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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <cusip>939336V91</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.39426440</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SEATTLE SPINCO</name>
        <lei>N/A</lei>
        <title>SEATTLE SPINCO 6/21/2024</title>
        <cusip>81271EAB7</cusip>
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          <other otherDesc="All Others" value="LX163339"/>
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        <curCd>USD</curCd>
        <valUSD>1099732.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.29963120</annualizedRt>
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      <invstOrSec>
        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2017-A ARIFL 2017-A A2</title>
        <cusip>00192MAB5</cusip>
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          <isin value="US00192MAB54"/>
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        <balance>84035.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>83943.51000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2008-9 SLMA 2008-9 A</title>
        <cusip>78445JAA5</cusip>
        <identifiers>
          <isin value="US78445JAA51"/>
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        <balance>446702.79000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.77550000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>STARWOOD MORTGAGE RESIDENTIAL TRUST 2018-IMC1 STAR 2018-IMC1 A1</title>
        <cusip>85572KAA2</cusip>
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          <isin value="US85572KAA25"/>
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        <balance>1926753.48000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.79299960</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HOME PARTNERS OF AMERICA TRUST</name>
        <lei>N/A</lei>
        <title>HOME PARTNERS OF AMERICA 2018-1 TRUST HPA 2018-1 A</title>
        <cusip>43730WAA4</cusip>
        <identifiers>
          <isin value="US43730WAA45"/>
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        <balance>2442000.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2441232.09000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78912880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
        <lei>N/A</lei>
        <title>CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-2 LTD CGMS 2015-2A A1R</title>
        <cusip>14311FAN1</cusip>
        <identifiers>
          <isin value="US14311FAN15"/>
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        <balance>628060.24000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>627339.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.03575040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2005-4 SLMA 2005-4 A3</title>
        <cusip>78442GPG5</cusip>
        <identifiers>
          <isin value="US78442GPG54"/>
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        <balance>259101.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>257112.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.39550120</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANC OF AMERICA COMMERCIAL MORTGAGE INCORPORATED</name>
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        <title>BANC OF AMERICA COMMERCIAL MORTGAGE TRUST 2007-5 BACM 2007-5 AJ</title>
        <cusip>05952CAH3</cusip>
        <identifiers>
          <isin value="US05952CAH34"/>
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        <balance>213086.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>228921.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2051-02-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.88797000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-1 BSARM 2004-1 12A3</title>
        <cusip>07384MG63</cusip>
        <identifiers>
          <isin value="US07384MG631"/>
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        <balance>1571222.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1609391.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.67340480</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE 2004-A TRUST BOAMS 2004-A 2A2</title>
        <cusip>05948XT27</cusip>
        <identifiers>
          <isin value="US05948XT270"/>
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        <balance>1192965.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1209001.73000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.79855880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 10 SEMT 10 1A</title>
        <cusip>81743VAA1</cusip>
        <identifiers>
          <isin value="US81743VAA17"/>
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        <balance>699161.88000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.64638160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>JACKSON NATIONAL LIFE GLOBAL FUNDING</name>
        <lei>635400PQXLYXWJI5QD78</lei>
        <title>JACKSON NATIONAL LIFE GLOBAL FUNDING 144A VARIABLE RATE 06/27/2022</title>
        <cusip>46849LSX0</cusip>
        <identifiers>
          <isin value="US46849LSX00"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>505185.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82962880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW COMMERCIAL ASSET TRUST 2005-4 BAYC 2005-4A A1</title>
        <cusip>07324SCR1</cusip>
        <identifiers>
          <isin value="US07324SCR13"/>
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        <balance>2363748.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2282351.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.12275080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR13 A2A</title>
        <cusip>92922FB72</cusip>
        <identifiers>
          <isin value="US92922FB720"/>
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        <balance>1438076.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1450630.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.44800000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 889946</title>
        <cusip>31410KWF7</cusip>
        <identifiers>
          <isin value="US31410KWF73"/>
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        <balance>277426.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>292454.07000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.68699840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <cusip>88522YAC3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GMACM HOME EQUITY LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>MILL CITY MORTGAGE LOAN TRUST 2017-3 MCMLT 2017-3 A1</title>
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          <isin value="US59980CAA18"/>
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        <balance>479296.20000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <cusip>59020UXH3</cusip>
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          <isin value="US59020UXH30"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SS&amp;C TECHNOLOGIES HOLDINGS INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>CHT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MORTGAGEIT TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>SIVANTOS/WIDEX 7/18 (USD) TLB</name>
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          <other otherDesc="All Others" value="LX174822"/>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>SAI GLOBAL 12/16 (USD) TLB</name>
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          <other otherDesc="All Others" value="LX156837"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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        <name>GALLATIN CLO</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EXAMWORKS GROUP, INC.</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>APIDOS CLO</name>
        <lei>N/A</lei>
        <title>APIDOS CLO XII APID 2013-12A AR</title>
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          <isin value="US03764DAH44"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>AerCap Ireland Capital Designated Activity Company</name>
        <lei>549300TI38531ODB1G63</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>VISTRA OPERATIONS COMPANY LLC</name>
        <lei>549300ZH5GKBTJZ7NM23</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Clarios Global LP</name>
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        <title>PANTHER BF AGGREGATOR 2 LP / PANTHER FINANCE CO IN 8.500000% 05/15/2027</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES</name>
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        <title>280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P D</title>
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        <balance>3000000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>MORGAN STANLEY ABS CAPITAL I, INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>COMM MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Pike 7/19 Cov-Lite TL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MORGAN STANLEY CAPITAL I TRUST</name>
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        <name>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.</name>
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        <name>Autodata 5/19 TLB</name>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <name>UNICREDIT, SOCIETA PER AZIONI</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ASSET BACKED FUNDING CORPORATION</name>
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          <isin value="US04542BQA34"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TRANSDIGM INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX173456"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MH SUB I (INTERNET BRANDS)1L TL</name>
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          <other otherDesc="All Others" value="LX168014"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>MERRILL LYNCH MORTGAGE TRUST</name>
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        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-1 2A1</title>
        <cusip>59020UNN1</cusip>
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          <isin value="US59020UNN18"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
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          <isin value="US3137G0DW65"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>DIAMOND (BC) B.V.</name>
        <lei>N/A</lei>
        <title>DIAMOND (BC) B.V. 9/6/2024</title>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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        <title>OCCIDENTAL PETROLEUM CORP VARIABLE RATE 02/08/2021</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.85424920</annualizedRt>
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        <name>CIFC FUNDING LTD</name>
        <lei>N/A</lei>
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        <cusip>12549AAL4</cusip>
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          <isin value="US12549AAL44"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.25087920</annualizedRt>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US17326MAA09"/>
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          <couponKind>Floating</couponKind>
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        <name>DBCG</name>
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          <couponKind>Floating</couponKind>
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        <name>BOYD GAMING CORPORATION</name>
        <lei>254900787YGRYS2A1Z35</lei>
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        <valUSD>996998.31000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2014-HQ1 M3</title>
        <cusip>3137G0BW8</cusip>
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        <balance>1085560.31000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Federal National Mortgage Association</name>
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        <name>Freddie Mac</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Perforce Software 6/19 Cov-Lite TLB</name>
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        <name>Federal National Mortgage Association</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <name>INTELSAT JACKSON 12/17 TLB4</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Dominion Energy, Inc.</name>
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        <name>DEUTSCHE MORTGAGE SECURITIES MORTGAGE LOAN TRUST</name>
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        <name>REYNOLDS GROUP HOLDINGS</name>
