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      <invstOrSec>
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      <invstOrSec>
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        <name>BWAY HOLDING COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Skandinaviska Enskilda Banken AB</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>ARI FLEET LEASE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ARES CLO LTD</name>
        <lei>N/A</lei>
        <title>ARES XLIII CLO LTD ARES 2017-43A D</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CSMC TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HOUSTON TEX ARPT SYS REV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INFOBLOX INC.</name>
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        <name>SOTERA HEALTH HOLDINGS, LLC</name>
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        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
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        <name>NOMURA ASSET SECURITIES CORPORATION</name>
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        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <name>TCI-FLATIRON CLO LTD</name>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MED PARENTCO, LP</name>
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        <cusip>N/A</cusip>
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          <isin value="US58401DAD66"/>
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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>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 XA</title>
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          <isin value="US12630DAZ78"/>
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        <curCd>USD</curCd>
        <valUSD>412821.75000000</valUSD>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-02-10</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>INVITATION HOMES TRUST</name>
        <lei>N/A</lei>
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          <isin value="US46185JAE82"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.39725000</annualizedRt>
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      <invstOrSec>
        <name>RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
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          <isin value="US76119CAA99"/>
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        <balance>112072.51000000</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>
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          <maturityDt>2024-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37600000</annualizedRt>
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          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST 2019-1 HPEFS 2019-1A A2</title>
        <cusip>40438DAB5</cusip>
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          <isin value="US40438DAB55"/>
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        <balance>76279.47000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES</name>
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        <title>CREDIT-BASED ASSET SERVICING AND SECURITIZATION LL CBASS 2005-CB7 M1</title>
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          <isin value="US12489WPL27"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
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          <isin value="US07384MS784"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MERIT HILL</name>
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          <isin value="US590027AA64"/>
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        <balance>385000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>385482.64000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.29088080</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
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          <isin value="US60700KAB89"/>
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        <curCd>USD</curCd>
        <valUSD>115033.25000000</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>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>INVITATION HOMES TRUST</name>
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        <title>INVITATION HOMES 2018-SFR3 TRUST IHSFR 2018-SFR3 C</title>
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          <isin value="US46187VAE92"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 890429</title>
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        <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>VIATRIS INC.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EDUCATIONAL FUNDING OF THE SOUTH, INC.</name>
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        <title>EDUCATIONAL FUNDING OF THE SOUTH INC EFOTS 2011-1 A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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          <isin value="US30167YAA91"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>United States of America</name>
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        <title>US 10YR NOTE (CBT)MAR21 FINANCIAL COMMODITY FUTURE.</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <title>CHL MORTGAGE PASS-THROUGH TRUST 2003-46 CWHL 2003-46 2A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <title>STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1</title>
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        <balance>1934362.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1946076.87000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>WHEELS SPV, LLC</name>
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        <name>LYB INTERNATIONAL FINANCE III, LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SKYMILES IP LTD. (DELA AIR LINES, INC.)</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>ROPER TECHNOLOGIES, INC.</name>
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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>NISSAN AUTO LEASE TRUST</name>
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        <name>DBCG</name>
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        <name>MERRILL LYNCH MORTGAGE TRUST</name>
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        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-1 2A1</title>
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          <isin value="US59020UNN18"/>
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        <name>ONE MARKET PLAZA TRUST</name>
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        <title>ONE MARKET PLAZA TRUST 2017-1MKT OMPT 2017-1MKT C</title>
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          <couponKind>Fixed</couponKind>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <title>GM FINANCIAL LEASING TRUST GMALT 2020-3 A2A</title>
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          <isin value="US362569AA39"/>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Company</name>
        <lei>549300TI38531ODB1G63</lei>
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        <name>Government National Mortgage Association</name>
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        <name>HLSS MSR - EBO ACQUISITION LLC AND HLSS HOLDINGS, LLC</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>TRUCK HERO INC</name>
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        <name>HMH TRUST</name>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE INTEREST STRIP FNS 406 6</title>
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        <issuerCat>USGA</issuerCat>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Capital Vision/MyEyeDr 8/19 Cov-Lite TL</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Achilles/OneDigital Health 10/20 Delayed TL</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX190537"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MFA 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>CITIGROUP MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
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          <isin value="US17313JAE47"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US89172EAU82"/>
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        <balance>31099.79000000</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>
          <maturityDt>2055-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
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      <invstOrSec>
        <name>DIAMOND (BC) B.V.</name>
        <lei>N/A</lei>
        <title>DIAMOND (BC) B.V. 9/6/2024</title>
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          <other otherDesc="All Others" value="LX167193"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <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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        <securityLending>
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        <name>TEXAS TRANSN COMMN CENT TEX TPK SYS REV</name>
        <lei>N/A</lei>
        <title>TEXAS ST TRANSPRTN COMMISSION CENTRAL TEXAS TURNPIKE SYSTEM</title>
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          <isin value="US88283KBK34"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <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>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2019-3 MORTGAGE LOAN TRUST COLT 2019-3 A1</title>
        <cusip>19688CAA0</cusip>
        <identifiers>
          <isin value="US19688CAA09"/>
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        <balance>800266.05000000</balance>
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        <curCd>USD</curCd>
        <valUSD>807398.50000000</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>2049-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.76400080</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A5</title>
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        <identifiers>
          <isin value="US59020USM89"/>
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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>APIDOS CLO</name>
        <lei>N/A</lei>
        <title>APIDOS CLO XII APID 2013-12A AR</title>
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          <isin value="US03764DAH44"/>
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        <curCd>USD</curCd>
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        <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>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2019-2 FCAT 2019-2 A</title>
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          <isin value="US33845WAA71"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>LEARNING CARE GROUP (US) NO. 2 INC.</name>
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          <other otherDesc="All Others" value="LX188450"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>RENAISSANCE HOLDING CORP.</name>
        <lei>N/A</lei>
        <title>RENAISSANCE HOLDING CORP. 5/30/2025</title>
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          <other otherDesc="All Others" value="LX173615"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>WORLD OMNI AUTO RECEIVABLE TRUST</name>
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          <isin value="US98163WAG15"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-2 WLAKE 2020-2A A2A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 847789</title>
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          <isin value="US31408C2W54"/>
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        <curCd>USD</curCd>
        <valUSD>435319.80000000</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>BANC OF AMERICA FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA FUNDING 2005-F TRUST BAFC 2005-F 4A1</title>
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          <isin value="US05946XYZ04"/>
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        <balance>51685.88000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47862.18000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.96400600</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
        <lei>N/A</lei>
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          <isin value="US7839655930"/>
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        <balance>43348442.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43348442.81000000</valUSD>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
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          <isin value="US38382LNV98"/>
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        <curCd>USD</curCd>
        <valUSD>206125.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2050-11-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>State of California</name>
        <lei>N/A</lei>
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          <isin value="US13063DAF50"/>
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        <balance>925000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>IMPAC SECURED ASSETS CORP</name>
        <lei>N/A</lei>
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        <cusip>452570AE4</cusip>
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          <isin value="US452570AE49"/>
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        <balance>315480.55000000</balance>
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        <curCd>USD</curCd>
        <valUSD>329008.07000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.39925080</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MSC MORTGAGE CORP</name>
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        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR2 A</title>
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          <isin value="US92922FNW40"/>
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        <balance>2587050.73000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.28246840</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>UNIVERSITY CALIF REVS</name>
        <lei>N/A</lei>
        <title>UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA</title>
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          <isin value="US91412HFJ77"/>
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        <balance>30000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30029.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MASTR ADJUSTABLE RATE MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MASTR ADJUSTABLE RATE MORTGAGES TRUST 2005-6 MARM 2005-6 5A1</title>
        <cusip>576433A71</cusip>
        <identifiers>
          <isin value="US576433A715"/>
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        <balance>31382.20000000</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>
          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.94492960</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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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>2641399.41000000</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>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.86924880</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST 2020-HQA3 STACR 2020-HQA3 M1</title>
        <cusip>35565MAA2</cusip>
        <identifiers>
          <isin value="US35565MAA27"/>
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        <balance>2950000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2953577.76000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.69925040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>PROJECT ACCELERATE PARENT, LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX170018"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>MORTGAGE ASSET SECURITIZATION TRANSACTIONS, INC.</name>
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        <cusip>55275RAC6</cusip>
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          <isin value="US55275RAC60"/>
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        <balance>2269728.97000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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          <isin value="US161630AC20"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.44050920</annualizedRt>
