>Boardriders Inc</title><cusip>09660JAB6</cusip><identifiers><isin value="US09660JAB61"/><ticker value="BRDRID"/></identifiers><balance>4455841</balance><units>PA</units><curCd>USD</curCd><valUSD>2762622</valUSD><pctVal>0.098</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-04-23</maturityDt><couponKind>Floating</couponKind><annualizedRt>11.32529</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>QUIKSILVER INC</name><lei>54930013HYANWRQLRU09</lei><title>Boardriders Inc</title><cusip>09660JAE0</cusip><identifiers><isin value="US09660JAE01"/><ticker value="BRDRID"/></identifiers><balance>1566</balance><units>PA</units><curCd>USD</curCd><valUSD>1566</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>3</fairValLevel><debtSec><maturityDt>2024-04-23</maturityDt><couponKind>Floating</couponKind><annualizedRt>12.845</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>CITADEL SECURITIES LP</name><lei>549300NV5RXBUS3X7L47</lei><title>Citadel Securities LP</title><cusip>17288YAD4</cusip><identifiers><isin value="US17288YAD40"/><ticker value="CITSEC"/></identifiers><balance>7292622</balance><units>PA</units><curCd>USD</curCd><valUSD>7215175</valUSD><pctVal>0.256</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-02-02</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.4215</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>DIRECTV FINANCING LLC</name><lei>N/A</lei><title>Directv Financing LLC</title><cusip>25460HAB8</cusip><identifiers><isin value="US25460HAB87"/><ticker value="DTV"/></identifiers><balance>6017092</balance><units>PA</units><curCd>USD</curCd><valUSD>5778454</valUSD><pctVal>0.205</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-08-02</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.84029</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>EYECARE PARTNERS LLC</name><lei>254900ZAACWK09RJ8W93</lei><title>Eyecare Partners LLC</title><cusip>30233PAK6</cusip><identifiers><isin value="US30233PAK66"/><ticker value="EYEPAR"/></identifiers><balance>7500000</balance><units>PA</units><curCd>USD</curCd><valUSD>5662500</valUSD><pctVal>0.201</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-11-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>11.59029</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>FIRST STUDENT BIDCO INC</name><lei>2549006DRO2F06AA1391</lei><title>First Student Bidco Inc</title><cusip>33718FAB6</cusip><identifiers><isin value="US33718FAB67"/><ticker value="FRSTST"/></identifiers><balance>2696078</balance><units>PA</units><curCd>USD</curCd><valUSD>2576211</valUSD><pctVal>0.092</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-07-21</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.72643</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>FIRST STUDENT BIDCO INC</name><lei>2549006DRO2F06AA1391</lei><title>First Student Bidco Inc</title><cusip>33718FAD2</cusip><identifiers><isin value="US33718FAD24"/><ticker value="FRSTST"/></identifiers><balance>7212434</balance><units>PA</units><curCd>USD</curCd><valUSD>6891769</valUSD><pctVal>0.245</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-07-21</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.72643</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>JOURNEY PERSONAL CARE CO</name><lei>N/A</lei><title>Journey Personal Care Corp</title><cusip>48114NAB7</cusip><identifiers><isin value="US48114NAB73"/><ticker value="JOUPER"/></identifiers><balance>3376665</balance><units>PA</units><curCd>USD</curCd><valUSD>2579637</valUSD><pctVal>0.092</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-03-01</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.40914</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>LSF9 ATLANTIS HOLDINGS LLC</name><lei>549300KWDYQKQSF0MQ18</lei><title>LSF9 ATLANTIS HOLDINGS LLC</title><cusip>50226BAH1</cusip><identifiers><isin value="US50226BAH15"/><ticker value="LSFATL"/></identifiers><balance>8677500</balance><units>PA</units><curCd>USD</curCd><valUSD>8431666</valUSD><pctVal>0.299</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-03-31</maturityDt><couponKind>Floating</couponKind><annualizedRt>12.14833</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>MIC GLEN LLC</name><lei>549300XD843A2SP50882</lei><title>Mic Glen LLC</title><cusip>55304PAE1</cusip><identifiers><isin value="US55304PAE16"/><ticker