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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>JETBLUE AIRWAYS CORPORATION</name>
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        <name>Freddie Mac</name>
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        <name>Pretium Packaging 10/20 2nd Lien TL</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Capital Vision/MyEyeDr 7/20 Incremental TLB</name>
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        <name>CVENT INC TLB 1L COVLITE</name>
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        <name>MADISON PARK FUNDING, LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <name>LANDesk Software 2/21 Add-on</name>
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        <name>Government National Mortgage Association 2</name>
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        <name>BANQUE ROYALE DU CANADA</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Dominion Energy, Inc.</name>
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        <name>GLOBAL MEDICAL RESPONSE, INC.</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <name>BANK OF AMERICA CORPORATION</name>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>BEAR STEARNS ARM TRUST</name>
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        <name>Siemens Financieringsmaatschappij N.V.</name>
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        <name>HYLAND SOFTWARE</name>
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        <name>AADVANTAGE LOYALTY IP LTD.</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>INVITATION HOMES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>SEDGWICK CLAIMS MANAGEMENT SERVICES, INC.</name>
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        <name>CREDIT SUISSE AG</name>
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        <name>ARROYO MORTGAGE TRUST</name>
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        <name>CITIGROUP INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <name>BANQUE DE MONTREAL</name>
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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>TRITON WATER HOL TL 1L B</name>
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        <name>GLOBAL EDUCATION MANAGEMENT SYSTEMS ESTABLISHMENT</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>THE HOWARD UNIVERSITY</name>
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          <isin value="US442851AC59"/>
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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>ALLEGRO CLO LTD</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>LENNAR CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
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        <name>GLOBAL MEDICAL RESPONSE, INC.</name>
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        <name>ARES CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>ASURION LLC</name>
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        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 XA</title>
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        <name>ION Trading Technologies 3/21 (USD) Cov-Lite TL</name>
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        <name>SOUTHERN NATURAL GAS COMPANY, L.L.C.</name>
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        <name>RADNET MANAGEMENT INC</name>
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        <name>BRAVO MORTGAGE ASSET TRUST</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>MP CLO LTD</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <name>N/A</name>
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        <name>PETVET CARE CENTERS, LLC</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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          <isin value="US78449DAC02"/>
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        <name>CNA FINANCIAL CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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          <isin value="US24380VAA98"/>
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        <balance>132365.61000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>ORGANON &amp; CO TL</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX193825"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 751582</title>
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        <fairValLevel>2</fairValLevel>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
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          <couponKind>Fixed</couponKind>
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        <name>AVERY POINT CLO, LIMITED</name>
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        <title>AVERY POINT VII CLO LTD AVERY 2015-7A DR</title>
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          <isin value="US05364CBC55"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <title>STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-1 STAR 2020-1 A1</title>
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          <isin value="US85573AAA34"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Restaurant Technologies 10/18 2nd Lien Cov-Lite TL</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ING Groep N.V.</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING GROEP NV VARIABLE RATE 03/29/2022</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MILEAGE PLUS HOLDINGS LLC</name>
        <lei>N/A</lei>
        <title>MILEAGE PLUS HOLDINGS LLC 6/21/2027</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>LANDesk Software 11/20</name>
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        <name>Government National Mortgage Association</name>
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        <name>CIFC FUNDING LTD</name>
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        <name>Federal National Mortgage Association</name>
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        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <name>HOME PARTNERS OF AMERICA TRUST</name>
        <lei>N/A</lei>
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        <name>DISCOVER CARD EXECUTION NOTE TRUST</name>
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        <name>INVITATION HOMES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>AMERISOURCEBERGEN CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Freddie Mac</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CARMAX AUTO OWNER TRUST</name>
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        <name>Epicor 7/20 2nd Lien Cov-Lite</name>
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        <name>Pro Mach 6/20 Incremental TL</name>
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        <name>NOMURA ASSET SECURITIES CORPORATION</name>
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        <name>PQ Performance Chemicals 4/21 TL</name>
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        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <name>Freddie Mac</name>
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        <name>Cambrex Corporation Term Loan</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <name>AVERY POINT CLO, LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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          <couponKind>Fixed</couponKind>
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        <name>GCAT LLC</name>
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        <name>N-Able 4/21 TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
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        <name>LSTAR SECURITIES INVESTMENT LTD.</name>
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          <couponKind>Floating</couponKind>
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        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>ILLUMINA, INC.</name>
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          <couponKind>Fixed</couponKind>
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        <name>SYMPHONY CLO, LTD.</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>LPL HOLDINGS, INC.</name>
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          <isin value="US50212YAF16"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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          <isin value="US32059FAE97"/>
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        <balance>610000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 WLAKE 2021-1A B</title>
        <cusip>96043FAD5</cusip>
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          <isin value="US96043FAD50"/>
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        <balance>230000.00000000</balance>
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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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        <securityLending>
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      <invstOrSec>
        <name>AHEAD DB HOLDINGS, LLC</name>
        <lei>254900L07WFL833JX193</lei>
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          <isin value="US00867FAA66"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>
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          <isin value="US86358EFK73"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Netsmart 9/20 TLB</name>
        <lei>N/A</lei>
        <title>Netsmart 9/20 TLB 10/1/2027</title>
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          <other otherDesc="All Others" value="LX190017"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>Granite Acquisition, Inc.</name>
        <lei>N/A</lei>
        <title>Granite Acquisition, Inc. 3/24/2028</title>
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          <other otherDesc="All Others" value="LX193398"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>WOODFORD EXPRESS</name>
        <lei>N/A</lei>
        <title>WOODFORD EXPRESS 1/27/2025</title>
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          <other otherDesc="All Others" value="LX170718"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>INTELSAT JACKSON HOLDINGS S.A.</name>
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          <other otherDesc="All Others" value="LX169475"/>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2020-2 MORTGAGE LOAN TRUST COLT 2020-2 A1</title>
