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

        <fairValLevel>2</fairValLevel>
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        <name>DAE FUNDING LLC</name>
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        <name>SACO I TRUST</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <name>ALPHABET HOLDING COMPANY INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ZIONS BANCORPORATION, NATIONAL ASSOCIATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CIGNA CORPORATION</name>
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        <name>Clarivate Analytics 10/19 TLB</name>
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        <name>CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)</name>
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        <name>MTN INFRASTRUCTURE TOPCO, INC.</name>
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        <name>LINEAGE LOGISTICS LLC TL</name>
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        <name>CWHEQ REVOLVING HOME EQUITY LOAN TRUST</name>
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        <name>CIT MORTGAGE LOAN TRUST</name>
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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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      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US89178BAA26"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HOME PARTNERS OF AMERICA TRUST</name>
        <lei>N/A</lei>
        <title>HOME PARTNERS OF AMERICA 2017-1 TRUST HPA 2017-1 B</title>
        <cusip>43730TAC7</cusip>
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          <isin value="US43730TAC71"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00849840</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
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        <cusip>3137G0GX1</cusip>
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          <isin value="US3137G0GX12"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <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>VELOCITY COMMERCIAL CAPITAL LOAN TRUST</name>
        <lei>N/A</lei>
        <title>VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2017-1 VCC 2017-1 AFL</title>
        <cusip>92257LAA8</cusip>
        <identifiers>
          <isin value="US92257LAA89"/>
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        <balance>867440.83000000</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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      <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"/>
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        <balance>1274609.26000000</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>2034-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.85979760</annualizedRt>
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        <securityLending>
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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 2004-1 BAYC 2004-1 A</title>
        <cusip>07324SAL6</cusip>
        <identifiers>
          <isin value="US07324SAL60"/>
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        <balance>4047365.65000000</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>2034-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.16675000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CAESARS RESORT COLLECTION LLC</name>
        <lei>N/A</lei>
        <title>CAESARS RESORT COLLECTION LLC 12/23/2024</title>
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          <other otherDesc="All Others" value="LX168784"/>
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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>2024-12-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.39525080</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US38379K6Q65"/>
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        <balance>16571004.23000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.86613840</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
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        <cusip>74114NAC1</cusip>
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          <isin value="US74114NAC11"/>
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        <balance>41528.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>41565.34000000</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>2021-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.97000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2013-1 SEMT 2013-1 1A1</title>
        <cusip>81744WAA8</cusip>
        <identifiers>
          <isin value="US81744WAA80"/>
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        <balance>663584.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>642457.49000000</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>2043-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.45000080</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 751582</title>
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          <isin value="US31403K6T59"/>
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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>
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        <name>NATIONAL MENTOR HOLDINGS</name>
        <lei>N/A</lei>
        <title>NATIONAL MENTOR HOLDINGS 3/9/2026</title>
        <cusip>63689EAJ4</cusip>
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          <other otherDesc="All Others" value="LX178223"/>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-09</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>ASSET BACKED FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>ABFC 2005-OPT1 TRUST ABFC 2005-OPT1 M1</title>
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          <isin value="US04542BQA34"/>
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        <balance>1456546.50000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>AMERICAN HOME MORTGAGE INVESTMENT TRUST</name>
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        <title>AMERICAN HOME MORTGAGE INVESTMENT TRUST 2005-2 AHM 2005-2 4A1</title>
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          <isin value="US02660TEQ22"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-3 DRMT 2017-3A A1</title>
        <cusip>24381FAA3</cusip>
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          <isin value="US24381FAA30"/>
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        <balance>90722.42000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2047-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A2</title>
        <cusip>31573TAB4</cusip>
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          <isin value="US31573TAB44"/>
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        <balance>1894407.32000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1908790.99000000</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>2059-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.89199880</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1</title>
        <cusip>76119CAA9</cusip>
        <identifiers>
          <isin value="US76119CAA99"/>
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        <balance>129794.46000000</balance>
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        <name>Federal National Mortgage Association</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Clear Channel 8/19 Cov-Lite TLB</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DAE Aviation (Standard Aero) 2/20 Cov-Lite TL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Bellemeade RE</name>
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        <name>BEAR STEARNS ARM TRUST</name>
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        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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          <isin value="US22541SJE90"/>
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        <name>DRIVETIME AUTO OWNER TRUST</name>
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        <name>INVITATION HOMES TRUST</name>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <name>SEQUA MEZZANINE HOLDINGS LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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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-AR13 A1A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ARROYO MORTGAGE TRUST 2018-1 ARRW 2018-1 A1</title>
        <cusip>042856AA2</cusip>
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          <isin value="US042856AA21"/>
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        <curCd>USD</curCd>
        <valUSD>1751511.67000000</valUSD>
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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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          <maturityDt>2048-04-25</maturityDt>
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          <annualizedRt>3.76300080</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SAXON ASSET SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>SAXON ASSET SECURITIES TRUST 2006-2 SAST 2006-2 A3C</title>
        <cusip>80556XAE7</cusip>
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          <isin value="US80556XAE76"/>
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        <balance>780140.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>776889.74000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.77675120</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CWABS ASSET-BACKED CERTIFICATES TRUST</name>
        <lei>N/A</lei>
        <title>CWABS INC ASSET-BACKED CERTIFICATES TRUST 2004-5 CWL 2004-5 2A</title>
        <cusip>1266716C5</cusip>
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          <isin value="US1266716C54"/>
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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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          <isCashCollateral>N</isCashCollateral>
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        <name>GREENPOINT MANUFACTURED HOUSING CONTRACT TRUST</name>
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          <isin value="US395383AF95"/>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-10-15</maturityDt>
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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>KEYCORP STUDENT LOAN TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NOVASTAR HOME EQUITY LOAN</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AI AQUA MERGER SUB, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Whatabrands/Whataburger 1/20 TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AVID AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>REYNOLDS GROUP HOLDINGS</name>
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        <name>GOLDEN NUGGET INC.</name>
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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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          <couponKind>Floating</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac</name>
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        <name>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.</name>
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        <name>BWAY HOLDING COMPANY</name>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <name>HPEFS EQUIPMENT TRUST</name>
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        <name>GREENPOINT MANUFACTURED HOUSING CONTRACT TRUST</name>
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        <title>GREENPOINT MANUFACTURED HOUSING GPMH 2000-4 A3</title>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <name>MADISON PARK FUNDING, LTD.</name>
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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K028 X1</title>
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        <name>SOLERA LLC (SOLERA FINANCE INC.)</name>
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        <name>INTELSAT JACKSON 12/17 TLB4</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2011-C3 XA</title>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>LEARNING CARE GROUP (US) NO. 2 INC.</name>
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        <name>BRAZOS STUDENT LOAN FINANCE CORPORATION</name>
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        <name>Regions Bank</name>
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        <name>Planet Fitness/United PF 12/19</name>
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        <name>DANSKE BANK A/S</name>
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        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AEGIS ASSET BACKED SECURITIES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BEAR STEARNS ARM TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

        <fairValLevel>2</fairValLevel>
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        <name>CHOBANI LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CENTURYLINK, INC.</name>
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        <name>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Clarity Telecom/Vast Broadband 6/19 TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OBX TRUST</name>