value="KMACHO"/></identifiers><balance>7907942</balance><units>PA</units><curCd>USD</curCd><valUSD>7285192</valUSD><pctVal>0.259</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-07-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>11.59029</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>MAGENTA BUYER LLC</name><lei>N/A</lei><title>McAfee Enterprise Business Second-lien Term Loan 825 2029-04-12</title><cusip>55910RAE3</cusip><identifiers><isin value="US55910RAE36"/><ticker value="MAGBUY"/></identifiers><balance>8900000</balance><units>PA</units><curCd>USD</curCd><valUSD>6586000</valUSD><pctVal>0.234</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-07-27</maturityDt><couponKind>Floating</couponKind><annualizedRt>13.08</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>MAMBA PURCHASER INC</name><lei>549300EAB6F7TKRLOT57</lei><title>Mamba Purchaser Inc</title><cusip>56150KAE5</cusip><identifiers><isin value="US56150KAE55"/><ticker value="MDVIP"/></identifiers><balance>4000000</balance><units>PA</units><curCd>USD</curCd><valUSD>3520000</valUSD><pctVal>0.125</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>11.34029</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>MITCHELL INTERNATIONAL</name><lei>5493002RDNIGEM7SSV41</lei><title>Mitchell International First-lien Term Loan 375 2028-09-19</title><cusip>60662WAS1</cusip><identifiers><isin value="US60662WAS17"/><ticker value="MITCHE"/></identifiers><balance>7761600</balance><units>PA</units><curCd>USD</curCd><valUSD>7322371</valUSD><pctVal>0.26</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-10-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.50229</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>NATIONAL MENTOR HOLDINGS</name><lei>5493004QULJVJP3CNZ62</lei><title>National Mentor Holdings Inc</title><cusip>63689EAW5</cusip><identifiers><isin value="US63689EAW57"/><ticker value="MENTOR"/></identifiers><balance>580826</balance><units>PA</units><curCd>USD</curCd><valUSD>342687</valUSD><pctVal>0.012</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-03-02</maturityDt><couponKind>Floating</couponKind><annualizedRt>12.24833</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>Olaplex</name><lei>N/A</lei><title>Olaplex Inc</title><cusip>67936UAB7</cusip><identifiers><isin value="US67936UAB70"/><ticker value="OLAPLE"/></identifiers><balance>6237000</balance><units>PA</units><curCd>USD</curCd><valUSD>5545753</valUSD><pctVal>0.197</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-02-23</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.392</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>United Site Services</name><lei>N/A</lei><title>PECF USS Intermediate Holding III Corp</title><cusip>69291LAB2</cusip><identifiers><isin value="US69291LAB27"/><ticker value="UNSTSV"/></identifiers><balance>10617342</balance><units>PA</units><curCd>USD</curCd><valUSD>8901367</valUSD><pctVal>0.316</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-12-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.09</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>RENT-A-CENTER INC</name><lei>529900QUHE15UQNCCJ63</lei><title>Rent-A-Center Inc</title><cusip>76009WAW0</cusip><identifiers><isin value="US76009WAW01"/><ticker value="RCII"/></identifiers><balance>4924812</balance><units>PA</units><curCd>USD</curCd><valUSD>4863252</valUSD><pctVal>0.173</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-02-17</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.125</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>SOVOS BRANDS INTERMEDIATE</name><lei>549300LNTCFBIDJ7R637</lei><title>Sovos Brands Intermediate Inc</title><cusip>84611UAH1</cusip><identifiers><isin value="US84611UAH14"/><ticker value="SOVOS"/></identifiers><balance>3495764</balance><units>PA</units><curCd>USD</curCd><valUSD>3460806</valUSD><pctVal>0.123</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-08</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.32529</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>Standard Industries</name><lei>54930064UHXCIUWVI755</lei><title>Standard Industries Inc</title><cusip>85350EAB2</cusip><identifiers><isin value="US85350EAB20"/><ticker value="STNDIN"/></identifiers><balance>7882473</balance><units>PA</units><curCd>USD</curCd><valUSD>7831237</valUSD><pctVal>0.278</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-09-22</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.11554</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>Summit