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        <identifiers>
          <isin value="US19688JAA51"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2020-1 A2</title>
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          <isin value="US35105FAB22"/>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2020-4 VERUS 2020-4 A1</title>
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          <isin value="US92538LAA98"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Alchemy Copyrights 7/20 TLB</name>
        <lei>N/A</lei>
        <title>Alchemy Copyrights 7/20 TLB 3/10/2028</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX189327"/>
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        <name>HOME PARTNERS OF AMERICA TRUST</name>
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        <title>HOME PARTNERS OF AMERICA 2018-1 TRUST HPA 2018-1 A</title>
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        <name>US LBM 12/20 TLB</name>
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        <title>US LBM 12/20 TLB 12/17/2027</title>
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          <other otherDesc="All Others" value="LX191233"/>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AMERICAN HOME MORTGAGE INVESTMENT TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN HOME MORTGAGE INVESTMENT TRUST 2005-2 AHM 2005-2 4A1</title>
        <cusip>02660TEQ2</cusip>
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          <isin value="US02660TEQ22"/>
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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>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
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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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        <name>Federal National Mortgage Association</name>
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        <name>Venator Finance S.a r.l.</name>
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        <name>MISTER CAR WASH</name>
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        <name>SOUTHERN CALIFORNIA EDISON COMPANY</name>
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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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        <name>Apttus/Conga 4/21 TL</name>
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        <name>DAE FUNDING LLC</name>
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        <name>BANQUE ROYALE DU CANADA</name>
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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>Countrywide Home Equity Loan Trust</name>
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        <name>RADNOR RE/ESSENT</name>
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        <name>MGIC INVESTMENT CORPORATION</name>
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        <name>Capital One Bank (USA), National Association</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
        <lei>N/A</lei>
        <title>CHASE MORTGAGE FINANCE TRUST SERIES 2005-A1 CHASE 2005-A1 2A3</title>
        <cusip>16162WPF0</cusip>
        <identifiers>
          <isin value="US16162WPF04"/>
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        <balance>456008.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>456743.56000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.03492240</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
        <lei>N/A</lei>
        <title>CHASE MORTGAGE FINANCE TRUST SERIES 2007-A1 CHASE 2007-A1 1A3</title>
        <cusip>161630AC2</cusip>
        <identifiers>
          <isin value="US161630AC20"/>
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        <balance>253248.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>256815.46000000</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>2037-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.55586320</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/28/2023</title>
        <cusip>89114QCL0</cusip>
        <identifiers>
          <isin value="US89114QCL05"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251099.05000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.49728960</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>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC VARIABLE RATE 03/08/2024</title>
        <cusip>37045XDF0</cusip>
        <identifiers>
          <isin value="US37045XDF06"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402924.00000000</valUSD>
        <pctVal>0.040575361465</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.77000040</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>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2013-K28 MORTGAGE TRUST FREMF 2013-K28 C</title>
        <cusip>30291HAG2</cusip>
        <identifiers>
          <isin value="US30291HAG20"/>
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        <balance>1460000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1525390.63000000</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>2046-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.48947640</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>BASS PRO GROUP TL 1L B</name>
        <lei>N/A</lei>
        <title>BASS PRO GROUP TL 1L B 3/6/2028</title>
        <cusip>07014QAM3</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX193047"/>
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        <balance>2684350.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2702469.36000000</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>2028-03-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.00000040</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>RADIAN GUARANTY INC AND EAGLE RE LTD</name>
        <lei>N/A</lei>
        <title>EAGLE RE 2020-1 LTD EMIR 2020-1 M1A</title>
        <cusip>26982LAA8</cusip>
        <identifiers>
          <isin value="US26982LAA89"/>
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        <balance>1950000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1945166.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.99163080</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>IRB HOLDING CORP TL B</name>
        <lei>N/A</lei>
        <title>IRB HOLDING CORP TL B 12/15/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX190914"/>
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        <balance>1541540.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1540446.37000000</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>2027-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.25000160</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>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2016-1 TPMT 2016-1 A1B</title>
        <cusip>89172EAU8</cusip>
        <identifiers>
          <isin value="US89172EAU82"/>
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        <balance>11816.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11846.92000000</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>2055-02-25</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>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>FEDERAL FARM CREDIT BANK 1.900000% 06/24/2021</title>
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        <identifiers>
          <isin value="US3133EKRV08"/>
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        <balance>470000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>470558.75000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-24</maturityDt>
          <couponKind>Fixed</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>GALTON FUNDING MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>GALTON FUNDING MORTGAGE TRUST 2017-1 GFMT 2018-1 A43</title>
        <cusip>36417JAY5</cusip>
        <identifiers>
          <isin value="US36417JAY55"/>
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        <balance>301272.63000000</balance>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.49999920</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>Service Logic 10/20 TL</name>
        <lei>N/A</lei>
        <title>Service Logic 10/20 TL 10/29/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX190318"/>
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        <balance>2224268.66000000</balance>
        <units>PA</units>
        <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>2027-10-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.74999840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
        <lei>N/A</lei>
        <title>BAYVIEW OPPORTUNITY MASTER FUND IVB TRUST 2017-RT6 BOMFT 2017-RT6 A</title>
        <cusip>07332GAA6</cusip>
        <identifiers>
          <isin value="US07332GAA67"/>
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        <curCd>USD</curCd>
        <valUSD>430309.24000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY ABS CAPITAL I, INC.</name>
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          <isin value="US61744CNB80"/>
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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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        <securityLending>
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      <invstOrSec>
        <name>DTE ENERGY COMPANY</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE ENERGY CO 0.550000% 11/01/2022</title>
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          <isin value="US233331BH98"/>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SKYMILES IP LTD. (DELA AIR LINES, INC.)</name>
        <lei>N/A</lei>
        <title>SKYMILES IP LTD. (DELA AIR LINES, INC.) 10/20/2027</title>
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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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Kissner Group 4/21 Incremental TLB</name>
        <lei>N/A</lei>
        <title>Kissner Group 4/21 Incremental TLB 3/16/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX194199"/>
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        <balance>1091290.94000000</balance>
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        <name>EDISON INTERNATIONAL</name>
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        <name>Federal National Mortgage Association</name>
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        <name>LENNAR CORPORATION</name>
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        <name>Life Time 1/21 Cov-Lite TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <cusip>056054AA7</cusip>