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      <invstOrSec>
        <name>ENVISION HEALTHCARE CORPORATION</name>
        <lei>N/A</lei>
        <title>ENVISION HEALTHCARE CORPORATION 10/10/2025</title>
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          <other otherDesc="All Others" value="LX175867"/>
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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>BA MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE 2005-A TRUST BOAMS 2005-A 2A1</title>
        <cusip>05949AH86</cusip>
        <identifiers>
          <isin value="US05949AH867"/>
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        <balance>20265.39000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.68642160</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST 2005-AR1 GSR 2005-AR1 1A1</title>
        <cusip>36242DUL5</cusip>
        <identifiers>
          <isin value="US36242DUL53"/>
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        <balance>78676.26000000</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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        <securityLending>
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      <invstOrSec>
        <name>RADNOR RE/ESSENT</name>
        <lei>N/A</lei>
        <title>RADNOR RE 2020-1 LTD RMIR 2020-1 M1A</title>
        <cusip>750493AA6</cusip>
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          <isin value="US750493AA69"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.09924920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 A1</title>
        <cusip>89173UAA5</cusip>
        <identifiers>
          <isin value="US89173UAA51"/>
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        <balance>1519059.09000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1572796.72000000</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>2057-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <name>MISTER CAR WASH</name>
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        <name>Federal National Mortgage Association</name>
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        <name>PACIFIC ARCHITECTS AND INC</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>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
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          <isin value="US03463NAA19"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US03463LAA52"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CENT CLO LIMITED</name>
        <lei>N/A</lei>
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          <isin value="US15137KAG40"/>
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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>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Capital Vision/MyEyeDr 7/20 Incremental TLB</name>
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          <other otherDesc="All Others" value="LX189126"/>
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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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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K018 X1</title>
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          <isin value="US3137APPA26"/>
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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>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Company</name>
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          <isin value="US00774MAH88"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>IE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SACO I TRUST</name>
        <lei>N/A</lei>
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          <isin value="US785778LS84"/>
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        <balance>113282.89000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.66925080</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EQUINOX HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>EQUINOX HOLDINGS INC. 3/8/2024</title>
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          <other otherDesc="All Others" value="LX188285"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.00000080</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NAVICURE INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX182640"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
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        <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>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 EFMT 2020-2 A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ASSET BACKED FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>ABFC 2005-WF1 TRUST ABFC 2005-WF1 M1</title>
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          <isin value="US04542BLY64"/>
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        <balance>1094926.41000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO RECEIVABLES TRUST 2017-A HART 2017-A B</title>
        <cusip>44931PAF3</cusip>
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          <isin value="US44931PAF36"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020- ACAR 2020-3 A</title>
        <cusip>025297AA0</cusip>
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          <isin value="US025297AA07"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>THORNBURG MORTGAGE SECURITIES TRUST 2007-1 TMST 2007-1 A2B</title>
        <cusip>88522EAC7</cusip>
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          <isin value="US88522EAC75"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <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>
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          <isin value="US89171UAU34"/>
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        <balance>22031.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>22121.12000000</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>2055-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</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>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F NAVSL 2020-FA A</title>
        <cusip>63941XAA5</cusip>
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          <isin value="US63941XAA54"/>
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        <balance>664337.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>668368.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2069-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.22000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND (CLUB) CREDIT TRUST</name>
        <lei>N/A</lei>
        <title>CONSUMER LOAN UNDERLYING BOND CLUB CREDIT TRUST 20 CLUB 2020-P1 A</title>
        <cusip>21055JAA6</cusip>
        <identifiers>
          <isin value="US21055JAA60"/>
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        <balance>252357.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>254323.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.26000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING</name>
        <lei>N/A</lei>
        <title>AVIS BUDGET RENTAL CAR FUNDING AESOP LLC AESOP 2019-1A A</title>
        <cusip>05377RDG6</cusip>
        <identifiers>
          <isin value="US05377RDG65"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2052683.80000000</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>2023-03-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</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>MADISON PARK FUNDING, LTD.</name>
        <lei>N/A</lei>
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        <cusip>55821TAA5</cusip>
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          <isin value="US55821TAA51"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>989742.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.98687880</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>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2019-4 DRIVE 2019-4 A3</title>
        <cusip>26209AAD3</cusip>
        <identifiers>
          <isin value="US26209AAD37"/>
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        <balance>218787.29000000</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>
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          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.16000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2003-E A1</title>
        <cusip>589929Y36</cusip>
        <identifiers>
          <isin value="US589929Y360"/>
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        <balance>641354.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>638938.10000000</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>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.76925160</annualizedRt>
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        <securityLending>
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          <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>
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        <curCd>USD</curCd>
        <valUSD>2921243.10000000</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>1.04087880</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>BRE GRAND ISLANDER TIMESHARE ISSUER LLC</name>
        <lei>N/A</lei>
        <title>BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC HGVGI 2019-A A</title>
        <cusip>05588UAA0</cusip>
        <identifiers>
          <isin value="US05588UAA07"/>
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        <balance>1368686.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1419129.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-09-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.28000000</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>MILEAGE PLUS HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>MILEAGE PLUS HOLDINGS LLC 6/21/2027</title>
        <cusip>59921PAB2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX188905"/>
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        <balance>905000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>931742.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.24999960</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1</title>
        <cusip>89173HAA4</cusip>
        <identifiers>
          <isin value="US89173HAA41"/>
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        <balance>333473.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>340871.49000000</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>2057-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000040</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>NRZ MSR</name>
        <lei>N/A</lei>
        <title>NRZ EXCESS SPREAD-COLLATERALIZED NOTES NZES 2018-FNT1 B</title>
        <cusip>64829TAB7</cusip>
        <identifiers>
          <isin value="US64829TAB70"/>
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        <balance>1340403.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1335309.56000000</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST 2020-DNA5 STACR 2020-DNA5 M1</title>
        <cusip>35566AAA7</cusip>
        <identifiers>
          <isin value="US35566AAA79"/>
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        <balance>2557000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.38767040</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>OTIS WORLDWIDE CORPORATION</name>
        <lei>549300ZLBKR8VSU25153</lei>
        <title>OTIS WORLDWIDE CORP VARIABLE RATE 04/05/2023</title>
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          <isin value="US68902VAG23"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.68400000</annualizedRt>
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        <name>TRILLIUM CREDIT CARD TRUST II</name>
        <lei>N/A</lei>
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        <cusip>89621AAS8</cusip>
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          <isin value="US89621AAS87"/>
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        <balance>405000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.51549840</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>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-DNA3 M3</title>
        <cusip>3137G0GW3</cusip>
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          <isin value="US3137G0GW39"/>
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        <balance>743646.72000000</balance>
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        <valUSD>774473.78000000</valUSD>
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        <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>4.84925040</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1</title>
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        <identifiers>
          <isin value="US03464RAA14"/>
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        <balance>62666.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63334.35000000</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>2059-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN 810320</title>
        <cusip>31406HG50</cusip>
        <identifiers>
          <isin value="US31406HG509"/>
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        <balance>349543.18000000</balance>
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        <curCd>USD</curCd>
        <valUSD>368550.32000000</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>2034-04-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44599920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>RADIAN GUARANTY INC AND EAGLE RE LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PREGIS TOPCO LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX181490"/>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BLUEMOUNTAIN CLO LTD.</name>
        <lei>N/A</lei>
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          <isin value="US09626YAN04"/>
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        <balance>912858.87000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ARI FLEET LEASE TRUST</name>
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          <isin value="US00217EAB48"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Countrywide Home Equity Loan Trust</name>
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          <isin value="US126673FH05"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INVITATION HOMES TRUST</name>
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          <isin value="US46185JAA60"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
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          <isin value="US31574PAA30"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>HONDA AUTO RECEIVABLES OWNER TRUST</name>
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        <title>HONDA AUTO RECEIVABLES 2020-2 OWNER TRUST HAROT 2020-2 A3</title>
        <cusip>43813DAC2</cusip>
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          <isin value="US43813DAC20"/>
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        <payoffProfile>Long</payoffProfile>
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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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      <invstOrSec>
        <name>CVS HEALTH CORPORATION</name>
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          <isin value="US126650DD99"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CROWN FINANCE US INC.</name>
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          <other otherDesc="All Others" value="LX171023"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Federal National Mortgage Association</name>
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          <isin value="US31406VUL88"/>
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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>HYLAND SOFTWARE</name>
        <lei>N/A</lei>
        <title>HYLAND SOFTWARE 7/7/2025</title>