Materials</name><lei>549300C97P3BW8QROE16</lei><title>Summit Materials LLC</title><cusip>86614DAJ7</cusip><identifiers><isin value="US86614DAJ72"/><ticker value="SUMMAT"/></identifiers><balance>711000</balance><units>PA</units><curCd>USD</curCd><valUSD>711000</valUSD><pctVal>0.025</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-12-14</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.49145</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>CORNERSTONE ONDEMAND INC</name><lei>549300Z402F16H5EGH48</lei><title>Sunshine Software Merger Sub Inc</title><cusip>86803YAB9</cusip><identifiers><isin value="US86803YAB92"/><ticker value="CSOD"/></identifiers><balance>4927230</balance><units>PA</units><curCd>USD</curCd><valUSD>4533052</valUSD><pctVal>0.161</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-10-16</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.59029</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>SURGERY CENTER HOLDINGS INC</name><lei>54930054EVI5HWPPW113</lei><title>Surgery Center Holdings Inc</title><cusip>86880NAX1</cusip><identifiers><isin value="US86880NAX12"/><ticker value="SURCEN"/></identifiers><balance>2380784</balance><units>PA</units><curCd>USD</curCd><valUSD>2363475</valUSD><pctVal>0.084</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-08-31</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.46</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>WOOF HOLDINGS INC</name><lei>N/A</lei><title>Woof Holdings Inc</title><cusip>98082EAD6</cusip><identifiers><isin value="US98082EAD67"/><ticker value="WOOHOL"/></identifiers><balance>1707290</balance><units>PA</units><curCd>USD</curCd><valUSD>1468269</valUSD><pctVal>0.052</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-12-21</maturityDt><couponKind>Floating</couponKind><annualizedRt>12.00347</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>WYNDHAM WORLDWIDE CORP</name><lei>T4VNTWMFQ7JQB65L7T35</lei><title>Wyndham Worldwide Corp</title><cusip>98309GAD8</cusip><identifiers><isin value="US98309GAD88"/><ticker value="TNL"/></identifiers><balance>4500000</balance><units>PA</units><curCd>USD</curCd><valUSD>4483125</valUSD><pctVal>0.159</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-12-14</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.9603</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>LOIRE FINCO LUXEMBOURG</name><lei>N/A</lei><title>Loire Finco Luxembourg</title><cusip>N/A</cusip><identifiers><isin value="N/A"/><ticker value="LGCLTD"/></identifiers><balance>2660000</balance><units>PA</units><currencyConditional curCd="EUR" exchangeRt="0.92217"/><valUSD>2702431</valUSD><pctVal>0.096</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>GB</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-04-21</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.655</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>TACALA INVESTMENT CORP</name><lei>549300XTM341KBSTDI88</lei><title>Tacala Investment Corp</title><cusip>9TERM7EY6</cusip><identifiers><isin value="N/A"/><ticker value="TACALA"/></identifiers><balance>5683991</balance><units>PA</units><curCd>USD</curCd><valUSD>5154698</valUSD><pctVal>0.183</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-02-04</maturityDt><couponKind>Floating</couponKind><annualizedRt>12.34029</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>HERENS US HOLDCO CORP</name><lei>549300Y0CIXN5D40L888</lei><title>Herens US Holdco Corp</title><cusip>L4780EAC8</cusip><identifiers><isin value="XAL4780EAC83"/><ticker value="LNZING"/></identifiers><balance>7577594</balance><units>PA</units><curCd>USD</curCd><valUSD>7003440</valUSD><pctVal>0.249</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-07-03</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.15914</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>DRIVEN HOLDINGS LLC</name><lei>2549009H8IC4YXR5FV18</lei><title>Driven Holdings LLC</title><cusip>26209HAC0</cusip><identifiers><isin value="N/A"/><ticker value="DRVN"/></identifiers><balance>4591000</balance><units>PA</units><curCd>USD</curCd><valUSD>4493442</valUSD><pctVal>0.16</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-12-17</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.76143</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>PERRIGO INVESTMENTS LLC</name><lei>549300POZGC78VHAAJ73</lei><title>Perrigo Investments