        <identifiers>
          <isin value="US056054AA70"/>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
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          <isin value="US63942NAB47"/>
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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>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCF EQUIPMENT TRUST LLC</name>
        <lei>N/A</lei>
        <title>SCF EQUIPMENT LEASING 2020-1 LLC SCFET 2020-1A A2</title>
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        <identifiers>
          <isin value="US784054AB43"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2021-1 EART 2021-1A A3</title>
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          <isin value="US30166RAC16"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>MITCHELL INTERNATIONAL, INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MH SUB I, LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2021-VINO BX 2021-VINO A</title>
        <cusip>05608KAA8</cusip>
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          <isin value="US05608KAA88"/>
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        <name>CALIFORNIA INFRASTRUCTURE &amp; ECONOMIC DEV BK REV</name>
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        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR9 A7</title>
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          <isin value="US92922FWL83"/>
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        <curCd>USD</curCd>
        <valUSD>2214141.68000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORGAN STANLEY DEAN WITTER 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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      <invstOrSec>
        <name>RMF BUYOUT ISSUANCE TRUST</name>
        <lei>N/A</lei>
        <title>RMF BUYOUT ISSUANCE TRUST 2020-1 RBIT 2020-1 A</title>
        <cusip>74968QAA5</cusip>
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          <isin value="US74968QAA58"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2018-C05 1M2</title>
        <cusip>30711XY24</cusip>
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          <isin value="US30711XY248"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2031-01-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
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          <isin value="US110122DT20"/>
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        <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>Hyland Software 3/21 2nd Lien TL</name>
        <lei>N/A</lei>
        <title>Hyland Software 3/21 2nd Lien TL 9/6/2019</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX193771"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.99999840</annualizedRt>
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      <invstOrSec>
        <name>AI AQUA MERGER SUB, INC.</name>
        <lei>N/A</lei>
        <title>AI AQUA MERGER SUB, INC. 12/13/2023</title>
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          <other otherDesc="All Others" value="LX167839"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 03/01/2023</title>
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          <isin value="US65339KBV17"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MERIT HILL</name>
        <lei>N/A</lei>
        <title>MERIT 2020-HILL MHP 2020-HILL A</title>
        <cusip>590027AA6</cusip>
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          <isin value="US590027AA64"/>
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        <balance>585000.00000000</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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      <invstOrSec>
        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>ACCREDITED MORTGAGE LOAN TRUST 2004-4 ACCR 2004-4 A1A</title>
        <cusip>004375CA7</cusip>
        <identifiers>
          <isin value="US004375CA70"/>
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        <balance>27309.83000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27305.04000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FINANCE NORTH AMERICA LLC 144A 3.750000% 11/05/2021</title>
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        <identifiers>
          <isin value="US233851DN15"/>
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        <balance>225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>228211.02000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1</title>
        <cusip>92537QAA9</cusip>
        <identifiers>
          <isin value="US92537QAA94"/>
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        <curCd>USD</curCd>
        <valUSD>1970867.00000000</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>2066-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.81500040</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>APIDOS CLO</name>
        <lei>N/A</lei>
        <title>APIDOS CLO XII APID 2013-12A AR</title>
        <cusip>03764DAH4</cusip>
        <identifiers>
          <isin value="US03764DAH44"/>
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        <balance>725000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>724580.23000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Jazz Pharmaceuticals, Inc.</name>
        <lei>N/A</lei>
        <title>Jazz Pharmaceuticals, Inc. 5/5/2028</title>
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          <other otherDesc="All Others" value="LX194307"/>
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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>HONDA AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>HONDA AUTO RECEIVABLES 2020-2 OWNER TRUST HAROT 2020-2 A3</title>
        <cusip>43813DAC2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>ATMOS ENERGY CORPORATION</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>HILTON USA TRUST</name>
        <lei>N/A</lei>
        <title>HILTON USA TRUST 2016-HHV HILT 2016-HHV D</title>
        <cusip>43300LAL4</cusip>
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          <isin value="US43300LAL45"/>
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        <curCd>USD</curCd>
        <valUSD>4185443.86000000</valUSD>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.19349960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>COLE-PALMER 1/21 COV-LITE</name>
        <lei>N/A</lei>
        <title>COLE-PALMER 1/21 COV-LITE 11/4/2026</title>
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          <other otherDesc="All Others" value="LX192077"/>
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        <curCd>USD</curCd>
        <valUSD>1506257.36000000</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>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.11324840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Freddie Mac</name>
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      <invstOrSec>
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        <name>AMERIQUEST MORTGAGE SECURITIES INC</name>
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        <name>BROOKFIELD PROPERTY REIT INC.</name>
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        <name>Freddie Mac</name>
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        <name>ROYALTY PHARMA PLC</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>FLOW CONTROL GROUP/FCG 3/21 COV-LITE DELAYED TL</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE POOL FN FM4969</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>R&amp;R IceCream/Froneri 1/20(USD)2nd Lien Cov-Lite TL</name>
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        <name>OPTION CARE HEALTH, INC.</name>
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        <name>MAGNETITE CLO, LIMITED</name>
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        <name>ACIS CLO LTD</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <name>ENCORE CREDIT CORPORATION</name>
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        <name>Enterprise Development Authority 2/21 Cov-Lite</name>
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        <name>SPRINGCASTLE FUNDING ASSET-BACKED NOTES</name>
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        <name>MFA TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>ARTERA SERVICES, LLC</name>
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        <name>FREMF MORTGAGE TRUST</name>
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        <name>MSSG TRUST</name>
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        <fairValLevel>2</fairValLevel>
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        <name>UPSTART SECURITIZATION TRUST</name>
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        <name>OTIS WORLDWIDE CORPORATION</name>
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        <name>CWALT, INC (COUNTRYWIDE ALTERNATIVE LOAN TRUST)</name>
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        <name>MP CLO LTD</name>
        <lei>N/A</lei>
        <title>MP CLO VIII LTD MP8 2015-2A AR</title>
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        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
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        <name>CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV</name>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>HANGER, INC.</name>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <name>National Mentor Hold.</name>
        <lei>N/A</lei>
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        <name>JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2020-NNN XAFX</title>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>THE BOEING COMPANY</name>
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        <name>BPCE S.A.</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>LCM LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SCIH SALT HOLDINGS INC.</name>
        <lei>N/A</lei>
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        <balance>658000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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          <isin value="US59020USJ50"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
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          <isin value="US69335PDR38"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>RESIDENTIAL ACCREDIT LOANS INCORPORATED</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>OBX TRUST</name>