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        <name>BOXER PARENT COMPANY INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>SOUNDVIEW HOME EQUITY LOAN ASSET-BACKED CERTIFICATES</name>
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        <name>DuBois Chemicals 10/19 Delayed TL</name>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <name>HOME PARTNERS OF AMERICA TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>NOVASTAR HOME EQUITY LOAN</name>
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          <couponKind>Floating</couponKind>
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        <name>OZLM FUNDING LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>TRYON PARK CLO, LTD.</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2019-3 LTD BMIR 2019-3A M1B</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>NRZ MSR</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN AL0355</title>
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        <fairValLevel>2</fairValLevel>
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        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2013-CCRE10 MORTGAGE TRUST COMM 2013-CR10 XA</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CGDBB COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CGDBB COMMERCIAL MORTGAGE TRUST 2017-BIOC CGDBB 2017-BIOC B</title>
        <cusip>125282AG8</cusip>
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          <isin value="US125282AG89"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>VELOCITY COMMERCIAL CAPITAL LOAN TRUST</name>
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        <title>VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2016-2 VCC 2016-2 AFL</title>
        <cusip>92258TAA0</cusip>
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          <isin value="US92258TAA07"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SAXON ASSET SECURITIES TRUST</name>
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        <title>SAXON ASSET SECURITIES TRUST 2003-3 SAST 2003-3 AF6</title>
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        <name>EDGEWATER GENERATION, LLC</name>
        <lei>N/A</lei>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>INDYMAC INDA MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>INDYMAC INDA MORTGAGE LOAN TRUST 2007-AR3 INDA 2007-AR3 1A1</title>
        <cusip>456673AA0</cusip>
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          <isin value="US456673AA08"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.61212200</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A</title>
        <cusip>056054AA7</cusip>
        <identifiers>
          <isin value="US056054AA70"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ING Groep N.V.</name>
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        <name>Cole-Parmer 10/19 TLB</name>
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        <name>CARDINAL HEALTH, INC.</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.88849960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2019-3 GCAR 2019-3A A</title>
        <cusip>36258AAA8</cusip>
        <identifiers>
          <isin value="US36258AAA88"/>
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        <balance>319277.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>319465.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.58000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HUNDSON'S BAY SIMON JV TRUST</name>
        <lei>N/A</lei>
        <title>HUDSONS BAY SIMON JV TRUST 2015-HBS HBCT 2015-HBFL BFL</title>
        <cusip>44422PAJ1</cusip>
        <identifiers>
          <isin value="US44422PAJ12"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2007402.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.46699880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ELARA HGV TIMESHARE</name>
        <lei>N/A</lei>
        <title>ELARA HGV TIMESHARE ISSUER 2017-A LLC EHGVT 2017-A A</title>
        <cusip>28416DAA8</cusip>
        <identifiers>
          <isin value="US28416DAA81"/>
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        <balance>1027285.10000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1036136.39000000</valUSD>
        <pctVal>0.087366136807</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.69000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2003-E A1</title>
        <cusip>589929Y36</cusip>
        <identifiers>
          <isin value="US589929Y360"/>
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        <balance>863146.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>870884.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.44275120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 879906</title>
        <cusip>31409VR39</cusip>
        <identifiers>
          <isin value="US31409VR394"/>
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        <balance>224197.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>236092.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.37400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2016-3 LTD VOYA 2016-3A A2R</title>
        <cusip>92915HAN3</cusip>
        <identifiers>
          <isin value="US92915HAN35"/>
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        <balance>818182.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>802031.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-10-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.69963000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRITON CONTAINER FINANCE LLC</name>
        <lei>549300GTUDI4TJ0XZQ86</lei>
        <title>TRITON CONTAINER FINANCE VI LLC TCF 2017-1A A</title>
        <cusip>89679HAA3</cusip>
        <identifiers>
          <isin value="US89679HAA32"/>
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        <balance>713750.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>713873.46000000</valUSD>
        <pctVal>0.060193201369</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.52000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2019-2A A1</title>
        <cusip>165183CD4</cusip>
        <identifiers>
          <isin value="US165183CD45"/>
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        <balance>638504.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>638127.45000000</valUSD>
        <pctVal>0.053806362401</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 793599</title>
        <cusip>31405MUY1</cusip>
        <identifiers>
          <isin value="US31405MUY10"/>
        </identifiers>
        <balance>481642.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>508595.34000000</valUSD>
        <pctVal>0.042884325348</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-09-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.24100160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SKOPOS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SKOPOS AUTO RECEIVABLES TRUST 2018-1 SKOP 2018-1A A</title>
        <cusip>83085LAA5</cusip>
        <identifiers>
          <isin value="US83085LAA52"/>
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        <balance>14398.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>14403.43000000</valUSD>
        <pctVal>0.001214484934</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.19000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>MISTER CAR WASH 5/14/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="US60646CAG24"/>
        </identifiers>
        <balance>196235.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-653.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AVANT LOANS FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>AVANT LOANS FUNDING TRUST 2019-B AVNT 2019-B A</title>
        <cusip>05354NAA8</cusip>
        <identifiers>
          <isin value="US05354NAA81"/>
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        <balance>412723.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>413138.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.72000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR10 A7</title>
        <cusip>92922FEB0</cusip>
        <identifiers>
          <isin value="US92922FEB04"/>
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        <balance>1309954.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1330844.08000000</valUSD>
        <pctVal>0.112215637907</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.19681520</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIONSTAR HECM LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HECM LOAN TRUST 2018-2 NHLT 2018-2A A</title>
        <cusip>63862TAA9</cusip>
        <identifiers>
          <isin value="US63862TAA97"/>
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        <balance>35875.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>35915.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.18769920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC VARIABLE RATE 09/11/2021</title>
        <cusip>404280BV0</cusip>
        <identifiers>
          <isin value="US404280BV07"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>551550.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.78163000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2018-BIOA BX 2018-BIOA C</title>
        <cusip>056057AJ1</cusip>
        <identifiers>
          <isin value="US056057AJ11"/>
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        <balance>2939000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2939001.18000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.03455160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NUMERICABLE U.S. LLC</name>
        <lei>N/A</lei>
        <title>NUMERICABLE U.S. LLC 7/31/2025</title>
        <cusip>67053NAK0</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX162009"/>
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        <name>AEGIS ASSET BACKED SECURITIES TRUST</name>
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        <name>WACHOVIA STUDENT LOAN TRUST</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <name>COMM MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Michigan Student Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BRE GRAND ISLANDER TIMESHARE ISSUER LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TCI-FLATIRON CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>OPTION ONE MORTGAGE LOAN TRUST</name>
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        <name>Freddie Mac</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>TE HOLDCORP PRIVATE COMMON STOCK *</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-1 DRMT 2017-1A A1</title>
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          <isin value="US24380TAA43"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) MAR20 FINANCIAL COMMODITY FUTURE.</title>
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        <assetCat>DIR</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Long</payOffProf>
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                <issuerName>U.S. Treasury Futures</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <cusip>96042JAC0</cusip>
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          <isin value="US96042JAC09"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 793029</title>
        <cusip>31405MA64</cusip>
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          <isin value="US31405MA645"/>
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        <balance>190645.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>197373.45000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DBUBS MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DBUBS 2011-LC2 MORTGAGE TRUST DBUBS 2011-LC2A XA</title>
        <cusip>23305XAE1</cusip>
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          <isin value="US23305XAE13"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-07-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.03520880</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW COMMERCIAL ASSET TRUST 2004-3 BAYC 2004-3 A1</title>
        <cusip>07324SAX0</cusip>
        <identifiers>
          <isin value="US07324SAX09"/>
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        <balance>2393888.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2380043.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37774960</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association 2</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL G2 892978</title>
        <cusip>3620E0GM2</cusip>