LLC</title><cusip>71429TAC4</cusip><identifiers><isin value="N/A"/><ticker value="PRGO"/></identifiers><balance>4962500</balance><units>PA</units><curCd>USD</curCd><valUSD>4919078</valUSD><pctVal>0.175</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.15702</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>FLUTTER FINANCING BV</name><lei>635400VFWPBIKJK6GN11</lei><title>Flutter Financing BV</title><cusip>N8233BAE2</cusip><identifiers><isin value="XAN8233BAE29"/><ticker value="TSGICN"/></identifiers><balance>8669945</balance><units>PA</units><curCd>USD</curCd><valUSD>8658674</valUSD><pctVal>0.308</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>NL</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-07-22</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.40994</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>DELTA 2 LUX SARL</name><lei>549300BBG8Z3D6QSYP53</lei><title>Delta 2 Lux Sarl</title><cusip>9TERM7BA1</cusip><identifiers><isin value="N/A"/><ticker value="FMUONE"/></identifiers><balance>6300000</balance><units>PA</units><curCd>USD</curCd><valUSD>6302646</valUSD><pctVal>0.224</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>LU</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.05702</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>Cetera Financial Group</name><lei>549300NV2T8A33L0PQ58</lei><title>Aretec Group Inc</title><cusip>04009DAF1</cusip><identifiers><isin value="US04009DAF15"/><ticker value="RCAP"/></identifiers><balance>3927000</balance><units>PA</units><curCd>USD</curCd><valUSD>3855843</valUSD><pctVal>0.137</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-08</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.1048</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>Topgolf Callaway Brands Corp</name><lei>5493005UB0KFRKBPCU72</lei><title>Callaway Golf Co</title><cusip>9TERM7F66</cusip><identifiers><ticker value="MODG"/></identifiers><balance>2776840</balance><units>PA</units><curCd>USD</curCd><valUSD>2756458</valUSD><pctVal>0.098</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-03-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.26</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>LUXEMBOURG INVESTMENT CO</name><lei>254900EYK4430ZH92J61</lei><title>Luxembourg Investment Co 428 Sarl</title><cusip>L6124KAC4</cusip><identifiers><isin value="XAL6124KAC44"/><ticker value="LUINCO"/></identifiers><balance>7944280</balance><units>PA</units><curCd>USD</curCd><valUSD>6335564</valUSD><pctVal>0.225</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>DE</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-01-03</maturityDt><couponKind>Floating</couponKind><annualizedRt>10.04833</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>STARS GROUP HOLDINGS BV</name><lei>549300RNFXC8F8RT6R13</lei><title>Stars Group Holdings BV</title><cusip>N8233BAC6</cusip><identifiers><isin value="XAN8233BAC62"/><ticker value="TSGICN"/></identifiers><balance>5334404</balance><units>PA</units><curCd>USD</curCd><valUSD>5324429</valUSD><pctVal>0.189</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>NL</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-07-21</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.40914</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>Sell EUR / Buy USD</title><cusip>N/A</cusip><identifiers><other otherDesc="FXF110088483" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>-753302</valUSD><pctVal>-0.027</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DFE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><fwdDeriv derivCat="FWD"><counterparties><counterpartyName>Bank of America, National Association</counterpartyName><counterpartyLei>B4TYDEB6GKMZO031MB27</counterpartyLei></counterparties><amtCurSold>46028434</amtCurSold><curSold>EUR</curSold><amtCurPur>49162833</amtCurPur><curPur>USD</curPur><settlementDt>2023-04-05</settlementDt><unrealizedAppr>-753302</unrealizedAppr></fwdDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>Sell CAD / Buy USD</title><cusip>N/A</cusip><identifiers><other otherDesc="FXF110088485" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>19950</valUSD><pctVal>0.001</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DFE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><fwdDeriv derivCat="FWD"><counterparties><counterpartyName>Citibank, National