<?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>S000010479</seriesId><classId>C000028938</classId><classId>C000077701</classId><classId>C000077702</classId><classId>C000077703</classId><classId>C000077704</classId><classId>C000083525</classId><classId>C000114878</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 Short Duration Flexible Bond Fund</seriesName><seriesId>S000010479</seriesId><seriesLei>0IWXBJ4S82V64ZFH4582</seriesLei><repPdEnd>2023-06-30</repPdEnd><repPdDate>2023-06-30</repPdDate><isFinalFiling>N</isFinalFiling></genInfo><fundInfo><totAssets>833071511</totAssets><totLiabs>5345326</totLiabs><netAssets>827726185</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>0</delayDeliv><standByCommit>0</standByCommit><liquidPref>0</liquidPref><cshNotRptdInCorD>2578250</cshNotRptdInCorD><curMetrics><curMetric><curCd>USD</curCd><intrstRtRiskdv01 period10Yr="-7366.02687" period1Yr="-137128.65281" period30Yr="-1544.29946" period3Mon="-13499.39173" period5Yr="-35635.47184"/><intrstRtRiskdv100 period10Yr="-772586.62226" period1Yr="-13565441.96488" period30Yr="-213592.09987" period3Mon="-1349441.13951" period5Yr="-3522554.81181"/></curMetric></curMetrics><creditSprdRiskInvstGrade period10Yr="-18299.16322" period1Yr="-69851.32524" period30Yr="-7.06125" period3Mon="-3875.35982" period5Yr="-84619.27062"/><creditSprdRiskNonInvstGrade period10Yr="-0.00226" period1Yr="-8399.85132" period30Yr="0" period3Mon="-1587.4368" period5Yr="-4293.16644"/><isNonCashCollateral>N</isNonCashCollateral><returnInfo><monthlyTotReturns><monthlyTotReturn classId="C000077701" rtn1="-0.39" rtn2="-0.42" rtn3="0.6"/><monthlyTotReturn classId="C000077702" rtn1="-0.46" rtn2="-0.47" rtn3="0.19"/><monthlyTotReturn classId="C000083525" rtn1="-0.37" rtn2="-0.41" rtn3="0.26"/><monthlyTotReturn classId="C000077703" rtn1="-0.37" rtn2="-0.41" rtn3="0.62"/><monthlyTotReturn classId="C000114878" rtn1="-0.37" rtn2="-0.4" rtn3="0.27"/><monthlyTotReturn classId="C000077704" rtn1="-0.76" rtn2="-0.09" rtn3="0.23"/><monthlyTotReturn classId="C000028938" rtn1="-0.38" rtn2="-0.42" rtn3="0.25"/></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="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></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="0"/><mon2 netRealizedGain="0" netUnrealizedAppr="0"/><mon3 netRealizedGain="0" netUnrealizedAppr="0"/><forwardCategory><instrMon1 netRealizedGain="0" 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></foreignExchgContracts><interestRtContracts><mon1 netRealizedGain="-528408" netUnrealizedAppr="-4294490"/><mon2 netRealizedGain="-1285668" netUnrealizedAppr="-973787"/><mon3 netRealizedGain="-212" netUnrealizedAppr="-742799"/><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="-528408" netUnrealizedAppr="-4294490"/><instrMon2 netRealizedGain="-1285668" netUnrealizedAppr="-973787"/><instrMon3 netRealizedGain="-212" netUnrealizedAppr="-742799"/></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="-1388888" netUnrealizedAppr="35098"/><othMon2 netRealizedGain="296511" netUnrealizedAppr="-3807255"/><othMon3 netRealizedGain="161212" netUnrealizedAppr="2217192"/></returnInfo><mon1Flow redemption="-29520377.28" reinvestment="2376691.84" sales="10800818.31"/><mon2Flow redemption="-19218730.43" reinvestment="2159677.61" sales="20261698.48"/><mon3Flow redemption="-25037504.09" reinvestment="2497216.26" sales="7527677.27"/><varInfo><fundsDesignatedInfo><nameDesignatedIndex>N/A</nameDesignatedIndex><indexIdentifier>N/A</indexIdentifier></fundsDesignatedInfo></varInfo></fundInfo><invstOrSecs><invstOrSec><name>Janus Henderson US Holdings Inc</name><lei>8T2ZO87FU1KVPZIG9I59</lei><title>Janus Henderson Cash Liquidity Fund</title><cusip>N/A</cusip><identifiers><isin value="DU0000100962"/></identifiers><balance>27391190</balance><units>NS</units><curCd>USD</curCd><valUSD>27396668</valUSD><pctVal>3.31</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>AIR LEASE CORP</name><lei>5493004NW4M4P8TMMK63</lei><title>Air Lease Corp</title><cusip>00914AAP7</cusip><identifiers><isin value="US00914AAP75"/><ticker value="AL"/><other otherDesc="BLCH7M6" value="Sedol"/></identifiers><balance>3072000</balance><units>PA</units><curCd>USD</curCd><valUSD>2893564</valUSD><pctVal>0.35</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-08-18</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.8</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>Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC / (Albertsons Safeway LLC)</name><lei>549300YKWOC0AOR16R51</lei><title>Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC</title><cusip>01309QAA6</cusip><identifiers><isin value="US01309QAA67"/><ticker value="ACI"/><other otherDesc="BMWSCM1" value="Sedol"/></identifiers><balance>1938000</balance><units>PA</units><curCd>USD</curCd><valUSD>1941217</valUSD><pctVal>0.235</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>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>American Tower Trust I</name><lei>5493004YGM0MQZJOEJ36</lei><title>American Tower Trust I</title><cusip>03027WAM4</cusip><identifiers><isin value="US03027WAM47"/><ticker value="AMETOW"/><other otherDesc="BM9T4B0" value="Sedol"/></identifiers><balance>4241000</balance><units>PA</units><curCd>USD</curCd><valUSD>4231706</valUSD><pctVal>0.511</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.49</annualizedRt><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 AMERICA CORP</name><lei>9DJT3UXIJIZJI4WXO774</lei><title>Bank of America Corp</title><cusip>06051GLC1</cusip><identifiers><isin value="US06051GLC14"/><ticker value="BAC"/><other otherDesc="BQ3QP90" value="Sedol"/></identifiers><balance>2851000</balance><units>PA</units><curCd>USD</curCd><valUSD>2930397</valUSD><pctVal>0.354</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-11-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>6.204</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Capital One Financial Corporation</name><lei>ZUE8T73ROZOF6FLBAR73</lei><title>Capital One Financial Corp</title><cusip>14040HCZ6</cusip><identifiers><isin value="US14040HCZ64"/><ticker value="COF"/><other otherDesc="BRBD910" value="Sedol"/></identifiers><balance>2533000</balance><units>PA</units><curCd>USD</curCd><valUSD>2515936</valUSD><pctVal>0.304</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-08</maturityDt><couponKind>Variable</couponKind><annualizedRt>6.312</annualizedRt><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>15135BAR2</cusip><identifiers><isin value="US15135BAR24"/><ticker value="CNC"/><other otherDesc="BMCTMH9" value="Sedol"/></identifiers><balance>13752000</balance><units>PA</units><curCd>USD</curCd><valUSD>12857501</valUSD><pctVal>1.553</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-12-15</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>Corebridge Financial Inc.</name><lei>549300XY1661QCIA7J65</lei><title>Corebridge Financial Inc</title><cusip>21871XAB5</cusip><identifiers><isin value="US21871XAB55"/><ticker value="CRBG"/><other otherDesc="BQB9YB6" value="Sedol"/></identifiers><balance>2625000</balance><units>PA</units><curCd>USD</curCd><valUSD>2500785</valUSD><pctVal>0.302</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-04</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>DAE FUNDING LLC</name><lei>635400SZTPQL3Y1P2C76</lei><title>DAE Funding LLC</title><cusip>23371DAJ3</cusip><identifiers><isin value="US23371DAJ37"/><ticker value="DUBAEE"/><other otherDesc="BNNJN61" value="Sedol"/></identifiers><balance>1642000</balance><units>PA</units><curCd>USD</curCd><valUSD>1558632</valUSD><pctVal>0.188</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-08-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.55</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>GE Healthcare Holding LLC</name><lei>549300OI9J7XOWZMUN85</lei><title>GE HealthCare Technologies Inc</title><cusip>36267VAD5</cusip><identifiers><isin value="US36267VAD55"/><ticker value="GEHC"/><other otherDesc="BQWRW82" value="Sedol"/></identifiers><balance>3053000</balance><units>PA</units><curCd>USD</curCd><valUSD>3054975</valUSD><pctVal>0.369</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-11-15</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>Georgia Power Company</name><lei>D981X4Z4RWS7PDMJUZ03</lei><title>Georgia Power Co</title><cusip>373334KS9</cusip><identifiers><isin value="US373334KS95"/><ticker value="SO"/><other otherDesc="BQPF7T9" value="Sedol"/></identifiers><balance>2005000</balance><units>PA</units><curCd>USD</curCd><valUSD>1964467</valUSD><pctVal>0.237</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-05-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.65</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>HCA INC</name><lei>L3CJ6J7LJ2DX62FTXD46</lei><title>HCA Inc</title><cusip>404119BR9</cusip><identifiers><isin value="US404119BR91"/><ticker value="HCA"/><other otherDesc="BVD8LL5" value="Sedol"/></identifiers><balance>1308000</balance><units>PA</units><curCd>USD</curCd><valUSD>1296532</valUSD><pctVal>0.157</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-02-01</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>HCA INC</name><lei>L3CJ6J7LJ2DX62FTXD46</lei><title>HCA Inc</title><cusip>404119BS7</cusip><identifiers><isin value="US404119BS74"/><ticker value="HCA"/><other otherDesc="BYQ2966" value="Sedol"/></identifiers><balance>684000</balance><units>PA</units><curCd>USD</curCd><valUSD>684433</valUSD><pctVal>0.083</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-02-15</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>HCA Inc.</name><lei>L3CJ6J7LJ2DX62FTXD46</lei><title>HCA Inc</title><cusip>404119CP2</cusip><identifiers><isin value="US404119CP27"/><ticker value="HCA"/><other otherDesc="BQPF7Z5" value="Sedol"/></identifiers><balance>1262000</balance><units>PA</units><curCd>USD</curCd><valUSD>1251737</valUSD><pctVal>0.151</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.2</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>ILLUMINA INC</name><lei>SQ95QG8SR5Q56LSNF682</lei><title>Illumina Inc</title><cusip>452327AN9</cusip><identifiers><isin value="US452327AN93"/><ticker value="ILMN"/><other otherDesc="BPCPXL9" value="Sedol"/></identifiers><balance>2951000</balance><units>PA</units><curCd>USD</curCd><valUSD>2958385</valUSD><pctVal>0.357</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-12-12</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.8</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>JPMORGAN CHASE &amp; CO</name><lei>8I5DZWZKVSZI1NUHU748</lei><title>JPMorgan Chase &amp; Co</title><cusip>46647PCZ7</cusip><identifiers><isin value="US46647PCZ71"/><ticker value="JPM"/><other otherDesc="BPDWKJ6" value="Sedol"/></identifiers><balance>6763000</balance><units>PA</units><curCd>USD</curCd><valUSD>6572044</valUSD><pctVal>0.794</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-04-26</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.08</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>LKQ CORP</name><lei>DS830JTTZQN6GK0I2E41</lei><title>LKQ Corp</title><cusip>501889AC3</cusip><identifiers><isin value="US501889AC33"/><ticker value="LKQ"/><other otherDesc="BNBXQZ5" value="Sedol"/></identifiers><balance>4169000</balance><units>PA</units><curCd>USD</curCd><valUSD>4155439</valUSD><pctVal>0.502</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-15</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>LOWE'S COS INC</name><lei>WAFCR4OKGSC504WU3E95</lei><title>LOW 3.35 04/01/27</title><cusip>548661EG8</cusip><identifiers><isin value="US548661EG89"/><ticker value="LOW"/><other otherDesc="BMGCJJ5" value="Sedol"/></identifiers><balance>916000</balance><units>PA</units><curCd>USD</curCd><valUSD>865069</valUSD><pctVal>0.105</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.35</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>Morgan Stanley Bank, National Association (Utah)</name><lei>G1MLHIS0N32I3QPILB75</lei><title>Morgan Stanley Bank N.A.</title><cusip>61690U4T4</cusip><identifiers><isin value="US61690U4T48"/><ticker value="MS"/><other otherDesc="BMC7WK6" value="Sedol"/></identifiers><balance>2138000</balance><units>PA</units><curCd>USD</curCd><valUSD>2106512</valUSD><pctVal>0.254</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-04-21</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.754</annualizedRt><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>61747YFD2</cusip><identifiers><isin value="US61747YFD22"/><ticker value="MS"/><other otherDesc="BM92MG0" value="Sedol"/></identifiers><balance>1918000</balance><units>PA</units><curCd>USD</curCd><valUSD>1894573</valUSD><pctVal>0.229</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-04-20</maturityDt><couponKind>Variable</couponKind><annualizedRt>5.164</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Nasdaq Inc</name><lei>549300L8X1Q78ERXFD06</lei><title>NASDAQ INC</title><cusip>63111XAH4</cusip><identifiers><isin value="US63111XAH44"/><ticker value="NDAQ"/><other otherDesc="BQZDPL1" value="Sedol"/></identifiers><balance>5925000</balance><units>PA</units><curCd>USD</curCd><valUSD>5933548</valUSD><pctVal>0.717</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-28</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.35</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>NEXTERA ENERGY OPERATING</name><lei>549300KJEC5IUVJWR786</lei><title>NextEra Energy Operating Partners LP</title><cusip>65342QAK8</cusip><identifiers><isin value="US65342QAK85"/><ticker value="NEP"/><other otherDesc="BJ7HPT0" value="Sedol"/></identifiers><balance>1229000</balance><units>PA</units><curCd>USD</curCd><valUSD>1202004</valUSD><pctVal>0.145</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.25</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>OWL ROCK CAPITAL CORPORA</name><lei>5493003BCZ22YM5BRK17</lei><title>Owl Rock Capital Corp</title><cusip>69122JAC0</cusip><identifiers><isin value="US69122JAC09"/><ticker value="ORCIII"/><other otherDesc="BQB74Z4" value="Sedol"/></identifiers><balance>4908000</balance><units>PA</units><curCd>USD</curCd><valUSD>4159996</valUSD><pctVal>0.503</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-04-13</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.125</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>PNC Financial Services Group Inc</name><lei>CFGNEKW0P8842LEUIA51</lei><title>PNC V5.582 06/12/29</title><cusip>693475BR5</cusip><identifiers><isin value="US693475BR55"/><ticker value="PNC"/><other otherDesc="BRXDCG4" value="Sedol"/></identifiers><balance>2638000</balance><units>PA</units><curCd>USD</curCd><valUSD>2625586</valUSD><pctVal>0.317</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-12</maturityDt><couponKind>Variable</couponKind><annualizedRt>5.582</annualizedRt><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 INC</name><lei>549300EFZIFW7F7I0Q28</lei><title>Providence Service Corp</title><cusip>743815AE2</cusip><identifiers><isin value="US743815AE20"/><ticker value="MODV"/><other otherDesc="BMYNVX8" value="Sedol"/></identifiers><balance>1734000</balance><units>PA</units><curCd>USD</curCd><valUSD>1605929</valUSD><pctVal>0.194</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-11-15</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>REGAL REXNORD CORP</name><lei>QH78R09VCJGQKPBPYU33</lei><title>Regal Rexnord Corp</title><cusip>758750AC7</cusip><identifiers><isin value="US758750AC76"/><ticker value="RRX"/><other otherDesc="BQ3PVV1" value="Sedol"/></identifiers><balance>1890000</balance><units>PA</units><curCd>USD</curCd><valUSD>1892399</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>2026-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.05</annualizedRt><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>758750AD5</cusip><identifiers><isin value="US758750AD59"/><ticker value="RRX"/><other otherDesc="BQ3PVW2" value="Sedol"/></identifiers><balance>1518000</balance><units>PA</units><curCd>USD</curCd><valUSD>1506930</valUSD><pctVal>0.182</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>6.05</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SOUTHERN CAL EDISON</name><lei>9R1Z5I36FERIBVKW4P77</lei><title>Southern California Edison Co</title><cusip>842400HS5</cusip><identifiers><isin value="US842400HS51"/><ticker value="EIX"/><other otherDesc="BP2TQ67" value="Sedol"/></identifiers><balance>2077000</balance><units>PA</units><curCd>USD</curCd><valUSD>2123894</valUSD><pctVal>0.257</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-11-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.85</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>SPRINT LLC</name><lei>549300ZTTY7CXOLJ6539</lei><title>Sprint Corp</title><cusip>85207UAF2</cusip><identifiers><isin value="US85207UAF21"/><ticker value="S"/><other otherDesc="BSDRYY5" value="Sedol"/></identifiers><balance>2254000</balance><units>PA</units><curCd>USD</curCd><valUSD>2259443</valUSD><pctVal>0.273</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-09-15</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>TARGA RESOURCES PARTNERS</name><lei>6OQWTZ1SPC04IFT4T704</lei><title>Targa Resources Partners LP / Targa Resources Partners Finance Corp</title><cusip>87612BBL5</cusip><identifiers><isin value="US87612BBL53"/><ticker value="TRGP"/><other otherDesc="BKVFC29" value="Sedol"/></identifiers><balance>1643000</balance><units>PA</units><curCd>USD</curCd><valUSD>1631100</valUSD><pctVal>0.197</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-07-15</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>Truist Financial Corporation</name><lei>549300DRQQI75D2JP341</lei><title>Truist Financial Corp</title><cusip>89788MAN2</cusip><identifiers><isin value="US89788MAN20"/><ticker value="TFC"/><other otherDesc="BRBD909" value="Sedol"/></identifiers><balance>2484000</balance><units>PA</units><curCd>USD</curCd><valUSD>2485031</valUSD><pctVal>0.3</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-06-08</maturityDt><couponKind>Variable</couponKind><annualizedRt>6.047</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>U.S. Bancorp.