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          <isin value="US3620E0GM23"/>
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        <curCd>USD</curCd>
        <valUSD>1478016.27000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10600080</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2007-A1 JPMMT 2007-A1 1A1</title>
        <cusip>46630GAA3</cusip>
        <identifiers>
          <isin value="US46630GAA31"/>
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        <balance>1553974.80000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.52489040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-DNA2 M2</title>
        <cusip>3137G0FT1</cusip>
        <identifiers>
          <isin value="US3137G0FT19"/>
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        <balance>268495.28000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.42275120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW COMMERCIAL ASSET TRUST 2006-2 BAYC 2006-2A A1</title>
        <cusip>07324YAB5</cusip>
        <identifiers>
          <isin value="US07324YAB56"/>
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        <balance>855294.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.05274880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVERY POINT CLO, LIMITED</name>
        <lei>N/A</lei>
        <title>AVERY POINT IV CLO LTD AVERY 2014-1A AR</title>
        <cusip>05363UAS2</cusip>
        <identifiers>
          <isin value="US05363UAS24"/>
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        <balance>301268.59000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301150.19000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.37550040</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2019-1 DTAOT 2019-1A A</title>
        <cusip>23343GAA0</cusip>
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          <isin value="US23343GAA04"/>
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        <balance>156363.83000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>FREMONT HOME LOAN OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FREMONT HOME LOAN TRUST 2004-D FHLT 2004-D M1</title>
        <cusip>35729PGC8</cusip>
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          <isin value="US35729PGC86"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NOMURA ASSET SECURITIES CORPORATION</name>
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      <invstOrSec>
        <name>VELOCITY COMMERCIAL CAPITAL LOAN TRUST</name>
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        <title>VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2017-1 VCC 2017-1 AFL</title>
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          <isin value="US92257LAA89"/>
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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>SOPHIA L.P.</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ABN AMRO Bank N.V.</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37588120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MA FINANCECO MICROFOCUS  TL</name>
        <lei>N/A</lei>
        <title>MA FINANCECO MICROFOCUS  TL 11/19/2021</title>
        <cusip>55280FAJ0</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX162914"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ALLIANT INSURANCE 4/18 COV-LITE TLB</name>
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          <other otherDesc="All Others" value="LX173270"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>VOYA CLO</name>
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          <isin value="US92912VAN55"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>MOTEL 6 TRUST</name>
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          <isin value="US61975FAA75"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Belron 10/19 (USD) TLB</name>
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          <other otherDesc="All Others" value="LX183598"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-25</maturityDt>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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          <isin value="US05948XZG95"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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          <isin value="US46629MAT27"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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          <isin value="US034620AA23"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.81000160</annualizedRt>
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        <name>ARGENT SECURITIES INC</name>
        <lei>N/A</lei>
        <title>ARGENT SECURITIES TRUST 2006-W2 ARSI 2006-W2 A2B</title>
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          <isin value="US040104RV54"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>RADIATE HOLDCO LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PRPM LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SS&amp;C TECHNOLOGIES HOLDINGS INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MVW OWNER TRUST</name>
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        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BLACKHAWK NETWORK HOLDINGS INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2014-3 LTD VOYA 2014-3A A1R</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>THE HILLMAN GROUP, INC.</name>
        <lei>N/A</lei>
        <title>THE HILLMAN GROUP, INC. 5/30/2025</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CREDIT SUISSE ABS TRUST</name>
        <lei>N/A</lei>
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          <isin value="US22549UAA34"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TRIDENT TPI HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>TRIDENT TPI HOLDINGS, INC. 10/17/2024</title>
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          <other otherDesc="All Others" value="LX168808"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 821976</title>
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          <isin value="US31406WFR07"/>
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        <balance>159275.66000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MSCCG TRUST</name>
        <lei>N/A</lei>
        <title>MSCG TRUST 2018-SELF MSCCG 2018-SELF A</title>
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          <isin value="US55358PAA49"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GREENEDEN U.S. HOLDINGS I, LLC</name>
        <lei>N/A</lei>
        <title>GREENEDEN U.S. HOLDINGS I, LLC 12/1/2023</title>
        <cusip>39479UAJ2</cusip>
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          <other otherDesc="All Others" value="LX171645"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW COMMERCIAL ASSET TRUST 2005-3 BAYC 2005-3A M5</title>
        <cusip>07324SCH3</cusip>
        <identifiers>
          <isin value="US07324SCH31"/>
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        <balance>873906.56000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46274920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST</name>
        <lei>N/A</lei>
        <title>CAPITAL ONE MULTI-ASSET EXECUTION TRUST COMET 2017-A2 A2</title>
        <cusip>14041NFL0</cusip>
        <identifiers>
          <isin value="US14041NFL01"/>
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        <balance>2639000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17537920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP VARIABLE RATE 09/09/2021</title>
        <cusip>55336VBG4</cusip>
        <identifiers>
          <isin value="US55336VBG41"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>150508.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00213000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GRAY TELEVISION INC.</name>
        <lei>N/A</lei>
        <title>GRAY TELEVISION INC. 2/7/2024</title>
        <cusip>389376AX2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX159621"/>
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        <balance>1321524.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1322079.47000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.03138080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Clear Channel 8/19 Cov-Lite TLB</name>
        <lei>N/A</lei>
        <title>Clear Channel 8/19 Cov-Lite TLB 8/21/2026</title>
        <cusip>18452RAD7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX182154"/>
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        <balance>2901513.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2909290.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.28588000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES TRUST 2018-3 GCAR 2018-3A A</title>
        <cusip>36255XAA1</cusip>
        <identifiers>
          <isin value="US36255XAA19"/>
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        <balance>135303.23000000</balance>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASSET BACKED SECURITIES CORPORATION</name>
        <lei>N/A</lei>
        <title>ASSET BACKED SECURITIES CORP HOME EQUITY LOAN TRUS ABSHE 2003-HE7 M1</title>
        <cusip>04541GGS5</cusip>
        <identifiers>
          <isin value="US04541GGS57"/>
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        <balance>738015.39000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.88849960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STUDENT LOAN ABS REPACKAGING TRUST</name>
        <lei>N/A</lei>
        <title>STUDENT LOAN ABS REPACKAGING TRUST SERIES 2007-1 SLART 2007-1 2A1</title>
        <cusip>86386VAC8</cusip>
        <identifiers>
          <isin value="US86386VAC81"/>
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        <balance>934429.50000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.14313040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
        <lei>N/A</lei>
        <title>CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 7A1</title>
        <cusip>161630AU2</cusip>
        <identifiers>
          <isin value="US161630AU28"/>
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        <balance>513626.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>527367.16000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.53327480</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HOME EQUITY ASSET TRUST (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP)</name>
        <lei>N/A</lei>
        <title>HOME EQUITY ASSET TRUST 2005-7 HEAT 2005-7 M1</title>
        <cusip>437084NZ5</cusip>
        <identifiers>
          <isin value="US437084NZ56"/>
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        <balance>2657020.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2667308.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27274840</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ADJUSTABLE RATE MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ADJUSTABLE RATE MORTGAGE TRUST 2005-2 ARMT 2005-2 1A2</title>
        <cusip>007036HS8</cusip>
        <identifiers>
          <isin value="US007036HS87"/>
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        <balance>46662.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46778.93000000</valUSD>
        <pctVal>0.003944359485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.58584120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ASSET BACKED FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>ABFC 2005-WF1 TRUST ABFC 2005-WF1 M1</title>
        <cusip>04542BLY6</cusip>
        <identifiers>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ONE MARKET PLAZA TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>RENAISSANCE HOME EQUITY LOAN TRUST</name>
        <lei>N/A</lei>
        <title>RENAISSANCE HOME EQUITY LOAN TRUST 2003-4 RAMC 2003-4 A3</title>
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          <isin value="US759950BR82"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2017-2 CAALT 2017-2A A</title>
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          <isin value="US22533YAA38"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FTS INTERNATIONAL INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX136541"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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        <name>Grocery Outlet 7/19 Cov-Lite TLB</name>
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        <title>Grocery Outlet 7/19 Cov-Lite TLB 10/22/2025</title>