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        <name>ARCONIC INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TITAN ACQUISITION LIMITED</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TERRIER MEDIA BUYER, INC.</name>
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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 MORTGAGE TRUST</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>ABN AMRO Bank N.V.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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        <name>LEGALZOOM.COM, INC.</name>
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        <name>VSE VOI MORTGAGE LLC</name>
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        <name>NELNET STUDENT LOAN CORPORATION</name>
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        <name>TCI-FLATIRON CLO LTD</name>
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        <name>WAMU COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>SYMPHONY CLO, LTD.</name>
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        <title>SYMPHONY CLO XVIII LTD SYMP 2016-18A B</title>
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        <name>N/A</name>
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        <name>DEUTSCHE MORTGAGE SECURITIES MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>DEUTSCHE MORTGAGE SECURITIES INC MORTGAGE LOAN TRU DMSI 2004-4 2AR1</title>
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          <couponKind>Floating</couponKind>
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        <name>MERRILL LYNCH MORTGAGE TRUST</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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      <invstOrSec>
        <name>HOME EQUITY ASSET TRUST (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP)</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>OTIS WORLDWIDE CORPORATION</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>ONEMAIN FINANCIAL ISSUANCE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>INTERNATIONAL FLAVORS &amp; FRAGRANCES INC.</name>
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      <invstOrSec>
        <name>Kraft Heinz Foods Company</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BARINGS BDC STATIC CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BANC OF AMERICA COMMERCIAL MORTGAGE INCORPORATED</name>
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        <name>Federal National Mortgage Association</name>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>Pregis 7/19 Cov-Lite TLB</name>
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        <name>CWHEQ REVOLVING HOME EQUITY LOAN TRUST</name>
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        <name>BANK OF AMERICA CORPORATION</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>Nordea Bank Abp</name>
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        <name>PARTY CITY HOLDINGS INC.</name>
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        <name>MAGNETITE CLO, LIMITED</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>CITIBANK CREDIT CARD ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT 2016-A3 A3</title>
        <cusip>17305EFY6</cusip>
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          <isin value="US17305EFY68"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.15962920</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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        <cusip>31377BUP8</cusip>
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          <isin value="US31377BUP83"/>
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        <balance>28108.67000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.46900040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2019-1 FCAT 2019-1 A</title>
        <cusip>33844RAA9</cusip>
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          <isin value="US33844RAA95"/>
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        <balance>225427.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>228171.18000000</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>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.11000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP VARIABLE RATE 09/17/2021</title>
        <cusip>125523AB6</cusip>
        <identifiers>
          <isin value="US125523AB67"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400110.48000000</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>2021-09-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.54963160</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>KKR FINANCIAL CLO, LTD.</name>
        <lei>N/A</lei>
        <title>KKR CLO 21 LTD KKR 21 A</title>
        <cusip>48252KAA7</cusip>
        <identifiers>
          <isin value="US48252KAA79"/>
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        <balance>580000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>574664.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.83124880</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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 2004-9 BSARM 2004-9 22A1</title>
        <cusip>07384M3D2</cusip>
        <identifiers>
          <isin value="US07384M3D25"/>
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        <balance>1067825.15000000</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>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.37761080</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>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>675930.46000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>674695.13000000</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>2027-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.44699920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC VARIABLE RATE 11/06/2020</title>
        <cusip>37045XCC8</cusip>
        <identifiers>
          <isin value="US37045XCC83"/>
        </identifiers>
        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500227.08000000</valUSD>
        <pctVal>0.044268922299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>2.27738160</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>NRZ EXCESS SPREAD COLLATERALIZED NOTES</name>
        <lei>N/A</lei>
        <title>NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2018 NZES 2018-PLS1 A</title>
        <cusip>40423XAB8</cusip>
        <identifiers>
          <isin value="US40423XAB82"/>
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        <balance>2523441.27000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2541327.42000000</valUSD>
        <pctVal>0.224901510917</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>2023-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.19300000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FLAGSTAR MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSTAR MORTGAGE TRUST 2018-5 FSMT 2018-5 A7</title>
        <cusip>33849NAG0</cusip>
        <identifiers>
          <isin value="US33849NAG07"/>
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        <balance>159180.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160619.68000000</valUSD>
        <pctVal>0.014214464626</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>2048-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</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>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES T JPMCC 2019-MFP B</title>
        <cusip>46651MAG1</cusip>
        <identifiers>
          <isin value="US46651MAG15"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1999399.80000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.81850120</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRUCK HERO, INC.</name>
        <lei>54930007KT5CX7XNSD31</lei>
        <title>TRUCK HERO INC 144A 8.500000% 04/21/2024</title>
        <cusip>897787AA5</cusip>
        <identifiers>
          <isin value="US897787AA55"/>
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        <balance>1675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1723859.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</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>
      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW COMMERCIAL ASSET TRUST 2003-2 BAYC 2003-2 A</title>
        <cusip>07324SAF9</cusip>
        <identifiers>
          <isin value="US07324SAF92"/>
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        <balance>810814.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>799370.68000000</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>2033-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.49675120</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>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR11 A</title>
        <cusip>92922FYA0</cusip>
        <identifiers>
          <isin value="US92922FYA01"/>
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        <balance>888931.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>897228.17000000</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>2034-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.21672680</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>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BANK OF COMMERCE VARIABLE RATE 03/17/2023</title>
        <cusip>13607GKW3</cusip>
        <identifiers>
          <isin value="US13607GKW32"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301864.44000000</valUSD>
        <pctVal>0.026714294314</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.32999920</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>HILTON ORLANDO TRUST</name>
        <lei>N/A</lei>
        <title>HILTON ORLANDO TRUST 2018-ORL HILT 2018-ORL B</title>
        <cusip>432885AG6</cusip>
        <identifiers>
          <isin value="US432885AG64"/>
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        <balance>2900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2897340.99000000</valUSD>
        <pctVal>0.256407876122</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>2034-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70849960</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>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2017-HQA2 M1</title>
        <cusip>3137G0PT0</cusip>
        <identifiers>
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        <name>Informatica 2/20 2nd Lien Cov-Lite TL</name>
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        <name>Federal National Mortgage Association</name>
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        <name>UNITED TECHNOLOGIES CORPORATION</name>
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        <name>PROVIDENT FUNDING MORTGAGE LOAN TRUST</name>
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        <name>BUNKER HILL LOAN DEPOSITARY TRUST</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.</name>
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        <name>NATIONAL CREDIT UNION ADMINISTRATION GUARANTEED NOTES TRUST</name>
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        <name>SELECT MEDICAL CORP 2/13/24</name>
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        <name>COMCAST CORPORATION</name>
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        <name>GSR MORTGAGE LOAN TRUST</name>
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        <name>HARBORVIEW MORTGAGE LOAN TRUST</name>
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        <name>CONAGRA BRANDS, INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <name>Federal National Mortgage Association</name>
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        <name>WORLD OMNI AUTO RECEIVABLE 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>Federal National Mortgage Association</name>
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        <name>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.</name>
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        <name>Freddie Mac</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <name>NISSAN MOTOR ACCEPTANCE CORPORATION</name>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <name>NEXSTAR BROADCASTING 6/19 COV-LITE</name>
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        <name>ASSET BACKED FUNDING CORPORATION</name>
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        <name>FIRST FRANKLIN MORTGAGE LOAN TRUST</name>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
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        <name>Promontory Interfinancial 10/19 TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <name>HD SUPPLY WATERWORKS LTD  TLB CL</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>Freddie Mac</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EDISON INTERNATIONAL</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SANTANDER UK PLC</name>
        <lei>PTCQB104N23FMNK2RZ28</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CVS HEALTH CORPORATION</name>
        <lei>549300EJG376EN5NQE29</lei>
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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>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K034 A2</title>