Association</counterpartyName><counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei></counterparties><amtCurSold>4998106</amtCurSold><curSold>CAD</curSold><amtCurPur>3718752</amtCurPur><curPur>USD</curPur><settlementDt>2023-04-05</settlementDt><unrealizedAppr>19950</unrealizedAppr></fwdDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>Sell EUR / Buy USD</title><cusip>N/A</cusip><identifiers><other otherDesc="FXF110088757" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>-17174</valUSD><pctVal>-0.001</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DFE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><fwdDeriv derivCat="FWD"><counterparties><counterpartyName>JPMorgan Chase Bank, National Association</counterpartyName><counterpartyLei>7H6GLXDRUGQFU57RNE97</counterpartyLei></counterparties><amtCurSold>2096000</amtCurSold><curSold>EUR</curSold><amtCurPur>2255861</amtCurPur><curPur>USD</curPur><settlementDt>2023-04-05</settlementDt><unrealizedAppr>-17174</unrealizedAppr></fwdDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>Sell USD / Buy EUR</title><cusip>N/A</cusip><identifiers><other otherDesc="FXF110088769" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>14929</valUSD><pctVal>0.001</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DFE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><fwdDeriv derivCat="FWD"><counterparties><counterpartyName>HSBC Securities (USA), Inc.</counterpartyName><counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei></counterparties><amtCurSold>1901435</amtCurSold><curSold>USD</curSold><amtCurPur>1767213</amtCurPur><curPur>EUR</curPur><settlementDt>2023-04-03</settlementDt><unrealizedAppr>14929</unrealizedAppr></fwdDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>Sell EUR / Buy USD</title><cusip>N/A</cusip><identifiers><other otherDesc="FXF110088977" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>-105884</valUSD><pctVal>-0.004</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DFE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><fwdDeriv derivCat="FWD"><counterparties><counterpartyName>Barclays Capital, Inc.</counterpartyName><counterpartyLei>AC28XWWI3WIBK2824319</counterpartyLei></counterparties><amtCurSold>6941000</amtCurSold><curSold>EUR</curSold><amtCurPur>7421373</amtCurPur><curPur>USD</curPur><settlementDt>2023-04-05</settlementDt><unrealizedAppr>-105884</unrealizedAppr></fwdDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>Sell USD / Buy CAD</title><cusip>N/A</cusip><identifiers><other otherDesc="FXF110089385" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>19054</valUSD><pctVal>0.001</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DFE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><fwdDeriv derivCat="FWD"><counterparties><counterpartyName>HSBC Securities (USA), Inc.</counterpartyName><counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei></counterparties><amtCurSold>3679747</amtCurSold><curSold>USD</curSold><amtCurPur>4998106</amtCurPur><curPur>CAD</curPur><settlementDt>2023-04-05</settlementDt><unrealizedAppr>19054</unrealizedAppr></fwdDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>Sell CAD / Buy USD</title><cusip>N/A</cusip><identifiers><other otherDesc="FXF110089386" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>-19814</valUSD><pctVal>-0.001</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DFE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><fwdDeriv derivCat="FWD"><counterparties><counterpartyName>HSBC Securities (USA), Inc.</counterpartyName><counterpartyLei>CYYGQCGNHMHPSMRL3R97</counterpartyLei></counterparties><amtCurSold>4998106</amtCurSold><curSold>CAD</curSold><amtCurPur>3684515</amtCurPur><curPur>USD</curPur><settlementDt>2023-06-28</settlementDt><unrealizedAppr>-19813</unrealizedAppr></fwdDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>Sell EUR / Buy USD</title><cusip>N/A</cusip><identifiers><other otherDesc="FXF110089429" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>-45309</valUSD><pctVal>-0.002</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DFE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><fwdDeriv derivCat="FWD"><counterparties><counterpartyName>Citibank, National Association</counterpartyName><counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei></counterparties><amtCurSold>53298221</amtCurSold><curSold>EUR</curSold><amtCurPur>58036364</amtCurPur><curPur>USD</curPur><settlementDt>2023-06-28</settlementDt><unrealizedAppr>-45309</unrealizedAppr></fwdDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>Sell