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        <name>GCAT LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Tempo Acquis/Alight Sol 7/20 Ext Cov-Lite</name>
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        <name>BLERIOT US BIDCO INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2015-46 BA</title>
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        <issuerCat>USGA</issuerCat>
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        <name>AccentCare 12/20 Incremental</name>
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          <other otherDesc="All Others" value="LX191328"/>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>THE BOEING COMPANY</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO/THE 2.700000% 05/01/2022</title>
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        <fairValLevel>2</fairValLevel>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>TRICON AMERICAN HOMES TRUST</name>
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          <isin value="US89613JAA88"/>
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        <name>MORGAN STANLEY CAPITAL I TRUST</name>
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          <isin value="US61768FAN06"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
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          <isin value="US03237KAB08"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Tecomet (Symmetry Medical) 11/17 Cov-Lite</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Envision Healthcare 4/20 Cov-Lite</name>
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          <other otherDesc="All Others" value="LX188035"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Government National Mortgage Association</name>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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          <isin value="US59023HAB78"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <name>THYSSENKRUPP ELEVATOR</name>
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        <name>TIBCO SOFTWARE INC.</name>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <name>HAT HOLDINGS I LLC</name>
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        <name>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
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        <name>BRIGHTHOUSE FINANCIAL GLOBAL FUNDING</name>
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        <title>BRIGHTHOUSE FINANCIAL GLOBAL FUNDING MTN VARIABLE RATE 04/12/2024</title>
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          <isin value="US10921U2B33"/>
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        <curCd>USD</curCd>
        <valUSD>317116.12000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
        <lei>N/A</lei>
        <title>CITIGROUP MORTGAGE LOAN TRUST INC CMLTI 2005-2 1A2A</title>
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          <isin value="US17307GQZ45"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MSCCG TRUST</name>
        <lei>N/A</lei>
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          <isin value="US55358PAL04"/>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.75100040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TK Elevator Holdco GmbH</name>
        <lei>2549008GCHWX9EEMIS56</lei>
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        <identifiers>
          <isin value="US92537VAA89"/>
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        <balance>460000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.62500000</annualizedRt>
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        <securityLending>
          <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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        <balance>556524.82000000</balance>
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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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      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CONAIR 5/21 COV-LITE</name>
        <lei>N/A</lei>
        <title>CONAIR 5/21 COV-LITE 5/17/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX194841"/>
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        <balance>720000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>722700.00000000</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>2028-05-17</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DEUTSCHE MORTGAGE SECURITIES INC</name>
        <lei>N/A</lei>
        <title>DEUTSCHE MORTGAGE SECURITIES INC RE-REMIC TRUST CE DMSI 2007-WM1 A1</title>
        <cusip>25157TAA2</cusip>
        <identifiers>
          <isin value="US25157TAA25"/>
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        <balance>1060422.61000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1077628.28000000</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>2037-06-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.12567120</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>Veracode 10/20 TLB</name>
        <lei>N/A</lei>
        <title>Veracode 10/20 TLB 11/5/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX190445"/>
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        <balance>1072691.52000000</balance>
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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>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>DANSKE BANK A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
        <title>DANSKE BANK A/S 144A 3.001000% 09/20/2022</title>
        <cusip>23636AAU5</cusip>
        <identifiers>
          <isin value="US23636AAU51"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DK</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SACO I TRUST</name>
        <lei>N/A</lei>
        <title>SACO I TRUST 2005-GP1 SACO 2005-GP1 A1</title>
        <cusip>785778JJ1</cusip>
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          <isin value="US785778JJ14"/>
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        <balance>17919.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17907.84000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.45163080</annualizedRt>
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        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2016-4 TPMT 2016-4 A1</title>
        <cusip>89172UAA6</cusip>
        <identifiers>
          <isin value="US89172UAA60"/>
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        <balance>156006.04000000</balance>
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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>Charter NEX 11/20 TL</name>
        <lei>N/A</lei>
        <title>Charter NEX 11/20 TL 12/1/2027</title>
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          <other otherDesc="All Others" value="LX190926"/>
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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>NRZ MSR</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LLC 2018-FNT2 NZES 2018-FNT2 A</title>
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          <isin value="US64829TAH41"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-6 TPMT 2017-6 A1</title>
        <cusip>89175JAA8</cusip>
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          <isin value="US89175JAA88"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>TAL ADVANTAGE LLC</name>
        <lei>N/A</lei>
        <title>TAL ADVANTAGE VII LLC TAL 2020-1A A</title>
        <cusip>87407RAA4</cusip>
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          <isin value="US87407RAA41"/>
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        <balance>3275460.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2045-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BANC OF AMERICA FUNDING CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>DANSKE BANK A/S</name>
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        <name>INSURITY HOLDINGS</name>
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        <name>CROWN FINANCE US INC.</name>
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        <name>BANQUE NATIONALE DU CANADA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SMB PRIVATE EDUCATION 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>Quirch Foods 10/20</name>
        <lei>N/A</lei>
        <title>Quirch Foods 10/20 10/27/2027</title>
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          <other otherDesc="All Others" value="LX190217"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BX TRUST</name>
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        <title>BX 2021-MFM1 BX 2021-MFM1 C</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CITIGROUP INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ION Analytics/Acuris/Dealogic 1/21 Cov-Lite TLB</name>
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        <name>HONDA AUTO RECEIVABLES OWNER TRUST</name>
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        <name>COCA-COLA EUROPACIFIC PARTNERS PLC</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE REMICS FNR 2021-8 EI</title>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>VERIZON OWNER TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Ascensus 5/21 2nd Lien TL</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>Government National Mortgage Association 2</name>
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        <name>Freddie Mac</name>
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        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
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        <name>BWAY MORTGAGE TRUST</name>
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        <name>MERRILL LYNCH MORTGAGE TRUST</name>
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        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2003-E A1</title>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <cusip>03066EAF1</cusip>
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          <isin value="US03066EAF16"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GALLATIN CLO</name>
        <lei>N/A</lei>
        <title>GALLATIN CLO VIII 2017-1 LTD GALL 2017-1A B</title>
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        <balance>1500000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GREENPOINT MANUFACTURED HOUSING CONTRACT TRUST</name>
        <lei>N/A</lei>
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        <cusip>395383AF9</cusip>