        <cusip>3137B5JM6</cusip>
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          <isin value="US3137B5JM67"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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          <isin value="US24381CAA09"/>
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          <couponKind>Floating</couponKind>
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        <name>DBGS MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2018-C03 1M2</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <title>GS MORTGAGE SECURITIES TRUST 2011-GC3 GSMS 2011-GC3 X</title>
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          <isin value="US36248FAJ12"/>
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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>0.81198000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
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        <title>BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2017-RT1 BOMFT 2017-RT1 A1</title>
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          <isin value="US07332BAA70"/>
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        <valUSD>1997554.93000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Cambrex 11/19 Cov-Lite</name>
        <lei>N/A</lei>
        <title>Cambrex 11/19 Cov-Lite 12/4/2026</title>
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          <other otherDesc="All Others" value="LX183808"/>
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        <curCd>USD</curCd>
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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>ALLEGRO CLO LTD</name>
        <lei>N/A</lei>
        <title>ALLEGRO CLO I LTD ALLEG 2013-1A A2R</title>
        <cusip>01749GAL2</cusip>
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          <isin value="US01749GAL23"/>
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        <balance>2500000.00000000</balance>
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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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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-CCRE15 MORTGAGE TRUST COMM 2014-CR15 D</title>
        <cusip>12591RAE0</cusip>
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          <isin value="US12591RAE09"/>
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        <balance>700000.00000000</balance>
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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>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2018-1 MORTGAGE LOAN TRUST COLT 2018-1 A1</title>
        <cusip>19687UAA1</cusip>
        <identifiers>
          <isin value="US19687UAA16"/>
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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>Floating</couponKind>
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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>
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          <isin value="US07386HDL24"/>
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        <balance>1093597.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1112284.59000000</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>NASCAR HOLDINGS INC TL B 1L</name>
        <lei>N/A</lei>
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        <cusip>63108EAB4</cusip>
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          <other otherDesc="All Others" value="LX180687"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <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>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CPS AUTO GRANTOR TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2020-A CPS 2020-A A</title>
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          <isin value="US12597JAA07"/>
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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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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <cusip>22541SXJ2</cusip>
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          <isin value="US22541SXJ22"/>
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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>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2017-DNA2 M1</title>
        <cusip>3137G0NW5</cusip>
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          <isin value="US3137G0NW55"/>
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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>2.82674880</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>National Australia Bank Ltd (New York Branch)</name>
        <lei>N/A</lei>
        <title>NATIONAL AUSTRALIA BANK LTD/NEW YORK 1.875000% 12/13/2022</title>
        <cusip>63254ABC1</cusip>
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          <isin value="US63254ABC18"/>
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        <balance>250000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
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        <title>WELLS FARGO MORTGAGE BACKED SECURITIES 2005-AR7 TR WFMBS 2005-AR7 2A1</title>
        <cusip>94982PAE9</cusip>
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          <isin value="US94982PAE97"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Deutsche Bank AG (New York Branch)</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 01/22/2021</title>
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          <isin value="US251526BQ11"/>
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        <balance>550000.00000000</balance>
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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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      <invstOrSec>
        <name>NOMURA RESECURITIZATION TRUST</name>
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        <title>NOMURA RESECURITIZATION TRUST 2015-1R NMRR 2015-1R 5A1</title>
        <cusip>65540TBY1</cusip>
        <identifiers>
          <isin value="US65540TBY10"/>
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        <balance>1696635.97000000</balance>
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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>Floating</couponKind>
          <annualizedRt>3.22966080</annualizedRt>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2016-3 TPMT 2016-3 A1</title>
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        <identifiers>
          <isin value="US89172YAA82"/>
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        <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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CITIZENS BANK, NATIONAL ASSOCIATION</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BANK NA/PROVIDENCE RI VARIABLE RATE 05/26/2022</title>
        <cusip>17401QAM3</cusip>
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          <isin value="US17401QAM33"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.45662920</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>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2017-2 CAALT 2017-2A A</title>
        <cusip>22533YAA3</cusip>
        <identifiers>
          <isin value="US22533YAA38"/>
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        <balance>200284.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>200650.25000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CONSUMER LOAN UNDERLYING BOND (CLUB) CREDIT TRUST</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <name>AIR METHODS</name>
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        <name>USI Inc TL</name>
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        <name>Cole-Parmer 10/19 TLB</name>
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        <name>BECTON, DICKINSON AND COMPANY</name>
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        <name>HLSS MSR - EBO ACQUISITION LLC AND HLSS HOLDINGS, LLC</name>
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        <name>Federal National Mortgage Association</name>
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        <name>SOUTHERN POWER COMPANY</name>
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        <name>TEMPO ACQUISITION 4/17 TLB</name>
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        <name>GlobalFoundries 5/19 (USD) Cov-Lite TLB</name>
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        <name>MARSH &amp; MCLENNAN COMPANIES, INC.</name>
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        <name>Domino's Pizza Master Issuer LLC</name>
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        <name>Freddie Mac</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
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          <isin value="US29372JAB35"/>
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        <balance>39875.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>39897.32000000</valUSD>
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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>OPTION ONE MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>OPTION ONE MORTGAGE ACCEP CORP ASSET BACK CERTS SE OOMLT 2003-4 A1</title>
        <cusip>68389FDS0</cusip>
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          <isin value="US68389FDS02"/>
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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>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.26675080</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCP CLO LTD</name>
        <lei>N/A</lei>
        <title>OCP CLO 2015-8 LTD OCP 2015-8A A1R</title>
        <cusip>67091RAK5</cusip>
        <identifiers>
          <isin value="US67091RAK59"/>
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        <balance>609923.87000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68612920</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>STUDENT LOAN ABS REPACKAGING TRUST</name>
        <lei>N/A</lei>
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          <isin value="US86386VAC81"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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          <isin value="US61748HFC07"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>INTELSAT JACKSON HOLDINGS S.A.</name>
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          <other otherDesc="All Others" value="LX169475"/>
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        <assetCat>LON</assetCat>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019- ACAR 2019-2 A</title>
        <cusip>02530DAA4</cusip>
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          <isin value="US02530DAA46"/>
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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>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUST 2019-NQM2 BRAVO 2019-NQM2 A1</title>
        <cusip>10569AAA7</cusip>
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          <isin value="US10569AAA79"/>
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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>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST 2019-IMC1 CMLTI 2019-IMC1 A1</title>
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          <isin value="US17328BAA26"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EXAMWORKS GROUP, INC.</name>
        <lei>N/A</lei>
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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>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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          <isin value="US7839655930"/>
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        <assetCat>STIV</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NOMURA ASSET SECURITIES CORPORATION</name>
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        <name>HYLAND SOFTWARE</name>
        <lei>N/A</lei>
        <title>HYLAND SOFTWARE 7/1/2024</title>
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          <other otherDesc="All Others" value="LX176492"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MIDSTATE TRUST</name>
        <lei>N/A</lei>
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        <name>CIM TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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          <isin value="US59020USJ50"/>
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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>
      <invstOrSec>
        <name>Renaissance Learning 5/18 Cov-Lite TL</name>
        <lei>N/A</lei>
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        <name>RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)</name>
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        <cusip>761128AJ6</cusip>
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          <isin value="US761128AJ60"/>
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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>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2015-4 TPMT 2015-4 A1B</title>