</name><lei>N1GZ7BBF3NP8GI976H15</lei><title>US Bancorp</title><cusip>91159HJM3</cusip><identifiers><isin value="US91159HJM34"/><ticker value="USB"/><other otherDesc="BRXDC97" value="Sedol"/></identifiers><balance>2260000</balance><units>PA</units><curCd>USD</curCd><valUSD>2259324</valUSD><pctVal>0.273</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-06-12</maturityDt><couponKind>Variable</couponKind><annualizedRt>5.775</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CCU3</cusip><identifiers><isin value="US91282CCU36"/><ticker value="UST1"/><other otherDesc="BN4FTW6" value="Sedol"/></identifiers><balance>20363000</balance><units>PA</units><curCd>USD</curCd><valUSD>20196105</valUSD><pctVal>2.44</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-08-31</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.125</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>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CDD0</cusip><identifiers><isin value="US91282CDD02"/><ticker value="UST1"/><other otherDesc="BN7DP30" value="Sedol"/></identifiers><balance>44134000</balance><units>PA</units><curCd>USD</curCd><valUSD>43440959</valUSD><pctVal>5.248</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-10-31</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.375</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>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CDV0</cusip><identifiers><isin value="US91282CDV00"/><ticker value="UST1"/><other otherDesc="BN95VQ9" value="Sedol"/></identifiers><balance>12392000</balance><units>PA</units><curCd>USD</curCd><valUSD>12072035</valUSD><pctVal>1.458</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-01-31</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.875</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>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CDZ1</cusip><identifiers><isin value="US91282CDZ14"/><ticker value="UST1"/><other otherDesc="BM96PT6" value="Sedol"/></identifiers><balance>361000</balance><units>PA</units><curCd>USD</curCd><valUSD>340722</valUSD><pctVal>0.041</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.5</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>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CFA4</cusip><identifiers><isin value="US91282CFA45"/><ticker value="UST1"/><other otherDesc="BQ7Y9Q5" value="Sedol"/></identifiers><balance>31561000</balance><units>PA</units><curCd>USD</curCd><valUSD>30760879</valUSD><pctVal>3.716</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-07-31</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>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CFE6</cusip><identifiers><isin value="US91282CFE66"/><ticker value="UST1"/><other otherDesc="BQHM4C0" value="Sedol"/></identifiers><balance>12236000</balance><units>PA</units><curCd>USD</curCd><valUSD>11817777</valUSD><pctVal>1.428</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.125</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>US TREASURY N/B</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CFN6</cusip><identifiers><isin value="US91282CFN65"/><ticker value="UST1"/><other otherDesc="BN6ML30" value="Sedol"/></identifiers><balance>19165900</balance><units>PA</units><curCd>USD</curCd><valUSD>18914348</valUSD><pctVal>2.285</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-09-30</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>United States Treasury Notes</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CGD7</cusip><identifiers><isin value="US91282CGD74"/><ticker value="T"/><other otherDesc="BMCVF09" value="Sedol"/></identifiers><balance>24496000</balance><units>PA</units><curCd>USD</curCd><valUSD>24153439</valUSD><pctVal>2.918</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-12-31</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>United States Treasury Notes</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CGN5</cusip><identifiers><isin value="US91282CGN56"/><ticker value="T"/><other otherDesc="BMTY6G4" value="Sedol"/></identifiers><balance>1583000</balance><units>PA</units><curCd>USD</curCd><valUSD>1570695</valUSD><pctVal>0.19</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-02-28</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>United States Treasury Notes</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CGT2</cusip><identifiers><isin value="US91282CGT27"/><ticker value="T"/><other otherDesc="BRPT260" value="Sedol"/></identifiers><balance>9519100</balance><units>PA</units><curCd>USD</curCd><valUSD>9297483</valUSD><pctVal>1.123</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-03-31</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>United States Treasury Notes</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CHA2</cusip><identifiers><isin value="US91282CHA27"/><ticker value="T"/><other otherDesc="BMDLR24" value="Sedol"/></identifiers><balance>28306200</balance><units>PA</units><curCd>USD</curCd><valUSD>27505665</valUSD><pctVal>3.323</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-04-30</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>United States Treasury Notes</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CHE4</cusip><identifiers><isin value="US91282CHE49"/><ticker value="T"/><other otherDesc="BP489T6" value="Sedol"/></identifiers><balance>8474500</balance><units>PA</units><curCd>USD</curCd><valUSD>8289120</valUSD><pctVal>1.001</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-05-31</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>United States Treasury Notes</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CHF1</cusip><identifiers><isin value="US91282CHF14"/><ticker value="T"/><other otherDesc="BP489S5" value="Sedol"/></identifiers><balance>1239000</balance><units>PA</units><curCd>USD</curCd><valUSD>1221770</valUSD><pctVal>0.148</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-31</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>United States Treasury Notes</name><lei>254900HROIFWPRGM1V77</lei><title>United States Treasury Note/Bond</title><cusip>91282CHH7</cusip><identifiers><isin value="US91282CHH79"/><ticker value="T"/><other otherDesc="BRXDCY2" value="Sedol"/></identifiers><balance>30336000</balance><units>PA</units><curCd>USD</curCd><valUSD>30030270</valUSD><pctVal>3.628</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-06-15</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>United States Treasury Notes</name><lei>254900HROIFWPRGM1V77</lei><title>US TREASURY N/B</title><cusip>91282CHL8</cusip><identifiers><isin value="US91282CHL81"/><ticker value="T"/><other otherDesc="BQXV164" value="Sedol"/></identifiers><balance>60346000</balance><units>PA</units><curCd>USD</curCd><valUSD>60064849</valUSD><pctVal>7.257</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>UST</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-06-30</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>WELLS FARGO &amp; COMPANY</name><lei>PBLD0EJDB5FWOLXP3B76</lei><title>Wells Fargo &amp; Co</title><cusip>95000U2V4</cusip><identifiers><isin value="US95000U2V48"/><ticker value="WFC"/><other otherDesc="BNLYDQ8" value="Sedol"/></identifiers><balance>3116000</balance><units>PA</units><curCd>USD</curCd><valUSD>2908317</valUSD><pctVal>0.351</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-03-24</maturityDt><couponKind>Variable</couponKind><annualizedRt>3.526</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>TRAVEL + LEISURE CO</name><lei>T4VNTWMFQ7JQB65L7T35</lei><title>Wyndham Destinations Inc</title><cusip>98310WAP3</cusip><identifiers><isin value="US98310WAP32"/><ticker value="TNL"/><other otherDesc="BF08417" value="Sedol"/></identifiers><balance>1763000</balance><units>PA</units><curCd>USD</curCd><valUSD>1742802</valUSD><pctVal>0.211</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-04-01</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.65</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>AVOLON HOLDINGS FNDG LTD</name><lei>635400ZRKEX9L1BKCH30</lei><title>Avolon Holdings Funding Ltd</title><cusip>05401AAL5</cusip><identifiers><isin value="US05401AAL52"/><ticker value="AVOL"/><other otherDesc="BN4MRX4" value="Sedol"/></identifiers><balance>2351000</balance><units>PA</units><curCd>USD</curCd><valUSD>2190228</valUSD><pctVal>0.265</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-04-15</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>AVOLON HOLDINGS FNDG LTD</name><lei>635400ZRKEX9L1BKCH30</lei><title>Avolon Holdings Funding Ltd</title><cusip>05401AAM3</cusip><identifiers><isin value="US05401AAM36"/><ticker value="AVOL"/><other otherDesc="BMV6YQ4" value="Sedol"/></identifiers><balance>3354000</balance><units>PA</units><curCd>USD</curCd><valUSD>2980931</valUSD><pctVal>0.36</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-02-21</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.125</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>BNP PARIBAS</name><lei>R0MUWSFPU8MPRO8K5P83</lei><title>BNP Paribas SA</title><cusip>05565AAN3</cusip><identifiers><isin value="US05565AAN37"/><ticker value="BNP"/><other otherDesc="BYV0501" value="Sedol"/></identifiers><balance>5148000</balance><units>PA</units><curCd>USD</curCd><valUSD>4991363</valUSD><pctVal>0.603</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>7.375</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>BNP PARIBAS</name><lei>R0MUWSFPU8MPRO8K5P83</lei><title>BNP Paribas SA</title><cusip>09659W2G8</cusip><identifiers><isin value="US09659W2G82"/><ticker value="BNP"/><other otherDesc="BJ7X7W5" value="Sedol"/></identifiers><balance>3253000</balance><units>PA</units><curCd>USD</curCd><valUSD>3224002</valUSD><pctVal>0.39</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>FR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-01-10</maturityDt><couponKind>Variable</couponKind><annualizedRt>4.705</annualizedRt><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 AVIATION FIN</name><lei>2138006F7SMD1COVC345</lei><title>Castlelake Aviation Finance DAC</title><cusip>14856HAA6</cusip><identifiers><isin value="US14856HAA68"/><ticker value="CASAVI"/><other otherDesc="BMV3PB7" value="Sedol"/></identifiers><balance>2999000</balance><units>PA</units><curCd>USD</curCd><valUSD>2655332</valUSD><pctVal>0.321</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>IE</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-04-15</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>Danske Bank A/S</name><lei>MAES062Z21O4RZ2U7M96</lei><title>Danske Bank A/S</title><cusip>23636ABF7</cusip><identifiers><isin value="US23636ABF75"/><ticker value="DANBNK"/><other otherDesc="BNNMPG4" value="Sedol"/></identifiers><balance>6589000</balance><units>PA</units><curCd>USD</curCd><valUSD>6573288</valUSD><pctVal>0.794</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>DK</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-01-09</maturityDt><couponKind>Variable</couponKind><annualizedRt>6.466</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Electricite de France SA</name><lei>549300X3UK4GG3FNMO06</lei><title>Electricite de France SA</title><cusip>28504DAB9</cusip><identifiers><isin value="US28504DAB91"/><ticker value="EDF"/><other otherDesc="BP488Z5" value="Sedol"/></identifiers><balance>1520000</balance><units>PA</units><curCd>USD</curCd><valUSD>1517705</valUSD><pctVal>0.183</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>FR</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-05-23</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.7</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>JBS USA/FOOD/FINANCE</name><lei>P77IMDGVZE8EFBTF2M92</lei><title>JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc</title><cusip>46590XAR7</cusip><identifiers><isin value="US46590XAR70"/><ticker value="JBSSBZ"/><other otherDesc="BQ2HBL8" value="Sedol"/></identifiers><balance>4222000</balance><units>PA</units><curCd>USD</curCd><valUSD>3698894</valUSD><pctVal>0.447</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>N/A</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-01-15</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>National Grid PLC</name><lei>8R95QZMKZLJX5Q2XR704</lei><title>National Grid PLC</title><cusip>636274AD4</cusip><identifiers><isin value="US636274AD47"/><ticker value="NGGLN"/><other otherDesc="BRXDB78" value="Sedol"/></identifiers><balance>1558000</balance><units>PA</units><curCd>USD</curCd><valUSD>1564526</valUSD><pctVal>0.189</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>GB</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-06-12</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.602</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NOVA CHEMICALS CORP</name><lei>549300ZOD6N7RI2FJP09</lei><title>NOVA Chemicals Corp</title><cusip>66977WAQ2</cusip><identifiers><isin value="US66977WAQ24"/><ticker value="NCX"/><other otherDesc="BYZQ6K2" value="Sedol"/></identifiers><balance>1707000</balance><units>PA</units><curCd>USD</curCd><valUSD>1667705</valUSD><pctVal>0.201</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-06-01</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>Pfizer Investment Enterprises Pte Ltd.</name><lei>5493000FQO8XF9C0RT95</lei><title>Pfizer Investment Enterprises Pte Ltd</title><cusip>716973AC6</cusip><identifiers><isin value="US716973AC67"/><ticker value="PFE"/><other otherDesc="BNRR0S2" value="Sedol"/></identifiers><balance>4280000</balance><units>PA</units><curCd>USD</curCd><valUSD>4206774</valUSD><pctVal>0.508</pctVal><payoffProfile>Long</payoffProfile><assetCat>DBT</assetCat><issuerCat>CORP</issuerCat><invCountry>SG</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-05-19</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.45</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>A&amp;D MORTGAGE TRUST 2023-NQM2</name><lei>N/A</lei><title>A&amp;D Mortgage Trust 2023-NQM2 A1</title><cusip>00002DAA7</cusip><identifiers><isin value="US00002DAA72"/><ticker value="ADMT"/><other otherDesc="BRJQTD3" value="Sedol"/></identifiers><balance>2087737</balance><units>PA</units><curCd>USD</curCd><valUSD>2054571</valUSD><pctVal>0.248</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2068-05-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>6.132</annualizedRt><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 2023-2PL</name><lei>549300V82ZKZDTAU0A46</lei><title>ACHV ABS Trust 2023-2PL A</title><cusip>00111JAA2</cusip><identifiers><isin value="US00111JAA25"/><ticker value="ACHV"/><other otherDesc="BPK29J2" value="Sedol"/></identifiers><balance>1076388</balance><units>PA</units><curCd>USD</curCd><valUSD>1076094</valUSD><pctVal>0.13</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-05-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.42</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>01F042681</cusip><identifiers><isin value="US01F0426811"/><ticker value="FNCL"/><other otherDesc="B3YV6G7" value="Sedol"/></identifiers><balance>1878033</balance><units>PA</units><curCd>USD</curCd><valUSD>1806401</valUSD><pctVal>0.218</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-02-25</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>BX Commercial Mortgage Trust 2</name><lei>N/A</lei><title>BX Commercial Mortgage Trust 2019-XL</title><cusip>056054AA7</cusip><identifiers><isin value="US056054AA70"/><ticker value="BX"/></identifiers><balance>3623932</balance><units>PA</units><curCd>USD</curCd><valUSD>3599918</valUSD><pctVal>0.435</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>6.18147</annualizedRt><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>056054AE9</cusip><identifiers><isin value="US056054AE92"/><ticker value="BX"/><other