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          <other otherDesc="All Others" value="LX181712"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>HLSS MSR - EBO ACQUISITION LLC AND HLSS HOLDINGS, LLC</name>
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        <title>NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2018 NZES 2018-PLS2 A</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>CHARTER NEX US INC TL CL</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>CITIZENS BANK, NATIONAL ASSOCIATION</name>
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        <title>CITIZENS BANK NA/PROVIDENCE RI VARIABLE RATE 05/26/2022</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>WASHINGTON MUTUAL MSC MORTGAGE CORP</name>
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        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2013-K28 MORTGAGE TRUST FREMF 2013-K28 C</title>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GREENPOINT MANUFACTURED HOUSING CONTRACT TRUST</name>
        <lei>N/A</lei>
        <title>GREENPOINT MANUFACTURED HOUSING GPMH 2000-4 A3</title>
        <cusip>395383AW2</cusip>
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          <isin value="US395383AW29"/>
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      <invstOrSec>
        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
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        <title>ACCREDITED MORTGAGE LOAN TRUST 2006-2 ACCR 2006-2 M1</title>
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        <identifiers>
          <isin value="US00437NAE22"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.97799840</annualizedRt>
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        <securityLending>
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        <name>CENTURYLINK</name>
        <lei>N/A</lei>
        <title>CENTURYLINK 1/31/2025</title>
        <cusip>15670BAB8</cusip>
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          <other otherDesc="All Others" value="LX161598"/>
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        <curCd>USD</curCd>
        <valUSD>1654922.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.53589920</annualizedRt>
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        <name>OCEAN TRAILS CLO</name>
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        <name>RESIDENTIAL ACCREDIT LOANS INCORPORATED</name>
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        <name>EPICOR SOFTWARE CORPORATION</name>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <name>ST. GEORGE'S</name>
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        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
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        <name>DBUBS MORTGAGE TRUST</name>
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        <title>DBUBS 2011-LC3 MORTGAGE TRUST DBUBS 2011-LC3A A4</title>
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        <name>VSE VOI MORTGAGE LLC</name>
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        <name>NOURYON FINANCE B.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <name>HOME EQUITY ASSET TRUST (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP)</name>
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          <isin value="US437084US31"/>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>Sabert 11/19 TLB</name>
        <lei>N/A</lei>
        <title>Sabert 11/19 TLB 11/26/2026</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX184078"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <title>BRAVO RESIDENTIAL FUNDING TRUST 2019-1 BRAVO 2019-1 A1C</title>
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          <isin value="US10568GAD97"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1 CMLTI 2019-IMC1 A1</title>
        <cusip>17328BAA2</cusip>
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          <isin value="US17328BAA26"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MARRIOTT INTERNATIONAL, INC.</name>
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        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2019-1 EART 2019-1A A</title>
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          <isin value="US30167DAA54"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>ION TRADING</name>
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          <other otherDesc="All Others" value="LX173674"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC REMICS FHR 3311 FN</title>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BASS PRO GROUP LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2018-4 MFT 2018-4A A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 9 SEMT 9 1A</title>
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          <isin value="US81743SAA87"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Government National Mortgage Association 2</name>
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        <name>Sinclair Television 7/19 (600mm) TLB</name>
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        <name>Creative Artists 11/19 Cov-Lite TLB</name>
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        <name>APPLIED SYSTEMS 9/17 TLB</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NOMURA ASSET SECURITIES CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>TRANSDIGM INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>EDISON INTERNATIONAL</name>
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        <issuerCat>CORP</issuerCat>
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        <name>NATIONSTAR HECM LOAN TRUST</name>
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        <name>RECETTE CLO, LTD</name>
        <lei>N/A</lei>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <name>Ontic 10/19 Cov-Lite TLB</name>
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        <name>CITIBANK CREDIT CARD ISSUANCE TRUST</name>
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        <name>BECTON, DICKINSON AND COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-12-29</maturityDt>
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        <name>ALTICE FINANCING S.A.</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>AMERICREDIT AUTOMOBILE RECEIVABLES 2016-1 AMCAR 2016-1 C</title>
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        <name>Federal National Mortgage Association</name>
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        <name>MI Windows 10/19 Cov-Lite TLB</name>
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        <name>LIFE TIME FITNESS</name>
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        <name>Freddie Mac</name>
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        <name>JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES</name>
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        <name>Regions Bank</name>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <name>AVANTOR 9/17 (USD) COV-LITE TL</name>
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        <name>STERIGENICS-NORDION HOLDINGS, LLC</name>
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        <name>ACE SECURITIES CORP HOME EQUITY LOAN TRUST</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>SOFI PROFESSIONAL LOAN PROGRAM</name>
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        <name>MARSH &amp; MCLENNAN COMPANIES, INC.</name>
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        <name>CVS HEALTH CORPORATION</name>
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        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
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        <title>STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2004-AR8 A1</title>
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        <name>United States of America</name>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WAMU COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SHACKLETON CLO LTD</name>
        <lei>N/A</lei>
        <title>SHACKLETON 2015-VIII CLO LTD SHACK 2015-8A A1R</title>
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        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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          <isin value="US80284TAK16"/>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
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          <isin value="US36242DUL53"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CWABS ASSET-BACKED CERTIFICATES TRUST</name>
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          <isin value="US12666TAJ51"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>CIGNA CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INTELSAT JACKSON HOLDINGS S.A.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HARBORVIEW MORTGAGE LOAN TRUST</name>
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        <name>AI ALPINE AT BIDCO GMBH</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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          <isin value="US86359BLF66"/>
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        <name>Federal National Mortgage Association</name>
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        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <name>TREMAN PARK CLO, LTD</name>
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        <cusip>89473LAH7</cusip>
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        <name>BEAR STEARNS ASSET BACKED SECURITIES INC</name>
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        <name>Sedgwick CMS 8/19 Incremental Cov-Lite TLB</name>
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        <name>FIRST FRANKLIN MORTGAGE LOAN TRUST</name>
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        <name>ROCKET SOFTWARE</name>
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        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>STANDARD CHARTERED PLC</name>
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        <name>Federal National Mortgage Association</name>
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        <name>ENVISION HEALTHCARE CORPORATION</name>
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        <name>Radiology Partners 7/18 Cov-Lite TL</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>BRAVO MORTGAGE ASSET TRUST</name>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KNDL KNSQ MORTGAGE TRUST</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DEUTSCHE MORTGAGE SECURITIES INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MASTR ALTERNATIVE LOAN TR</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>DuBois Chemicals 10/19 TLB</name>
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          <other otherDesc="All Others" value="LX183390"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-30</maturityDt>
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        <name>CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SGR</name>
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          <isin value="US81880KAA88"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>TRAVERSE MIDSTREAM PARTNERS LLC</name>
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          <other otherDesc="All Others" value="LX168620"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>LPL HOLDINGS, INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FOREST CITY ENTERPRISE, LP</name>
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          <other otherDesc="All Others" value="LX176555"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC NON GOLD POOL FH 1B7189</title>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BLACKSTONE MORTGAGE TRUST, INC.</name>
        <lei>N/A</lei>
        <title>BLACKSTONE MORTGAGE TRUST, INC. 4/23/2026</title>
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        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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          <isin value="US61746WWK25"/>
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        <name>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BUNKER HILL LOAN DEPOSITARY TRUST</name>
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          <isin value="US12061AAB44"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LION HOLDINGS WARRANTS</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MASTER CREDIT CARD TRUST II</name>
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        <name>TANK HOLDING CORP</name>