        <cusip>89171UAU3</cusip>
        <identifiers>
          <isin value="US89171UAU34"/>
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        <balance>53794.17000000</balance>
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        <curCd>USD</curCd>
        <valUSD>54121.90000000</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>2055-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Michigan Student Loan</name>
        <lei>N/A</lei>
        <title>MICHIGAN FINANCE AUTHORITY MFA 2015-1 A1</title>
        <cusip>59447P8A2</cusip>
        <identifiers>
          <isin value="US59447P8A28"/>
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        <balance>2364626.24000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2352282.89000000</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>2030-04-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.40950160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ORTHO-CLINICAL DIAGNOSTICS</name>
        <lei>N/A</lei>
        <title>ORTHO-CLINICAL DIAGNOSTICS 6/30/2025</title>
        <cusip>L7300KAJ3</cusip>
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          <other otherDesc="All Others" value="LX173721"/>
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        <balance>1757795.60000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1669905.82000000</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>2025-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.90500000</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>METROPOLITAN LIFE GLOBAL FUNDING I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METROPOLITAN LIFE GLOBAL FUNDING I MTN VARIABLE RATE 01/13/2023</title>
        <cusip>59217GEF2</cusip>
        <identifiers>
          <isin value="US59217GEF28"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>350876.52000000</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>2023-01-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.10999960</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>SEATTLE SPINCO</name>
        <lei>N/A</lei>
        <title>SEATTLE SPINCO 6/21/2024</title>
        <cusip>81271EAB7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX163339"/>
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        <balance>0.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>0.25000000</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>4.14524880</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>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2019-3 CARMX 2019-3 A2A</title>
        <cusip>14315PAB1</cusip>
        <identifiers>
          <isin value="US14315PAB13"/>
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        <balance>1014000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1019715.01000000</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>
          <maturityDt>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.21000000</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>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2006-C4 CGCMT 2006-C4 C</title>
        <cusip>17309DAJ2</cusip>
        <identifiers>
          <isin value="US17309DAJ28"/>
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        <balance>1370343.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1390857.89000000</valUSD>
        <pctVal>0.123087658233</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>2049-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.39606240</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>VERSUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2017-2 VERUS 2017-2A A1</title>
        <cusip>92536EAA7</cusip>
        <identifiers>
          <isin value="US92536EAA73"/>
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        <balance>1005324.44000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1004547.93000000</valUSD>
        <pctVal>0.088900133634</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>2047-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.48500080</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>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC REMICS FHR 3311 FN</title>
        <cusip>31397H6P8</cusip>
        <identifiers>
          <isin value="US31397H6P87"/>
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        <balance>373979.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>371610.50000000</valUSD>
        <pctVal>0.032886656896</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.95850080</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>BAYVIEW COMMERCIAL ASSET TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW COMMERCIAL ASSET TRUST 2006-4 BAYC 2006-4A A1</title>
        <cusip>07325BAB4</cusip>
        <identifiers>
          <isin value="US07325BAB45"/>
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        <balance>599714.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>578819.69000000</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>2036-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.85675040</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>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>193937.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>195623.14000000</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>4.47675120</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>PLANTRONICS INC.</name>
        <lei>N/A</lei>
        <title>PLANTRONICS INC. 6/2/2025</title>
        <cusip>72749DAC0</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX173641"/>
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        <balance>1474999.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1348400.61000000</valUSD>
        <pctVal>0.119330288621</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.14524880</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>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 2019-B MMAF 2019-B A2</title>
        <cusip>55316EAB8</cusip>
        <identifiers>
          <isin value="US55316EAB83"/>
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        <balance>180000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>181105.99000000</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>2022-10-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.07000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>266552.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>268485.17000000</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>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NRZ MSR</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LLC NZES 2018-FNT1 B</title>
        <cusip>64829TAB7</cusip>
        <identifiers>
          <isin value="US64829TAB70"/>
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        <balance>1599901.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1604845.20000000</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>2023-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.91000000</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>MORGAN STANLEY CAPITAL I TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST 2018-BOP MSC 2018-BOP E</title>
        <cusip>61768FAN0</cusip>
        <identifiers>
          <isin value="US61768FAN06"/>
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        <balance>3442000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3444070.36000000</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>2035-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.60849960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>Federal National Mortgage Association</name>
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        <name>OBX TRUST</name>
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        <name>N/A</name>
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        <name>NORTH AMERICAN BANCARD 12/17</name>
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        <name>Veeam Software 2/20</name>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LUCID ENERGY GROUP II BORROWER LLC</name>
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        <name>321 HENDERSON RECEIVABLES II LLC</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <name>VOLVO FINANCIAL EQUIPMENT MASTER OWNER TRUST</name>
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        <name>HILTON USA TRUST</name>
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        <title>HILTON USA TRUST 2016-HHV HILT 2016-HHV D</title>
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        <name>BRE GRAND ISLANDER TIMESHARE ISSUER LLC</name>
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        <name>Idera 6/17 Cov-Lite TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COLE PARK CLO LIMITED</name>
        <lei>N/A</lei>
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          <isin value="US19329LAN73"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.01587840</annualizedRt>
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      <invstOrSec>
        <name>TEXTAINER MARINE CONTAINERS LIMITED</name>
        <lei>N/A</lei>
        <title>TEXTAINER MARINE CONTAINERS V LTD TMCL 2017-2A A</title>
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          <isin value="US88315FAE16"/>
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        <balance>462984.66000000</balance>
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        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Credit Suisse AG (New York Branch)</name>
        <lei>N/A</lei>
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          <isin value="US22550UAA97"/>
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        <balance>600000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>BENCHMARK MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US08162UAW09"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.23170000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV VARIABLE RATE 03/29/2022</title>
        <cusip>456837AJ2</cusip>
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          <isin value="US456837AJ28"/>
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        <balance>700000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-29</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SOFI PROFESSIONAL LOAN PROGRAM</name>
        <lei>N/A</lei>
        <title>SOFI PROFESSIONAL LOAN PROGRAM 2017-C LLC SOFI 2017-C A1</title>
        <cusip>83405DAA6</cusip>
        <identifiers>
          <isin value="US83405DAA63"/>
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        <balance>431001.16000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2040-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.22675120</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>GMACM HOME EQUITY LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GMACM HOME EQUITY LOAN TRUST 2007-HE2 GMACM 2007-HE2 A3</title>
        <cusip>36186LAC7</cusip>
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          <isin value="US36186LAC72"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.19300000</annualizedRt>
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      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST 2020-1 HPEFS 2020-1A A2</title>
        <cusip>40438FAB0</cusip>
        <identifiers>
          <isin value="US40438FAB04"/>
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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>CEDAR FUNDING LTD</name>
        <lei>N/A</lei>
        <title>CEDAR FUNDING VI CLO LTD CEDF 2016-6A AR</title>
        <cusip>15032DAH4</cusip>
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          <isin value="US15032DAH44"/>
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        <balance>3500000.00000000</balance>
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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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        <name>Iridium Communications 10/19 Cov-Lite TLB</name>
        <lei>N/A</lei>
        <title>Iridium Communications 10/19 Cov-Lite TLB 11/4/2026</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX183318"/>
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        <name>ONE MARKET PLAZA TRUST</name>
        <lei>N/A</lei>
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        <name>TRUCK HERO INC TL 1L CL</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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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-AR14 A1</title>
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          <isin value="US939336V916"/>
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        <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 CONNECTICUT AVENUE SECURITIES CAS 2017-C02 2M1</title>
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          <isin value="US30711XGK46"/>
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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>2.77674840</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS INC</name>
        <lei>N/A</lei>
        <title>CHL MORTGAGE PASS-THROUGH TRUST 2004-11 CWHL 2004-11 2A1</title>
        <cusip>12669FA86</cusip>
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          <isin value="US12669FA866"/>