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          <other otherDesc="All Others" value="LX164257"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Government National Mortgage Association 2</name>
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          <isin value="US3620E0H251"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2020-1 EART 2020-1A A</title>
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          <isin value="US30167HAA68"/>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <title>ENTERPRISE FLEET FINANCING 2020-2 LLC EFF 2020-2 A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>TITAN ACQUISITION LIMITED</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TESLA AUTO LEASE 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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      <invstOrSec>
        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
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        <cusip>004375CA7</cusip>
        <identifiers>
          <isin value="US004375CA70"/>
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        <balance>32363.37000000</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>
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      <invstOrSec>
        <name>GCAT LLC</name>
        <lei>N/A</lei>
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        <cusip>36166RAA2</cusip>
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          <isin value="US36166RAA23"/>
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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>CORE &amp; MAIN LP</name>
        <lei>N/A</lei>
        <title>CORE &amp; MAIN LP 8/1/2024</title>
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          <other otherDesc="All Others" value="LX167192"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</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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      <invstOrSec>
        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED SECURITIES 2004-U TRUS WFMBS 2004-U A1</title>
        <cusip>949803AA8</cusip>
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          <isin value="US949803AA88"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <title>CITIGROUP MORTGAGE LOAN TRUST 2007-AR5 CMLTI 2007-AR5 1A2A</title>
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          <isin value="US17311LAB71"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AVERY POINT CLO, LIMITED</name>
        <lei>N/A</lei>
        <title>AVERY POINT IV CLO LTD AVERY 2014-1A D</title>
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          <isin value="US05363UAL70"/>
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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>LANDesk Software 11/20 Delayed Draw</name>
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        <title>LANDesk Software 11/20 Delayed Draw 11/22/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX191001"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-22</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ARROYO MORTGAGE TRUST 2019-1 ARRW 2019-1 A1</title>
        <cusip>042859AA6</cusip>
        <identifiers>
          <isin value="US042859AA69"/>
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        <balance>1478061.25000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.80499840</annualizedRt>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2020-1 DRIVE 2020-1 A3</title>
        <cusip>26208QAD9</cusip>
        <identifiers>
          <isin value="US26208QAD97"/>
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        <balance>200000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NATIONSTAR HECM LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NATIONSTAR HECM LOAN TRUST 2019-2 NHLT 2019-2A A</title>
        <cusip>63862UAA6</cusip>
        <identifiers>
          <isin value="US63862UAA60"/>
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        <balance>80538.46000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2013-K28 MORTGAGE TRUST FREMF 2013-K28 C</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>NRZ EXCESS SPREAD COLLATERALIZED NOTES</name>
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        <title>NRZ EXCESS SPREAD-COLLATERALIZED NOTES SERIES 2018 NZES 2018-PLS1 A</title>
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          <isin value="US40423XAB82"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>United States of America</name>
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        <issuerCat>UST</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>NOMURA RESECURITIZATION TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GLOBAL EDUCATION MANAGEMENT SYSTEMS ESTABLISHMENT</name>
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        <title>GLOBAL EDUCATION MANAGEMENT SYSTEMS ESTABLISHMENT 7/31/2026</title>
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          <other otherDesc="All Others" value="LX181735"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Datatel/Ellucian 9/20 Cov-Lite TLB</name>
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        <title>Datatel/Ellucian 9/20 Cov-Lite TLB 9/23/2027</title>
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          <other otherDesc="All Others" value="LX190009"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC POOL FR RA2650</title>
        <cusip>3133KH5K8</cusip>
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          <isin value="US3133KH5K80"/>
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        <balance>1629040.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1747985.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2050-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>STARWOOD WAYPOINT HOMES TRUST</name>
        <lei>N/A</lei>
        <title>STARWOOD WAYPOINT HOMES 2017-1 TRUST SWH 2017-1 A</title>
        <cusip>85572MAA8</cusip>
        <identifiers>
          <isin value="US85572MAA80"/>
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        <balance>2385739.76000000</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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        <securityLending>
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      <invstOrSec>
        <name>AVANT LOANS FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>AVANT LOANS FUNDING TRUST 2019-B AVNT 2019-B A</title>
        <cusip>05354NAA8</cusip>
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          <isin value="US05354NAA81"/>
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        <balance>96483.35000000</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>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.72000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST 2015-2 CMLTI 2015-2 5A1</title>
        <cusip>17323NAW3</cusip>
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          <isin value="US17323NAW39"/>
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        <balance>231511.89000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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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>
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          <isin value="US67091RAK59"/>
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        <balance>224904.20000000</balance>
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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>1.06774920</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <identifiers>
          <isin value="US23636AAU51"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>254244.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW COMMERCIAL ASSET TRUST 2007-1 BAYC 2007-1 A2</title>
        <cusip>07325MAB0</cusip>
        <identifiers>
          <isin value="US07325MAB00"/>
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        <balance>473692.76000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438407.05000000</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>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.41924880</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>BRAVO MORTGAGE ASSET TRUST</name>
        <lei>N/A</lei>
        <title>BRAVO MORTGAGE ASSET TRUST BMAT 2006-1A A2</title>
        <cusip>105667AB5</cusip>
        <identifiers>
          <isin value="US105667AB57"/>
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        <balance>215771.95000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>214925.87000000</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>2036-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.39012840</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>INDYMAC INDX MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>INDYMAC INDX MORTGAGE LOAN TRUST 2007-FLX3 INDX 2007-FLX3 A1</title>
        <cusip>45670AAA9</cusip>
        <identifiers>
          <isin value="US45670AAA97"/>
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        <balance>478916.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>465085.07000000</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>2037-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.38925000</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>EDGEWATER GENERATION, LLC</name>
        <lei>N/A</lei>
        <title>EDGEWATER GENERATION, LLC 12/13/2025</title>
        <cusip>28031FAD2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX176845"/>
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        <balance>598700.01000000</balance>
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        <curCd>USD</curCd>
        <valUSD>585414.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.89774880</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1</title>
        <cusip>07384MZV7</cusip>
        <identifiers>
          <isin value="US07384MZV70"/>
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        <balance>2024551.35000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-01-25</maturityDt>
          <couponKind>Floating</couponKind>
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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>TRICON AMERICAN HOMES TRUST</name>
        <lei>N/A</lei>
        <title>TRICON AMERICAN HOMES 2020-SFR2 TRUST TAH 2020-SFR2 A</title>
        <cusip>89613JAA8</cusip>
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          <isin value="US89613JAA88"/>
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        <balance>564000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2039-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW COMMERCIAL ASSET TRUST 2007-1 BAYC 2007-1 A1</title>
        <cusip>07325MAA2</cusip>
        <identifiers>
          <isin value="US07325MAA27"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
          <maturityDt>2037-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.36924840</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE 2004-A TRUST BOAMS 2004-A 2A2</title>
        <cusip>05948XT27</cusip>
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          <isin value="US05948XT270"/>
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        <balance>822865.79000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.84841080</annualizedRt>
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      <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>
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        <curCd>USD</curCd>
        <valUSD>2765706.51000000</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>2034-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.19088000</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>KUBOTA CREDIT OWNER TRUST</name>
        <lei>N/A</lei>
        <title>KUBOTA CREDIT OWNER TRUST 2020-2 KCOT 2020-2A A2</title>
        <cusip>50116YAB7</cusip>
        <identifiers>
          <isin value="US50116YAB74"/>
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        <balance>160000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>160024.93000000</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>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.41000000</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>SEDGWICK CLAIMS MANAGEMENT SERVICES, INC.</name>
        <lei>N/A</lei>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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        <name>CNH EQUIPMENT TRUST</name>
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        <name>STANDARD CHARTERED PLC</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>CITIBANK CREDIT CARD ISSUANCE TRUST</name>
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        <name>BUNKER HILL LOAN DEPOSITARY TRUST</name>
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        <name>ROYALTY PHARMA PLC</name>
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        <name>AUDIO VISUAL SERVICES</name>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <name>WAMU COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>SABRE GLBL INC.</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>SABRE GLBL INC 144A 7.375000% 09/01/2025</title>
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      </invstOrSec>
      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
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          <isin value="US57108RAA95"/>
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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>MSSG TRUST</name>
        <lei>N/A</lei>
        <title>MSSG TRUST 2017-237P MSSG 2017-237P XA</title>
        <cusip>55375KAA4</cusip>
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          <isin value="US55375KAA43"/>
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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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      <invstOrSec>
        <name>CWHEQ REVOLVING HOME EQUITY LOAN TRUST</name>
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        <title>CWHEQ REVOLVING HOME EQUITY LOAN RESURITIZATION TR CWHEL 2006-RES 4L1A</title>
        <cusip>23242YAJ4</cusip>
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          <isin value="US23242YAJ47"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.42837840</annualizedRt>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2018-BIOA BX 2018-BIOA C</title>
        <cusip>056057AJ1</cusip>
        <identifiers>
          <isin value="US056057AJ11"/>
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        <balance>2939000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2003-G A1</title>
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          <isin value="US5899295V62"/>
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        <balance>480568.68000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
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          <isin value="US69335PDR38"/>
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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>BLUEMOUNTAIN CLO LTD.</name>
        <lei>N/A</lei>
        <title>BLUEMOUNTAIN CLO 2018-2 LTD BLUEM 2018-2A A</title>
        <cusip>09629VAC7</cusip>
        <identifiers>
          <isin value="US09629VAC72"/>
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        <balance>3454700.74000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-08-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>321 HENDERSON RECEIVABLES II LLC</name>
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          <isin value="US88576NAJ72"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.34837920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2020-A TESLA 2020-A A2</title>
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          <isin value="US88167HAB24"/>
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        <balance>115000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-CB2 1A</title>
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          <isin value="US92922FTW85"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>ALBANY MOLECULAR RESEARCH, INC.</name>
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        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <title>MORGAN STANLEY MORTGAGE LOAN TRUST 2004-10AR MSM 2004-10AR 1A</title>