USD / Buy EUR</title><cusip>N/A</cusip><identifiers><other otherDesc="FXF110089439" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>40646</valUSD><pctVal>0.001</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DFE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><fwdDeriv derivCat="FWD"><counterparties><counterpartyName>Citibank, National Association</counterpartyName><counterpartyLei>E57ODZWZ7FF32TWEFA76</counterpartyLei></counterparties><amtCurSold>57759304</amtCurSold><curSold>USD</curSold><amtCurPur>53298221</amtCurPur><curPur>EUR</curPur><settlementDt>2023-04-05</settlementDt><unrealizedAppr>40646</unrealizedAppr></fwdDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>Sell EUR / Buy USD</title><cusip>N/A</cusip><identifiers><other otherDesc="FXF110089441" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>-1544</valUSD><pctVal>0</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DFE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><fwdDeriv derivCat="FWD"><counterparties><counterpartyName>Morgan Stanley &amp; Co</counterpartyName><counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei></counterparties><amtCurSold>1767213</amtCurSold><curSold>EUR</curSold><amtCurPur>1914820</amtCurPur><curPur>USD</curPur><settlementDt>2023-04-03</settlementDt><unrealizedAppr>-1544</unrealizedAppr></fwdDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>Sell USD / Buy EUR</title><cusip>N/A</cusip><identifiers><other otherDesc="FXF110089459" value="Internal ID"/></identifiers><balance>1</balance><units>NC</units><curCd>USD</curCd><valUSD>1436</valUSD><pctVal>0</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DFE</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><fwdDeriv derivCat="FWD"><counterparties><counterpartyName>Morgan Stanley &amp; Co</counterpartyName><counterpartyLei>9R7GPTSO7KV3UQJZQ078</counterpartyLei></counterparties><amtCurSold>1915042</amtCurSold><curSold>USD</curSold><amtCurPur>1767213</amtCurPur><curPur>EUR</curPur><settlementDt>2023-04-05</settlementDt><unrealizedAppr>1436</unrealizedAppr></fwdDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>US 5YR NOTE (CBT) Jun23</title><cusip>N/A</cusip><identifiers><ticker value="FVM3"/><other otherDesc="FVM3 COMDTY" value="Internal ID"/></identifiers><balance>6922</balance><units>NC</units><curCd>USD</curCd><valUSD>1573070</valUSD><pctVal>0.056</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DIR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><derivativeInfo><futrDeriv derivCat="FUT"><counterparties><counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Long</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="FVM3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-07-06</expDate><notionalAmt>756440008</notionalAmt><curCd>USD</curCd><unrealizedAppr>1573070</unrealizedAppr></futrDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>US 2YR NOTE (CBT) Jun23</title><cusip>N/A</cusip><identifiers><ticker value="TUM3"/><other otherDesc="TUM3 COMDTY" value="Internal ID"/></identifiers><balance>-1365</balance><units>NC</units><curCd>USD</curCd><valUSD>-124703</valUSD><pctVal>-0.004</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DIR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><derivativeInfo><futrDeriv derivCat="FUT"><counterparties><counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Short</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="TUM3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-07-06</expDate><notionalAmt>-281683814</notionalAmt><curCd>USD</curCd><unrealizedAppr>-124703</unrealizedAppr></futrDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>US 10YR NOTE (CBT)Jun23</title><cusip>N/A</cusip><identifiers><ticker value="TYM3"/><other otherDesc="TYM3 COMDTY" value="Internal ID"/></identifiers><balance>3657</balance><units>NC</units><curCd>USD</curCd><valUSD>11144364</valUSD><pctVal>0.396</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DIR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><derivativeInfo><futrDeriv derivCat="FUT"><counterparties><counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Long</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="TYM3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-06-30</expDate><notionalAmt>409124933</notionalAmt><curCd>USD</curCd><unrealizedAppr>11144364</unrealizedAppr></futrDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>US