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        <name>STANDARD CHARTERED PLC</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <name>Government National Mortgage Association 2</name>
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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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        <name>TELEFONICA EMISIONES, S.A.U.</name>
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        <invCountry>KY</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>AT&amp;T INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>UNICREDIT, SOCIETA PER AZIONI</name>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARGO AIRCRAFT MANAGEMENT, INC</name>
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          <isin value="US14180LAA44"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US912828XT22"/>
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        <balance>6000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2017-C04 2M1</title>
        <cusip>30711XLS1</cusip>
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          <isin value="US30711XLS17"/>
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        <balance>661460.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>661521.75000000</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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        <securityLending>
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      <invstOrSec>
        <name>THACHER PARK CLO</name>
        <lei>N/A</lei>
        <title>THACHER PARK CLO LTD THRPK 2014-1A AR</title>
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          <isin value="US88322UAL35"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>HMH TRUST</name>
        <lei>N/A</lei>
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          <isin value="US40390AAJ07"/>
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        <balance>3613000.00000000</balance>
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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>Fixed</couponKind>
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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>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>1099812.14000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1109734.76000000</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>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.37164200</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2017-2 AOMT 2017-2 A1</title>
        <cusip>03463NAA1</cusip>
        <identifiers>
          <isin value="US03463NAA19"/>
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        <balance>104205.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>104295.96000000</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>2047-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.47799880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A A1S</title>
        <cusip>64828FCQ3</cusip>
        <identifiers>
          <isin value="US64828FCQ37"/>
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        <balance>3502929.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3488701.69000000</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>2048-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37674880</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>INVITATION HOMES TRUST</name>
        <lei>N/A</lei>
        <title>INVITATION HOMES 2018-SFR1 TRUST IHSFR 2018-SFR1 C</title>
        <cusip>46185JAE8</cusip>
        <identifiers>
          <isin value="US46185JAE82"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1990408.20000000</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>2037-03-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.90850120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2018-1 VERUS 2018-1 A1</title>
        <cusip>92536FAA4</cusip>
        <identifiers>
          <isin value="US92536FAA49"/>
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        <balance>94007.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>94022.17000000</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>2048-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.92900000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <isin value="US16163LAF94"/>
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        <balance>709111.28000000</balance>
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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>
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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>
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          <isin value="US43730WAA45"/>
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        <balance>2215249.09000000</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>
          <annualizedRt>2.55849840</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>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-3 NRZT 2017-3A A1</title>
        <cusip>64828MAA5</cusip>
        <identifiers>
          <isin value="US64828MAA53"/>
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        <balance>280479.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>297230.24000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>REFINITIV/THOMSON REUTERS (F&amp;R)</name>
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        <title>REFINITIV/THOMSON REUTERS (F&amp;R) 10/1/2025</title>
        <cusip>31740MAC5</cusip>
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          <other otherDesc="All Others" value="LX174544"/>
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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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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <title>CHASE MORTGAGE FINANCE TRUST SERIES 2005-A1 CHASE 2005-A1 2A3</title>
        <cusip>16162WPF0</cusip>
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          <isin value="US16162WPF04"/>
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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>Floating</couponKind>
          <annualizedRt>3.79389240</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>
      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUND IVB TRUST 2017-RT6 BOMFT 2017-RT6 A</title>
        <cusip>07332GAA6</cusip>
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        <balance>632506.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>646818.19000000</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>2057-10-28</maturityDt>
          <couponKind>Floating</couponKind>
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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>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>TRYON PARK CLO, LTD.</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ALBANY MOLECULAR (AMRI) 1L TL CL</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>OXFORD FINANCE FUNDING LLC</name>
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        <name>PETSMART INC.</name>
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        <name>ADJUSTABLE RATE MORTGAGE TRUST</name>
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        <name>SEQUA MEZZANINE HOLDINGS L.L.C.</name>
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        <name>TREMAN PARK CLO, LTD</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>SUNDYNEUS PURCHASER</name>
        <lei>N/A</lei>
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        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <name>ELARA HGV TIMESHARE</name>
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        <name>LAMAR MEDIA CORP.</name>
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        <name>HERTZ FLEET LEASE FUNDING LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DANSKE BANK A/S</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <name>ACRISURE LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CIFC FUNDING LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
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        <name>NYT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GFL ENVIRONMENTAL</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENCORE CREDIT CORPORATION</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>GS MORTGAGE SECURITIES CORP.</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2018-3 DTAOT 2018-3A A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-3 BSARM 2004-3 2A</title>
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          <isin value="US07384MQ887"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>RESIDENTIAL ACCREDIT LOANS INCORPORATED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>Government National Mortgage Association 2</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>CHARTER NEX US INC TL CL</name>
        <lei>N/A</lei>
        <title>CHARTER NEX US INC TL CL 5/16/2024</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <name>LIFE TIME FITNESS</name>
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        <name>ARI FLEET LEASE TRUST</name>
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        <name>ONE MARKET PLAZA TRUST</name>
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        <name>Freddie Mac</name>
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        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
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        <name>ELLIE MAE, INC.</name>
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        <name>MVW OWNER TRUST</name>
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        <name>Cobham/AI Convoy 1/20 (USD) Cov-Lite</name>
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        <name>Federal National Mortgage Association</name>
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        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>APIDOS CLO</name>
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        <name>MERRILL COMMUNICATIONS</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MERRILL LYNCH MORTGAGE TRUST</name>
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        <name>GREENWOOD PARK CLO, LTD</name>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>MERRILL LYNCH MORTGAGE TRUST</name>
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          <couponKind>Floating</couponKind>
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        <name>VOYA CLO</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.19587840</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2004-AR5 1A1</title>
        <cusip>86359LDX4</cusip>
        <identifiers>
          <isin value="US86359LDX47"/>
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        <balance>987810.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>997516.17000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.30675040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2017-2 WLAKE 2017-2A D</title>
        <cusip>96042MAL3</cusip>
        <identifiers>
          <isin value="US96042MAL37"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>506236.40000000</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>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.28000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>MELLON RESIDENTIAL FUNDING CORP MOR PAS THR CER SE MRFC 2001-TBC1 A1</title>
        <cusip>585525FC7</cusip>
        <identifiers>
          <isin value="US585525FC72"/>
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        <balance>1204798.74000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1221309.30000000</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>2031-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.35850040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2019-2 MFT 2019-2A A</title>
        <cusip>57109HAA0</cusip>
        <identifiers>
          <isin value="US57109HAA05"/>
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        <balance>258193.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261038.41000000</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>2029-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.13000000</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>MORGAN STANLEY CAPITAL I TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST 2018-SUN MSC 2018-SUN A</title>
        <cusip>61691MAA5</cusip>
        <identifiers>
          <isin value="US61691MAA53"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2998170.30000000</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>2035-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.55849840</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>HEWLETT PACKARD ENTERPRISE COMPANY</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HEWLETT PACKARD ENTERPRISE CO VARIABLE RATE 10/05/2021</title>
        <cusip>42824CBB4</cusip>
        <identifiers>
          <isin value="US42824CBB46"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>300054.38000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.62024920</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>JP Morgan Chase Commercial Mortgage Securities Corp</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE 20-222 CFL</title>
        <cusip>46652BAJ8</cusip>
        <identifiers>