otherDesc="BJYDQS7" value="Sedol"/></identifiers><balance>850000</balance><units>PA</units><curCd>USD</curCd><valUSD>841468</valUSD><pctVal>0.102</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>6.34147</annualizedRt><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>1958741</balance><units>PA</units><curCd>USD</curCd><valUSD>1872682</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>2039-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.89619</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CONNECTICUT AVENUE SECURITIES TRUST 2023-R03</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2023-R03 2M1</title><cusip>20753ACJ1</cusip><identifiers><isin value="US20753ACJ16"/><ticker value="CAS"/><other otherDesc="BRJQV37" value="Sedol"/></identifiers><balance>2053167</balance><units>PA</units><curCd>USD</curCd><valUSD>2070814</valUSD><pctVal>0.25</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-04-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.56655</annualizedRt><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</title><cusip>20753MAF5</cusip><identifiers><isin value="US20753MAF59"/><ticker value="CAS"/><other otherDesc="BHL14C0" value="Sedol"/></identifiers><balance>129871</balance><units>PA</units><curCd>USD</curCd><valUSD>130054</valUSD><pctVal>0.016</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-09-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.30043</annualizedRt><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-R07</title><cusip>20753WAF3</cusip><identifiers><isin value="US20753WAF32"/><ticker value="CAS"/><other otherDesc="BJTM1C8" value="Sedol"/></identifiers><balance>2242</balance><units>PA</units><curCd>USD</curCd><valUSD>2246</valUSD><pctVal>0</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2039-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.25043</annualizedRt><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 2M1</title><cusip>20754KAA9</cusip><identifiers><isin value="US20754KAA97"/><ticker value="CAS"/><other otherDesc="BQLQP69" value="Sedol"/></identifiers><balance>1591945</balance><units>PA</units><curCd>USD</curCd><valUSD>1579030</valUSD><pctVal>0.191</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2041-11-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.96655</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CONNECTICUT AVENUE SECURITIES TRUST 2023-R01</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Connecticut Avenue Securities Trust 2023-R01 1M1</title><cusip>207932AA2</cusip><identifiers><isin value="US207932AA28"/><ticker value="CAS"/><other otherDesc="BQFMBS7" value="Sedol"/></identifiers><balance>884952</balance><units>PA</units><curCd>USD</curCd><valUSD>889167</valUSD><pctVal>0.107</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-12-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.46655</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Federal Home Loan Mortgage Corporation</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac</title><cusip>3131Y0ZS4</cusip><identifiers><isin value="US3131Y0ZS46"/><ticker value="FR"/><other otherDesc="BNRQZ84" value="Sedol"/></identifiers><balance>32275</balance><units>PA</units><curCd>USD</curCd><valUSD>30705</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>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>31329Q5T4</cusip><identifiers><isin value="US31329Q5T47"/><ticker value="FR"/><other otherDesc="BPLKV77" value="Sedol"/></identifiers><balance>36232</balance><units>PA</units><curCd>USD</curCd><valUSD>35313</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>2049-06-01</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>3132ADPD4</cusip><identifiers><isin value="US3132ADPD48"/><ticker value="FR"/><other otherDesc="BPK5WL4" value="Sedol"/></identifiers><balance>51885</balance><units>PA</units><curCd>USD</curCd><valUSD>49361</valUSD><pctVal>0.006</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-11-01</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>3132DN2L6</cusip><identifiers><isin value="US3132DN2L61"/><ticker value="FR"/><other otherDesc="BPCPXH5" value="Sedol"/></identifiers><balance>1138505</balance><units>PA</units><curCd>USD</curCd><valUSD>1106012</valUSD><pctVal>0.134</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>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>3132DNHU0</cusip><identifiers><isin value="US3132DNHU00"/><ticker value="FR"/><other otherDesc="BP2QPH2" value="Sedol"/></identifiers><balance>1798185</balance><units>PA</units><curCd>USD</curCd><valUSD>1754864</valUSD><pctVal>0.212</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-09-01</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>3132DNP49</cusip><identifiers><isin value="US3132DNP495"/><ticker value="FR"/><other otherDesc="BLBM120" value="Sedol"/></identifiers><balance>508286</balance><units>PA</units><curCd>USD</curCd><valUSD>478172</valUSD><pctVal>0.058</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-08-01</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>3132DNQD8</cusip><identifiers><isin value="US3132DNQD83"/><ticker value="FR"/><other otherDesc="BM8PWB5" value="Sedol"/></identifiers><balance>1107432</balance><units>PA</units><curCd>USD</curCd><valUSD>1018665</valUSD><pctVal>0.123</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-07-01</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>3132DNSB0</cusip><identifiers><isin value="US3132DNSB00"/><ticker value="FR"/><other otherDesc="BMV2F69" value="Sedol"/></identifiers><balance>169250</balance><units>PA</units><curCd>USD</curCd><valUSD>160501</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>2050-10-01</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132DNWL3</cusip><identifiers><isin value="US3132DNWL36"/><ticker value="FR"/><other otherDesc="BMYZ952" value="Sedol"/></identifiers><balance>617255</balance><units>PA</units><curCd>USD</curCd><valUSD>587222</valUSD><pctVal>0.071</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-03-01</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>Federal Home Loan Mortgage Corporation</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3132DPDW5</cusip><identifiers><isin value="US3132DPDW59"/><ticker value="FR"/><other otherDesc="BQWS2D0" value="Sedol"/></identifiers><balance>353331</balance><units>PA</units><curCd>USD</curCd><valUSD>332397</valUSD><pctVal>0.04</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-09-01</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>3132DV4Z5</cusip><identifiers><isin value="US3132DV4Z58"/><ticker value="FR"/><other otherDesc="BPLKW96" value="Sedol"/></identifiers><balance>51318</balance><units>PA</units><curCd>USD</curCd><valUSD>50017</valUSD><pctVal>0.006</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-01</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>3133B7F86</cusip><identifiers><isin value="US3133B7F865"/><ticker value="FR"/><other otherDesc="BPSLVR3" value="Sedol"/></identifiers><balance>107799</balance><units>PA</units><curCd>USD</curCd><valUSD>98745</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>2052-04-01</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133B9K78</cusip><identifiers><isin value="US3133B9K788"/><ticker value="FR"/><other otherDesc="BN6KV67" value="Sedol"/></identifiers><balance>27751</balance><units>PA</units><curCd>USD</curCd><valUSD>26677</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>2052-03-01</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133BAFN6</cusip><identifiers><isin value="US3133BAFN64"/><ticker value="FR"/><other otherDesc="BPSLVL7" value="Sedol"/></identifiers><balance>94518</balance><units>PA</units><curCd>USD</curCd><valUSD>86568</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>2052-04-01</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133BGBH0</cusip><identifiers><isin value="US3133BGBH03"/><ticker value="FR"/><other otherDesc="BNDW337" value="Sedol"/></identifiers><balance>453250</balance><units>PA</units><curCd>USD</curCd><valUSD>425783</valUSD><pctVal>0.051</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-07-01</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>3133BPL22</cusip><identifiers><isin value="US3133BPL228"/><ticker value="FR"/><other otherDesc="BP398X7" value="Sedol"/></identifiers><balance>34339</balance><units>PA</units><curCd>USD</curCd><valUSD>33924</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>2052-10-01</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>Freddie Mac</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Pool</title><cusip>3133BPUK2</cusip><identifiers><isin value="US3133BPUK20"/><ticker value="FR"/><other otherDesc="BP398V5" value="Sedol"/></identifiers><balance>1131393</balance><units>PA</units><curCd>USD</curCd><valUSD>1117723</valUSD><pctVal>0.135</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</annualizedRt><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>3133BPV54</cusip><identifiers><isin value="US3133BPV540"/><ticker value="FR"/><other otherDesc="BP397M9" value="Sedol"/></identifiers><balance>1718022</balance><units>PA</units><curCd>USD</curCd><valUSD>1697265</valUSD><pctVal>0.205</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</annualizedRt><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>3133KGF45</cusip><identifiers><isin value="US3133KGF451"/><ticker value="FR"/><other otherDesc="BPLKTS4" value="Sedol"/></identifiers><balance>323230</balance><units>PA</units><curCd>USD</curCd><valUSD>315034</valUSD><pctVal>0.038</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-07-01</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>3133KGF52</cusip><identifiers><isin value="US3133KGF527"/><ticker value="FR"/><other otherDesc="BPLKVB1" value="Sedol"/></identifiers><balance>45890</balance><units>PA</units><curCd>USD</curCd><valUSD>44726</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>2049-07-01</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>3133KGJ90</cusip><identifiers><isin value="US3133KGJ909"/><ticker value="FR"/><other otherDesc="BPLKTV7" value="Sedol"/></identifiers><balance>277740</balance><units>PA</units><curCd>USD</curCd><valUSD>270698</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>2049-08-01</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>3133KHGG5</cusip><identifiers><isin value="US3133KHGG56"/><ticker value="FR"/><other otherDesc="BPLKTX9" value="Sedol"/></identifiers><balance>183866</balance><units>PA</units><curCd>USD</curCd><valUSD>179204</valUSD><pctVal>0.022</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-01</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>Fnma Pass-Thru I</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>3140GYG86</cusip><identifiers><isin value="US3140GYG869"/><ticker value="FN"/><other otherDesc="BNRQZ95" value="Sedol"/></identifiers><balance>251095</balance><units>PA</units><curCd>USD</curCd><valUSD>239044</valUSD><pctVal>0.029</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>Federal National Mortgage Association</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>3140HJJS1</cusip><identifiers><isin value="US3140HJJS12"/><ticker value="FN"/><other otherDesc="BP48800" value="Sedol"/></identifiers><balance>168531</balance><units>PA</units><curCd>USD</curCd><valUSD>160333</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>2048-08-01</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>3140JLKM5</cusip><identifiers><isin value="US3140JLKM50"/><ticker value="FN"/><other otherDesc="BPK5WN6" value="Sedol"/></identifiers><balance>91375</balance><units>PA</units><curCd>USD</curCd><valUSD>86930</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>2048-12-01</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>3140MHTA7</cusip><identifiers><isin value="US3140MHTA72"/><ticker value="FN"/><other otherDesc="BN0Z425" value="Sedol"/></identifiers><balance>1008783</balance><units>PA</units><curCd>USD</curCd><valUSD>895358</valUSD><pctVal>0.108</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-03-01</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>3140MHU56</cusip><identifiers><isin value="US3140MHU566"/><ticker value="FN"/><other otherDesc="BPSLVS4" value="Sedol"/></identifiers><balance>150774</balance><units>PA</units><curCd>USD</curCd><valUSD>138112</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>2052-04-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140MJ6R1</cusip><identifiers><isin value="US3140MJ6R14"/><ticker value="FN"/><other otherDesc="BPCJS72" value="Sedol"/></identifiers><balance>862288</balance><units>PA</units><curCd>USD</curCd><valUSD>767215</valUSD><pctVal>0.093</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-04-01</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>3140MJ6S9</cusip><identifiers><isin value="US3140MJ6S96"/><ticker value="FN"/><other otherDesc="BP8ZHJ9" value="Sedol"/></identifiers><balance>736717</balance><units>PA</units><curCd>USD</curCd><valUSD>653734</valUSD><pctVal>0.079</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-04-01</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>3140MJ7F6</cusip><identifiers><isin value="US3140MJ7F66"/><ticker value="FN"/><other otherDesc="BPSLVT5" value="Sedol"/></identifiers><balance>417376</balance><units>PA</units><curCd>USD</curCd><valUSD>382275</valUSD><pctVal>0.046</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-04-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140MJ7G4</cusip><identifiers><isin value="US3140MJ7G40"/><ticker value="FN"/><other otherDesc="BMD00C2" value="Sedol"/></identifiers><balance>762489</balance><units>PA</units><curCd>USD</curCd><valUSD>698961</valUSD><pctVal>0.084</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-04-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140ML4R8</cusip><identifiers><isin value="US3140ML4R87"/><ticker value="FN"/><other otherDesc="BN6KV12" value="Sedol"/></identifiers><balance>32999</balance><units>PA</units><curCd>USD</curCd><valUSD>31717</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>2052-04-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140ML4S6</cusip><identifiers><isin value="US3140ML4S60"/><ticker value="FN"/><other otherDesc="BN6KTX0" value="Sedol"/></identifiers><balance>64551</balance><units>PA</units><curCd>USD</curCd><valUSD>62054</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>2052-04-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140MLUD0</cusip><identifiers><isin value="US3140MLUD05"/><ticker value="FN"/><other otherDesc="BN6KV23" value="Sedol"/></identifiers><balance>112578</balance><units>PA</units><curCd>USD</curCd><valUSD>108223</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>2052-04-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140MMPS1</cusip><identifiers><isin value="US3140MMPS12"/><ticker value="FN"/><other otherDesc="BN6KV45" value="Sedol"/></identifiers><balance>133113</balance><units>PA</units><curCd>USD</curCd><valUSD>127964</valUSD><pctVal>0.015</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-04-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140MNNA0</cusip><identifiers><isin value="US3140MNNA05"/><ticker value="FN"/><other otherDesc="BPV8BH1" value="Sedol"/></identifiers><balance>115254</balance><units>PA</units><curCd>USD</curCd><valUSD>105562</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>2052-04-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140MNNB8</cusip><identifiers><isin value="US3140MNNB87"/><ticker value="FN"/><other otherDesc="BMFL960" value="Sedol"/></identifiers><balance>243332</balance><units>PA</units><curCd>USD</curCd><valUSD>223058</valUSD><pctVal>0.027</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-04-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140MRCJ4</cusip><identifiers><isin value="US3140MRCJ47"/><ticker value="FN"/><other otherDesc="BN48981" value="Sedol"/></identifiers><balance>51246</balance><units>PA</units><curCd>USD</curCd><valUSD>49264</valUSD><pctVal>0.006</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-04-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140MRCT2</cusip><identifiers><isin value="US3140MRCT29"/><ticker value="FN"/><other otherDesc="BN6KTZ2" value="Sedol"/></identifiers><balance>58605</balance><units>PA</units><curCd>USD</curCd><valUSD>56338</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>2052-04-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140MRLZ8</cusip><identifiers><isin value="US3140MRLZ87"/><ticker value="FN"/><other otherDesc="BN6KTY1" value="Sedol"/></identifiers><balance>178607</balance><units>PA</units><curCd>USD</curCd><valUSD>171698</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>2052-05-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140MRZU4</cusip><identifiers><isin value="US3140MRZU45"/><ticker value="FN"/><other otherDesc="BLBM4M1" value="Sedol"/></identifiers><balance>432978</balance><units>PA</units><curCd>USD</curCd><valUSD>406749</valUSD><pctVal>0.049</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-06-01</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>3140MSF75</cusip><identifiers><isin