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          <isin value="US395383AF95"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
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          <isin value="US36258BAS79"/>
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      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2004-6 IMM 2004-6 1A2</title>
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          <isin value="US45254NKD83"/>
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        <balance>1051080.99000000</balance>
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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>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2012-LC5 WFCM 2012-LC5 AS</title>
        <cusip>94988HAE1</cusip>
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          <isin value="US94988HAE18"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Eton 3/18 Cov-Lite TL</name>
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        <title>Eton 3/18 Cov-Lite TL 5/1/2025</title>
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          <other otherDesc="All Others" value="LX171987"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <cusip>36258HAA3</cusip>
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          <isin value="US36258HAA32"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>KEYCORP STUDENT LOAN TRUST</name>
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          <isin value="US493268AY20"/>
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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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      <invstOrSec>
        <name>AerCap Ireland Capital Designated Activity Company</name>
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          <isin value="US00774MAH88"/>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE POOL FN AA3518</title>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MASSMUTUAL GLOBAL FUNDING, LLC</name>
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          <isin value="US57629WDC10"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>Government National Mortgage Association</name>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
        <title>ENTERPRISE FLEET FINANCING 2020-2 LLC EFF 2020-2 A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Standard Chartered Bank (New York Branch)</name>
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        <title>STANDARD CHARTERED BANK NEW YORK BR 0.24% CD 04/03 CERTIFICATE OF DEPOSIT</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2012-136 DC</title>
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        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
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        <name>OAKTOWN RE LTD</name>
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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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        <name>Compassus 2/21 TL</name>
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        <name>Euro Garages/EG Group 3/21</name>
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        <name>Government National Mortgage Association 2</name>
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        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>NTT FINANCE CORPORATION</name>
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        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <name>FLATIRON CLO LTD</name>
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        <name>DRIVETIME AUTO OWNER TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ECMC GROUP STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>ECMC GROUP STUDENT LOAN TRUST 2020-3 ECMC 2020-3A A1B</title>
        <cusip>26833BAB9</cusip>
        <identifiers>
          <isin value="US26833BAB99"/>
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        <balance>947851.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>958253.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2070-01-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.09163160</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TELOS CLO</name>
        <lei>N/A</lei>
        <title>TELOS CLO 2014-5 LTD TELOS 2014-5A A1R</title>
        <cusip>87974KAQ7</cusip>
        <identifiers>
          <isin value="US87974KAQ76"/>
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        <balance>353109.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>352538.43000000</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>2028-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.13974920</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2020-A ARIFL 2020-A A2</title>
        <cusip>00217TAB1</cusip>
        <identifiers>
          <isin value="US00217TAB17"/>
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        <balance>100390.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>101123.89000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.77000000</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>Tectum Holdings/Truck Hero 1/21</name>
        <lei>N/A</lei>
        <title>Tectum Holdings/Truck Hero 1/21 1/31/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX192014"/>
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        <balance>2009961.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2009961.64000000</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>2028-01-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.50000000</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>RESIDENTIAL ACCREDIT LOANS INCORPORATED</name>
        <lei>N/A</lei>
        <title>RALI SERIES 2006-QO10 TRUST RALI 2006-QO10 A1</title>
        <cusip>751153AA5</cusip>
        <identifiers>
          <isin value="US751153AA50"/>
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        <balance>2092084.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2009018.63000000</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>2037-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.41163120</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HILTON ORLANDO TRUST</name>
        <lei>N/A</lei>
        <title>HILTON ORLANDO TRUST 2018-ORL HILT 2018-ORL B</title>
        <cusip>432885AG6</cusip>
        <identifiers>
          <isin value="US432885AG64"/>
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        <balance>2900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2899973.61000000</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>2034-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.31463000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LEARNING CARE GROUP (US) NO. 2 INC.</name>
        <lei>N/A</lei>
        <title>LEARNING CARE GROUP (US) NO. 2 INC. 3/13/2025</title>
        <cusip>52201CAC5</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX171794"/>
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        <balance>2290992.12000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2251724.51000000</valUSD>
        <pctVal>0.226753769729</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.25000160</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>Cision US/Castle US 4/21 Incremental tlb</name>
        <lei>N/A</lei>
        <title>Cision US/Castle US 4/21 Incremental tlb 1/31/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX194464"/>
        </identifiers>
        <balance>915032.68000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>905882.35000000</valUSD>
        <pctVal>0.091224409061</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GCP/Brookfield Retail 8/18</name>
        <lei>N/A</lei>
        <title>GCP/Brookfield Retail 8/18 8/28/2023</title>
        <cusip>11283HAF4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX173186"/>
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        <balance>1751794.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1725517.71000000</valUSD>
        <pctVal>0.173763550443</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.11325120</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>Astoria Energy 11/20 TLB</name>
        <lei>N/A</lei>
        <title>Astoria Energy 11/20 TLB 12/10/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX190953"/>
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        <balance>900083.39000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>900083.39000000</valUSD>
        <pctVal>0.090640440625</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.50000000</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>MACQUARIE BANK LIMITED</name>
        <lei>4ZHCHI4KYZG2WVRT8631</lei>
        <title>MACQUARIE BANK LTD MTN 0.441000% 12/16/2022</title>
        <cusip>55608PBG8</cusip>
        <identifiers>
          <isin value="US55608PBG81"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200274.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.44100000</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>MFA LLC</name>
        <lei>N/A</lei>
        <title>MFA 2017-RPL1 TRUST MFRA 2017-RPL1 A1</title>
        <cusip>552759AA0</cusip>
        <identifiers>
          <isin value="US552759AA01"/>
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        <balance>55047.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55600.33000000</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>2057-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.58800040</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>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2020-BXLP BX 2020-BXLP E</title>
        <cusip>05607QAU2</cusip>
        <identifiers>
          <isin value="US05607QAU22"/>
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        <balance>1959940.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1959939.52000000</valUSD>
        <pctVal>0.197370358864</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>2036-12-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.71500040</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>MIDSTATE TRUST</name>
        <lei>N/A</lei>
        <title>MID-STATE CAPITAL CORP 2004-1 TRUST MDST 2004-1 M1</title>
        <cusip>59560UAB7</cusip>
        <identifiers>
          <isin value="US59560UAB70"/>
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        <balance>460196.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>488533.75000000</valUSD>
        <pctVal>0.049196457630</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>2037-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.49700000</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>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2020-1 DTAOT 2020-1A A</title>