          <isin value="USU4815BAE93"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2001212.60000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CAST &amp; CREW PAYROLL, LLC</name>
        <lei>N/A</lei>
        <title>CAST &amp; CREW PAYROLL, LLC 2/9/2026</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX177794"/>
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        <balance>3292523.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3247251.20000000</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>2026-02-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.64999840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2013-CCRE10 MORTGAGE TRUST COMM 2013-CR10 XA</title>
        <cusip>12626BAF1</cusip>
        <identifiers>
          <isin value="US12626BAF13"/>
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        <balance>37973386.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>795196.89000000</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>2046-08-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.82396080</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>ALTICE FINANCING S.A.</name>
        <lei>N/A</lei>
        <title>ALTICE FINANCING S.A. 1/31/2026</title>
        <cusip>L0178UAK2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX168956"/>
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        <balance>2784673.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2678521.79000000</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>2026-01-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.38937920</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>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>
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        <curCd>USD</curCd>
        <valUSD>808772.91000000</valUSD>
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        <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>3.40324920</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>N/A</name>
        <lei>N/A</lei>
        <title>TRIPARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET</title>
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        <identifiers>
          <other otherDesc="All Others" value="PAM2872"/>
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        <curCd>USD</curCd>
        <valUSD>8200000.00000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="BNP PARIBAS SECURITIES BOND" isCleared="Y"/>
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        <securityLending>
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      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2013-K28 MORTGAGE TRUST FREMF 2013-K28 C</title>
        <cusip>30291HAG2</cusip>
        <identifiers>
          <isin value="US30291HAG20"/>
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        <balance>1460000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1527818.61000000</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>2046-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.60933840</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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2018-C05 1M2</title>
        <cusip>30711XY24</cusip>
        <identifiers>
          <isin value="US30711XY248"/>
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        <balance>1491000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1508793.59000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.97675080</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>TRAVERSE MIDSTREAM PARTNERS LLC</name>
        <lei>N/A</lei>
        <title>TRAVERSE MIDSTREAM PARTNERS LLC 9/27/2024</title>
        <cusip>89435TAB0</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX168620"/>
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        <balance>477021.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>395927.97000000</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>2024-09-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.64999840</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>DIEBOLD NIXDORF INCORPORATED</name>
        <lei>N/A</lei>
        <title>DIEBOLD NIXDORF INCORPORATED 8/31/2022</title>
        <cusip>25365EAP0</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX175683"/>
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        <balance>1444435.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1507023.10000000</valUSD>
        <pctVal>0.133368006621</pctVal>
        <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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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Clear Channel 1/20 TL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES</name>
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        <name>Freddie Mac</name>
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        <name>AMERIQUEST MORTGAGE SECURITIES INC</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <name>BLACKSTONE MORTGAGE TRUST, INC.</name>
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        <name>CAMB COMMERCIAL MORTGAGE TRUST</name>
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        <name>CANADIAN PACER AUTO RECEIVABLES TRUST</name>
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        <title>CANADIAN PACER AUTO RECEIVABLES TRUST CPART 2020-1A A2A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ASSET BACKED FUNDING CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-03-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
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          <isin value="US46630GAN51"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.62903840</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NEWCASTLE MORTGAGE SECURITIES TRUST</name>
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          <isin value="US65106AAQ67"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>AVAYA</name>
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          <other otherDesc="All Others" value="LX174166"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US81744FFY88"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>BROOKFIELD WEC HOLDINGS INC.</name>
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          <other otherDesc="All Others" value="LX185131"/>
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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>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>MI Windows 10/19 Cov-Lite TLB</name>
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          <other otherDesc="All Others" value="LX183362"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>DuBois Chemicals 10/19 Delayed TL</name>
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          <other otherDesc="All Others" value="LX183391"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Insurity Holdings 7/19 TL</name>
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          <other otherDesc="All Others" value="LX181497"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>TEXAS TRANSN COMMN CENT TEX TPK SYS REV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UBS AG</name>
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        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Anchor Packaging 7/19 Cov-Lite TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>APPLIED SYSTEMS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BLACKSTONE CQP HOLDCO LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>APPLIED SYSTEMS 9/17 TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SLC STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
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          <isin value="US784424AD51"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VOLT LLC</name>
        <lei>N/A</lei>
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          <isin value="US91830UAA60"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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          <isin value="US36256UAB44"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>SCHOLAR FUNDING TRUST</name>
        <lei>N/A</lei>
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          <isin value="US80705TAA43"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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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>
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        <title>SEQUOIA MORTGAGE TRUST 9 SEMT 9 1A</title>
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          <isin value="US81743SAA87"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>3</fairValLevel>
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        <name>MEDIARENA ACQUISITION B.V. (ENDEMOL)</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>ALLIANT INSURANCE 4/18 COV-LITE TLB</name>
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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>SIVANTOS/WIDEX 7/18 (USD) TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC.</name>
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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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          <couponKind>Floating</couponKind>
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        <name>DYNACAST INTERNATIONAL</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX144577"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>THE HOWARD UNIVERSITY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TAMKO BUILDING PRODUCTS 4/19 TLB</name>
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        <title>TAMKO BUILDING PRODUCTS 4/19 TLB 5/29/2026</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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          <isLoanByFund>N</isLoanByFund>
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        <name>LONG BEACH MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>LONG BEACH MORTGAGE LOAN TRUST 2004-1 LBMLT 2004-1 M1</title>
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        <name>Tibco Software 6/19 TLB</name>
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        <name>TEAM HEALTH HOLDINGS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac</name>
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        <name>Sedgwick CMS 8/19 Incremental Cov-Lite TLB</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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        <debtSec>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <name>PI UK HOLDCO II LIMITED PAYSAFE GROUP</name>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>OZLM FUNDING LTD</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO 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>MSCCG TRUST</name>
        <lei>N/A</lei>
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          <isin value="US55358PAL04"/>
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        <balance>2102000.00000000</balance>
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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>
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          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2014-DN3 M3</title>
        <cusip>3137G0BK4</cusip>
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          <isin value="US3137G0BK46"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BLUEMOUNTAIN CLO LTD.</name>
        <lei>N/A</lei>
        <title>BLUEMOUNTAIN CLO 2013-2 LTD BLUEM 2013-2A A1R</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BRAVO MORTGAGE ASSET TRUST</name>
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        <title>BRAVO MORTGAGE ASSET TRUST BMAT 2006-1A A2</title>
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          <isin value="US105667AB57"/>
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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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          <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>
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          <isin value="US37045XBU90"/>
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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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      <invstOrSec>
        <name>SAI GLOBAL 12/16 (USD) TLB</name>
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        <title>SAI GLOBAL 12/16 (USD) TLB 12/20/2023</title>
        <cusip>Q2144BAC4</cusip>
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          <other otherDesc="All Others" value="LX156837"/>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>Cooperatieve Rabobank UA (New York Branch)</name>
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        <name>HOME PARTNERS OF AMERICA TRUST</name>
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        <name>DBUBS MORTGAGE TRUST</name>
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        <title>DBUBS 2011-LC2 MORTGAGE TRUST DBUBS 2011-LC2A XA</title>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2016-3 SDART 2016-3 C</title>
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      <invstOrSec>
        <name>LION HOLDINGS WARRANTS</name>
        <lei>N/A</lei>