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        <name>SACO I TRUST</name>
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        <name>MORGAN STANLEY CAPITAL I TRUST</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-HA A</title>
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        <name>ASSET BACKED FUNDING CORPORATION</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BAUSCH HEALTH COMPANIES INC.</name>
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        <name>SERVICE LOGIC ACQUISITION, INC.</name>
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        <name>MVW OWNER TRUST</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>OZLM FUNDING LTD</name>
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        <name>SAXON ASSET SECURITIES TRUST</name>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2020-2 DRMT 2020-2 A1</title>
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        <title>GREENPOINT MANUFACTURED HOUSING GPMH 2000-4 A3</title>
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          <isin value="US395383AW29"/>
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        <curCd>USD</curCd>
        <valUSD>1936288.00000000</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>2031-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.14337880</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2018-HQA1 M2</title>
        <cusip>3137G0UD9</cusip>
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          <isin value="US3137G0UD91"/>
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        <curCd>USD</curCd>
        <valUSD>1173573.02000000</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>2030-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.44924920</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Epicor 7/20 2nd Lien Cov-Lite</name>
        <lei>N/A</lei>
        <title>Epicor 7/20 2nd Lien Cov-Lite 7/31/2028</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX189138"/>
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        <curCd>USD</curCd>
        <valUSD>447888.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.75000160</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ALLY AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>ALLY AUTO RECEIVABLES TRUST 2019-4 ALLYA 2019-4 A3</title>
        <cusip>02007TAC9</cusip>
        <identifiers>
          <isin value="US02007TAC99"/>
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        <balance>1070000.00000000</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>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.84000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AVERY POINT CLO, LIMITED</name>
        <lei>N/A</lei>
        <title>AVERY POINT IV CLO LTD AVERY 2014-1A AR</title>
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          <isin value="US05363UAS24"/>
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        <balance>64977.04000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NATIONAL MENTOR HOLDINGS</name>
        <lei>N/A</lei>
        <title>NATIONAL MENTOR HOLDINGS 3/9/2026</title>
        <cusip>63689EAK1</cusip>
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          <other otherDesc="All Others" value="LX178379"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.39999920</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MSCCG TRUST</name>
        <lei>N/A</lei>
        <title>MSCG TRUST 2018-SELF MSCCG 2018-SELF A</title>
        <cusip>55358PAA4</cusip>
        <identifiers>
          <isin value="US55358PAA49"/>
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        <balance>245000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>245004.70000000</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>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.04087880</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>KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV</name>
        <lei>N/A</lei>
        <title>KENTUCKY HIGHER EDUCATION STUDENT LOAN CORP KHESL 2020-1 A1B</title>
        <cusip>49130NEZ8</cusip>
        <identifiers>
          <isin value="US49130NEZ87"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2003100.00000000</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>2050-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</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>RING CONTAINER 9/17 TL</name>
        <lei>N/A</lei>
        <title>RING CONTAINER 9/17 TL 10/31/2024</title>
        <cusip>76680YAB8</cusip>
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          <other otherDesc="All Others" value="LX168799"/>
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        <balance>1155000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.89775160</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>N/A</name>
        <lei>N/A</lei>
        <title>TE HOLDCORP PRIVATE COMMON STOCK *</title>
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          <other otherDesc="All Others" value="LX155274"/>
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        <assetCat>EC</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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      <invstOrSec>
        <name>KKR FINANCIAL CLO, LTD.</name>
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        <title>KKR CLO 21 LTD KKR 21 A</title>
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          <isin value="US48252KAA79"/>
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        <balance>580000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>574321.22000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2011-GC3 GSMS 2011-GC3 X</title>
        <cusip>36248FAJ1</cusip>
        <identifiers>
          <isin value="US36248FAJ12"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2044-03-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.66033000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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>
        <cusip>24381NAA6</cusip>
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          <isin value="US24381NAA63"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2020-B VZOT 2020-B A</title>
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          <isin value="US92290BAA98"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MSCCG TRUST</name>
        <lei>N/A</lei>
        <title>MSCG TRUST 2018-SELF MSCCG 2018-SELF D</title>
        <cusip>55358PAL0</cusip>
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          <isin value="US55358PAL04"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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      <invstOrSec>
        <name>DYNACAST INTERNATIONAL</name>
        <lei>N/A</lei>
        <title>DYNACAST INTERNATIONAL 1/28/2022</title>
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          <other otherDesc="All Others" value="LX144577"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-28</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LESLIE'S POOLMART INC.</name>
        <lei>N/A</lei>
        <title>LESLIE'S POOLMART INC. 8/16/2023</title>
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          <other otherDesc="All Others" value="LX154098"/>
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        <curCd>USD</curCd>
        <valUSD>1345440.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.57674920</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MISYS LIMITED</name>
        <lei>N/A</lei>
        <title>MISYS LIMITED 6/13/2024</title>
        <cusip>02034DAC1</cusip>
        <identifiers>
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        <name>CINEMARK USA TL 1L B</name>
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        <name>MORTGAGEIT TRUST</name>
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        <name>OXFORD FINANCE FUNDING LLC</name>
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        <name>ALPHABET HOLDING CO INC. TL</name>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <name>NRZ MSR</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
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          <isin value="US33844TAA51"/>
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        <curCd>USD</curCd>
        <valUSD>88277.17000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Hyperion Insurance 10/20 Cov-Lite Delayed TL</name>
        <lei>N/A</lei>
        <title>Hyperion Insurance 10/20 Cov-Lite Delayed TL 10/22/2027</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX190511"/>
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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>FIRSTKEY HOMES TRUST</name>
        <lei>N/A</lei>
        <title>FIRSTKEY HOMES 2020-SFR2 TRUST FKH 2020-SFR2 A</title>
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          <isin value="US33767JAA07"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-10-19</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1</title>
        <cusip>64830BAA5</cusip>
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          <isin value="US64830BAA52"/>
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        <balance>603626.72000000</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>
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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>AFFIRM ASSET SECURITIZATION TRUST 2020-Z2 AFFRM 2020-Z2 A</title>
        <cusip>00834AAA7</cusip>
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          <isin value="US00834AAA79"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>FORMULA ONE MANAGEMENT LIMITED</name>
        <lei>N/A</lei>
        <title>FORMULA ONE MANAGEMENT LIMITED 2/1/2024</title>
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          <other otherDesc="All Others" value="LX171161"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2006-LDP8 E</title>
        <cusip>46629MAT2</cusip>
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          <isin value="US46629MAT27"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>SPRUCE HILL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SPRUCE HILL MORTGAGE LOAN TRUST 2019-SH1 SHMLT 2019-SH1 A1</title>
        <cusip>85211XAA1</cusip>
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          <isin value="US85211XAA19"/>
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        <balance>134490.90000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-04-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.39500160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2007-A1 JPMMT 2007-A1 5A2</title>
        <cusip>46630GAS4</cusip>
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          <isin value="US46630GAS49"/>
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        <balance>597282.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>591583.94000000</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>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.43874880</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>L3HARRIS TECHNOLOGIES, INC.</name>
        <lei>549300UTE50ZMDBG8A20</lei>
        <title>L3HARRIS TECHNOLOGIES INC VARIABLE RATE 03/10/2023</title>
        <cusip>502431AG4</cusip>
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          <isin value="US502431AG48"/>
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        <balance>350000.00000000</balance>
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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>
          <maturityDt>2023-03-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.99950040</annualizedRt>
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        <name>DELL EQUIPMENT FINANCE TRUST</name>
        <lei>N/A</lei>
        <title>DELL EQUIPMENT FINANCE TRUST 2018-2 DEFT 2018-2 A3</title>
        <cusip>24704DAE0</cusip>
        <identifiers>
          <isin value="US24704DAE04"/>
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        <balance>627019.40000000</balance>
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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>2023-10-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)</name>
        <lei>N/A</lei>
        <title>ALTERNATIVE LOAN TRUST 2007-8CB CWALT 2007-8CB A5</title>
        <cusip>02150FAE0</cusip>
        <identifiers>
          <isin value="US02150FAE07"/>
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        <balance>3025304.03000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.64924920</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>JAGUAR HOLDING CO I</name>
        <lei>N/A</lei>
        <title>JAGUAR HOLDING CO I 8/18/2022</title>
        <cusip>47009YAK3</cusip>
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          <other otherDesc="All Others" value="LX172432"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49999920</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>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2019-1 WLAKE 2019-1A A2A</title>
        <cusip>96042JAC0</cusip>
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          <isin value="US96042JAC09"/>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>SOUTHERN POWER COMPANY</name>
        <lei>5LADC78JBG2BMZD5XF57</lei>
        <title>SOUTHERN POWER CO 144A VARIABLE RATE 12/20/2020</title>
        <cusip>843646AV2</cusip>
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          <isin value="US843646AV22"/>
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        <balance>375000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>375083.82000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77738040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>TRIPARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET</title>
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          <other otherDesc="All Others" value="PAM2872"/>
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        <curCd>USD</curCd>
        <valUSD>6900000.00000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</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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              <invstCat>AMBS</invstCat>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NFP CORP.</name>
        <lei>VO2L9FZNXDJNQNEYH039</lei>
        <title>NFP CORP 144A 7.000000% 05/15/2025</title>
        <cusip>65342RAC4</cusip>
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          <isin value="US65342RAC43"/>
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        <balance>733000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>784310.00000000</valUSD>
        <pctVal>0.079863548958</pctVal>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>Universal Hospital/Agiliti Health Incremental TL</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</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>Fixed</couponKind>
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      <invstOrSec>
        <name>CGDBB COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US125282AL74"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STRYKER CORPORATION</name>
        <lei>5493002F0SC4JTBU5137</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AIR METHODS</name>
        <lei>N/A</lei>
        <title>AIR METHODS 4/22/2024</title>
        <cusip>00912YAL6</cusip>
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          <other otherDesc="All Others" value="LX162655"/>
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        <curCd>USD</curCd>
        <valUSD>1115705.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.50000000</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>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR10 A7</title>
        <cusip>92922FEB0</cusip>
        <identifiers>
          <isin value="US92922FEB04"/>
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        <balance>925772.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>930549.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-25</maturityDt>
          <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>GSAMP TRUST</name>
        <lei>N/A</lei>
        <title>GSAMP TRUST 2005-HE6 GSAMP 2005-HE6 M1</title>