value="US3140MSF754"/><ticker value="FN"/><other otherDesc="BLBM0C3" value="Sedol"/></identifiers><balance>115353</balance><units>PA</units><curCd>USD</curCd><valUSD>108365</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>2052-06-01</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>3140MSNE1</cusip><identifiers><isin value="US3140MSNE14"/><ticker value="FN"/><other otherDesc="BP398T3" value="Sedol"/></identifiers><balance>249750</balance><units>PA</units><curCd>USD</curCd><valUSD>246734</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>2052-10-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140MUUU2</cusip><identifiers><isin value="US3140MUUU29"/><ticker value="FN"/><other otherDesc="BLBM4S7" value="Sedol"/></identifiers><balance>206616</balance><units>PA</units><curCd>USD</curCd><valUSD>194099</valUSD><pctVal>0.023</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-07-01</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>3140N0FK6</cusip><identifiers><isin value="US3140N0FK67"/><ticker value="FN"/><other otherDesc="BP398W6" value="Sedol"/></identifiers><balance>568043</balance><units>PA</units><curCd>USD</curCd><valUSD>561181</valUSD><pctVal>0.068</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</annualizedRt><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>3140Q9ED1</cusip><identifiers><isin value="US3140Q9ED12"/><ticker value="FN"/><other otherDesc="BPLKTP1" value="Sedol"/></identifiers><balance>378966</balance><units>PA</units><curCd>USD</curCd><valUSD>369845</valUSD><pctVal>0.045</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-06-01</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>3140QBCV8</cusip><identifiers><isin value="US3140QBCV86"/><ticker value="FN"/><other otherDesc="BPLKTR3" value="Sedol"/></identifiers><balance>32530</balance><units>PA</units><curCd>USD</curCd><valUSD>31704</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>2049-06-01</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>3140QBPV4</cusip><identifiers><isin value="US3140QBPV40"/><ticker value="FN"/><other otherDesc="BPLKW74" value="Sedol"/></identifiers><balance>48860</balance><units>PA</units><curCd>USD</curCd><valUSD>47620</valUSD><pctVal>0.006</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>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>3140QPX69</cusip><identifiers><isin value="US3140QPX697"/><ticker value="FN"/><other otherDesc="BLBM506" value="Sedol"/></identifiers><balance>1925375</balance><units>PA</units><curCd>USD</curCd><valUSD>1852884</valUSD><pctVal>0.224</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-08-01</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>3140QQL37</cusip><identifiers><isin value="US3140QQL377"/><ticker value="FN"/><other otherDesc="BQTWF70" value="Sedol"/></identifiers><balance>4754135</balance><units>PA</units><curCd>USD</curCd><valUSD>4792497</valUSD><pctVal>0.579</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>3140QQVP7</cusip><identifiers><isin value="US3140QQVP76"/><ticker value="FN"/><other otherDesc="BQ0KWD8" value="Sedol"/></identifiers><balance>1903264</balance><units>PA</units><curCd>USD</curCd><valUSD>1848955</valUSD><pctVal>0.223</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-11-01</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>Fnma Pass-Thru I</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140QRBQ5</cusip><identifiers><isin value="US3140QRBQ52"/><ticker value="FN"/><other otherDesc="BMHB9T1" value="Sedol"/></identifiers><balance>902667</balance><units>PA</units><curCd>USD</curCd><valUSD>887272</valUSD><pctVal>0.107</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-01-01</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>3140X7ST7</cusip><identifiers><isin value="US3140X7ST73"/><ticker value="FN"/><other otherDesc="BQ2HBG3" value="Sedol"/></identifiers><balance>1830877</balance><units>PA</units><curCd>USD</curCd><valUSD>1736238</valUSD><pctVal>0.21</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-09-01</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>Fnma Pass-Thru I</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae</title><cusip>3140X9FG5</cusip><identifiers><isin value="US3140X9FG55"/><ticker value="FN"/><other otherDesc="BNRQZ51" value="Sedol"/></identifiers><balance>402216</balance><units>PA</units><curCd>USD</curCd><valUSD>382911</valUSD><pctVal>0.046</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-09-01</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>3140XBJE1</cusip><identifiers><isin value="US3140XBJE16"/><ticker value="FN"/><other otherDesc="BL6JGS7" value="Sedol"/></identifiers><balance>4881983</balance><units>PA</units><curCd>USD</curCd><valUSD>4629631</valUSD><pctVal>0.559</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-03-01</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>3140XBJZ4</cusip><identifiers><isin value="US3140XBJZ45"/><ticker value="FN"/><other otherDesc="BP2QPN8" value="Sedol"/></identifiers><balance>960796</balance><units>PA</units><curCd>USD</curCd><valUSD>937672</valUSD><pctVal>0.113</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-01-01</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>3140XC3V8</cusip><identifiers><isin value="US3140XC3V88"/><ticker value="FN"/><other otherDesc="BPDJNB0" value="Sedol"/></identifiers><balance>607421</balance><units>PA</units><curCd>USD</curCd><valUSD>558693</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>2051-02-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140XGZE2</cusip><identifiers><isin value="US3140XGZE29"/><ticker value="FN"/><other otherDesc="BNV0HF3" value="Sedol"/></identifiers><balance>547479</balance><units>PA</units><curCd>USD</curCd><valUSD>520068</valUSD><pctVal>0.063</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-04-01</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>Fannie Mae</name><lei>B1V7KEBTPIMZEU4LTD58</lei><title>Fannie Mae Pool</title><cusip>3140XHLR6</cusip><identifiers><isin value="US3140XHLR60"/><ticker value="FN"/><other otherDesc="BMTND82" value="Sedol"/></identifiers><balance>1190531</balance><units>PA</units><curCd>USD</curCd><valUSD>1132619</valUSD><pctVal>0.137</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-11-01</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>3140XHVN4</cusip><identifiers><isin value="US3140XHVN47"/><ticker value="FN"/><other otherDesc="BPG99T7" value="Sedol"/></identifiers><balance>2845995</balance><units>PA</units><curCd>USD</curCd><valUSD>2617898</valUSD><pctVal>0.316</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-07-01</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>3140XHZL4</cusip><identifiers><isin value="US3140XHZL45"/><ticker value="FN"/><other otherDesc="BMV2DZ4" value="Sedol"/></identifiers><balance>46869</balance><units>PA</units><curCd>USD</curCd><valUSD>44589</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>2051-03-01</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>3140XHZN0</cusip><identifiers><isin value="US3140XHZN01"/><ticker value="FN"/><other otherDesc="BMV2F58" value="Sedol"/></identifiers><balance>94324</balance><units>PA</units><curCd>USD</curCd><valUSD>89448</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>2051-03-01</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>3140XJKP7</cusip><identifiers><isin value="US3140XJKP79"/><ticker value="FN"/><other otherDesc="BQTXDH9" value="Sedol"/></identifiers><balance>699761</balance><units>PA</units><curCd>USD</curCd><valUSD>663590</valUSD><pctVal>0.08</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>31418C4F8</cusip><identifiers><isin value="US31418C4F86"/><ticker value="FN"/><other otherDesc="BGHKJ30" value="Sedol"/></identifiers><balance>575922</balance><units>PA</units><curCd>USD</curCd><valUSD>547907</valUSD><pctVal>0.066</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2048-11-01</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>31418CQB3</cusip><identifiers><isin value="US31418CQB36"/><ticker value="FN"/><other otherDesc="BPK5WT2" value="Sedol"/></identifiers><balance>402729</balance><units>PA</units><curCd>USD</curCd><valUSD>383399</valUSD><pctVal>0.046</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2047-10-01</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>31418CYM0</cusip><identifiers><isin value="US31418CYM09"/><ticker value="FN"/><other otherDesc="BDTYMB8" value="Sedol"/></identifiers><balance>493488</balance><units>PA</units><curCd>USD</curCd><valUSD>469483</valUSD><pctVal>0.057</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>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>31418DCZ3</cusip><identifiers><isin value="US31418DCZ33"/><ticker value="FN"/><other otherDesc="BKBDQP4" value="Sedol"/></identifiers><balance>72897</balance><units>PA</units><curCd>USD</curCd><valUSD>69129</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>2049-06-01</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>31418DKW1</cusip><identifiers><isin value="US31418DKW10"/><ticker value="FN"/><other otherDesc="BPLKV99" value="Sedol"/></identifiers><balance>64071</balance><units>PA</units><curCd>USD</curCd><valUSD>62446</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>2050-01-01</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 Stacr Remic Trust</name><lei>S6XOOCT0IEG5ABCC6L87</lei><title>Freddie Mac Structured Agency Credit Risk Debt Notes 2023-DNA2 M1A</title><cusip>35564KT58</cusip><identifiers><isin value="US35564KT581"/><ticker value="STACR"/><other otherDesc="BR1XBD6" value="Sedol"/></identifiers><balance>1627649</balance><units>PA</units><curCd>USD</curCd><valUSD>1632395</valUSD><pctVal>0.197</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-04-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.16655</annualizedRt><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 2019-DNA4 M2</title><cusip>35565AAH3</cusip><identifiers><isin value="US35565AAH32"/><ticker value="STACR"/><other otherDesc="BKKKXY4" value="Sedol"/></identifiers><balance>109754</balance><units>PA</units><curCd>USD</curCd><valUSD>109906</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>2049-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.10043</annualizedRt><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>39152TAA8</cusip><identifiers><isin value="US39152TAA88"/><ticker value="GWT"/><other otherDesc="BK72LV6" value="Sedol"/></identifiers><balance>5929000</balance><units>PA</units><curCd>USD</curCd><valUSD>5858703</valUSD><pctVal>0.708</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>6.29548</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>JPMorgan Chase Bank, National Association</name><lei>7H6GLXDRUGQFU57RNE97</lei><title>Chase Mortgage Finance Corp 2020-CL1 M1</title><cusip>46591HAG5</cusip><identifiers><isin value="US46591HAG56"/><ticker value="CHASE"/><other otherDesc="BPTJSR5" value="Sedol"/></identifiers><balance>3076660</balance><units>PA</units><curCd>USD</curCd><valUSD>3018191</valUSD><pctVal>0.365</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2057-10-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.40043</annualizedRt><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>991000</balance><units>PA</units><curCd>USD</curCd><valUSD>923027</valUSD><pctVal>0.112</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>JP Morgan Chase Commercial Mor</name><lei>N/A</lei><title>JP Morgan Chase Commercial Mortgage Sec Trust 2020-ACE B</title><cusip>46591PAE2</cusip><identifiers><isin value="US46591PAE25"/><ticker value="JPMCC"/><other otherDesc="BQHN694" value="Sedol"/></identifiers><balance>2560000</balance><units>PA</units><curCd>USD</curCd><valUSD>2336514</valUSD><pctVal>0.282</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>3.6401</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>MARLETTE FUNDING TRUST 2023-2</name><lei>549300J7CH2COR8VWE03</lei><title>Marlette Funding Trust 2023-2A B</title><cusip>57109LAB9</cusip><identifiers><isin value="US57109LAB99"/><ticker value="MFT"/><other otherDesc="BN0WPG7" value="Sedol"/></identifiers><balance>1275000</balance><units>PA</units><curCd>USD</curCd><valUSD>1273107</valUSD><pctVal>0.154</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.54</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>RCKT MORTGAGE TRUST 2023-CES1</name><lei>N/A</lei><title>RCKT 2023-CES1 A1A</title><cusip>74935WAA2</cusip><identifiers><isin value="US74935WAA27"/><ticker value="RCKT"/><other otherDesc="BQNHCK3" value="Sedol"/></identifiers><balance>1238000</balance><units>PA</units><curCd>USD</curCd><valUSD>1232853</valUSD><pctVal>0.149</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-06-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>6.515</annualizedRt><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 A</title><cusip>78457JAA0</cusip><identifiers><isin value="US78457JAA07"/><ticker value="SMRT"/><other otherDesc="BQWNMV3" value="Sedol"/></identifiers><balance>2805000</balance><units>PA</units><curCd>USD</curCd><valUSD>2722039</valUSD><pctVal>0.329</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>6.147</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>Upstart Securitization Trust</name><lei>N/A</lei><title>Upstart Securitization Trust 2021-3 A</title><cusip>91679LAA0</cusip><identifiers><isin value="US91679LAA08"/><ticker value="UPST"/><other otherDesc="BN72XP5" value="Sedol"/></identifiers><balance>292976</balance><units>PA</units><curCd>USD</curCd><valUSD>290462</valUSD><pctVal>0.035</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-MBS</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-07-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.83</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>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>2357844</balance><units>PA</units><curCd>USD</curCd><valUSD>2267088</valUSD><pctVal>0.274</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>VMC Finance LLC</name><lei>N/A</lei><title>VMC Finance LLC 2021-HT1 A</title><cusip>91835TAA4</cusip><identifiers><isin value="US91835TAA43"/><ticker value="VMC"/><other otherDesc="BN4QG40" value="Sedol"/></identifiers><balance>1233677</balance><units>PA</units><curCd>USD</curCd><valUSD>1194187</valUSD><pctVal>0.144</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2037-01-18</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.80657</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>ARES CLO Ltd</name><lei>N/A</lei><title>ARES CLO Ltd 2021-60A A</title><cusip>04018FAA6</cusip><identifiers><isin value="US04018FAA66"/><ticker value="ARES"/><other otherDesc="BNM3Z24" value="Sedol"/></identifiers><balance>491000</balance><units>PA</units><curCd>USD</curCd><valUSD>479857</valUSD><pctVal>0.058</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-07-18</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.38171</annualizedRt><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 2019-11RA A2</title><cusip>12510TAB0</cusip><identifiers><isin value="US12510TAB08"/><ticker value="CBAM"/><other otherDesc="BM9K8H7" value="Sedol"/></identifiers><balance>4325000</balance><units>PA</units><curCd>USD</curCd><valUSD>4169884</valUSD><pctVal>0.504</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2035-01-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.75043</annualizedRt><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>54930089HD7KU5NUS092</lei><title>CIFC Funding Ltd 2021-7A B</title><cusip>12567HAE2</cusip><identifiers><isin value="US12567HAE27"/><ticker value="CIFC"/><other otherDesc="BMG9DH2" value="Sedol"/></identifiers><balance>1432000</balance><units>PA</units><curCd>USD</curCd><valUSD>1386169</valUSD><pctVal>0.167</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2035-01-23</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.87271</annualizedRt><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 BRR</title><cusip>17180TBC5</cusip><identifiers><isin value="US17180TBC53"/><ticker value="CIFC"/><other otherDesc="BMYT7N8" value="Sedol"/></identifiers><balance>1278000</balance><units>PA</units><curCd>USD</curCd><valUSD>1246394</valUSD><pctVal>0.151</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>6.515</annualizedRt><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 II Ltd.