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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2018-HQA1 M2</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <title>STRUCTURED ASSET SECURITIES CORP MORTGAGE LOAN TRU SASC 2007-BC3 2A3</title>
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        <curCd>USD</curCd>
        <valUSD>2252349.66000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <name>OBX TRUST</name>
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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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          <couponKind>Fixed</couponKind>
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        <name>CENT CLO LIMITED</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>DIAMOND SPORTS GROUP, LLC</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>Restaurant Technologies 9/18 Cov-Lite TL</name>
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        <name>R&amp;R IceCream/Froneri 1/20(USD)2nd Lien Cov-Lite TL</name>
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        <name>MISTER CAR WASH</name>
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        <name>BANC OF AMERICA FUNDING CORPORATION</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SGR</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sinclair Television 7/19 (600mm) TLB</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>

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        <name>Federal National Mortgage Association</name>
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          <isin value="US31397UTT69"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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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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      <invstOrSec>
        <name>LAMAR MEDIA CORP.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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        <title>BAYVIEW COMMERCIAL ASSET TRUST 2004-3 BAYC 2004-3 M2</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LONG BEACH MORTGAGE LOAN TRUST</name>
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        <title>LONG BEACH MORTGAGE LOAN TRUST 2004-1 LBMLT 2004-1 M2</title>
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        <name>MASTR ADJUSTABLE RATE MORTGAGE TRUST</name>
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        <title>MASTR ADJUSTABLE RATE MORTGAGES TRUST 2005-6 MARM 2005-6 5A1</title>
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        <name>OBX TRUST</name>
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        <name>280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES</name>
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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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        <title>BAYVIEW COMMERCIAL ASSET TRUST 2005-3 BAYC 2005-3A M5</title>
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        <name>IMPAC SECURED ASSETS CORP</name>
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        <name>Freddie Mac</name>
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      <invstOrSec>
        <name>ASSET BACKED FUNDING CORPORATION</name>
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          <isin value="US04542BLY64"/>
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        <curCd>USD</curCd>
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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>
        <title>FANNIE MAE REMICS FNR 2012-137 UE</title>
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          <isin value="US3136AAL290"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
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          <isin value="US89177EAA73"/>
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        <balance>1412888.16000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Syngenta Finance N.V.</name>
        <lei>54930042S3BYCEGOCN86</lei>
        <title>SYNGENTA FINANCE NV 144A 3.698000% 04/24/2020</title>
        <cusip>87164KAD6</cusip>
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          <isin value="US87164KAD63"/>
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        <balance>525000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-24</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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          <isin value="US20754CAA71"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.42674920</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NOVELIS CORPORATION</name>
        <lei>549300G5F3W3B52WYL23</lei>
        <title>NOVELIS CORP 144A 4.750000% 01/30/2030</title>
        <cusip>670001AE6</cusip>
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          <isin value="US670001AE60"/>
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        <balance>1024000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES TRUST 2018-1 GCAR 2018-1A A</title>
        <cusip>36255GAA8</cusip>
        <identifiers>
          <isin value="US36255GAA85"/>
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        <balance>168975.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>169670.36000000</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>2022-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.82000000</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>IRWIN HOME EQUITY CORPORATION TRUST</name>
        <lei>N/A</lei>
        <title>IRWIN HOME EQUITY LOAN TRUST 2006-1 IRWHE 2006-1 2A3</title>
        <cusip>464126CZ2</cusip>
        <identifiers>
          <isin value="US464126CZ20"/>
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        <balance>1197175.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1246678.58000000</valUSD>
        <pctVal>0.110328127758</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>2035-09-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.27000000</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>AVERY POINT CLO, LIMITED</name>
        <lei>N/A</lei>
        <title>AVERY POINT IV CLO LTD AVERY 2014-1A CR</title>
        <cusip>05363UAW3</cusip>
        <identifiers>
          <isin value="US05363UAW36"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1998000.00000000</valUSD>
        <pctVal>0.176818309705</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.14412920</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>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR TRUST 2019-DNA1 STACR 2019-DNA1 M1</title>
        <cusip>35563KAA8</cusip>
        <identifiers>
          <isin value="US35563KAA88"/>
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        <balance>936879.38000000</balance>
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        <curCd>USD</curCd>
        <valUSD>937106.67000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.52675000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2019-3 DTAOT 2019-3A A</title>
        <cusip>26253KAA2</cusip>
        <identifiers>
          <isin value="US26253KAA25"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GFL ENVIRONMENTAL INC.</name>
        <lei>549300FYK4MBXWIVZU26</lei>
        <title>GFL ENVIRONMENTAL INC 144A 8.500000% 05/01/2027</title>
        <cusip>36168QAE4</cusip>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
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        <title>MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2</title>
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          <isin value="US585525DF22"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <title>UNITED AUTO CREDIT SECURITIZATION TRUST 2019-1 UACST 2019-1 A</title>
        <cusip>90945QAA9</cusip>
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          <isin value="US90945QAA94"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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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 2003-AR7 A7</title>
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          <isin value="US9292276K70"/>
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        <balance>750690.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>761223.14000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCIENTIFIC GAMES INTERNATIONAL INC</name>
        <lei>N/A</lei>
        <title>SCIENTIFIC GAMES INTERNATIONAL INC 8/14/2024</title>
        <cusip>80875AAP6</cusip>
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          <other otherDesc="All Others" value="LX171269"/>
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        <curCd>USD</curCd>
        <valUSD>2269264.43000000</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>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>NOMURA ASSET SECURITIES CORPORATION</name>
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        <name>Freddie Mac</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>EQUINOX FITNESS CLUBS</name>
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        <name>Federal National Mortgage Association</name>
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        <name>VOYA CLO</name>
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        <name>SEMPRA TEXAS HOLDINGS CORP.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
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        <name>Freddie Mac</name>
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        <name>NEW CENTURY HOME EQUITY LOAN TRUST</name>
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        <name>ARROYO MORTGAGE TRUST</name>
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        <name>ARBY'DS/INSPIRE BRND 1/20 COV-LITE</name>
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        <name>GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED COMPANY</name>
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        <name>MVW OWNER TRUST</name>
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        <name>AJAX MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Renaissance Learning 5/18 2nd Lien Cov-Lite TL</name>
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        <name>Federal National Mortgage Association</name>
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        <name>ST. GEORGE'S</name>
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      <invstOrSec>
        <name>RADNET MANAGEMENT INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>ARES CLO LTD</name>
        <lei>N/A</lei>
        <title>ARES XXIX CLO LTD ARES 2014-1A A1R</title>
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          <isin value="US04014WAJ45"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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          <isin value="US07325MAA27"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-03-25</maturityDt>
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      <invstOrSec>
        <name>Freddie Mac</name>
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          <isin value="US3137G0GW39"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GARDA WORLD SECURITY CORPORATION</name>
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          <other otherDesc="All Others" value="LX183334"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TRILLIUM CREDIT CARD TRUST II</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>ACIS CLO LTD</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <name>DENALI CAPITAL CLO LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Clarios Global LP</name>
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        <name>STAPLES INC.</name>
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        <name>FTS INTERNATIONAL INC.</name>
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        <name>DEUTSCHE MORTGAGE SECURITIES INC</name>
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        <name>NISSAN AUTO LEASE TRUST</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>RESIDENTIAL ACCREDIT LOANS INCORPORATED</name>
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        <name>WASHINGTON MUTUAL MSC MORTGAGE CORP</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>LION HOLDINGS WARRANTS</name>
        <lei>N/A</lei>
        <title>LION HOLDINGS WARRANTS 12/30/2027</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX144691"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
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        <name>Nationwide Building Society</name>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</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>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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        <name>GS MORTGAGE SECURITIES CORP.</name>
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        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
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        <name>CSMC TRUST</name>
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        <name>MORGAN STANLEY ABS CAPITAL I, INC.</name>