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        <name>TEMPO ACQUISITION 4/17 TLB</name>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <name>VERIFONE SYSTEMS INC.</name>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <name>BLACK DIAMOND CLO LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ASSET BACKED FUNDING CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>ORTHO-CLINICAL DIAGNOSTICS</name>
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        <cusip>L7300KAJ3</cusip>
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          <other otherDesc="All Others" value="LX173721"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.30637840</annualizedRt>
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        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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          <isin value="US86358ELS36"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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          <isin value="US07324SAL60"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.36274840</annualizedRt>
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      <invstOrSec>
        <name>Cooperatieve Rabobank UA (New York Branch)</name>
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        <title>COOPERATIEVE RABOBANK UA/NY VARIABLE RATE 01/10/2022</title>
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          <isin value="US21688AAK88"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-10</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <cusip>36192HAL8</cusip>
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          <isin value="US36192HAL87"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-04-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.12944840</annualizedRt>
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      <invstOrSec>
        <name>IOWA STUDENT LOAN LIQUIDITY CORPORATION</name>
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          <ticker value="IOWA1101 A"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>ACRISURE LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX174014"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.85438120</annualizedRt>
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        <name>HILTON GRAND VACATIONS TRUST</name>
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        <title>HILTON GRAND VACATIONS TRUST 2014-A HGVT 2014-AA A</title>
        <cusip>43284AAA2</cusip>
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          <isin value="US43284AAA25"/>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2005-AR6 2A1A</title>
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          <isin value="US92922FJ251"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Sterigenics-Nordion/Sotera 7/19 Incremental TL</name>
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        <title>Sterigenics-Nordion/Sotera 7/19 Incremental TL 5/15/2022</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Clarity Telecom/Vast Broadband 6/19 TLB</name>
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        <title>Clarity Telecom/Vast Broadband 6/19 TLB 8/31/2026</title>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FINANCE OF AMERICA STRUCTURED SECURITIES TRUST</name>
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        <title>FINANCE OF AMERICA STRUCTURED SECURITIES TRUST 201 FASST 2018-HB1 A</title>
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          <isin value="US31738BAA70"/>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.37510080</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ORIGEN MANUFACTURED HOUSING CONTRACT</name>
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        <name>Ontic 10/19 Cov-Lite Delayed TL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <name>State of California</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>PETSMART INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FORMULA ONE MANAGEMENT LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VOLT LLC</name>
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        <name>RING CONTAINER 9/17 TL</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>Freddie Mac</name>
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        <name>TOWNSQUARE MEDIA INC</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>Clarivate Analytics 10/19 TLB</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>LBM</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
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          <isin value="US36248FAJ12"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GOAL CAPITAL FUNDING TRUST</name>
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          <isin value="US38021AAD46"/>
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        <name>PACKERS HOLDINGS, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>REGIONALCARE HOSPITAL PARTNERS HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VERSUS SECURITIZATION TRUST</name>
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        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <name>Federal National Mortgage Association</name>
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        <name>HUB INTERNATIONAL LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SLC STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WAND NEWCO 3, INC.</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>HD SUPPLY WATERWORKS LTD  TLB CL</name>
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        <assetCat>LON</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2017-HQA2 M1</title>
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          <isin value="US3137G0PT09"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>WIDEOPENWEST 6/17 TLB</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX165396"/>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>OCP CLO LTD</name>
        <lei>N/A</lei>
        <title>OCP CLO 2015-8 LTD OCP 2015-8A A1R</title>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PLANTRONICS INC.</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX TRUST 2018-MCSF BX 2018-MCSF B</title>
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          <isin value="US05607AAG85"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HOME EQUITY ASSET TRUST (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP)</name>
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        <name>MORGAN STANLEY ABS CAPITAL I, INC.</name>
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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>USI Inc TL</name>
        <lei>N/A</lei>
        <title>USI Inc TL 12/2/2026</title>
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          <other otherDesc="All Others" value="LX184074"/>
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        <curCd>USD</curCd>
        <valUSD>2010721.65000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-02</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE TRUST</name>
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          <isin value="US59020UTB16"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SELECT MEDICAL CORP 2/13/24</name>
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        <title>SELECT MEDICAL CORP 2/13/24 3/6/2025</title>
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          <other otherDesc="All Others" value="LX159955"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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          <isin value="US30711X3G73"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UBS COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US90269GAG64"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ASURION LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Deutsche Bank AG (New York Branch)</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-22</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>SRS DISTRIBUTION INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX173320"/>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Syngenta Finance N.V.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>FIRST FRANKLIN MORTGAGE LOAN TRUST</name>
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        <name>SEDGWICK CLAIMS MANAGEMENT SERVICES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
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        <title>PRESTIGE AUTO RECEIVABLES TRUST 2017-1 PART 2017-1A A3</title>
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        <name>DRIVETIME AUTO OWNER TRUST</name>
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        <name>ALLEGRO CLO LTD</name>
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        <name>AIR MEDICAL GROUP HOLDINGS INC.</name>
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        <name>MISYS LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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          <isin value="US345397YJ68"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-28</maturityDt>
          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
        <lei>N/A</lei>
        <title>CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 CHASE 2007-A2 2A3</title>
        <cusip>16163LAF9</cusip>
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          <isin value="US16163LAF94"/>
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        <balance>754165.34000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.33370520</annualizedRt>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC VARIABLE RATE 11/06/2020</title>
        <cusip>37045XCC8</cusip>
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          <isin value="US37045XCC83"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>499329.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.44824840</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>GREENPOINT MANUFACTURED HOUSING CONTRACT TRUST</name>
        <lei>N/A</lei>
        <title>GREENPOINT MANUFACTURED HOUSING GPMH 1999-5 M1A</title>
        <cusip>395383AF9</cusip>
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          <isin value="US395383AF95"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2019-1 MFT 2019-1A A</title>
        <cusip>57109XAA5</cusip>
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          <isin value="US57109XAA54"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AI AQUA MERGER SUB, INC.</name>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-13</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2015-5 TPMT 2015-5 A1B</title>
        <cusip>89171VAK3</cusip>
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        <curCd>USD</curCd>
        <valUSD>83053.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2017-SG1 VERUS 2017-SG1A A1</title>
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        <identifiers>
          <isin value="US92536KAA34"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CONAGRA BRANDS, INC.</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <title>MORGAN STANLEY CAPITAL I TRUST 2006-TOP23 MSC 2006-T23 D</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
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          <isin value="US46631JAA60"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.20072840</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>TELOS CLO</name>
        <lei>N/A</lei>
        <title>TELOS CLO 2013-3 LTD TELOS 2013-3A AR</title>
        <cusip>87969DAL1</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.60325080</annualizedRt>
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        <name>HERTZ FLEET LEASE FUNDING LP</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
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      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2017-3 LTD VOYA 2017-3A A1A</title>
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          <isin value="US92915QAC78"/>
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        <balance>1500000.00000000</balance>
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        <valUSD>1498077.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PHH MORTGAGE CAPITAL LLC</name>
        <lei>N/A</lei>
        <title>PHH MORTGAGE TRUST SERIES 2008-CIM2 PHHMC 2008-CIM2 1A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>GEMS MENASA (CAYMAN) LIMITED</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC VARIABLE RATE 04/13/2020</title>
        <cusip>37045XBU9</cusip>