        <cusip>23344EAA4</cusip>
        <identifiers>
          <isin value="US23344EAA47"/>
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        <balance>39754.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39887.97000000</valUSD>
        <pctVal>0.004016809127</pctVal>
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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>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.94000000</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>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>MILL CITY MORTGAGE LOAN TRUST 2017-3 MCMLT 2017-3 A1</title>
        <cusip>59980CAA1</cusip>
        <identifiers>
          <isin value="US59980CAA18"/>
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        <balance>273420.54000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>278025.32000000</valUSD>
        <pctVal>0.027997780861</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>2061-01-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</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>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-2 AMCAR 2020-2 A2A</title>
        <cusip>03066EAB0</cusip>
        <identifiers>
          <isin value="US03066EAB02"/>
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        <balance>103251.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>103431.50000000</valUSD>
        <pctVal>0.010415786846</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>2023-12-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.60000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <name>Pretium Packaging 10/20 Cov-Lite TL</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>UNITED AIRLINES INC. TL</name>
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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>FIRSTKEY HOMES TRUST</name>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN HONDA FINANCE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.65000160</annualizedRt>
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        <name>ASSET BACKED FUNDING CORPORATION</name>
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          <isin value="US04542BJP85"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>BANC OF AMERICA FUNDING CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Sound United/DEI Sales 4/21 Cov-Lite TLB</name>
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        <cusip>N/A</cusip>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ONEMAIN FINANCIAL ISSUANCE TRUST</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MASTR ADJUSTABLE RATE MORTGAGE TRUST</name>
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          <isin value="US576433A715"/>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE POOL FN 372390</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-3 BSARM 2004-3 2A</title>
        <cusip>07384MQ88</cusip>
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          <couponKind>Floating</couponKind>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2019-1 CAALT 2019-1A A</title>
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        <name>TriMark 9/20 TLA</name>
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        <title>TriMark 9/20 TLA 5/30/2024</title>
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        <name>AqGen Island Holdings, Inc.</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>EQUINOX HOLDINGS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>MAGNETITE CLO, LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AUDIO VISUAL SERVICES</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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          <couponKind>Fixed</couponKind>
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        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>BLACK DIAMOND CLO LTD.</name>
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        <assetCat>ABS-CBDO</assetCat>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</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>Freddie Mac</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>LUMOS NETWORKS/SEGRA 5/20 INCREMENTAL TLB</name>
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        <title>LUMOS NETWORKS/SEGRA 5/20 INCREMENTAL TLB 11/17/2024</title>
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        <name>AMERIQUEST MORTGAGE SECURITIES INC</name>
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        <name>Aruba Investments (ANGUS) 10/20 (USD) TL</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>DENALI CAPITAL CLO LTD.</name>
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        <name>Dominion Energy, Inc.</name>
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        <name>Mondelez International Holdings Netherlands B.V.</name>
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        <name>Nestle Skin Health/Sunshine/Galderma 3/21 CL TLB3</name>
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        <name>NATIONAL MENTOR/CIVITAS 3/21 COV-LITE</name>
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        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
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        <name>Duke Energy Progress, LLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>National Mentor Hold.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX192641"/>
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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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          <maturityDt>2028-03-02</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2016-3 LTD VOYA 2016-3A A2R</title>
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          <isin value="US92915HAN35"/>
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        <balance>818182.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SIMPLY GOOD FOODS USA, INC.</name>
        <lei>N/A</lei>
        <title>SIMPLY GOOD FOODS USA, INC. 7/7/2024</title>
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          <other otherDesc="All Others" value="LX162989"/>
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        <curCd>USD</curCd>
        <valUSD>2206704.35000000</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>2024-07-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.74999840</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2019-4 VERUS 2019-4 A1</title>
        <cusip>92537KAA2</cusip>
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          <isin value="US92537KAA25"/>
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        <balance>108712.72000000</balance>
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        <curCd>USD</curCd>
        <valUSD>110455.06000000</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>2059-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.64200000</annualizedRt>
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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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          <isin value="US28148WAB90"/>
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        <balance>203040.75000000</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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          <couponKind>Floating</couponKind>
          <annualizedRt>0.82575000</annualizedRt>
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        <securityLending>
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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 B</title>
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          <isin value="US88167HAE62"/>
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        <balance>1000000.00000000</balance>
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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>2024-01-22</maturityDt>
          <couponKind>Fixed</couponKind>
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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>CARVANA AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2021-P1 CRVNA 2021-P1 A2</title>
        <cusip>14687BAF3</cusip>
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          <isin value="US14687BAF31"/>
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        <balance>290000.00000000</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>
          <maturityDt>2024-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2021-1RMORTGAGE PASS-THROUGH CERTIFICATES COLT 2021-1R A1</title>
        <cusip>19688BAA2</cusip>
        <identifiers>
          <isin value="US19688BAA26"/>
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        <balance>322249.70000000</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>2065-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.85700160</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>GMACM HOME EQUITY LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GMACM HOME EQUITY LOAN TRUST 2007-HE2 GMACM 2007-HE2 A3</title>
        <cusip>36186LAC7</cusip>
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          <isin value="US36186LAC72"/>
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        <balance>175252.80000000</balance>
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        <curCd>USD</curCd>
        <valUSD>180448.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.19300000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MISSOURI HIGHER ED LN AUTH STUDENT LN REV</name>
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        <title>MISSOURI HIGHER EDUCATION LOAN AUTHORITY MHELA 2021-2 A1B</title>
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          <isin value="US606072LG97"/>
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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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        <name>NFP CORP. 12/16 TLB</name>
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          <other otherDesc="All Others" value="LX185468"/>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>INVITATION HOMES TRUST</name>
        <lei>N/A</lei>
        <title>INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 A</title>
        <cusip>46187BAA1</cusip>
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          <isin value="US46187BAA17"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>BARINGS CLO LTD</name>