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      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-3 DRMT 2019-3A A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NATIONAL MENTOR HOLDINGS</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DUN &amp; BRADSTREET 01/30/26</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <name>TRITON CONTAINER FINANCE LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MPLX LP</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-09</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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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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      <invstOrSec>
        <name>Gentiva Health/Kindred at Home 1/20 Cov-Lite</name>
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        <title>Gentiva Health/Kindred at Home 1/20 Cov-Lite 7/2/2025</title>
        <cusip>N/A</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AVANT LOANS FUNDING 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>MADISON PARK FUNDING, 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>INDYMAC INDX MORTGAGE LOAN TRUST</name>
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        <cusip>45670AAA9</cusip>
        <identifiers>
          <isin value="US45670AAA97"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
        <valUSD>828236.24000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.53994920</annualizedRt>
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        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2020-A VZOT 2020-A A1A</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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          <maturityDt>2024-07-22</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>SUTTER HEALTH</name>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>225474.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2053-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.28600000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
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        <valUSD>958141.20000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AVANT LOANS FUNDING TRUST</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US05352EAA01"/>
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        <balance>84667.40000000</balance>
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        <valUSD>85078.20000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ONDECK ASSET SECURITIZATION TRUST LLC</name>
        <lei>N/A</lei>
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          <isin value="US68235RAJ32"/>
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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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.65000000</annualizedRt>
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      <invstOrSec>
        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <title>STRUCTURED ASSET INVESTMENT LOAN TRUST SAIL 2003-BC12 2A</title>
        <cusip>86358EFK7</cusip>
        <identifiers>
          <isin value="US86358EFK73"/>
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        <balance>2846358.19000000</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>2033-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.34675000</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>BBCMS TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS 2017-DELC MORTGAGE TRUST BBCMS 2017-DELC B</title>
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        <identifiers>
          <isin value="US05552EAG52"/>
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        <balance>5000000.00000000</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>
        <debtSec>
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          <couponKind>Floating</couponKind>
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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>IOWA STUDENT LOAN LIQUIDITY CORPORATION</name>
        <lei>549300FO1LWVSZKGJK70</lei>
        <title>ISLLC 2011-1 A - IOWA STUDENT LOAN LIQUIDITY CORP 06/25/2042</title>
        <cusip>462590HW3</cusip>
        <identifiers>
          <ticker value="IOWA1101 A"/>
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        <curCd>USD</curCd>
        <valUSD>387993.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62000000</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>DuBois Chemicals 10/19 TLB</name>
        <lei>N/A</lei>
        <title>DuBois Chemicals 10/19 TLB 9/30/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX183390"/>
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        <balance>1927638.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1922819.10000000</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>2026-09-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.17087880</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>ECAF I</name>
        <lei>N/A</lei>
        <title>ECAF I LTD ECAF 2015-1A A1</title>
        <cusip>26827EAA3</cusip>
        <identifiers>
          <isin value="US26827EAA38"/>
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        <balance>445527.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>445760.44000000</valUSD>
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        <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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A8</title>
        <cusip>86358ELS3</cusip>
        <identifiers>
          <isin value="US86358ELS36"/>
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        <balance>3807196.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3792076.43000000</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>2034-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.62675080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2018-D CPS 2018-D A</title>
        <cusip>22411XAA2</cusip>
        <identifiers>
          <isin value="US22411XAA28"/>
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        <balance>53479.11000000</balance>
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        <curCd>USD</curCd>
        <valUSD>53565.87000000</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>2022-01-18</maturityDt>
          <couponKind>Fixed</couponKind>
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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>Forest City Enterprises, L.P.</name>
        <lei>N/A</lei>
        <title>Forest City Enterprises, L.P. 12/8/2025</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX183933"/>
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        <balance>3717166.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3684640.89000000</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>2025-12-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.14524960</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WOODFORD EXPRESS</name>
        <lei>N/A</lei>
        <title>WOODFORD EXPRESS 1/27/2025</title>
        <cusip>97939DAD5</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX170718"/>
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        <balance>1470000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1368320.10000000</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>2025-01-27</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC VARIABLE RATE 03/28/2022</title>
        <cusip>345397YJ6</cusip>
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          <isin value="US345397YJ68"/>
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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>
          <annualizedRt>3.23049960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>DBCG</name>
        <lei>N/A</lei>
        <title>DBCG 2017-BBG MORTGAGE TRUST DBCG 2017-BBG C</title>
        <cusip>233062AJ7</cusip>
        <identifiers>
          <isin value="US233062AJ76"/>
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        <balance>1100000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY MTN VARIABLE RATE 01/20/2023</title>
        <cusip>6174468K8</cusip>
        <identifiers>
          <isin value="US6174468K89"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400708.46000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.26294560</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>
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          <isin value="US63862TAA97"/>
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        <balance>27012.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27022.56000000</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>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>
        <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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        <balance>316803.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>318595.09000000</valUSD>
        <pctVal>0.028194917564</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>2056-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
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          <isin value="US404280BV07"/>
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        <curCd>USD</curCd>
        <valUSD>550506.55000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-09-11</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Mitchell International 11/17 2nd Lien</name>
        <lei>N/A</lei>
        <title>Mitchell International 11/17 2nd Lien 12/1/2025</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX169558"/>
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        <curCd>USD</curCd>
        <valUSD>705600.00000000</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>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BANC OF AMERICA FUNDING CORPORATION</name>
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          <isin value="US05946XYZ04"/>
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        <curCd>USD</curCd>
        <valUSD>62907.15000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.18582440</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVSC HOLDING CORP</name>
        <lei>N/A</lei>
        <title>AVSC HOLDING CORP 3/3/2025</title>
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          <other otherDesc="All Others" value="LX171508"/>
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        <curCd>USD</curCd>
        <valUSD>2260155.62000000</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>4.95375120</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <cusip>64830BAA5</cusip>
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          <isin value="US64830BAA52"/>
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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>GALLATIN CLO</name>
        <lei>N/A</lei>
        <title>GALLATIN CLO VIII 2017-1 LTD GALL 2017-1A B</title>
        <cusip>36361UAC4</cusip>
        <identifiers>
          <isin value="US36361UAC45"/>
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        <balance>1500000.00000000</balance>
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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>Freddie Mac</name>
        <lei>N/A</lei>
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        <cusip>3137G0MZ9</cusip>
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          <isin value="US3137G0MZ95"/>
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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>2.82674880</annualizedRt>
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        <name>VOYA CLO</name>
        <lei>N/A</lei>
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        <cusip>92912VAY1</cusip>
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          <isin value="US92912VAY11"/>
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        <balance>4404000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4404000.00000000</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>
          <annualizedRt>0.00000000</annualizedRt>
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        <name>INVITATION HOMES TRUST</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <cusip>95002CAC5</cusip>
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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>BLACKHAWK NETWORK HOLDINGS INC.</name>
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        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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        <name>HUNDSON'S BAY SIMON JV TRUST</name>
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        <title>HUDSONS BAY SIMON JV TRUST 2015-HBS HBCT 2015-HBFL BFL</title>
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        <identifiers>
          <isin value="US44422PAJ12"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2006977.20000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-05</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      </invstOrSec>
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        <name>BEAR STEARNS ASSET BACKED SECURITIES INC</name>
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        <curCd>USD</curCd>
        <valUSD>502250.01000000</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>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
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    <signature>
      <ncom:dateSigned>2020-02-29</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>
  <documents>XXXX</documents>
</edgarSubmission>