</name><lei>N/A</lei><title>Elmwood CLO VIII Ltd 2019-2A AR</title><cusip>29001LAL5</cusip><identifiers><isin value="US29001LAL53"/><ticker value="ELMW2"/><other otherDesc="BNM3Z35" value="Sedol"/></identifiers><balance>740000</balance><units>PA</units><curCd>USD</curCd><valUSD>728722</valUSD><pctVal>0.088</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>5.958</annualizedRt><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>549300RVE5T2OYI2H743</lei><title>Neuberger Berman CLO Ltd 2019-33A BR</title><cusip>64132TAL7</cusip><identifiers><isin value="US64132TAL70"/><ticker value="NEUB"/><other otherDesc="BP9P0F5" value="Sedol"/></identifiers><balance>3800000</balance><units>PA</units><curCd>USD</curCd><valUSD>3709397</valUSD><pctVal>0.448</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-10-16</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.86029</annualizedRt><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>254900FZYL5HDKV64882</lei><title>OCP CLO Ltd 2015-10A BR2</title><cusip>67092DAV1</cusip><identifiers><isin value="US67092DAV10"/><ticker value="OCP"/><other otherDesc="BNVSQ61" value="Sedol"/></identifiers><balance>2686000</balance><units>PA</units><curCd>USD</curCd><valUSD>2607056</valUSD><pctVal>0.315</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-01-26</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.91814</annualizedRt><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 48</name><lei>N/A</lei><title>Octagon Investment Partners 48 Ltd 2020-3A BR</title><cusip>67577UAL9</cusip><identifiers><isin value="US67577UAL98"/><ticker value="OCT"/><other otherDesc="BPBLVS1" value="Sedol"/></identifiers><balance>527000</balance><units>PA</units><curCd>USD</curCd><valUSD>510320</valUSD><pctVal>0.062</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-10-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.85043</annualizedRt><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 2020-1A A2</title><cusip>69701EAC0</cusip><identifiers><isin value="US69701EAC03"/><ticker value="PSTAT"/><other otherDesc="BNQNGM7" value="Sedol"/></identifiers><balance>3093334</balance><units>PA</units><curCd>USD</curCd><valUSD>3083974</valUSD><pctVal>0.373</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-02-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.72914</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Sound Point CLO LTD</name><lei>N/A</lei><title>Sound Point CLO Ltd 2019-1A AR</title><cusip>83611KAL6</cusip><identifiers><isin value="US83611KAL61"/><ticker value="SNDPT"/><other otherDesc="BNG7KH2" value="Sedol"/></identifiers><balance>2136000</balance><units>PA</units><curCd>USD</curCd><valUSD>2099357</valUSD><pctVal>0.254</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-01-20</maturityDt><couponKind>Floating</couponKind><annualizedRt>5.888</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>Wind River CLO Ltd</name><lei>549300AMLFWC1VCUN251</lei><title>THL Credit Wind River CLO Ltd 2014-1A ARR</title><cusip>88432CBB1</cusip><identifiers><isin value="US88432CBB19"/><ticker value="WINDR"/><other otherDesc="BPQXN08" value="Sedol"/></identifiers><balance>5118934</balance><units>PA</units><curCd>USD</curCd><valUSD>5050975</valUSD><pctVal>0.61</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-CBDO</assetCat><issuerCat>CORP</issuerCat><invCountry>KY</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-07-18</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.31171</annualizedRt><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 2022-A A</title><cusip>00085YAA1</cusip><identifiers><isin value="US00085YAA10"/><ticker value="AUTOC"/><other otherDesc="BLDDHV2" value="Sedol"/></identifiers><balance>1028507</balance><units>PA</units><curCd>USD</curCd><valUSD>1014154</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>2026-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.58</annualizedRt><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 A</title><cusip>00091XAA5</cusip><identifiers><isin value="US00091XAA54"/><ticker value="ACHV"/><other otherDesc="BP9MY43" value="Sedol"/></identifiers><balance>527492</balance><units>PA</units><curCd>USD</curCd><valUSD>527443</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>2030-03-18</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.42</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>ACC Auto Trust</name><lei>N/A</lei><title>ACC Auto Trust 2021-A A</title><cusip>00108XAA6</cusip><identifiers><isin value="US00108XAA63"/><ticker value="AUTOC"/><other otherDesc="BN7DRG7" value="Sedol"/></identifiers><balance>34278</balance><units>PA</units><curCd>USD</curCd><valUSD>34228</valUSD><pctVal>0.004</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>1.08</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>ACM AUTO TRUST 2023-1</name><lei>N/A</lei><title>ACM Auto Trust 2023-1A A</title><cusip>00461VAA1</cusip><identifiers><isin value="US00461VAA17"/><ticker value="ACMAT"/><other otherDesc="BPQGD41" value="Sedol"/></identifiers><balance>1993527</balance><units>PA</units><curCd>USD</curCd><valUSD>1993241</valUSD><pctVal>0.241</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2030-01-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.61</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>Affirm Inc</name><lei>N/A</lei><title>Affirm Asset Securitization Trust 2021-B A</title><cusip>00834DAA1</cusip><identifiers><isin value="US00834DAA19"/><ticker value="AFFRM"/><other otherDesc="BMVFFF7" value="Sedol"/></identifiers><balance>1402000</balance><units>PA</units><curCd>USD</curCd><valUSD>1363829</valUSD><pctVal>0.165</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-08-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.03</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Angel Oak Mortgage Trust</name><lei>N/A</lei><title>Angel Oak Mortgage Trust I LLC 2019-5</title><cusip>03464KAA6</cusip><identifiers><isin value="US03464KAA60"/><ticker value="AOMT"/><other otherDesc="BMWP1Y7" value="Sedol"/></identifiers><balance>140895</balance><units>PA</units><curCd>USD</curCd><valUSD>134703</valUSD><pctVal>0.016</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-10-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.593</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Angel Oak Mortgage Trust</name><lei>N/A</lei><title>Angel Oak Mortgage Trust I LLC 2019-6</title><cusip>03464VAA2</cusip><identifiers><isin value="US03464VAA26"/><ticker value="AOMT"/><other otherDesc="BMWP244" value="Sedol"/></identifiers><balance>127435</balance><units>PA</units><curCd>USD</curCd><valUSD>120438</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>2059-11-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.62</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>Aqua Finance Trust</name><lei>N/A</lei><title>Aqua Finance Trust 2021-A A</title><cusip>03842VAA5</cusip><identifiers><isin value="US03842VAA52"/><ticker value="AQFIT"/><other otherDesc="BM8SN99" value="Sedol"/></identifiers><balance>591844</balance><units>PA</units><curCd>USD</curCd><valUSD>523512</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>2046-07-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.54</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>Arivo Acceptance Auto Loan Rec</name><lei>N/A</lei><title>Arivo Acceptance Auto Loan Receivables 2022-1A A</title><cusip>04047EAA4</cusip><identifiers><isin value="US04047EAA47"/><ticker value="ARIVO"/><other otherDesc="BLD5VY9" value="Sedol"/></identifiers><balance>1724846</balance><units>PA</units><curCd>USD</curCd><valUSD>1669541</valUSD><pctVal>0.202</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.93</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Atalaya Equipment Leasing Fund</name><lei>N/A</lei><title>Atalaya Equipment Leasing Fund I LP 2021-1A A2</title><cusip>046497AB9</cusip><identifiers><isin value="US046497AB91"/><ticker value="AELF"/><other otherDesc="BMYT7M7" value="Sedol"/></identifiers><balance>507182</balance><units>PA</units><curCd>USD</curCd><valUSD>496945</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>2026-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.23</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>BPR Trust</name><lei>N/A</lei><title>BPR Trust 2022-OANA A</title><cusip>05592DAA2</cusip><identifiers><isin value="US05592DAA28"/><ticker value="BPR"/><other otherDesc="BNTX1P2" value="Sedol"/></identifiers><balance>3717000</balance><units>PA</units><curCd>USD</curCd><valUSD>3618860</valUSD><pctVal>0.437</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>7.04499</annualizedRt><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-LBA AV</title><cusip>05609BAV1</cusip><identifiers><isin value="US05609BAV18"/><ticker value="BX"/><other otherDesc="BNC0B49" value="Sedol"/></identifiers><balance>1817000</balance><units>PA</units><curCd>USD</curCd><valUSD>1759670</valUSD><pctVal>0.213</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-02-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.06148</annualizedRt><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-LBA AJV</title><cusip>05609BCD9</cusip><identifiers><isin value="US05609BCD91"/><ticker value="BX"/><other otherDesc="BLD14B5" value="Sedol"/></identifiers><balance>1598000</balance><units>PA</units><curCd>USD</curCd><valUSD>1546651</valUSD><pctVal>0.187</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2036-02-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.06148</annualizedRt><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 2021-21M A</title><cusip>05609CAA5</cusip><identifiers><isin value="US05609CAA53"/><ticker value="BX"/><other otherDesc="BNTYXF9" value="Sedol"/></identifiers><balance>1868489</balance><units>PA</units><curCd>USD</curCd><valUSD>1807897</valUSD><pctVal>0.218</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>5.923</annualizedRt><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>3235000</balance><units>PA</units><curCd>USD</curCd><valUSD>3029726</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>2036-09-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.5933</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Bayview Opportunity Master Fun</name><lei>N/A</lei><title>Oceanview Mortgage Trust 2021-4 A11</title><cusip>07336GAK0</cusip><identifiers><isin value="US07336GAK04"/><ticker value="BVINV"/><other otherDesc="BMXZDZ1" value="Sedol"/></identifiers><balance>1874998</balance><units>PA</units><curCd>USD</curCd><valUSD>1705111</valUSD><pctVal>0.206</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>Floating</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>Bayview Opportunity Master Fun</name><lei>N/A</lei><title>Oceanview Mortgage Trust 2021-5 AF</title><cusip>07336JAX6</cusip><identifiers><isin value="US07336JAX63"/><ticker value="BVINV"/><other otherDesc="BP4DT46" value="Sedol"/></identifiers><balance>1835340</balance><units>PA</units><curCd>USD</curCd><valUSD>1669802</valUSD><pctVal>0.202</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2051-11-25</maturityDt><couponKind>Floating</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>Bayview Opportunity Master Fun</name><lei>N/A</lei><title>Oceanview Mortgage Trust 2022-2 A1</title><cusip>07336NAA7</cusip><identifiers><isin value="US07336NAA72"/><ticker value="BVINV"/><other otherDesc="BMTSCD5" value="Sedol"/></identifiers><balance>3780859</balance><units>PA</units><curCd>USD</curCd><valUSD>3172165</valUSD><pctVal>0.383</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>CF Hippolyta Issuer LLC</name><lei>N/A</lei><title>CF Hippolyta Issuer LLC 2021-1A A1</title><cusip>12530MAE5</cusip><identifiers><isin value="US12530MAE57"/><ticker value="SORT"/><other otherDesc="BM8H794" value="Sedol"/></identifiers><balance>2170457</balance><units>PA</units><curCd>USD</curCd><valUSD>1876435</valUSD><pctVal>0.227</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2061-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.53</annualizedRt><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 2021-1A B1</title><cusip>12530MAG0</cusip><identifiers><isin value="US12530MAG06"/><ticker value="SORT"/><other otherDesc="BMG7Q44" value="Sedol"/></identifiers><balance>796368</balance><units>PA</units><curCd>USD</curCd><valUSD>671045</valUSD><pctVal>0.081</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2061-03-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.98</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>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>12308912</balance><units>PA</units><curCd>USD</curCd><valUSD>11958712</valUSD><pctVal>1.445</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>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>909090</balance><units>PA</units><curCd>USD</curCd><valUSD>873499</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>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>2743000</balance><units>PA</units><curCd>USD</curCd><valUSD>2729858</valUSD><pctVal>0.33</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>8.693</annualizedRt><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</title><cusip>12653VAA4</cusip><identifiers><isin value="US12653VAA44"/><ticker value="CSMC"/><other otherDesc="BKKK560" value="Sedol"/></identifiers><balance>3693810</balance><units>PA</units><curCd>USD</curCd><valUSD>3670075</valUSD><pctVal>0.443</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>6.173</annualizedRt><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 C</title><cusip>12653VAE6</cusip><identifiers><isin value="US12653VAE65"/><ticker value="CSMC"/><other otherDesc="BMTMKN3" value="Sedol"/></identifiers><balance>4095810</balance><units>PA</units><curCd>USD</curCd><valUSD>4049670</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>6.623</annualizedRt><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>1408948</balance><units>PA</units><curCd>USD</curCd><valUSD>1395829</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>2026-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>9.23078</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>COLEM 2021-HLNE Mortgage Trust</name><lei>N/A</lei><title>COLEM Mortgage Trust 2022-HLNE A</title><cusip>12659JAA5</cusip><identifiers><isin value="US12659JAA51"/><ticker value="COLEM"/><other otherDesc="BPVG9D7" value="Sedol"/></identifiers><balance>4914000</balance><units>PA</units><curCd>USD</curCd><valUSD>3792203</valUSD><pctVal>0.458</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-04-12</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.543033</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>CP EF ASSET SECURITIZATION I,</name><lei>N/A</lei><title>CP EF Asset Securitization I LLC 2002-1A A</title><cusip>12662AAA9</cusip><identifiers><isin value="US12662AAA97"/><ticker value="CPEF"/><other otherDesc="BQ2HD23" value="Sedol"/></identifiers><balance>2236715</balance><units>PA</units><curCd>USD</curCd><valUSD>2198769</valUSD><pctVal>0.266</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>5.96</annualizedRt><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-P4 A2</title><cusip>14687KAB2</cusip><identifiers><isin value="US14687KAB26"/><ticker value="CRVNA"/><other otherDesc="BMD23F2" value="Sedol"/></identifiers><balance>98432</balance><units>PA</units><curCd>USD</curCd><valUSD>98296</valUSD><pctVal>0.012</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-10</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.82</annualizedRt><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 A</title><cusip>193051AA7</cusip><identifiers><isin value="US193051AA74"/><ticker value="COLD"/><other otherDesc="BM8YV82" value="Sedol"/></identifiers><balance>3282205</balance><units>PA</units><curCd>USD</curCd><valUSD>3224027</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>2037-11-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.09329</annualizedRt><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 B</title><cusip>193051AJ8</cusip><identifiers><isin value="US193051AJ83"/><ticker value="COLD"/><other otherDesc="BM8XFH6" value="Sedol"/></identifiers><balance>1683863</balance><units>PA</units><curCd>USD</curCd><valUSD>1653428</valUSD><pctVal>0.2</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>6.49329</annualizedRt><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 C</title><cusip>193051AL3</cusip><identifiers><isin value="US193051AL30"/><ticker value="COLD"/><other otherDesc="BM8XFC1" value="Sedol"/></identifiers><balance>1690744</balance><units>PA</units><curCd>USD</curCd><valUSD>1658137</valUSD><pctVal>0.2</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>6.84329</annualizedRt><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>5066</balance><units>PA</units><curCd>USD</curCd><valUSD>5066</valUSD><pctVal>0.001</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>7.45043</annualizedRt><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</title><cusip>20753QAE9</cusip><identifiers><isin value="US20753QAE98"/><ticker value="CAS"/><other otherDesc="BGYBNP6" value="Sedol"/></identifiers><balance>32485</balance><units>PA</units><curCd>USD</curCd><valUSD>32586</valUSD><pctVal>0.004</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>7.55043</annualizedRt><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-R03 1M1</title><cusip>20753XAA2</cusip><identifiers><isin value="US20753XAA28"/><ticker value="CAS"/><other