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        <name>Whatabrands/Whataburger 7/19 Cov-Lite TLB</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>Iridium Communications 10/19 Cov-Lite TLB</name>
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        <name>GOLDEN NUGGET INC.</name>
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        <name>ABC Financial 12/17 Cov-Lite TLB</name>
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        <name>EIG INVESTORS CORP.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>CAMB COMMERCIAL MORTGAGE TRUST</name>
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        <name>IMMUCOR INC 1L TLB3 CL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
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        <name>BELLEMEADE RE LTD.</name>
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        <debtSec>
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        <name>BANC OF AMERICA FUNDING CORPORATION</name>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.17275120</annualizedRt>
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      <invstOrSec>
        <name>UNITED TECHNOLOGIES CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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          <couponKind>Floating</couponKind>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST 2015-2 CMLTI 2015-2 5A1</title>
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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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          <couponKind>Floating</couponKind>
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        <name>LSF9 ATLANTIS HOLDINGS, LLC</name>
        <lei>N/A</lei>
        <title>LSF9 ATLANTIS HOLDINGS, LLC 5/1/2023</title>
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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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        <invCountry>US</invCountry>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR1 A</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-1 BSARM 2004-1 21A1</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.51767240</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-3 BSARM 2004-3 2A</title>
        <cusip>07384MQ88</cusip>
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          <isin value="US07384MQ887"/>
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        <balance>1280564.87000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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        <title>OCCIDENTAL PETROLEUM CORP VARIABLE RATE 08/13/2021</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-13</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENCORE CREDIT CORPORATION</name>
        <lei>N/A</lei>
        <title>ENCORE CREDIT RECEIVABLES TRUST 2005-3 ECR 2005-3 M3</title>
        <cusip>29256PAG9</cusip>
        <identifiers>
          <isin value="US29256PAG90"/>
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        <balance>2301534.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2317135.01000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.58774840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MH SUB I, LLC (MICRO HOLDING CORP)</name>
        <lei>N/A</lei>
        <title>MH SUB I, LLC (MICRO HOLDING CORP) 9/15/2025</title>
        <cusip>55303BAC7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX168015"/>
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        <balance>173276.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>173276.24000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.28587960</annualizedRt>
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        <securityLending>
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        <name>IHEARTCOMMUNIC TL 1L EXIT</name>
        <lei>N/A</lei>
        <title>IHEARTCOMMUNIC TL 1L EXIT 5/1/2026</title>
        <cusip>45175AAB7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX180063"/>
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        <balance>2721134.86000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>SLM STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SLM STUDENT LOAN TRUST 2013-6 SLMA 2013-6 A3</title>
        <cusip>78448CAG4</cusip>
        <identifiers>
          <isin value="US78448CAG42"/>
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        <balance>1576814.70000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.47275000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HUNDSON'S BAY SIMON JV TRUST</name>
        <lei>N/A</lei>
        <title>HUDSONS BAY SIMON JV TRUST 2015-HBS HBCT 2015-HBFL CFL</title>
        <cusip>44422PAL6</cusip>
        <identifiers>
          <isin value="US44422PAL67"/>
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        <balance>3435000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.86699840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LONG BEACH MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST 2004-1 LBMLT 2004-1 M2</title>
        <cusip>542514EV2</cusip>
        <identifiers>
          <isin value="US542514EV25"/>
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        <balance>2146450.84000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.64774960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2018-1 SDART 2018-1 B</title>
        <cusip>80285TAE4</cusip>
        <identifiers>
          <isin value="US80285TAE47"/>
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        <balance>1222634.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1223796.37000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO HOME EQUITY TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO HOME EQUITY ASSET-BACKED SECURITIES 20 WFHET 2005-3 M4</title>
        <cusip>9497ENAD5</cusip>
        <identifiers>
          <isin value="US9497ENAD52"/>
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        <balance>652922.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>652349.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70775080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2018-3 TPMT 2018-3 A1</title>
        <cusip>89175MAA1</cusip>
        <identifiers>
          <isin value="US89175MAA18"/>
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        <balance>1594512.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1658503.22000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000120</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2010-83 BA</title>
        <cusip>31398TTV3</cusip>
        <identifiers>
          <isin value="US31398TTV34"/>
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        <balance>270929.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>289181.53000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-08-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) MAR20 FINANCIAL COMMODITY FUTURE.</title>
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        <identifiers>
          <ticker value="1TUH0"/>
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        <balance>-43.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-9270195.31000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US9128285R78"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-5 BSARM 2004-5 2A</title>
        <cusip>07384MS78</cusip>
        <identifiers>
          <isin value="US07384MS784"/>
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        <balance>1168310.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1176889.34000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.45080960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>ONE MARKET PLAZA TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.</name>
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          <isin value="US07388VAG32"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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          <isin value="US3136A84C14"/>
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        <curCd>USD</curCd>
        <valUSD>448524.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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      <invstOrSec>
        <name>Bellemeade RE</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2019-2 LTD BMIR 2019-2A M1B</title>
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        <identifiers>
          <isin value="US07877BAC46"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.27274920</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
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        <cusip>654740AW9</cusip>
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          <isin value="US654740AW92"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.89087920</annualizedRt>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <cusip>59020USM8</cusip>
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          <isin value="US59020USM89"/>
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        <balance>579743.45000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.43228760</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-DNA3 M2</title>
        <cusip>3137G0GT0</cusip>
        <identifiers>
          <isin value="US3137G0GT00"/>
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        <balance>254975.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>257658.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.67274960</annualizedRt>
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        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST 2005-AR2 GSR 2005-AR2 1A2</title>
        <cusip>36242DH55</cusip>
        <identifiers>
          <isin value="US36242DH559"/>
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        <balance>404919.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>412828.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.40066160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MASTR ADJUSTABLE RATE MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MASTR ADJUSTABLE RATE MORTGAGES TRUST 2005-6 MARM 2005-6 5A1</title>
        <cusip>576433A71</cusip>
        <identifiers>
          <isin value="US576433A715"/>
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        <balance>37397.52000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35454.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.38570280</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP.</name>
        <lei>N/A</lei>
        <title>GSAMP TRUST 2005-SEA2 GSAMP 2005-SEA2 B1</title>
        <cusip>362341TR0</cusip>
        <identifiers>
          <isin value="US362341TR00"/>
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        <balance>1442000.00000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.07275120</annualizedRt>
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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW COMMERCIAL ASSET TRUST 2004-3 BAYC 2004-3 M2</title>
        <cusip>07324SBA9</cusip>
        <identifiers>
          <isin value="US07324SBA96"/>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>MSSG TRUST</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>MADISON PARK FUNDING, LTD.</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2017-DNA1 M1</title>
        <cusip>3137G0MC0</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>GFL ENVIRONMENTAL</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX173477"/>
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        <assetCat>LON</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2018-3 WLAKE 2018-3A A2A</title>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>HANGER INC 1L TLB CL</name>
        <lei>N/A</lei>
        <title>HANGER INC 1L TLB CL 3/6/2025</title>
        <cusip>41043BAF5</cusip>
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          <other otherDesc="All Others" value="LX171899"/>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
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        <name>RESIDENTIAL ACCREDIT LOANS INCORPORATED</name>
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        <name>CENT CLO LIMITED</name>
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        <debtSec>
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        <name>DUN &amp; BRADSTREET 01/30/26</name>
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        <name>Freddie Mac</name>
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        <name>HILTON ORLANDO TRUST</name>
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        <name>REFINITIV/THOMSON REUTERS (F&amp;R)</name>