        <cusip>362341G45</cusip>
        <identifiers>
          <isin value="US362341G459"/>
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        <balance>36230.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36257.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.58812840</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>ZIONS BANCORPORATION, NATIONAL ASSOCIATION</name>
        <lei>8WH0EE09O9V05QJZ3V89</lei>
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        <cusip>98971DAA8</cusip>
        <identifiers>
          <isin value="US98971DAA81"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2062035.58000000</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>2022-03-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.35000000</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>WORLD OMNI SELECT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>WORLD OMNI SELECT AUTO TRUST 2020-A WOSAT 2020-A A2</title>
        <cusip>98163DAB4</cusip>
        <identifiers>
          <isin value="US98163DAB47"/>
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        <balance>330000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>330038.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.47000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2020-A CNH 2020-A A2</title>
        <cusip>12597PAB4</cusip>
        <identifiers>
          <isin value="US12597PAB40"/>
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        <balance>135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>135500.01000000</valUSD>
        <pctVal>0.013797492933</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>2023-07-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.08000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>GLOBAL MEDICAL RESPONSE, INC.</name>
        <lei>549300ZFWD4ZFCEJCQ87</lei>
        <title>GLOBAL MEDICAL RESPONSE INC 144A 6.500000% 10/01/2025</title>
        <cusip>37960BAA3</cusip>
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          <isin value="US37960BAA35"/>
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        <balance>890000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>916700.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>VERTICAL U.S. NEWCO INC.</name>
        <lei>549300C2AFWPAYWS5574</lei>
        <title>VERTICAL US NEWCO INC 144A 5.250000% 07/15/2027</title>
        <cusip>92537RAA7</cusip>
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          <isin value="US92537RAA77"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>516600.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2005-A4 JPMMT 2005-A4 4A2</title>
        <cusip>466247RV7</cusip>
        <identifiers>
          <isin value="US466247RV75"/>
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        <balance>883231.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>867781.59000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Cardtronics 6/20 Cov-Lite TLB</name>
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        <title>Cardtronics 6/20 Cov-Lite TLB 6/29/2027</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX188833"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-06-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.00000040</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY DEAN WITTER CAPITAL I INC TRUST 200 MSDWC 2002-AM3 M1</title>
        <cusip>61746WWK2</cusip>
        <identifiers>
          <isin value="US61746WWK25"/>
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        <curCd>USD</curCd>
        <valUSD>3947.48000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.57425120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DBUBS MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DBUBS 2011-LC3 MORTGAGE TRUST DBUBS 2011-LC3A A4</title>
        <cusip>23305YAD1</cusip>
        <identifiers>
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        <name>RECETTE CLO, LTD</name>
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        <name>NATIONAL CREDIT UNION ADMINISTRATION GUARANTEED NOTES TRUST</name>
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        <name>GEMS MENASA (CAYMAN) LIMITED</name>
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        <name>PHILLIPS 66</name>
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        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST</name>
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        <name>HYLAND SOFTWARE</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>Federal National Mortgage Association</name>
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        <name>HONDA AUTO RECEIVABLES OWNER TRUST</name>
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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>OPTION CARE HEALTH, INC.</name>
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        <name>HUB INTERNATIONAL LIMITED</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>Venator Finance S.a r.l.</name>
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        <name>AVID AUTOMOBILE RECEIVABLES TRUST</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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      <invstOrSec>
        <name>Michigan Student Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SOFI PROFESSIONAL LOAN PROGRAM</name>
        <lei>N/A</lei>
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          <isin value="US83390UAF49"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WAND NEWCO 3, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal National Mortgage Association</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>GSR MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>INVITATION HOMES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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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      <invstOrSec>
        <name>GENERAL ELECTRIC COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Orion Advisor 8/20 Cov-Lite TLB</name>
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          <couponKind>Floating</couponKind>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/28/2023</title>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>ASURION LLC</name>
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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>
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        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2020-2 LTD BMIR 2020-2A M1B</title>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.34924920</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>THORNBURG MORTGAGE SECURITIES TRUST 2005-1 TMST 2005-1 A3</title>
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          <isin value="US885220HB24"/>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MSSG TRUST</name>
        <lei>N/A</lei>
        <title>MSSG TRUST 2017-237P MSSG 2017-237P D</title>
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          <isin value="US55375KAJ51"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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          <isin value="US24381KAA25"/>
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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>LANDesk Software 11/20 2nd Lien TL</name>
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        <title>LANDesk Software 11/20 2nd Lien TL 11/9/2028</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX190873"/>
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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>Bellemeade RE</name>
        <lei>N/A</lei>
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          <isin value="US07877BAC46"/>
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        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO RECEIVABLES TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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          <isin value="US63941UAA16"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BBCMS TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS 2017-DELC MORTGAGE TRUST BBCMS 2017-DELC B</title>
        <cusip>05552EAG5</cusip>
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          <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>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRIDENT TPI HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>TRIDENT TPI HOLDINGS, INC. 10/17/2024</title>
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          <other otherDesc="All Others" value="LX168808"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>UPC Financing/Sunrise 8/20 (USD) B1 Cov-Lite TL</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX189564"/>
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        <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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          <isin value="US29374WAB28"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <title>CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 7A1</title>
        <cusip>161630AU2</cusip>
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          <isin value="US161630AU28"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>BUNKER HILL LOAN DEPOSITARY TRUST</name>
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        <title>BUNKER HILL LOAN DEPOSITARY TRUST 2020-1 BHLD 2020-1 A1</title>
        <cusip>12062RAA8</cusip>
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          <isin value="US12062RAA86"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A SCART 2020-AA A</title>
        <cusip>80281MAA1</cusip>
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          <isin value="US80281MAA18"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2018-DNA1 M2</title>
        <cusip>3137G0TH2</cusip>
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          <isin value="US3137G0TH25"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-1 DRMT 2017-1A A1</title>
        <cusip>24380TAA4</cusip>
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          <isin value="US24380TAA43"/>
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        <balance>14621.87000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14658.40000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.72499840</annualizedRt>
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      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-TBR CGCMT 2018-TBR A</title>
        <cusip>17326MAA0</cusip>
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          <isin value="US17326MAA09"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3874292.40000000</valUSD>
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      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>HUNDSON'S BAY SIMON JV TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BELLEMEADE RE LTD.</name>
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        <title>BELLEMEADE RE 2018-3 LTD BMIR 2018-3A M1B</title>
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          <isin value="US07877TAB70"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HOME EQUITY ASSET TRUST (CREDIT SUISSE FIRST BOSTON MORTGAGE SECURITIES CORP)</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SRM Escrow Issuer, LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ARTERA SERVICES, LLC</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Pretium Packaging 10/20 2nd Lien TL</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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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>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3 WLAKE 2020-3A A2</title>
        <cusip>96042QAC4</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>MORTGAGE-LINKED AMORTIZING NOTES MLAN 2012-1 A10</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
        <cusip>46635TAN2</cusip>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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          <couponKind>Floating</couponKind>
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        <name>MERCEDES-BENZ AUTO LEASE 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>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN FM4783</title>
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          <isin value="US3140X8J571"/>
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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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          <isLoanByFund>N</isLoanByFund>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION</name>
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          <isin value="US644622AC66"/>
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        <name>LS GROUP OPCO AC TL 1L B</name>
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      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <title>SOFI CONSUMER LOAN PROGRAM 2019-3 TRUST SCLP 2019-3 A</title>
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          <isin value="US83405TAA16"/>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>OCP CLO LTD</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>BANC OF AMERICA FUNDING CORPORATION</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>OBX TRUST</name>
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        <name>ALLEGRO CLO LTD</name>
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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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        <name>CAMBREX CORPORATION</name>
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        <name>DBGS MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2019-4 AOMT 2019-4 A1</title>
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        <name>Federal National Mortgage Association</name>
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        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST</name>
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        <name>PRESTIGE AUTO RECEIVABLES TRUST</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>DIEBOLD NIXDORF, INCORPORATED</name>
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        <name>Packaging Coordinators/PCI Pharma 9/20 Cov-Lite</name>
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        <name>NOVASTAR HOME EQUITY LOAN</name>
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        <name>Government National Mortgage Association 2</name>
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        <name>THE HOWARD UNIVERSITY</name>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>AMMC CLO LIMITED</name>
        <lei>N/A</lei>
        <title>AMMC CLO 16 LTD AMMC 2015-16A CR</title>
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          <isin value="US00176JAP12"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-14</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ALPHABET HOLDING COMPANY INC.</name>
        <lei>N/A</lei>
        <title>ALPHABET HOLDING COMPANY INC. 9/26/2024</title>
        <cusip>18913EAB3</cusip>
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          <other otherDesc="All Others" value="LX167866"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64775040</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-HQ2 M3</title>
        <cusip>3137G0FJ3</cusip>
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          <isin value="US3137G0FJ37"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC VARIABLE RATE 09/15/2023</title>
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          <isin value="US25746UDH95"/>
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        <balance>275000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>275441.61000000</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>2023-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77613120</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>INVITATION HOMES TRUST</name>
        <lei>N/A</lei>
        <title>INVITATION HOMES 2018-SFR3 TRUST IHSFR 2018-SFR3 A</title>
        <cusip>46187VAA7</cusip>
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          <isin value="US46187VAA70"/>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2019- ACAR 2019-3 A</title>