otherDesc="BLFJWG8" value="Sedol"/></identifiers><balance>1755801</balance><units>PA</units><curCd>USD</curCd><valUSD>1760051</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>2042-03-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.16655</annualizedRt><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>791452</balance><units>PA</units><curCd>USD</curCd><valUSD>792740</valUSD><pctVal>0.096</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>7.06655</annualizedRt><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-R03 1M2</title><cusip>20754AAB9</cusip><identifiers><isin value="US20754AAB98"/><ticker value="CAS"/><other otherDesc="BP48L34" value="Sedol"/></identifiers><balance>951000</balance><units>PA</units><curCd>USD</curCd><valUSD>918973</valUSD><pctVal>0.111</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>6.71655</annualizedRt><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 2M2</title><cusip>20754KAB7</cusip><identifiers><isin value="US20754KAB70"/><ticker value="CAS"/><other otherDesc="BMX7YG5" value="Sedol"/></identifiers><balance>2548000</balance><units>PA</units><curCd>USD</curCd><valUSD>2480731</valUSD><pctVal>0.3</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>7.06655</annualizedRt><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 1M2</title><cusip>20754LAB5</cusip><identifiers><isin value="US20754LAB53"/><ticker value="CAS"/><other otherDesc="BNDX2X3" value="Sedol"/></identifiers><balance>1997000</balance><units>PA</units><curCd>USD</curCd><valUSD>1944836</valUSD><pctVal>0.235</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>6.96655</annualizedRt><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>1759000</balance><units>PA</units><curCd>USD</curCd><valUSD>1723208</valUSD><pctVal>0.208</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>8.21655</annualizedRt><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-R06 1M1</title><cusip>20754NAB1</cusip><identifiers><isin value="US20754NAB10"/><ticker value="CAS"/><other otherDesc="BMG3BQ9" value="Sedol"/></identifiers><balance>700652</balance><units>PA</units><curCd>USD</curCd><valUSD>713349</valUSD><pctVal>0.086</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-05-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.81655</annualizedRt><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-R08 1M1</title><cusip>20755DAA4</cusip><identifiers><isin value="US20755DAA46"/><ticker value="CAS"/><other otherDesc="BNBWX28" value="Sedol"/></identifiers><balance>869667</balance><units>PA</units><curCd>USD</curCd><valUSD>880335</valUSD><pctVal>0.106</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-07-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.61655</annualizedRt><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 2022-A A</title><cusip>20825YAA4</cusip><identifiers><isin value="US20825YAA47"/><ticker value="CONN"/><other otherDesc="BQ2K3F5" value="Sedol"/></identifiers><balance>106619</balance><units>PA</units><curCd>USD</curCd><valUSD>106601</valUSD><pctVal>0.013</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.87</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>Consumer Loan Underlying Bond</name><lei>N/A</lei><title>Consumer Loan Underlying Bond Credit Trust 2019-P2 C</title><cusip>21054PAD7</cusip><identifiers><isin value="US21054PAD78"/><ticker value="CLUB"/><other otherDesc="BLFKTF9" value="Sedol"/></identifiers><balance>84998</balance><units>PA</units><curCd>USD</curCd><valUSD>84944</valUSD><pctVal>0.01</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>4.41</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>DB Master Finance LLC</name><lei>549300F17UZJL70BPB08</lei><title>DB Master Finance LLC 2017-1A A2II</title><cusip>233046AF8</cusip><identifiers><isin value="US233046AF89"/><ticker value="DNKN"/><other otherDesc="BFBM5P9" value="Sedol"/></identifiers><balance>4854990</balance><units>PA</units><curCd>USD</curCd><valUSD>4431523</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>2047-11-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.03</annualizedRt><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>4240000</balance><units>PA</units><curCd>USD</curCd><valUSD>4002461</valUSD><pctVal>0.484</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>5.098983</annualizedRt><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 A</title><cusip>25265LAA8</cusip><identifiers><isin value="US25265LAA89"/><ticker value="DNFRA"/><other otherDesc="BMG0XR5" value="Sedol"/></identifiers><balance>2114000</balance><units>PA</units><curCd>USD</curCd><valUSD>1814760</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>2049-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.76</annualizedRt><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 A</title><cusip>25273CAA8</cusip><identifiers><isin value="US25273CAA80"/><ticker value="DROT"/><other otherDesc="BLGXYQ3" value="Sedol"/></identifiers><balance>565065</balance><units>PA</units><curCd>USD</curCd><valUSD>517952</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>2033-11-21</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.51</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Donlen Fleet Lease Funding</name><lei>549300ZWUQETU54FDP26</lei><title>Donlen Fleet Lease Funding 2021-2 B</title><cusip>257812AE7</cusip><identifiers><isin value="US257812AE73"/><ticker value="DFLF2"/><other otherDesc="BNKJSC5" value="Sedol"/></identifiers><balance>1572000</balance><units>PA</units><curCd>USD</curCd><valUSD>1491310</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>2034-12-11</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.98</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>Donlen Fleet Lease Funding</name><lei>549300ZWUQETU54FDP26</lei><title>Donlen Fleet Lease Funding 2021-2 C</title><cusip>257812AF4</cusip><identifiers><isin value="US257812AF49"/><ticker value="DFLF2"/><other otherDesc="BNKJSF8" value="Sedol"/></identifiers><balance>1471000</balance><units>PA</units><curCd>USD</curCd><valUSD>1387459</valUSD><pctVal>0.168</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-12-11</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.2</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>Drive Auto Receivables Trust</name><lei>N/A</lei><title>Drive Auto Receivables Trust 2020-1</title><cusip>26208QAG2</cusip><identifiers><isin value="US26208QAG29"/><ticker value="DRIVE"/><other otherDesc="BKDX771" value="Sedol"/></identifiers><balance>1918882</balance><units>PA</units><curCd>USD</curCd><valUSD>1879752</valUSD><pctVal>0.227</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-05-17</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>DROP Mortgage Trust 2021-FILE</name><lei>N/A</lei><title>DROP Mortgage Trust 2021-FILE A</title><cusip>26210YAA4</cusip><identifiers><isin value="US26210YAA47"/><ticker value="DROP"/><other otherDesc="BLPKCG1" value="Sedol"/></identifiers><balance>3929000</balance><units>PA</units><curCd>USD</curCd><valUSD>3577551</valUSD><pctVal>0.432</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>6.343</annualizedRt><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 2021-1A D</title><cusip>30166RAF4</cusip><identifiers><isin value="US30166RAF47"/><ticker value="EART"/><other otherDesc="BLB15W5" value="Sedol"/></identifiers><balance>1081000</balance><units>PA</units><curCd>USD</curCd><valUSD>1015032</valUSD><pctVal>0.123</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-11-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.08</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>Exeter Automobile Receivables</name><lei>549300KR7NUJOX0UJ040</lei><title>Exeter Automobile Receivables Trust 2019-1</title><cusip>30167DAE7</cusip><identifiers><isin value="US30167DAE76"/><ticker value="EART"/><other otherDesc="BHQYD49" value="Sedol"/></identifiers><balance>2895000</balance><units>PA</units><curCd>USD</curCd><valUSD>2885494</valUSD><pctVal>0.349</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>5.2</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>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>2687000</balance><units>PA</units><curCd>USD</curCd><valUSD>2698135</valUSD><pctVal>0.326</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>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>3264180</balance><units>PA</units><curCd>USD</curCd><valUSD>3159626</valUSD><pctVal>0.382</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>8.044</annualizedRt><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 Investors Auto Owner Tru</name><lei>N/A</lei><title>First Investors Auto Owner Trust 2022-1A A</title><cusip>32057KAA8</cusip><identifiers><isin value="US32057KAA88"/><ticker value="FIAOT"/><other otherDesc="BMCTF03" value="Sedol"/></identifiers><balance>1831053</balance><units>PA</units><curCd>USD</curCd><valUSD>1779795</valUSD><pctVal>0.215</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>2.03</annualizedRt><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>5430889</balance><units>PA</units><curCd>USD</curCd><valUSD>4552402</valUSD><pctVal>0.55</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 2021-1 B</title><cusip>35105WAG4</cusip><identifiers><isin value="US35105WAG42"/><ticker value="FCRT"/><other otherDesc="BMFDGM1" value="Sedol"/></identifiers><balance>1221950</balance><units>PA</units><curCd>USD</curCd><valUSD>1214279</valUSD><pctVal>0.147</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>0.87</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>Freddie Mac Stacr Remic Trust</name><lei>N/A</lei><title>STACR 2023-HQA2 M1A</title><cusip>35564K2F5</cusip><identifiers><isin value="US35564K2F54"/><ticker value="STACR"/><other otherDesc="BRT75S3" value="Sedol"/></identifiers><balance>1939000</balance><units>PA</units><curCd>USD</curCd><valUSD>1945059</valUSD><pctVal>0.235</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2043-06-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.06655</annualizedRt><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-HQA1 M2</title><cusip>35564KBS7</cusip><identifiers><isin value="US35564KBS78"/><ticker value="STACR"/><other otherDesc="BNNDVT2" value="Sedol"/></identifiers><balance>654965</balance><units>PA</units><curCd>USD</curCd><valUSD>644508</valUSD><pctVal>0.078</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>7.31655</annualizedRt><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>1588902</balance><units>PA</units><curCd>USD</curCd><valUSD>1589713</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>2033-08-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.36655</annualizedRt><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 2022-HQA3 M1A</title><cusip>35564KE39</cusip><identifiers><isin value="US35564KE393"/><ticker value="STACR"/><other otherDesc="BPW6ZK5" value="Sedol"/></identifiers><balance>734821</balance><units>PA</units><curCd>USD</curCd><valUSD>739239</valUSD><pctVal>0.089</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-08-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.36655</annualizedRt><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-HQA2 M2</title><cusip>35564KFV6</cusip><identifiers><isin value="US35564KFV61"/><ticker value="STACR"/><other otherDesc="BMV1YX6" value="Sedol"/></identifiers><balance>2592000</balance><units>PA</units><curCd>USD</curCd><valUSD>2481394</valUSD><pctVal>0.3</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-12-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.11655</annualizedRt><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 2022-HQA1 M1A</title><cusip>35564KTA7</cusip><identifiers><isin value="US35564KTA78"/><ticker value="STACR"/><other otherDesc="BPSK6C0" value="Sedol"/></identifiers><balance>799817</balance><units>PA</units><curCd>USD</curCd><valUSD>800735</valUSD><pctVal>0.097</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>7.16655</annualizedRt><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 2022-DNA5 M1A</title><cusip>35564KYN3</cusip><identifiers><isin value="US35564KYN35"/><ticker value="STACR"/><other otherDesc="BMF7HL9" value="Sedol"/></identifiers><balance>1149920</balance><units>PA</units><curCd>USD</curCd><valUSD>1168777</valUSD><pctVal>0.141</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2042-06-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>8.01655</annualizedRt><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-HQA2 M2</title><cusip>35565LAH9</cusip><identifiers><isin value="US35565LAH96"/><ticker value="STACR"/><other otherDesc="BMQBJ70" value="Sedol"/></identifiers><balance>1735238</balance><units>PA</units><curCd>USD</curCd><valUSD>1779537</valUSD><pctVal>0.215</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>8.25043</annualizedRt><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 M2</title><cusip>35565TAH2</cusip><identifiers><isin value="US35565TAH23"/><ticker value="STACR"/><other otherDesc="BNDQ306" value="Sedol"/></identifiers><balance>1109365</balance><units>PA</units><curCd>USD</curCd><valUSD>1125212</valUSD><pctVal>0.136</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>7.66655</annualizedRt><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-DNA6 M2</title><cusip>35566CAH8</cusip><identifiers><isin value="US35566CAH88"/><ticker value="STACR"/><other otherDesc="BLDCMD6" value="Sedol"/></identifiers><balance>1024022</balance><units>PA</units><curCd>USD</curCd><valUSD>1033592</valUSD><pctVal>0.125</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>USGSE</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2050-12-25</maturityDt><couponKind>Floating</couponKind><annualizedRt>7.06655</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Freedom Financial</name><lei>N/A</lei><title>FREED ABS Trust 2022-2CP B</title><cusip>35633LAB0</cusip><identifiers><isin value="US35633LAB09"/><ticker value="FREED"/><other otherDesc="BP8ZHD3" value="Sedol"/></identifiers><balance>6317000</balance><units>PA</units><curCd>USD</curCd><valUSD>6263086</valUSD><pctVal>0.757</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-05-18</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.49</annualizedRt><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 A1</title><cusip>36168YAA5</cusip><identifiers><isin value="US36168YAA55"/><ticker value="GCAT"/><other otherDesc="BPRB7H6" value="Sedol"/></identifiers><balance>4738007</balance><units>PA</units><curCd>USD</curCd><valUSD>3974879</valUSD><pctVal>0.48</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>Hilton Grand Vacations Trust</name><lei>N/A</lei><title>Hilton Grand Vacations Trust 2020-AA</title><cusip>43285HAA6</cusip><identifiers><isin value="US43285HAA68"/><ticker value="HGVT"/><other otherDesc="BM9GGN7" value="Sedol"/></identifiers><balance>1531685</balance><units>PA</units><curCd>USD</curCd><valUSD>1437315</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>2039-02-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.74</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NRZ Excess Spread Collateraliz</name><lei>N/A</lei><title>NRZ Excess Spread Collateralized Notes 2020-PLS1 A</title><cusip>433674AA6</cusip><identifiers><isin value="US433674AA63"/><ticker value="NZES"/><other otherDesc="BLDCM58" value="Sedol"/></identifiers><balance>338790</balance><units>PA</units><curCd>USD</curCd><valUSD>313595</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>2025-12-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.844</annualizedRt><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 2020-1 B</title><cusip>46591HAN0</cusip><identifiers><isin value="US46591HAN08"/><ticker value="CACLN"/><other otherDesc="BL989K4" value="Sedol"/></identifiers><balance>185866</balance><units>PA</units><curCd>USD</curCd><valUSD>184745</valUSD><pctVal>0.022</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-01-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.991</annualizedRt><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 2020-2 B</title><cusip>46591HAU4</cusip><identifiers><isin value="US46591HAU41"/><ticker value="CACLN"/><other otherDesc="BNKJS36" value="Sedol"/></identifiers><balance>224534</balance><units>PA</units><curCd>USD</curCd><valUSD>221063</valUSD><pctVal>0.027</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-02-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.84</annualizedRt><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 B</title><cusip>46591HBR0</cusip><identifiers><isin value="US46591HBR03"/><ticker value="CACLN"/><other otherDesc="BLF87B5" value="Sedol"/></identifiers><balance>667334</balance><units>PA</units><curCd>USD</curCd><valUSD>646789</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>2028-09-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.875</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>JP Morgan Mortgage Trust</name><lei>N/A</lei><title>JP Morgan Mortgage Trust 2019-LTV2</title><cusip>46651AAQ5</cusip><identifiers><isin