        <lei>N/A</lei>
        <title>BARINGS CLO LTD 2013-I BABSN 2013-IA AR</title>
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          <isin value="US06760EAA47"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2019-INV3 VERUS 2019-INV3 A1</title>
        <cusip>92537MAA8</cusip>
        <identifiers>
          <isin value="US92537MAA80"/>
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        <balance>102511.48000000</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>
          <annualizedRt>2.69200080</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WILLIAM MORRIS ENDEAVOR ENTERTAINMENT, LLC</name>
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        <title>WILLIAM MORRIS ENDEAVOR ENTERTAINMENT, LLC 5/18/2025</title>
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          <other otherDesc="All Others" value="LX173472"/>
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        <valUSD>1162000.40000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>INVITATION HOMES TRUST</name>
        <lei>N/A</lei>
        <title>INVITATION HOMES 2018-SFR4 TRUST IHSFR 2018-SFR4 A</title>
        <cusip>46187XAA3</cusip>
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          <isin value="US46187XAA37"/>
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        <curCd>USD</curCd>
        <valUSD>686630.61000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.20099960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
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        <name>Asurion 1/21 2nd Lien</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX192294"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VASA TRUST</name>
        <lei>N/A</lei>
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        <name>McAfee 5/21</name>
        <lei>N/A</lei>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GALLATIN CLO</name>
        <lei>N/A</lei>
        <title>GALLATIN CLO IX 2018-1 LTD GALL 2018-1A D1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DBGS MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DBGS 2018-BIOD MORTGAGE TRUST DBGS 2018-BIOD A</title>
        <cusip>23306GAA5</cusip>
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          <isin value="US23306GAA58"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-05-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2020-2 LTD BMIR 2020-2A M1B</title>
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          <isin value="US078782AB56"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>MORGAN STANLEY CAPITAL I TRUST</name>
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        <name>Internet Brands 6/20 Incremental Cov-Lite TL</name>
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        <name>Datasite 12/20 (USD) TLB</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE INTEREST STRIP FNS 406 6</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US89173FAA84"/>
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      <invstOrSec>
        <name>Government National Mortgage Association 2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV</name>
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        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
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          <isin value="US13607GRT30"/>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-5 NRZT 2017-5A A1</title>
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          <isin value="US64828NAA37"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>PREGIS TOPCO LLC</name>
        <lei>N/A</lei>
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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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        <fairValLevel>2</fairValLevel>
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        <name>VERIZON COMMUNICATIONS INC.</name>
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        <name>WHEELS SPV, LLC</name>
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        <name>SACO I TRUST</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2004-3 SEMT 2004-3 A</title>
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          <isin value="US81744FAZ09"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>AMERICAN AIRLINES INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>KKR FINANCIAL CLO, LTD.</name>
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        <title>KKR CLO 21 LTD KKR 21 A</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isin value="US64830VAA17"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Duff &amp; Phelps 4/21 2nd Lien TL</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX194455"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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          <isin value="US07324SBA96"/>
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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>
        <lei>N/A</lei>
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          <isin value="US00217FAB13"/>
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        <balance>100000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Denali Water 3/21 Cov-Lite TLB</name>
        <lei>N/A</lei>
        <title>Denali Water 3/21 Cov-Lite TLB 3/27/2028</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX192749"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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          <isin value="US61746WRV45"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MFA TRUST</name>
        <lei>N/A</lei>
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          <isin value="US552757AA45"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Thoughtworks 3/21 Cov-Lite TLB</name>
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        <title>Thoughtworks 3/21 Cov-Lite TLB 3/24/2028</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX193472"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000120</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <cusip>225458TY4</cusip>
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          <isin value="US225458TY41"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.39162960</annualizedRt>
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      <invstOrSec>
        <name>Mohegan Gaming &amp; Entertainment</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Alliant Insurance 11/20 Cov-Lite</name>
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          <other otherDesc="All Others" value="LX190229"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>VIATRIS INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ARROYO MORTGAGE TRUST</name>
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        <name>ALTERRA MOUNTAIN COMPANY</name>
        <lei>N/A</lei>
        <title>ALTERRA MOUNTAIN COMPANY 8/1/2026</title>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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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-AR14 A1</title>
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      <invstOrSec>
        <name>FORD CREDIT AUTO LEASE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>OZLM FUNDING LTD</name>
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        <name>Datatel/Ellucian 9/20 2nd Lien TL</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>BEAR STEARNS ALT-A TRUST</name>
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        <name>DT AUTO OWNER TRUST</name>
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        <name>CITIGROUP INC.</name>
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        <name>OBX TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ONE MARKET PLAZA TRUST</name>
        <lei>N/A</lei>
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        <name>LANDesk Software 11/20 2nd Lien TL</name>
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        <name>NRZ MSR</name>
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        <name>AVID AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Rocket Software 5/21 (USD) Incremental TLB</name>
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          <other otherDesc="All Others" value="LX195174"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>USI. INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <name>Infinite Electronics 2/21 Cov-Lite TL</name>
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          <other otherDesc="All Others" value="LX192659"/>
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        <name>VERIZON COMMUNICATIONS INC.</name>
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        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST</name>
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        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
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          <isin value="US585525DF22"/>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>ARROYO MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ARROYO MORTGAGE TRUST 2019-3 ARRW 2019-3 A1</title>
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        <name>TOYOTA MOTOR CREDIT CORPORATION</name>
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        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>INDYMAC INDA MORTGAGE LOAN TRUST</name>
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        <name>Freddie Mac</name>
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        <name>1-800 Contacts 10/20 2nd Lien Cov-Lite</name>
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        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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        <name>Assuredpartners 6/20 Incremental Cov-Lite TLB</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <name>OAKTOWN RE LTD</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>Cardtronics 6/20 Cov-Lite TLB</name>
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        <name>CAMB COMMERCIAL MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>American Bath 1/21 Cov-Lite</name>
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        <name>EQUINOX FITNESS CLUBS</name>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>BUCKEYE OHIO TOB SETTLEMENT FING AUTH</name>
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        <name>Deutsche Bank AG (New York Branch)</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>RENAISSANCE HOLDING CORP.</name>