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          <isin value="US02529NAA54"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
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          <isin value="US59217GEF28"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-13</maturityDt>
          <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>
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          <isin value="US07384MM258"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.32857440</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Government National Mortgage Association 2</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL G2 892980</title>
        <cusip>3620E0HJ8</cusip>
        <identifiers>
          <isin value="US3620E0HJ84"/>
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        <balance>1679574.22000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-12-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.19900160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SECURITIZED TERM AUTO RECEIVABLES TRUST 2019-1 SSTRT 2019-1A A3</title>
        <cusip>81377DAC0</cusip>
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          <isin value="US81377DAC02"/>
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        <curCd>USD</curCd>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.98600000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>MTN INFRASTRUCTURE TOPCO, INC.</name>
        <lei>N/A</lei>
        <title>MTN INFRASTRUCTURE TOPCO, INC. 11/15/2024</title>
        <cusip>55377KAB0</cusip>
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          <other otherDesc="All Others" value="LX164496"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>INDYMAC INDA MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>INDYMAC INDA MORTGAGE LOAN TRUST 2007-AR3 INDA 2007-AR3 1A1</title>
        <cusip>456673AA0</cusip>
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          <isin value="US456673AA08"/>
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        <balance>1316306.47000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.56792760</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A</title>
        <cusip>056054AA7</cusip>
        <identifiers>
          <isin value="US056054AA70"/>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.06837920</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST BSCMS 2007-PW17 C</title>
        <cusip>07388QAN9</cusip>
        <identifiers>
          <isin value="US07388QAN97"/>
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        <balance>1509568.73000000</balance>
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        <valUSD>1470969.06000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.74425000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES CORP TRUST 2020-DUNE GSMS 2020-DUNE B</title>
        <cusip>36258BAL2</cusip>
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          <isin value="US36258BAL27"/>
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        <valUSD>472431.20000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.49087880</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES TRUST BSCMS 2007-T26 AM</title>
        <cusip>07388VAG3</cusip>
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          <isin value="US07388VAG32"/>
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        <valUSD>568347.97000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.43197160</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>THE BOEING COMPANY</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE 2.300000% 08/01/2021</title>
        <cusip>097023CL7</cusip>
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          <isin value="US097023CL77"/>
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        <balance>210000.00000000</balance>
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        <name>MOHEGAN TRIBAL GAMING AUTHORITY</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>MARSH &amp; MCLENNAN COMPANIES, INC.</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>Quirch Foods 10/20</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NBCUNIVERSAL ENTERPRISE, INC.</name>
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        <name>DRIVETIME AUTO OWNER TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Pro Mach 6/20 Incremental TL</name>
        <lei>N/A</lei>
        <title>Pro Mach 6/20 Incremental TL 3/7/2025</title>
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          <other otherDesc="All Others" value="LX188849"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2007-1 2A1</title>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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          <couponKind>Fixed</couponKind>
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        <name>CHT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CHT 2017-COSMO MORTGAGE TRUST CHT 2017-CSMO B</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IRWIN HOME EQUITY CORPORATION 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>Freddie Mac</name>
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        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K028 X1</title>
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          <isin value="US3137B2HP85"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
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          <isin value="US31419AWD52"/>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN FM3339</title>
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        <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>MI WINDOWS AND DOORS, LLC</name>
        <lei>N/A</lei>
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        <assetCat>LON</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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        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2020-4 CARMX 2020-4 A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>XPO LOGISTICS, INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
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          <isin value="US67112FAD24"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Kissner Group 2/20 Cov-Lite TL 030327</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX186049"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>CINEMARK USA, INC.</name>
        <lei>54930008H2137JSCPQ09</lei>
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          <isin value="US172441AX54"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <title>THORNBURG MORTGAGE SECURITIES TRUST 2003-4 TMST 2003-4 A1</title>
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          <isin value="US885220DW07"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>BWAY MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BWAY 2013-1515 MORTGAGE TRUST BWAY 2013-1515 A1</title>
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          <isin value="US05604FAA30"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COLE PARK CLO LIMITED</name>
        <lei>N/A</lei>
        <title>COLE PARK CLO LTD 2015-1 CLPK 2015-1A AR</title>
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          <isin value="US19329LAN73"/>
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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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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INVITATION HOMES TRUST</name>
        <lei>N/A</lei>
        <title>INVITATION HOMES 2018-SFR4 TRUST IHSFR 2018-SFR4 A</title>
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          <isin value="US46187XAA37"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>American Bath 11/20 Cov-Lite</name>
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        <name>Cooperatieve Rabobank UA (New York Branch)</name>
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        <name>INTELSAT JACKSON HOLDINGS S.A.</name>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
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        <name>Freddie Mac</name>
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        <name>DIAMOND SPORTS GROUP, LLC</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>RMF BUYOUT ISSUANCE TRUST</name>
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        <name>Tecomet (Symmetry Medical) 11/17 Cov-Lite</name>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <name>VELOCITY COMMERCIAL CAPITAL LOAN TRUST</name>
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        <name>VOLKSWAGEN AUTO LEASE TRUST</name>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <name>WORLD OMNI AUTO RECEIVABLE TRUST</name>
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        <name>APPLIED SYSTEMS INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <name>HARBORVIEW MORTGAGE LOAN TRUST</name>
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          <isin value="US41161PFU21"/>
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        <name>Charter NEX 11/20 TL</name>
        <lei>N/A</lei>
        <title>Charter NEX 11/20 TL 11/24/2027</title>
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          <other otherDesc="All Others" value="LX190926"/>
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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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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CAST &amp; CREW PAYROLL, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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          <couponKind>Floating</couponKind>
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        <name>Mizuho Financial Group, Inc.</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>DTE ENERGY COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MARLETTE FUNDING TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>INTELLIGENT PACKAGING LIMITED FINCO INC.</name>
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          <isin value="US45827MAA53"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-167 IW</title>
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          <isin value="US38382LCN91"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC REMICS FHR 5052 KI</title>
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          <isin value="US3137F7HN83"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>FORD MOTOR CREDIT CO LLC VARIABLE RATE 03/28/2022</title>
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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>
          <maturityDt>2022-03-28</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Alchemy Copyrights 7/20 TLB</name>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>HANGER, INC.</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <name>DUBOIS CHEMICALS</name>
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        <name>ARCHES BUYER INC.</name>
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        <name>TRESTLES CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>VOYA CLO</name>
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        <name>PNC BANK, NATIONAL ASSOCIATION</name>
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        <name>Federal National Mortgage Association</name>
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        <name>MA FINANCECO., LLC</name>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
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        <name>CP ATLAS BUYER, INC.</name>
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      <invstOrSec>
        <name>MAGNETITE CLO, LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>TEAM HEALTH HOLDINGS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UNICREDIT, SOCIETA PER AZIONI</name>
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        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ELARA HGV TIMESHARE</name>
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        <name>DEERFIELD DAKOTA HOLDING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>Government National Mortgage Association 2</name>
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        <name>PARTICLES/WEBPRO INVESTMENTS</name>
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        <name>Federal National Mortgage Association</name>
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        <name>MORGAN STANLEY ABS CAPITAL I, INC.</name>
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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>SEQUOIA MORTGAGE TRUST</name>
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        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST</name>
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        <name>BRAZOS STUDENT LOAN FINANCE CORPORATION</name>
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        <name>LION HOLDINGS WARRANTS</name>
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        <name>Datatel/Ellucian 9/20 2nd Lien TL</name>
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        <name>ECI Software 9/20 TL</name>
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        <name>Alliance Laundry 9/20 Cov-Lite TLB</name>
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        <name>Federal National Mortgage Association</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>Internet Brands 6/20 Incremental Cov-Lite TL</name>
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        <name>TGG TS ACQUISITION COMPANY</name>
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        <name>PHH MORTGAGE CAPITAL LLC</name>
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        <name>GMACM HOME EQUITY LOAN TRUST</name>
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        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
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        <name>COMCAST CORPORATION</name>
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        <name>Ascensus 8/20 Cov-Lite TL</name>
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          <other otherDesc="All Others" value="LX189468"/>
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        <name>Freddie Mac</name>
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        <name>PRO MACH GROUP, INC.</name>
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        <name>Tempo Acquis/Alight Sol 7/20 Ext Cov-Lite</name>
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        <name>LUMOS NETWORKS/SEGRA 5/20 INCREMENTAL TLB</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <name>Deutsche Bank AG (New York Branch)</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SANTANDER RETAIL AUTO LEASE TRUST</name>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
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          <isin value="US86359LGE39"/>
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        <name>280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES</name>
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        <name>FORD CREDIT AUTO LEASE TRUST</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
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        <name>Freddie Mac</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BEAR STEARNS ALT-A TRUST</name>
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        <name>CASMAR HOLDINGS (AUSTRALIA) PTY LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>TEXTAINER MARINE CONTAINERS LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ARDAGH PACKAGING FINANCE PLC</name>
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      <invstOrSec>
        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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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 2018-C03 1M2</title>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>RESIMAC TRIOMPHE TRUST</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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        <name>GFL ENVIRONMENTAL</name>
        <lei>N/A</lei>