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        <name>HILTON USA TRUST</name>
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        <name>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CWHEQ REVOLVING HOME EQUITY LOAN TRUST</name>
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        <cusip>12668FAB0</cusip>
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          <isin value="US12668FAB04"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.05350120</annualizedRt>
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      <invstOrSec>
        <name>MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC.</name>
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          <isin value="US55275RAC60"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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          <isin value="US939336X409"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NATIONAL CREDIT UNION ADMINISTRATION GUARANTEED NOTES TRUST</name>
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          <isin value="US62888WAB28"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-08</maturityDt>
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      <invstOrSec>
        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <cusip>61748HEG2</cusip>
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          <isin value="US61748HEG20"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>HOME PARTNERS OF AMERICA TRUST</name>
        <lei>N/A</lei>
        <title>HOME PARTNERS OF AMERICA 2017-1 TRUST HPA 2017-1 A</title>
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          <isin value="US43730TAA16"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70613080</annualizedRt>
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      <invstOrSec>
        <name>MASTER CREDIT CARD TRUST II</name>
        <lei>N/A</lei>
        <title>MASTER CREDIT CARD TRUST II MCCT 2019-2A A</title>
        <cusip>576339CC7</cusip>
        <identifiers>
          <isin value="US576339CC70"/>
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        <balance>330000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.11163040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>NATIONAL CREDIT UNION ADMINISTRATION GUARANTEED NOTES TRUST</name>
        <lei>N/A</lei>
        <title>NCUA GUARANTEED NOTES TRUST 2011-R1 NGN 2011-R1 1A</title>
        <cusip>62888YAA0</cusip>
        <identifiers>
          <isin value="US62888YAA01"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.43950040</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NRZ MSR</name>
        <lei>N/A</lei>
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          <isin value="US64829TAB70"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>TRESTLES CLO LTD</name>
        <lei>N/A</lei>
        <title>TRESTLES CLO 2017-1 LTD TREST 2017-1A A1A</title>
        <cusip>89531FAA5</cusip>
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          <isin value="US89531FAA57"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.56550120</annualizedRt>
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        <securityLending>
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        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
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        <cusip>585525DF2</cusip>
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          <isin value="US585525DF22"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.76592320</annualizedRt>
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      <invstOrSec>
        <name>UBER TECHNOLOGIES, INC.</name>
        <lei>N/A</lei>
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        <valUSD>2865825.70000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.76249840</annualizedRt>
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      <invstOrSec>
        <name>AIR LEASE CORPORATION</name>
        <lei>5493004NW4M4P8TMMK63</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
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        <title>ACCREDITED MORTGAGE LOAN TRUST 2004-4 ACCR 2004-4 A1A</title>
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        <identifiers>
          <isin value="US004375CA70"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.50274880</annualizedRt>
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        <name>WILSONART INTERNATIONAL 8/17 COV-LITE</name>
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        <title>WILSONART INTERNATIONAL 8/17 COV-LITE 12/19/2023</title>
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          <other otherDesc="All Others" value="LX167947"/>
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        <curCd>USD</curCd>
        <valUSD>2523077.48000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.36000040</annualizedRt>
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      <invstOrSec>
        <name>INVITATION HOMES TRUST</name>
        <lei>N/A</lei>
        <title>INVITATION HOMES 2018-SFR1 TRUST IHSFR 2018-SFR1 C</title>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.13913160</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ARBYS FUNDING LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THACHER PARK CLO</name>
        <lei>N/A</lei>
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          <isin value="US88322UAL35"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN TOWER CORPORATION</name>
        <lei>5493006ORUSIL88JOE18</lei>
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          <isin value="US03027XAF78"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CCC INFORMATION 3/17 COV-LITE TLB</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2017-C03 1M1</title>
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          <isin value="US30711XJS45"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.77274880</annualizedRt>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2017-2 WLAKE 2017-2A D</title>
        <cusip>96042MAL3</cusip>
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          <isin value="US96042MAL37"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2016-4 TPMT 2016-4 A1</title>
        <cusip>89172UAA6</cusip>
        <identifiers>
          <isin value="US89172UAA60"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <cusip>46645FAA8</cusip>
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          <isin value="US46645FAA84"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>DIAMOND SPORTS GROUP, LLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST</name>
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        <title>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-9XS A</title>
        <cusip>86359BVG3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1</title>
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          <isin value="US64830BAA52"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <title>MORGAN STANLEY CAPITAL I TRUST 2007-TOP25 MSC 2007-T25 AJ</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BPCE S.A.</name>
        <lei>9695005MSX1OYEMGDF46</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INVITATION HOMES TRUST</name>
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        <title>INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 B</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-HQ1 M3</title>
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          <isin value="US3137G0EJ46"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <name>COMCAST CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>RADNET MANAGEMENT INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FREMF MORTGAGE TRUST</name>
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        <name>MTRO COMMERCIAL MORTGAGE TRUST</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Pregis 7/19 Cov-Lite TLB</name>
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        <name>COLE PARK CLO LIMITED</name>
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        <name>CREDIT SUISSE COMMERCIAL MORTGAGE TRUST</name>
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        <name>SEQUA MEZZANINE HOLDINGS L.L.C.</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <name>Federal National Mortgage Association</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BBCMS TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>AVERY POINT CLO, LIMITED</name>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>AGILITI HEALTH, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>AT&amp;T INC.</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-30</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>SUTTER HEALTH</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>Virgin Media 10/19 (USD) TLN</name>
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        <title>Virgin Media 10/19 (USD) TLN 1/4/2028</title>
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        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
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          <couponKind>Floating</couponKind>
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        <name>DISCOVER CARD EXECUTION NOTE TRUST</name>
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        <title>DISCOVER CARD EXECUTION NOTE TRUST DCENT 2019-A2 A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association 2</name>
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        <title>GINNIE MAE II POOL G2 892975</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Global Education Management Systems Establishment</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>LCM LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LEGALZOOM.COM, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Kraft Heinz Foods Company</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-10</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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          <isin value="US33846AAA43"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FOCUS FINANCIAL PARTNERS, LLC</name>
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          <other otherDesc="All Others" value="LX174383"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
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          <isin value="US36258HAA32"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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          <isin value="US64828MAA53"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AUDIO VISUAL SERVICES</name>
        <lei>N/A</lei>
        <title>AUDIO VISUAL SERVICES 9/1/2025</title>
        <cusip>00241YAQ7</cusip>
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          <other otherDesc="All Others" value="LX171510"/>
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        <assetCat>LON</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <title>GM FINANCIAL AUTOMOBILE LEASING TRUST 2017-3 GMALT 2017-3 A3</title>
        <cusip>38013BAD2</cusip>
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          <isin value="US38013BAD29"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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          <isin value="US89175JAA88"/>
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        <fairValLevel>2</fairValLevel>
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        <name>WACHOVIA BANK COMMERCIAL MORTGAGE TRUST</name>
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        <title>WACHOVIA BANK COMMERCIAL MORTGAGE TRUST SERIES 200 WBCMT 2007-C34 C</title>
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          <isin value="US92979FAK66"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>AMERIQUEST MORTGAGE SECURITIES INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANC OF AMERICA FUNDING CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>

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      <invstOrSec>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>CHARTER NEX US INC TL CL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BLACK DIAMOND CLO LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>Freddie Mac</name>
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        <name>SUNDYNEUS PURCHASER</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>AI AQUA MERGER SUB, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DRYDEN CLO LTD</name>
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        <title>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2019-MFP B</title>