value="US46651AAQ58"/><ticker value="JPMMT"/><other otherDesc="BLB4171" value="Sedol"/></identifiers><balance>12347</balance><units>PA</units><curCd>USD</curCd><valUSD>12223</valUSD><pctVal>0.001</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2049-12-25</maturityDt><couponKind>Variable</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>JPMorgan Chase Bank, NA - CACL</name><lei>7H6GLXDRUGQFU57RNE97</lei><title>Chase Auto Credit Linked Notes 2021-2 B</title><cusip>48128U2M0</cusip><identifiers><isin value="US48128U2M04"/><ticker value="CACLN"/><other otherDesc="BNT8VJ1" value="Sedol"/></identifiers><balance>533086</balance><units>PA</units><curCd>USD</curCd><valUSD>515094</valUSD><pctVal>0.062</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-12-26</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.889</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>KNDL Mortgage Trust</name><lei>N/A</lei><title>KNDL Mortgage Trust 2019-KNSQ A</title><cusip>482598AA7</cusip><identifiers><isin value="US482598AA71"/><ticker value="KNDL"/><other otherDesc="BMGYLP1" value="Sedol"/></identifiers><balance>3838000</balance><units>PA</units><curCd>USD</curCd><valUSD>3813279</valUSD><pctVal>0.461</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>6.143</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>LAD Auto Receivables Trust</name><lei>N/A</lei><title>LAD Auto Receivables Trust 2021-1A A</title><cusip>501683AA4</cusip><identifiers><isin value="US501683AA41"/><ticker value="LADAR"/><other otherDesc="BN7Q6H0" value="Sedol"/></identifiers><balance>438600</balance><units>PA</units><curCd>USD</curCd><valUSD>427190</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>2026-08-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.3</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>LAD Auto Receivables Trust</name><lei>N/A</lei><title>LAD Auto Receivables Trust 2022-1A A</title><cusip>501687AA5</cusip><identifiers><isin value="US501687AA54"/><ticker value="LADAR"/><other otherDesc="BPJK1D5" value="Sedol"/></identifiers><balance>2563330</balance><units>PA</units><curCd>USD</curCd><valUSD>2533434</valUSD><pctVal>0.306</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>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>Lendbuzz Securitization Trust</name><lei>N/A</lei><title>Lendbuzz Securitization Trust 2021-1A A</title><cusip>52607BAA1</cusip><identifiers><isin value="US52607BAA17"/><ticker value="LBZZ"/><other otherDesc="BP4DRX1" value="Sedol"/></identifiers><balance>2034845</balance><units>PA</units><curCd>USD</curCd><valUSD>1948651</valUSD><pctVal>0.235</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-06-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.46</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>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>1894710</balance><units>PA</units><curCd>USD</curCd><valUSD>1830419</valUSD><pctVal>0.221</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 2023-1</name><lei>N/A</lei><title>Lendbuzz Securitization Trust 2023-1A A2</title><cusip>52608LAB6</cusip><identifiers><isin value="US52608LAB62"/><ticker value="LBZZ"/><other otherDesc="BNHV2T9" value="Sedol"/></identifiers><balance>3096000</balance><units>PA</units><curCd>USD</curCd><valUSD>3080809</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>2028-08-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.92</annualizedRt><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 A</title><cusip>53161DAA3</cusip><identifiers><isin value="US53161DAA37"/><ticker value="OASIS"/><other otherDesc="BMZM9M9" value="Sedol"/></identifiers><balance>3585229</balance><units>PA</units><curCd>USD</curCd><valUSD>3567436</valUSD><pctVal>0.431</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>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>Oasis Securitisation</name><lei>N/A</lei><title>Oasis Securitization 2022-2A A</title><cusip>53161MAA3</cusip><identifiers><isin value="US53161MAA36"/><ticker value="OASIS"/><other otherDesc="BQD0H74" value="Sedol"/></identifiers><balance>1711709</balance><units>PA</units><curCd>USD</curCd><valUSD>1694773</valUSD><pctVal>0.205</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>6.85</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>Oasis Securitisation</name><lei>N/A</lei><title>Oasis Securitization 2022-1A A</title><cusip>53161NAA1</cusip><identifiers><isin value="US53161NAA19"/><ticker value="OASIS"/><other otherDesc="BPQDWS9" value="Sedol"/></identifiers><balance>1114429</balance><units>PA</units><curCd>USD</curCd><valUSD>1096933</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>2034-05-15</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>Life Financial Services Trust</name><lei>N/A</lei><title>Life Financial Services Trust 2021-BMR A</title><cusip>53218CAA8</cusip><identifiers><isin value="US53218CAA80"/><ticker value="LIFE"/><other otherDesc="BMFPF08" value="Sedol"/></identifiers><balance>3554420</balance><units>PA</units><curCd>USD</curCd><valUSD>3462083</valUSD><pctVal>0.418</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>5.96148</annualizedRt><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 C</title><cusip>53218CAE0</cusip><identifiers><isin value="US53218CAE03"/><ticker value="LIFE"/><other otherDesc="BMFPG50" value="Sedol"/></identifiers><balance>1980685</balance><units>PA</units><curCd>USD</curCd><valUSD>1906923</valUSD><pctVal>0.23</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>6.36148</annualizedRt><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 A1</title><cusip>53218DAA6</cusip><identifiers><isin value="US53218DAA63"/><ticker value="LIFE"/><other otherDesc="BMZ57Z7" value="Sedol"/></identifiers><balance>2823000</balance><units>PA</units><curCd>USD</curCd><valUSD>2757388</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>2039-05-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.44223</annualizedRt><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 B</title><cusip>53218DAE8</cusip><identifiers><isin value="US53218DAE85"/><ticker value="LIFE"/><other otherDesc="BMZ5940" value="Sedol"/></identifiers><balance>1059000</balance><units>PA</units><curCd>USD</curCd><valUSD>1033970</valUSD><pctVal>0.125</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>6.9409</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>LIBERTY LENDING ABS TRUST 2021-1</name><lei>5967007LIEEXZXK7FS45</lei><title>Reach Financial LLC 2021-1A B</title><cusip>53934QAB8</cusip><identifiers><isin value="US53934QAB86"/><ticker value="REACH"/><other otherDesc="BLNMCC5" value="Sedol"/></identifiers><balance>2110000</balance><units>PA</units><curCd>USD</curCd><valUSD>1956978</valUSD><pctVal>0.236</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2029-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.17</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>MHC Commercial Mortgage Trust</name><lei>N/A</lei><title>MHC Commercial Mortgage Trust 2021-MHC A</title><cusip>55316VAA2</cusip><identifiers><isin value="US55316VAA26"/><ticker value="MHC"/><other otherDesc="BNKF8Y5" value="Sedol"/></identifiers><balance>3182956</balance><units>PA</units><curCd>USD</curCd><valUSD>3125581</valUSD><pctVal>0.378</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>6.062442</annualizedRt><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 C</title><cusip>55316VAE4</cusip><identifiers><isin value="US55316VAE48"/><ticker value="MHC"/><other otherDesc="BNKF942" value="Sedol"/></identifiers><balance>1797068</balance><units>PA</units><curCd>USD</curCd><valUSD>1750679</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>2038-04-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.612442</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Marlette Funding Trust</name><lei>549300J7CH2COR8VWE03</lei><title>Marlette Funding Trust 2021-3A A</title><cusip>57108QAA1</cusip><identifiers><isin value="US57108QAA13"/><ticker value="MFT"/><other otherDesc="BMG9DW7" value="Sedol"/></identifiers><balance>54222</balance><units>PA</units><curCd>USD</curCd><valUSD>54137</valUSD><pctVal>0.007</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.65</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>MARLETTE FUNDING TRUST 2023-1</name><lei>549300J7CH2COR8VWE03</lei><title>Marlette Funding Trust 2023-1A A</title><cusip>57110PAA9</cusip><identifiers><isin value="US57110PAA93"/><ticker value="MFT"/><other otherDesc="BNDYRZ3" value="Sedol"/></identifiers><balance>2433048</balance><units>PA</units><curCd>USD</curCd><valUSD>2422849</valUSD><pctVal>0.293</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2033-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.07</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>MED Trust</name><lei>N/A</lei><title>MED Trust 2021-MDLN E</title><cusip>58403YAU0</cusip><identifiers><isin value="US58403YAU01"/><ticker value="MED"/><other otherDesc="BPCJNN3" value="Sedol"/></identifiers><balance>2634357</balance><units>PA</units><curCd>USD</curCd><valUSD>2489330</valUSD><pctVal>0.301</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>8.344</annualizedRt><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 2022-INV1 A2</title><cusip>585490AC9</cusip><identifiers><isin value="US585490AC94"/><ticker value="MELLO"/><other otherDesc="BN95V81" value="Sedol"/></identifiers><balance>3257019</balance><units>PA</units><curCd>USD</curCd><valUSD>2734990</valUSD><pctVal>0.33</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2052-03-25</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>Mello Mortgage Capital Accepta</name><lei>N/A</lei><title>Mello Mortgage Capital Acceptance Trust 2021-INV3 A11</title><cusip>585491BC6</cusip><identifiers><isin value="US585491BC68"/><ticker value="MELLO"/><other otherDesc="BMXZF66" value="Sedol"/></identifiers><balance>1714694</balance><units>PA</units><curCd>USD</curCd><valUSD>1572905</valUSD><pctVal>0.19</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>Floating</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>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>1812551</balance><units>PA</units><curCd>USD</curCd><valUSD>1454976</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>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>2674000</balance><units>PA</units><curCd>USD</curCd><valUSD>2676207</valUSD><pctVal>0.323</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 MASTER TRUST</name><lei>N/A</lei><title>Mission Lane Credit Card Master Trust 2023-A A</title><cusip>60510MAN8</cusip><identifiers><isin value="US60510MAN83"/><ticker value="MLANE"/><other otherDesc="BNDW434" value="Sedol"/></identifiers><balance>2136000</balance><units>PA</units><curCd>USD</curCd><valUSD>2126850</valUSD><pctVal>0.257</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>NMEF Funding LLC</name><lei>N/A</lei><title>NMEF Funding LLC 2022-A A2</title><cusip>62920KAB8</cusip><identifiers><isin value="US62920KAB89"/><ticker value="NMEF"/><other otherDesc="BMCTDT8" value="Sedol"/></identifiers><balance>2483980</balance><units>PA</units><curCd>USD</curCd><valUSD>2427122</valUSD><pctVal>0.293</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2028-10-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.58</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>NRZ Excess Spread Collateraliz</name><lei>N/A</lei><title>NRZ Excess Spread Collateralized Notes 2021-FHT1 A</title><cusip>62955MAB2</cusip><identifiers><isin value="US62955MAB28"/><ticker value="NZES"/><other otherDesc="BP0TR33" value="Sedol"/></identifiers><balance>694801</balance><units>PA</units><curCd>USD</curCd><valUSD>621873</valUSD><pctVal>0.075</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-07-25</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.104</annualizedRt><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 2022-INV1 A1</title><cusip>67115NAA8</cusip><identifiers><isin value="US67115NAA81"/><ticker value="OBX"/><other otherDesc="BPVC0G5" value="Sedol"/></identifiers><balance>3828413</balance><units>PA</units><curCd>USD</curCd><valUSD>3211608</valUSD><pctVal>0.388</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>Onslow Bay Financial LLC</name><lei>N/A</lei><title>Onslow Bay Financial LLC 2022-INV1 A18</title><cusip>67115NAU4</cusip><identifiers><isin value="US67115NAU46"/><ticker value="OBX"/><other otherDesc="BPVBZJ0" value="Sedol"/></identifiers><balance>1623710</balance><units>PA</units><curCd>USD</curCd><valUSD>1324583</valUSD><pctVal>0.16</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>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>2813848</balance><units>PA</units><curCd>USD</curCd><valUSD>2256715</valUSD><pctVal>0.273</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 A1</title><cusip>67181DAA9</cusip><identifiers><isin value="US67181DAA90"/><ticker value="OAKIG"/><other otherDesc="BLF0LR5" value="Sedol"/></identifiers><balance>1058084</balance><units>PA</units><curCd>USD</curCd><valUSD>954896</valUSD><pctVal>0.115</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>1.85</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>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>779316</balance><units>PA</units><curCd>USD</curCd><valUSD>767085</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>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>Bayview Opportunity Master Fun</name><lei>N/A</lei><title>Oceanview Mortgage Trust 2022-1 A1</title><cusip>67648BAA0</cusip><identifiers><isin value="US67648BAA08"/><ticker value="BVINV"/><other otherDesc="BLBMG81" value="Sedol"/></identifiers><balance>1917847</balance><units>PA</units><curCd>USD</curCd><valUSD>1609083</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>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>Ondeck Asset Securitization Tr</name><lei>N/A</lei><title>Ondeck Asset Securitization Trust LLC 2021-1A A</title><cusip>68236WAA0</cusip><identifiers><isin value="US68236WAA09"/><ticker value="ONDK"/><other otherDesc="BKPBQQ5" value="Sedol"/></identifiers><balance>1807000</balance><units>PA</units><curCd>USD</curCd><valUSD>1725455</valUSD><pctVal>0.208</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>1.59</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>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>1760673</balance><units>PA</units><curCd>USD</curCd><valUSD>1621857</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>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>1751234</balance><units>PA</units><curCd>USD</curCd><valUSD>1623855</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>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 A</title><cusip>69546MAA5</cusip><identifiers><isin value="US69546MAA53"/><ticker value="PAID"/><other otherDesc="BNZHVP8" value="Sedol"/></identifiers><balance>613689</balance><units>PA</units><curCd>USD</curCd><valUSD>596877</valUSD><pctVal>0.072</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>2.03</annualizedRt><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 2021-1 A2</title><cusip>704100AB2</cusip><identifiers><isin value="US704100AB29"/><ticker value="PWNE"/><other otherDesc="BNKDZG0" value="Sedol"/></identifiers><balance>2053766</balance><units>PA</units><curCd>USD</curCd><valUSD>1979078</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>2027-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.1</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>Pear LLC</name><lei>N/A</lei><title>Pear LLC 2022-1 A1</title><cusip>70472XAA7</cusip><identifiers><isin value="US70472XAA72"/><ticker value="PEAR"/><other otherDesc="BQLTC23" value="Sedol"/></identifiers><balance>728845</balance><units>PA</units><curCd>USD</curCd><valUSD>727957</valUSD><pctVal>0.088</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>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>Provident Funding Mortgage Tru</name><lei>N/A</lei><title>Provident Funding Mortgage Trust 2021-INV1 A1</title><cusip>74387VAA7</cusip><identifiers><isin value="US74387VAA70"/><ticker value="PFMT"/><other otherDesc="BMHVTK2" value="Sedol"/></identifiers><balance>1592530</balance><units>PA</units><curCd>USD</curCd><valUSD>1277624</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>2051-08-25</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>Woodward Capital Management</name><lei>N/A</lei><title>Woodward Capital Management 2021-3 A21</title><cusip>74938DAW3</cusip><identifiers><isin value="US74938DAW39"/><ticker value="RCKT"/><other otherDesc="BMHB3C2" value="Sedol"/></identifiers><balance>1204291</balance><units>PA</units><curCd>USD</curCd><valUSD>1100395</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>2051-07-25</maturityDt><couponKind>Floating</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>Reach Financial LLC</name><lei>5967007LIEEXZXK7FS45</lei><title>Reach Financial LLC 2022-2A A</title><cusip>75526GAA9</cusip><identifiers><isin value="NO0003117202"/><ticker