LONG BOND(CBT) Jun23</title><cusip>N/A</cusip><identifiers><ticker value="USM3"/><other otherDesc="USM3 COMDTY" value="Internal ID"/></identifiers><balance>-60</balance><units>NC</units><curCd>USD</curCd><valUSD>-317813</valUSD><pctVal>-0.011</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DIR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><derivativeInfo><futrDeriv derivCat="FUT"><counterparties><counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Short</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="USM3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-06-30</expDate><notionalAmt>-7551563</notionalAmt><curCd>USD</curCd><unrealizedAppr>-317813</unrealizedAppr></futrDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>US 10yr Ultra Fut Jun23</title><cusip>N/A</cusip><identifiers><ticker value="UXYM3"/><other otherDesc="UXYM3 COMDTY" value="Internal ID"/></identifiers><balance>-3258</balance><units>NC</units><curCd>USD</curCd><valUSD>-12599315</valUSD><pctVal>-0.448</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DIR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><derivativeInfo><futrDeriv derivCat="FUT"><counterparties><counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Short</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="UXYM3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-06-30</expDate><notionalAmt>-382076841</notionalAmt><curCd>USD</curCd><unrealizedAppr>-12599315</unrealizedAppr></futrDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>US ULTRA BOND CBT Jun23</title><cusip>N/A</cusip><identifiers><ticker value="WNM3"/><other otherDesc="WNM3 COMDTY" value="Internal ID"/></identifiers><balance>-75</balance><units>NC</units><curCd>USD</curCd><valUSD>-416602</valUSD><pctVal>-0.015</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DIR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>1</fairValLevel><derivativeInfo><futrDeriv derivCat="FUT"><counterparties><counterpartyName>Goldman Sachs &amp; Co. LLC</counterpartyName><counterpartyLei>FOR8UP27PHTHYVLBNG30</counterpartyLei></counterparties><payOffProf>Short</payOffProf><descRefInstrmnt><otherRefInst><issuerName>N/A</issuerName><issueTitle>N/A</issueTitle><identifiers><ticker value="WNM3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-06-30</expDate><notionalAmt>-10167773</notionalAmt><curCd>USD</curCd><unrealizedAppr>-416602</unrealizedAppr></futrDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>N/A</name><lei>N/A</lei><title>CDX HY CDSI S40</title><cusip>N/A</cusip><identifiers><other otherDesc="BPXXCOFCP" value="Internal ID"/></identifiers><balance>-56300000</balance><units>OU</units><descOthUnits>Notional</descOthUnits><curCd>USD</curCd><valUSD>-881223</valUSD><pctVal>-0.031</pctVal><payoffProfile>N/A</payoffProfile><assetCat>DCR</assetCat><issuerConditional desc="N/A" issuerCat="OTHER"/><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><derivativeInfo><swapDeriv derivCat="SWP"><counterparties><counterpartyName>Citigroup Global Markets Inc</counterpartyName><counterpartyLei>G7D5LKZKIBRMES6BO437</counterpartyLei></counterparties><descRefInstrmnt><otherRefInst><issuerName>CDX HY CDSI</issuerName><issueTitle>CDX HY CDSI S40 5Y</issueTitle><identifiers><other otherDesc="2I65BRZI4" value="RED Code"/></identifiers></otherRefInst></descRefInstrmnt><swapFlag>Y</swapFlag><otherRecDesc fixedOrFloating="Other">CDX HY CDSI S40</otherRecDesc><fixedPmntDesc amount="-101652.78" curCd="USD" fixedOrFloating="Fixed" fixedRt="5"/><terminationDt>2028-06-20</terminationDt><upfrontPmnt>0</upfrontPmnt><pmntCurCd>USD</pmntCurCd><upfrontRcpt>320160</upfrontRcpt><rcptCurCd>USD</rcptCurCd><notionalAmt>-56300000</notionalAmt><curCd>USD</curCd><unrealizedAppr>-561063</unrealizedAppr></swapDeriv></derivativeInfo><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec></invstOrSecs><explntrNotes><explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/></explntrNotes><signature><ncom:dateSigned>2023-05-15</ncom:dateSigned><ncom:nameOfApplicant>JANUS INVESTMENT FUND</ncom:nameOfApplicant><ncom:signature>JESPER NERGAARD</ncom:signature><ncom:signerName>JESPER NERGAARD</ncom:signerName><ncom:title>VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER</ncom:title></signature></formData><documents>XXXX</documents></edgarSubmission>