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        <name>Capital One Bank (USA), National Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>AMERICAN HOME MORTGAGE INVESTMENT TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TREMAN PARK CLO, LTD</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Pretium Packaging 10/20 Cov-Lite TL</name>
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        <name>Capital Vision/MyEyeDr 8/19 Cov-Lite Delayed TL</name>
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        <name>ASSURANT, INC.</name>
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        <name>PRECISION MEDICINE GROUP, LLC</name>
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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <title>CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-1 LTD CGMS 2014-1A A1R2</title>
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        <invCountry>KY</invCountry>

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        <name>GLOBAL MEDICAL R TL 1L B</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>EQUINOX FITNESS CLUBS</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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      <invstOrSec>
        <name>JETBLUE AIRWAYS CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANQUE ROYALE DU CANADA</name>
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          <isin value="US78015K7K46"/>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Pro Mach 6/20 Delayed TL</name>
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        <title>Pro Mach 6/20 Delayed TL 3/7/2025</title>
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          <other otherDesc="All Others" value="LX188850"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2</title>
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        <fairValLevel>2</fairValLevel>
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        <name>VSE VOI MORTGAGE LLC</name>
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        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2018-C05 1M2</title>
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        <name>ARROYO MORTGAGE TRUST</name>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE POOL FN MA2474</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HEWLETT PACKARD ENTERPRISE CO VARIABLE RATE 10/05/2021</title>
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        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MSG National 10/20</name>
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          <other otherDesc="All Others" value="LX190612"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>MH SUB I, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NMI HOLDINGS, INC.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>RADNET MANAGEMENT INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MSSG TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VENTURE CLO LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Dominion Energy, Inc.</name>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <name>COLE-PARMER</name>
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        <name>Freddie Mac</name>
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        <name>BANQUE NATIONALE DU CANADA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GCP/Brookfield Retail 8/18</name>
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      <invstOrSec>
        <name>LA BANQUE TORONTO-DOMINION</name>
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        <name>GSR MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IRIDIUM SATELLITE LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX183318"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COLD STORAGE TRUST</name>
        <lei>N/A</lei>
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        <name>United States of America</name>
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        <name>OAKTOWN RE LTD</name>
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        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
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        <name>OCCIDENTAL PETROLEUM CORPORATION</name>
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      <invstOrSec>
        <name>WESTGATE RESORTS LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
        <title>PFS FINANCING CORP PFSFC 2020-G A</title>
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          <isin value="US69335PDX06"/>
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        <balance>1057000.00000000</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>Fixed</couponKind>
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      <invstOrSec>
        <name>ALTICE FINANCING S.A.</name>
        <lei>N/A</lei>
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        <assetCat>LON</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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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C06 1M2</title>
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          <isin value="US30711XDS09"/>
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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>2029-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>HONEYWELL INTERNATIONAL INC.</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
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          <isin value="US438516CC86"/>
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        <balance>325000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.48300000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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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        <balance>1382630.71000000</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>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>FIRSTKEY HOMES TRUST</name>
        <lei>N/A</lei>
        <title>FIRSTKEY HOMES 2020-SFR1 TRUST FKH 2020-SFR1 A</title>
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          <isin value="US33767MAA36"/>
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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>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <cusip>59020USJ5</cusip>
        <identifiers>
          <isin value="US59020USJ50"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
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        <title>STRUCTURED ASSET MORTGAGE INVESTMENTS II TRUST 200 SAMI 2004-AR5 1A1</title>
        <cusip>86359LDX4</cusip>
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          <isin value="US86359LDX47"/>
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        <balance>883751.66000000</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>IRB HOLDING CORP TL B</name>
        <lei>N/A</lei>
        <title>IRB HOLDING CORP TL B 11/19/2027</title>
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          <other otherDesc="All Others" value="LX190914"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</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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        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB SMB 2020-PTB A2B</title>
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          <isin value="US78449DAC02"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>SHACKLETON CLO LTD</name>
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        <title>SHACKLETON 2015-VIII CLO LTD SHACK 2015-8A A1R</title>
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          <isin value="US81882EAL65"/>
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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>HOYA MIDCO, LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>ONEMAIN FINANCIAL ISSUANCE TRUST</name>
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        <title>ONEMAIN FINANCIAL ISSUANCE TRUST 2020-A OMFIT 2020-1A A</title>
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          <isin value="US68269LAA44"/>
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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>FORD CREDIT AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO LEASE TRUST 2020-B FORDL 2020-B A2A</title>
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          <isin value="US34531RAB33"/>
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        <valUSD>225298.26000000</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>2022-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>REYNOLDS GROUP HOLDINGS</name>
        <lei>N/A</lei>
        <title>REYNOLDS GROUP HOLDINGS 2/5/2023</title>
        <cusip>76173FAU1</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX159202"/>
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        <balance>525663.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>518598.52000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Altria Group, Inc.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CHARTER NEX US INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>AMERICAN AIRLINES INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Achilles/OneDigital Health 10/20 TL</name>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ALLIANT HOLDINGS INTERMEDIATE, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CVENT INC TLB 1L COVLITE</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX153069"/>
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        <assetCat>LON</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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        <name>Federal National Mortgage Association</name>
        <lei>N/A</lei>
        <title>FANNIE MAE REMICS FNR 2010-83 BA</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>RAYTHEON TECHNOLOGIES CORPORATION</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>DUNKIN BRANDS</name>
        <lei>N/A</lei>
        <title>DB MASTER FINANCE LLC DNKN 2019-1A A2I</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A2</title>
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        <identifiers>
          <isin value="US31573TAB44"/>
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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>BMW VEHICLE OWNER TRUST</name>
        <lei>N/A</lei>
        <title>BMW VEHICLE OWNER TRUST 2020-A BMWOT 2020-A A2</title>
        <cusip>09661RAB7</cusip>
        <identifiers>
          <isin value="US09661RAB78"/>
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        <balance>190000.00000000</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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          <maturityDt>2023-02-27</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>GMACM HOME EQUITY LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GMACM HOME EQUITY LOAN TRUST 2007-HE2 GMACM 2007-HE2 A2</title>
        <cusip>36186LAB9</cusip>
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        <balance>571878.75000000</balance>
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        <curCd>USD</curCd>
        <valUSD>593174.94000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.05400000</annualizedRt>
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        <name>BEAR STEARNS ALT-A TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT-A TRUST 2003-5 BALTA 2003-5 2A1</title>
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        <identifiers>
          <isin value="US07386HDL24"/>
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        <balance>998148.79000000</balance>
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        <curCd>USD</curCd>
        <valUSD>999692.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.05696520</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UFC HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>UFC HOLDINGS LLC 4/29/2026</title>
        <cusip>90266UAF0</cusip>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SANTANDER UK PLC</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Zuffa 6/20 Incremental TL</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX188712"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>NELNET STUDENT LOAN CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LANDesk Software 11/20</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ANCHOR PACKAGING, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <name>THE HILLMAN GROUP, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TriMark 9/20 TLA</name>
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          <other otherDesc="All Others" value="LX189903"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CANADIAN PACER AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>GALLATIN CLO</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FORD CREDIT AUTO LEASE TRUST</name>
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        <identifiers>
          <isin value="US34532FAE25"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ONE MARKET PLAZA TRUST</name>
        <lei>N/A</lei>
        <title>ONE MARKET PLAZA TRUST 2017-1MKT OMPT 2017-1MKT D</title>
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          <isin value="US68245HAG92"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>GRANITE (WHEELABRATOR)</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX141384"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV VARIABLE RATE 03/29/2022</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>REGIONALCARE HOSPITAL PARTNERS HOLDINGS, INC.</name>
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          <other otherDesc="All Others" value="LX176702"/>
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        <curCd>USD</curCd>
        <valUSD>860119.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-11-16</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-HQ1 M3</title>
        <cusip>3137G0BW8</cusip>
        <identifiers>
          <isin value="US3137G0BW83"/>
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        <balance>532355.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>537690.89000000</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>2024-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.24924920</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUST 2019-NQM1 BRAVO 2019-NQM1 A1</title>
        <cusip>10568HAA3</cusip>
        <identifiers>
          <isin value="US10568HAA32"/>
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        <balance>1671048.33000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1710074.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66600160</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>CAESARS RESORT COLLECTION, LLC</name>
        <lei>N/A</lei>
        <title>CAESARS RESORT COLLECTION, LLC 7/21/2025</title>
        <cusip>12769LAD1</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX188823"/>
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        <balance>900088.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>890943.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.65138000</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>PACKERS HOLDINGS, LLC</name>
        <lei>N/A</lei>
        <title>PACKERS HOLDINGS, LLC 12/4/2024</title>
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          <other otherDesc="All Others" value="LX169537"/>
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        <balance>2309148.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2272202.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2014-3 LTD VOYA 2014-3A A1R</title>
        <cusip>92912QAG1</cusip>
        <identifiers>
          <isin value="US92912QAG10"/>
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        <balance>500801.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>499435.84000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.93475080</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>KNDL KNSQ MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>KNDL 2019-KNSQ MORTGAGE TRUST KNDL 2019-KNSQ A</title>
        <cusip>482598AA7</cusip>
        <identifiers>
          <isin value="US482598AA71"/>