value="REACH"/><other otherDesc="4587695" value="Sedol"/></identifiers><balance>1096758</balance><units>PA</units><curCd>USD</curCd><valUSD>1097267</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>2030-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.63</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>SREIT Trust</name><lei>N/A</lei><title>SREIT Trust 2021-MFP A</title><cusip>78472UAA6</cusip><identifiers><isin value="US78472UAA60"/><ticker value="SREIT"/><other otherDesc="BN7F2N5" value="Sedol"/></identifiers><balance>3236000</balance><units>PA</units><curCd>USD</curCd><valUSD>3140996</valUSD><pctVal>0.379</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>5.92409</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-SEQ3</name><lei>N/A</lei><title>Saluda Grade Alternative Mortgage Trust 2023-SEQ3 A1</title><cusip>79582GAA2</cusip><identifiers><isin value="US79582GAA22"/><ticker value="GRADE"/><other otherDesc="BRJ54F7" value="Sedol"/></identifiers><balance>2060548</balance><units>PA</units><curCd>USD</curCd><valUSD>2054994</valUSD><pctVal>0.248</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2053-06-01</maturityDt><couponKind>Variable</couponKind><annualizedRt>7.162</annualizedRt><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 Drive Auto Receivabl</name><lei>N/A</lei><title>Santander Drive Auto Receivables Trust 2021-1 D</title><cusip>80286NAG1</cusip><identifiers><isin value="US80286NAG16"/><ticker value="SDART"/><other otherDesc="BMZ5LY4" value="Sedol"/></identifiers><balance>4581000</balance><units>PA</units><curCd>USD</curCd><valUSD>4380059</valUSD><pctVal>0.529</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-11-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.13</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 2021-1A C</title><cusip>80290CAG9</cusip><identifiers><isin value="US80290CAG96"/><ticker value="SBCLN"/><other otherDesc="BNDLTH0" value="Sedol"/></identifiers><balance>536549</balance><units>PA</units><curCd>USD</curCd><valUSD>517020</valUSD><pctVal>0.062</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.268</annualizedRt><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-A B</title><cusip>80290CAS3</cusip><identifiers><isin value="US80290CAS35"/><ticker value="SBCLN"/><other otherDesc="BNNJPV0" value="Sedol"/></identifiers><balance>1367803</balance><units>PA</units><curCd>USD</curCd><valUSD>1347225</valUSD><pctVal>0.163</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-05-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>5.281</annualizedRt><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 A</title><cusip>82652QAA9</cusip><identifiers><isin value="US82652QAA94"/><ticker value="SRFC"/><other otherDesc="BMG7PN6" value="Sedol"/></identifiers><balance>881622</balance><units>PA</units><curCd>USD</curCd><valUSD>808847</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>2037-11-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.99</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>Social Professional Loan Progr</name><lei>N/A</lei><title>SoFi Professional Loan Program 2020-C Trust</title><cusip>83390UAF4</cusip><identifiers><isin value="US83390UAF49"/><ticker value="SOFI"/><other otherDesc="BMZNCD4" value="Sedol"/></identifiers><balance>1558548</balance><units>PA</units><curCd>USD</curCd><valUSD>1392505</valUSD><pctVal>0.168</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2046-02-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.95</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>SOFI CONSUMER LOAN PROGRAM TRU</name><lei>N/A</lei><title>SoFi Consumer Loan Program Trust 2022-1S A</title><cusip>83406QAA6</cusip><identifiers><isin value="US83406QAA67"/><ticker value="SCLP"/><other otherDesc="BNZH7F0" value="Sedol"/></identifiers><balance>1964890</balance><units>PA</units><curCd>USD</curCd><valUSD>1963413</valUSD><pctVal>0.237</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-04-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.21</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>TPI Re-Remic Trust</name><lei>N/A</lei><title>TPI Re-Remic Trust 2022-FRR1 AK33</title><cusip>872659AA5</cusip><identifiers><isin value="US872659AA53"/><ticker value="TPI"/><other otherDesc="BP96003" value="Sedol"/></identifiers><balance>994000</balance><units>PA</units><curCd>USD</curCd><valUSD>988957</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>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 AK34</title><cusip>872659AC1</cusip><identifiers><isin value="US872659AC10"/><ticker value="TPI"/><other otherDesc="BP96058" value="Sedol"/></identifiers><balance>819000</balance><units>PA</units><curCd>USD</curCd><valUSD>814845</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>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 AK35</title><cusip>872659AE7</cusip><identifiers><isin value="US872659AE75"/><ticker value="TPI"/><other otherDesc="BP96069" value="Sedol"/></identifiers><balance>1109000</balance><units>PA</units><curCd>USD</curCd><valUSD>1096756</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>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>TTAN</name><lei>N/A</lei><title>TTAN 2021-MHC A</title><cusip>87303TAA5</cusip><identifiers><isin value="US87303TAA51"/><ticker value="TTN"/><other otherDesc="BMX48D1" value="Sedol"/></identifiers><balance>1470315</balance><units>PA</units><curCd>USD</curCd><valUSD>1434889</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>2038-03-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.044</annualizedRt><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-B A3</title><cusip>88161KAC9</cusip><identifiers><isin value="US88161KAC99"/><ticker value="TESLA"/><other otherDesc="BLGZV46" value="Sedol"/></identifiers><balance>1050000</balance><units>PA</units><curCd>USD</curCd><valUSD>1010578</valUSD><pctVal>0.122</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>0.6</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>Tesla Auto Lease Trust</name><lei>N/A</lei><title>Tesla Auto Lease Trust 2021-B B</title><cusip>88161KAE5</cusip><identifiers><isin value="US88161KAE55"/><ticker value="TESLA"/><other otherDesc="BLGZV35" value="Sedol"/></identifiers><balance>538000</balance><units>PA</units><curCd>USD</curCd><valUSD>509216</valUSD><pctVal>0.062</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>0.91</annualizedRt><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>2409573</balance><units>PA</units><curCd>USD</curCd><valUSD>2415950</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>Theorem Funding Trust</name><lei>N/A</lei><title>Theorem Funding Trust 2021-1A A</title><cusip>88339VAA6</cusip><identifiers><isin value="US88339VAA61"/><ticker value="THRM"/><other otherDesc="BMCRLB0" value="Sedol"/></identifiers><balance>716367</balance><units>PA</units><curCd>USD</curCd><valUSD>713089</valUSD><pctVal>0.086</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2027-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.21</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>Tricolor Auto Securitization T</name><lei>N/A</lei><title>Tricolor Auto Securitization Trust 2022-1A A</title><cusip>89616BAA2</cusip><identifiers><isin value="US89616BAA26"/><ticker value="TAST"/><other otherDesc="BLDBRJ4" value="Sedol"/></identifiers><balance>618363</balance><units>PA</units><curCd>USD</curCd><valUSD>614880</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>2025-02-18</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.3</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>TRICOLOR AUTO SECURITIZATION TRUST 2023-1</name><lei>N/A</lei><title>Tricolor Auto Securitization Trust 2023-1A A</title><cusip>89616KAA2</cusip><identifiers><isin value="US89616KAA25"/><ticker value="TAST"/><other otherDesc="BMZMGF1" value="Sedol"/></identifiers><balance>2100892</balance><units>PA</units><curCd>USD</curCd><valUSD>2094472</valUSD><pctVal>0.253</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-08-17</maturityDt><couponKind>Fixed</couponKind><annualizedRt>6.48</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>280 Park Avenue Mortgage Trust</name><lei>N/A</lei><title>208 Park Avenue Mortgage Trust 2017-280P</title><cusip>90205FAA8</cusip><identifiers><isin value="US90205FAA84"/><ticker value="PRK"/><other otherDesc="BM9CCL5" value="Sedol"/></identifiers><balance>2890000</balance><units>PA</units><curCd>USD</curCd><valUSD>2805777</valUSD><pctVal>0.339</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2034-09-15</maturityDt><couponKind>Floating</couponKind><annualizedRt>6.062</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>USASF Receivables LLC</name><lei>N/A</lei><title>USASF Receivables LLC 2021-1A C</title><cusip>90355EAC5</cusip><identifiers><isin value="US90355EAC57"/><ticker value="USAUT"/><other otherDesc="BQH86N3" value="Sedol"/></identifiers><balance>3000000</balance><units>PA</units><curCd>USD</curCd><valUSD>2936065</valUSD><pctVal>0.355</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>2.2</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>UNIFY Auto Receivables Trust</name><lei>N/A</lei><title>UNIFY Auto Receivables Trust 2021-1A A4</title><cusip>90775QAD8</cusip><identifiers><isin value="US90775QAD88"/><ticker value="UART"/><other otherDesc="BMFPDX7" value="Sedol"/></identifiers><balance>2930000</balance><units>PA</units><curCd>USD</curCd><valUSD>2842494</valUSD><pctVal>0.343</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2026-07-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.98</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>Upstart Securitization Trust</name><lei>N/A</lei><title>Upstart Securitization Trust 2021-5 A</title><cusip>91679JAA5</cusip><identifiers><isin value="US91679JAA51"/><ticker value="UPST"/><other otherDesc="BN6KDZ0" value="Sedol"/></identifiers><balance>249472</balance><units>PA</units><curCd>USD</curCd><valUSD>244234</valUSD><pctVal>0.03</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2031-11-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.31</annualizedRt><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>549300WNB47JRNENIC75</lei><title>Upstart Securitization Trust 2022-2 A</title><cusip>91679TAA3</cusip><identifiers><isin value="US91680M1071"/><ticker value="UPST"/><other otherDesc="BL53QN5" value="Sedol"/></identifiers><balance>1602549</balance><units>PA</units><curCd>USD</curCd><valUSD>1584404</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>2032-05-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.37</annualizedRt><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 2022-1 A</title><cusip>91679WAA6</cusip><identifiers><isin value="US91679WAA62"/><ticker value="UPST"/><other otherDesc="BPBNN36" value="Sedol"/></identifiers><balance>2210597</balance><units>PA</units><curCd>USD</curCd><valUSD>2164575</valUSD><pctVal>0.262</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2032-03-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.12</annualizedRt><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 2021-4 A</title><cusip>91682NAA1</cusip><identifiers><isin value="US91682NAA19"/><ticker value="UPST"/><other otherDesc="BMVGRK9" value="Sedol"/></identifiers><balance>656748</balance><units>PA</units><curCd>USD</curCd><valUSD>646616</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>2031-09-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.84</annualizedRt><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 Wholesale Mortgage LLC</name><lei>N/A</lei><title>United Wholesale Mortgage LLC 2021-INV4 A3</title><cusip>918307AC3</cusip><identifiers><isin value="US918307AC33"/><ticker value="UWM"/><other otherDesc="BN6SQ22" value="Sedol"/></identifiers><balance>1393662</balance><units>PA</units><curCd>USD</curCd><valUSD>1118724</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>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>Vantage Data Centers LLC</name><lei>N/A</lei><title>Vantage Data Centers LLC 2020-1A A2</title><cusip>92212KAB2</cusip><identifiers><isin value="US92212KAB26"/><ticker value="VDC 20-1A"/><other otherDesc="BMBYYY6" value="Sedol"/></identifiers><balance>2652000</balance><units>PA</units><curCd>USD</curCd><valUSD>2376534</valUSD><pctVal>0.287</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2045-09-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.645</annualizedRt><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 A</title><cusip>92230AAA4</cusip><identifiers><isin value="US92230AAA43"/><ticker value="VASA"/><other otherDesc="BNKH227" value="Sedol"/></identifiers><balance>1260000</balance><units>PA</units><curCd>USD</curCd><valUSD>1106895</valUSD><pctVal>0.134</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>6.093</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Verus Securitization Trust</name><lei>N/A</lei><title>Verus Securitization Trust 2020-1</title><cusip>92536PAD6</cusip><identifiers><isin value="US92536PAD69"/><ticker value="VERUS"/><other otherDesc="BKVFG83" value="Sedol"/></identifiers><balance>2595076</balance><units>PA</units><curCd>USD</curCd><valUSD>2434327</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>2060-01-25</maturityDt><couponKind>Variable</couponKind><annualizedRt>2.642</annualizedRt><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 A</title><cusip>96034JAA4</cusip><identifiers><isin value="US96034JAA43"/><ticker value="WESTR"/><other otherDesc="BNK8ZV0" value="Sedol"/></identifiers><balance>535012</balance><units>PA</units><curCd>USD</curCd><valUSD>503032</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>2036-08-20</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.788</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>OSCAR US Funding Trust</name><lei>353800F8174AEKJO6C39</lei><title>Oscar US Funding Trust 2021-1A A3</title><cusip>68785AAC9</cusip><identifiers><isin value="US68785AAC99"/><ticker value="OSCAR"/><other otherDesc="BKP8C68" value="Sedol"/></identifiers><balance>1437144</balance><units>PA</units><curCd>USD</curCd><valUSD>1413752</valUSD><pctVal>0.171</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>JP</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-10</maturityDt><couponKind>Fixed</couponKind><annualizedRt>0.7</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>N/A</name><lei>N/A</lei><title>US 5YR NOTE (CBT) Sep23</title><cusip>N/A</cusip><identifiers><ticker value="FVU3"/><other otherDesc="FVU3 COMDTY" value="Internal ID"/></identifiers><balance>-555</balance><units>NC</units><curCd>USD</curCd><valUSD>1073687</valUSD><pctVal>0.13</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="FVU3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-10-04</expDate><notionalAmt>-60510719</notionalAmt><curCd>USD</curCd><unrealizedAppr>1073687</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) Sep23</title><cusip>N/A</cusip><identifiers><ticker value="TUU3"/><other otherDesc="TUU3 COMDTY" value="Internal ID"/></identifiers><balance>2381</balance><units>NC</units><curCd>USD</curCd><valUSD>-6102274</valUSD><pctVal>-0.737</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="TUU3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-10-04</expDate><notionalAmt>490263743</notionalAmt><curCd>USD</curCd><unrealizedAppr>-6102274</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)Sep23</title><cusip>N/A</cusip><identifiers><ticker value="TYU3"/><other otherDesc="TYU3 COMDTY" value="Internal ID"/></identifiers><balance>-104</balance><units>NC</units><curCd>USD</curCd><valUSD>221813</valUSD><pctVal>0.027</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="TYU3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-09-29</expDate><notionalAmt>-11897438</notionalAmt><curCd>USD</curCd><unrealizedAppr>221813</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) Sep23</title><cusip>N/A</cusip><identifiers><ticker value="USU3"/><other otherDesc="USU3 COMDTY" value="Internal ID"/></identifiers><balance>-150</balance><units>NC</units><curCd>USD</curCd><valUSD>43359</valUSD><pctVal>0.005</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="USU3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-09-29</expDate><notionalAmt>-19079297</notionalAmt><curCd>USD</curCd><unrealizedAppr>43359</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 Sep23</title><cusip>N/A</cusip><identifiers><ticker value="UXYU3"/><other otherDesc="UXYU3 COMDTY" value="Internal ID"/></identifiers><balance>37</balance><units>NC</units><curCd>USD</curCd><valUSD>-52814</valUSD><pctVal>-0.006</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="UXYU3"/></identifiers></otherRefInst></descRefInstrmnt><expDate>2023-09-29</expDate><notionalAmt>4435002</notionalAmt><curCd>USD</curCd><unrealizedAppr>-52814</unrealizedAppr></futrDeriv></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>2023-08-14</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></edgarSubmission>