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        <curCd>USD</curCd>
        <valUSD>1998748.60000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-BNC1 SAIL 2004-BNC1 A4</title>
        <cusip>86358EKX3</cusip>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>ONDECK ASSET SECURITIZATION TRUST LLC</name>
        <lei>N/A</lei>
        <title>ONDECK ASSET SECURITIZATION TRUST II LLC ONDK 2019-1A A</title>
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          <isin value="US68235RAJ32"/>
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        <balance>195000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>195277.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>IMPAC SECURED ASSETS CORP</name>
        <lei>N/A</lei>
        <title>IMPAC SECURED ASSETS TRUST 2007-2 IMSA 2007-2 2A</title>
        <cusip>452570AE4</cusip>
        <identifiers>
          <isin value="US452570AE49"/>
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        <balance>336806.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>339419.37000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.07275040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANC OF AMERICA FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA FUNDING 2006-D TRUST BAFC 2006-D 3A1</title>
        <cusip>058933AG7</cusip>
        <identifiers>
          <isin value="US058933AG77"/>
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        <balance>58397.55000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>57265.19000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.22643240</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT-A TRUST 2003-5 BALTA 2003-5 2A1</title>
        <cusip>07386HDL2</cusip>
        <identifiers>
          <isin value="US07386HDL24"/>
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        <balance>1169727.78000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1193558.88000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.00079160</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASCEND LEARNING LLC</name>
        <lei>N/A</lei>
        <title>ASCEND LEARNING LLC 7/12/2024</title>
        <cusip>02083JAC8</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX166009"/>
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        <balance>980375.91000000</balance>
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        <curCd>USD</curCd>
        <valUSD>980375.91000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.70162880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX TRUST 2017-APPL BX 2017-APPL B</title>
        <cusip>12433PAG1</cusip>
        <identifiers>
          <isin value="US12433PAG19"/>
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        <balance>3369801.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3369731.42000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06349920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
        <title>SOFI CONSUMER LOAN PROGRAM 2019-1 TRUST SCLP 2019-1 A</title>
        <cusip>78472CAA6</cusip>
        <identifiers>
          <isin value="US78472CAA62"/>
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        <balance>257103.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>258572.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.24000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2017-2 VZOT 2017-2A B</title>
        <cusip>92348PAB8</cusip>
        <identifiers>
          <isin value="US92348PAB85"/>
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        <balance>260000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>260148.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.22000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SURGERY CENTER HLDGS INC TL</name>
        <lei>N/A</lei>
        <title>SURGERY CENTER HLDGS INC TL 9/2/2024</title>
        <cusip>86880NAU7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX165294"/>
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        <curCd>USD</curCd>
        <valUSD>0.02000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.04000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>PRESTIGE AUTO RECEIVABLES TRUST 2018-1 PART 2018-1A A2</title>
        <cusip>74114NAC1</cusip>
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          <isin value="US74114NAC11"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MADISON PARK FUNDING, LTD.</name>
        <lei>N/A</lei>
        <title>MADISON PARK FUNDING XV LTD MDPK 2014-15A A2R</title>
        <cusip>55818VAY3</cusip>
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          <isin value="US55818VAY39"/>
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        <balance>550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>549524.25000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-27</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>METLIFE SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>METLIFE SECURITIZATION TRUST MST 2017-1A A</title>
        <cusip>59166BAA9</cusip>
        <identifiers>
          <isin value="US59166BAA98"/>
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        <balance>236966.55000000</balance>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SYMPHONY CLO, LTD.</name>
        <lei>N/A</lei>
        <title>SYMPHONY CLO XVIII LTD SYMP 2016-18A B</title>
        <cusip>87154GAC9</cusip>
        <identifiers>
          <isin value="US87154GAC96"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>749265.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.05938160</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
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        <title>WELLS FARGO MORTGAGE BACKED SECURITIES 2019-2 TRUS WFMBS 2019-2 A3</title>
        <cusip>95002JAC0</cusip>
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          <isin value="US95002JAC09"/>
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        <balance>199874.36000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) MAR20 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
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          <ticker value="1TUH0"/>
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        <balance>-26.00000000</balance>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>GOLDMAN, SACHS &amp; CO.</counterpartyName>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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          <isin value="US64830GAB23"/>
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        <name>TEAM HEALTH HOLDINGS INC.</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>Atkins Nutritionals Inc</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SEMPRA TEXAS HOLDINGS CORP.</name>
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        <title>TEXAS/ENERGY FUTURE BOND CORPORATE CLAIM 12/31/2034</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EDUCATIONAL FUNDING OF THE SOUTH, INC.</name>
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        <name>HYLAND SOFTWARE</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DIEBOLD NIXDORF INCORPORATED</name>
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        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
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        <name>INFOBLOX INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MISTER CAR WASH</name>
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        <title>MISTER CAR WASH 5/14/2026</title>
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        <name>Anchor Packaging 7/19 Cov-Lite TLB</name>
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        <name>NOMURA ASSET SECURITIES CORPORATION</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>Domino's Pizza Master Issuer LLC</name>
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        <name>CWHEQ REVOLVING HOME EQUITY LOAN TRUST</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>WORLD OMNI AUTO RECEIVABLE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac</name>
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        <name>Federal National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DIAMOND SPORTS TLB 7/17/2026</name>
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        <name>AVANT LOANS FUNDING TRUST</name>
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        <name>BLACKSTONE CQP HOLDCO LP</name>
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        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
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        <name>ASSET BACKED FUNDING CORPORATION</name>
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        <name>NATIONAL MENTOR HOLDINGS</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SOTERA HEALTH HO TL 1L</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST</name>
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        <name>SOFI PROFESSIONAL LOAN PROGRAM</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Federal National Mortgage Association</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>GMACM HOME EQUITY LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>PANTHER BF AGGREGATOR 2 L.P.</name>
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          <other otherDesc="All Others" value="LX179100"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ARI FLEET LEASE TRUST</name>
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        <name>PROVIDENT FUNDING MORTGAGE LOAN TRUST</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>MTN INFRASTRUCTURE TOPCO, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Cumulus Media 9/19 TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac</name>
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        <name>Federal National Mortgage Association</name>
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        <name>COMM MORTGAGE TRUST</name>
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        <name>DOLLAR TREE, INC.</name>
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        <name>Government National Mortgage Association 2</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <name>BRAZOS STUDENT LOAN FINANCE CORPORATION</name>
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        <name>AVAYA</name>
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        <name>Nordea Bank Abp</name>
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        <name>AJAX MORTGAGE LOAN TRUST</name>
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        <name>Promontory Interfinancial 10/19 TLB</name>
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        <name>ULTRA RESOURCES (UPL)</name>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE TRUST</name>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512998.55000000</valUSD>
        <pctVal>0.043255600260</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46274920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LB-UBS COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>LB-UBS COMMERCIAL MORTGAGE TRUST 2005-C5 LBUBS 2005-C5 H</title>
        <cusip>52108H7H1</cusip>
        <identifiers>
          <isin value="US52108H7H16"/>
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        <balance>490797.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>491931.27000000</valUSD>
        <pctVal>0.041479225176</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.34999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 12A2</title>
        <cusip>07384MM25</cusip>
        <identifiers>
          <isin value="US07384MM258"/>
        </identifiers>
        <balance>1327883.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1314001.59000000</valUSD>
        <pctVal>0.110795493513</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.94349040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ECAF I</name>
        <lei>N/A</lei>
        <title>ECAF I LTD ECAF 2015-1A A1</title>
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        <identifiers>
          <isin value="US26827EAA38"/>
        </identifiers>
        <balance>550484.97000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>551114.23000000</valUSD>
        <pctVal>0.046469481893</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.47300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2019-11-30</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL INVESTMENTS TRUST</ncom:nameOfApplicant>
      <ncom:signature>James Hoffmayer</ncom:signature>
      <ncom:signerName>James Hoffmayer</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