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        <balance>150000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>149623.74000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.94088160</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>NISSAN AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO LEASE TRUST 2020-A NALT 2020-A A2A</title>
        <cusip>65479NAB0</cusip>
        <identifiers>
          <isin value="US65479NAB01"/>
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        <balance>238772.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>240150.02000000</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>2022-05-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.80000000</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>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUND IVA TRUST 2017-RT1 BOMFT 2017-RT1 A1</title>
        <cusip>07332BAA7</cusip>
        <identifiers>
          <isin value="US07332BAA70"/>
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        <balance>1584690.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1611922.62000000</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>2057-03-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99999880</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>Deutsche Bank AG (New York Branch)</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG/NEW YORK NY 4.250000% 02/04/2021</title>
        <cusip>25160PAC1</cusip>
        <identifiers>
          <isin value="US25160PAC14"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301668.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORTHO-CLINICAL DIAGNOSTICS</name>
        <lei>N/A</lei>
        <title>ORTHO-CLINICAL DIAGNOSTICS 6/30/2025</title>
        <cusip>L7300KAJ3</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX173721"/>
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        <balance>1212181.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1187028.33000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.39024960</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>ACRISURE LLC</name>
        <lei>N/A</lei>
        <title>ACRISURE LLC 2/15/2027</title>
        <cusip>00488PAL9</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX185414"/>
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        <balance>3725735.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3643471.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64775040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MITCHELL INTERNATIONAL, INC.</name>
        <lei>N/A</lei>
        <title>MITCHELL INTERNATIONAL, INC. 11/29/2024</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX188902"/>
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        <curCd>USD</curCd>
        <valUSD>737580.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-29</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CLARK EQUIPMENT COMPANY</name>
        <lei>549300X1FKNY520VPF71</lei>
        <title>CLARK EQUIPMENT CO 144A 5.875000% 06/01/2025</title>
        <cusip>181396AE2</cusip>
        <identifiers>
          <isin value="US181396AE20"/>
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        <balance>932000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>982095.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</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>TANK HOLDING CORP.</name>
        <lei>N/A</lei>
        <title>TANK HOLDING CORP. 3/26/2026</title>
        <cusip>87583FAJ7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX185376"/>
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        <balance>2589709.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2546979.43000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64775040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>KEYCORP STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>KEYCORP STUDENT LOAN TRUST 2000-B KSLT 2000-B A2</title>
        <cusip>493268AY2</cusip>
        <identifiers>
          <isin value="US493268AY20"/>
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        <balance>1079716.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1069295.43000000</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>2029-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.52475040</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>NUMERICABLE U.S. LLC</name>
        <lei>N/A</lei>
        <title>NUMERICABLE U.S. LLC 7/31/2025</title>
        <cusip>67053NAK0</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX162009"/>
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        <name>Freddie Mac</name>
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        <name>AVOLON TLB BORRO TL</name>
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        <name>LIFE TIME FITNESS</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
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        <name>TEXTAINER MARINE CONTAINERS LIMITED</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Vertical Holdco GmbH</name>
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        <name>Federal National Mortgage Association</name>
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        <name>HOME PARTNERS OF AMERICA TRUST</name>
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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2018-4 MFT 2018-4A A</title>
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        <name>AMERIQUEST MORTGAGE SECURITIES INC</name>
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        <name>BIG ASS SOLUTIONS</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>CENT CLO LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>DAE FUNDING LLC</name>
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        <balance>325000.00000000</balance>
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        <invCountry>AE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Nationwide Building Society</name>
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        <balance>200000.00000000</balance>
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        <invCountry>GB</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Cross Insurance 8/20 TL</name>
        <lei>N/A</lei>
        <title>Cross Insurance 8/20 TL 9/15/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX189548"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST 2020-HQA4 STACR 2020-HQA4 M1</title>
        <cusip>35565RAA1</cusip>
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          <isin value="US35565RAA14"/>
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        <balance>2000000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Ancestry.com 11/20 Cov-Lite TL</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX190562"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MADISON PARK FUNDING, LTD.</name>
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          <isin value="US55818PAL40"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>DYNASTY ACQUISITION CO., INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>AMC ENTERTAINMENT HOLDINGS, INC.</name>
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          <other otherDesc="All Others" value="LX179152"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2019-4 DRMT 2019-4A A1</title>
        <cusip>24381MAA8</cusip>
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        <name>RESIDENTIAL ACCREDIT LOANS INCORPORATED</name>
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        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <title>MORGAN STANLEY MORTGAGE LOAN TRUST 2004-8AR MSM 2004-8AR 4A2</title>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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      <invstOrSec>
        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST</name>
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        <title>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2005-7 1A3</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>NISSAN AUTO RECEIVABLES 2020-B OWNER TRUST NAROT 2020-B A2A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>COLT 2020-2R MORTGAGE LOAN TRUST COLT 2020-2R A1</title>
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          <isin value="US12656GAA40"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2065-10-26</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>THE CHEMOURS COMPANY</name>
        <lei>549300M1BOLNXL8DOV14</lei>
        <title>CHEMOURS CO/THE 144A 5.750000% 11/15/2028</title>
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          <isin value="US163851AF58"/>
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        <balance>687000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>698163.75000000</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>2028-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LANDesk Software 11/20 Delayed Draw</name>
        <lei>N/A</lei>
        <title>LANDesk Software 11/20 Delayed Draw 11/22/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX191002"/>
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        <balance>1111931.81000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1099889.59000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2004-5 IMM 2004-5 1A1</title>
        <cusip>45254NJG3</cusip>
        <identifiers>
          <isin value="US45254NJG34"/>
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        <balance>1399574.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1448797.48000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.86924880</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>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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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.78924960</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>ALTERRA MOUNTAIN COMPANY</name>
        <lei>N/A</lei>
        <title>ALTERRA MOUNTAIN COMPANY 8/1/2026</title>
        <cusip>46124CAG2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX188224"/>
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        <balance>1413246.17000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1413246.17000000</valUSD>
        <pctVal>0.143905923280</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.50000080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ASSET BACKED FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>ABFC 2004-HE1 TRUST ABFC 2004-HE1 M1</title>
        <cusip>04542BJP8</cusip>
        <identifiers>
          <isin value="US04542BJP85"/>
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        <balance>964878.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>956883.03000000</valUSD>
        <pctVal>0.097436058081</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>2034-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.04924880</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>CWHEQ REVOLVING HOME EQUITY LOAN TRUST</name>
        <lei>N/A</lei>
        <title>CWHEQ REVOLVING HOME EQUITY LOAN TRUST SERIES 2006 CWHEL 2006-I 2A</title>
        <cusip>12668FAB0</cusip>
        <identifiers>
          <isin value="US12668FAB04"/>
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        <balance>1366034.38000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1304264.22000000</valUSD>
        <pctVal>0.132808671811</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>2037-01-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.28838160</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>Sonic Capital LLC</name>
        <lei>N/A</lei>
        <title>SONIC CAPITAL LLC SONIC 2018-1A A2</title>
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        <identifiers>
          <isin value="US83546DAF50"/>
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        <balance>416500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>431823.04000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-02-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.02600000</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>FIRST FRANKLIN MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>FIRST FRANKLIN MORTGAGE LOAN TRUST 2006-FFA FFML 2006-FFA A3</title>
        <cusip>318340AC0</cusip>
        <identifiers>
          <isin value="US318340AC01"/>
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        <balance>6903.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>7058.86000000</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>2026-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.38925000</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>Government National Mortgage Association 2</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL G2 892978</title>
        <cusip>3620E0GM2</cusip>
        <identifiers>
          <isin value="US3620E0GM23"/>
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        <balance>1307366.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1324945.70000000</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>2060-11-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.28300040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>37674823.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>581198.20000000</valUSD>
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        <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>0.65769840</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2005-A A1</title>
        <cusip>59020UTB1</cusip>
        <identifiers>
          <isin value="US59020UTB16"/>
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        <balance>1054456.30000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1036242.57000000</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>2030-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.60924960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>755709.44000000</balance>
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        <curCd>USD</curCd>
        <valUSD>739596.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.22800480</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>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>12940.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>12944.70000000</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>2048-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2020-NNN XAFX</title>
        <cusip>46652BBA6</cusip>
        <identifiers>
          <isin value="US46652BBA61"/>
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        <balance>12500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>830201.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.87999920</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>Intelsat Jackson 6/20 DIP TL</name>
        <lei>N/A</lei>
        <title>Intelsat Jackson 6/20 DIP TL 7/13/2022</title>
        <cusip>L5137LAK1</cusip>
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        <name>1-800 Contacts 10/20 Cov-Lite</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <name>WILLIAM MORRIS ENDEAVOR ENTERTAINMENT, LLC</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST</name>
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        <name>ENCORE CREDIT CORPORATION</name>
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        <name>BUCKEYE OHIO TOB SETTLEMENT FING AUTH</name>
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        <name>KREF Holdings 7/20 TLB</name>
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        <name>SYMPHONY CLO, LTD.</name>
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        <name>GREENWOOD PARK CLO, LTD</name>
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          <isin value="US39729RAB42"/>
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        <name>Aruba Investments (ANGUS) 10/20 (USD) TL</name>
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        <assetCat>LON</assetCat>
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    <signature>
      <ncom:dateSigned>2020-11-30</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL INVESTMENTS TRUST</ncom:nameOfApplicant>
      <ncom:signature>Peter Rodriguez</ncom:signature>
      <ncom:signerName>Peter Rodriguez</ncom:signerName>
      <ncom:title>CFO</ncom:title>
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</edgarSubmission>