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        <name>UNIVERSITY CALIF REVS</name>
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        <name>NOVASTAR HOME EQUITY LOAN</name>
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        <name>United States of America</name>
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        <name>RAYTHEON TECHNOLOGIES CORPORATION</name>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
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        <name>BLUEMOUNTAIN CLO LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Venator Finance S.a r.l.</name>
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        <name>IRWIN HOME EQUITY CORPORATION TRUST</name>
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        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST</name>
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        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS K078 A2</title>
        <cusip>3137FGR31</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>DELL EQUIPMENT FINANCE TRUST</name>
        <lei>N/A</lei>
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        <cusip>24703QAB8</cusip>
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          <isin value="US24703QAB86"/>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <title>GS MORTGAGE SECURITIES TRUST 2011-GC3 GSMS 2011-GC3 X</title>
        <cusip>36248FAJ1</cusip>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <title>FLAGSHIP CREDIT AUTO TRUST 2019-2 FCAT 2019-2 A</title>
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        <name>ASURION LLC</name>
        <lei>N/A</lei>
        <title>ASURION LLC 11/3/2024</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
        <title>BANK OF NEW YORK MELLON CORP/THE MTN VARIABLE RATE 04/26/2024</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2020-4 CARMX 2020-4 A3</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>INTERNATIONAL FLAVORS &amp; FRAGRANCES INC.</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>INTERNATIONAL FLAVORS &amp; FRAGRANCES INC 144A 0.697000% 09/15/2022</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NOMURA RESECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>NOMURA RESECURITIZATION TRUST 2015-1R NMRR 2015-1R 5A1</title>
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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>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST 2017-CLS MSC 2017-CLS D</title>
        <cusip>61691LAL3</cusip>
        <identifiers>
          <isin value="US61691LAL36"/>
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        <balance>3400000.00000000</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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      <invstOrSec>
        <name>HMH TRUST</name>
        <lei>N/A</lei>
        <title>HMH TRUST 2017-NSS HMH 2017-NSS E</title>
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          <isin value="US40390AAJ07"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>WELLS FARGO MORTGAGE BACKED SECURITIES 2004-K TRUS WFMBS 2004-K 1A2</title>
        <cusip>94981VAB3</cusip>
        <identifiers>
          <isin value="US94981VAB36"/>
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        <balance>216348.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>213852.30000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98999800</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>New Trojan/Careismatic 1/21 Cov-Lite TL</name>
        <lei>N/A</lei>
        <title>New Trojan/Careismatic 1/21 Cov-Lite TL 1/6/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX191933"/>
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        <balance>709000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>707227.50000000</valUSD>
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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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          <couponKind>Floating</couponKind>
          <annualizedRt>3.75000120</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BUNKER HILL LOAN DEPOSITARY TRUST</name>
        <lei>N/A</lei>
        <title>BUNKER HILL LOAN DEPOSITARY TRUST 2020-1 BHLD 2020-1 A1</title>
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          <isin value="US12062RAA86"/>
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        <curCd>USD</curCd>
        <valUSD>112040.02000000</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>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.72400040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>EDELMEN FINANCIAL ENGINES CENTER, LLC</name>
        <lei>N/A</lei>
        <title>EDELMEN FINANCIAL ENGINES CENTER, LLC 4/7/2028</title>
        <cusip>27943UAK2</cusip>
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          <other otherDesc="All Others" value="LX193555"/>
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        <curCd>USD</curCd>
        <valUSD>1736093.05000000</valUSD>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 729190</title>
        <cusip>31402HC33</cusip>
        <identifiers>
          <isin value="US31402HC333"/>
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        <balance>659031.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>700800.84000000</valUSD>
        <pctVal>0.070572235455</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61500040</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>Capital Vision/MyEyeDr 8/19 Cov-Lite TL</name>
        <lei>N/A</lei>
        <title>Capital Vision/MyEyeDr 8/19 Cov-Lite TL 8/31/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX181827"/>
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        <balance>1624809.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1621300.07000000</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>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.36325040</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>SPECIALTY BUILDING PRODUCTS HOLDINGS, LLC</name>
        <lei>549300ICFD46O3KMJC06</lei>
        <title>SPECIALTY BUILDING PRODUCTS HOLDINGS LLC / SBP FIN 6.375000% 09/30/2026</title>
        <cusip>84749AAA5</cusip>
        <identifiers>
          <isin value="US84749AAA51"/>
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        <balance>1144000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1189760.00000000</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>2026-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</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>Imprivata 11/20 TL</name>
        <lei>N/A</lei>
        <title>Imprivata 11/20 TL 12/1/2027</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX190869"/>
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        <balance>650918.64000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>651100.90000000</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>2027-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.25000160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RADIAN GROUP INC.</name>
        <lei>54930005OUP720S5U385</lei>
        <title>RADIAN GROUP INC 4.875000% 03/15/2027</title>
        <cusip>750236AW1</cusip>
        <identifiers>
          <isin value="US750236AW16"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2130000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</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>OCP CLO LTD</name>
        <lei>N/A</lei>
        <title>OCP CLO 2015-10 LTD OCP 2015-10A A1R</title>
        <cusip>67092DAL3</cusip>
        <identifiers>
          <isin value="US67092DAL38"/>
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        <balance>1006954.94000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1005612.67000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DBWF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DBWF 2018-AMXP MORTGAGE TRUST DBWF 2018-AMXP D</title>
        <cusip>23306PAG2</cusip>
        <identifiers>
          <isin value="US23306PAG28"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2017-1 DRMT 2017-1A A1</title>
        <cusip>24380TAA4</cusip>
        <identifiers>
          <isin value="US24380TAA43"/>
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        <balance>5420.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5418.99000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-12-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72499840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VELOCITY COMMERCIAL CAPITAL LOAN TRUST</name>
        <lei>N/A</lei>
        <title>VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2020-1 VCC 2020-1 AFX</title>
        <cusip>92259LAB4</cusip>
        <identifiers>
          <isin value="US92259LAB45"/>
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        <curCd>USD</curCd>
        <valUSD>1167624.29000000</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>2050-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61000000</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>MSSG TRUST</name>
        <lei>N/A</lei>
        <title>MSSG TRUST 2017-237P MSSG 2017-237P D</title>
        <cusip>55375KAJ5</cusip>
        <identifiers>
          <isin value="US55375KAJ51"/>
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        <balance>2457000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2445512.54000000</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>
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      <invstOrSec>
        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
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        <cusip>57109HAA0</cusip>
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          <isin value="US57109HAA05"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2018-C03 1EA2</title>
        <cusip>30711XK29</cusip>
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          <isin value="US30711XK296"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CAMB COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE CAMB 2019-LIFE B</title>
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          <isin value="US12482HAG92"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MITCHELL INTERNATIONAL, INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CHT 2017-COSMO MORTGAGE TRUST CHT 2017-CSMO B</title>
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          <isin value="US12546DAG25"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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          <isin value="US10569AAA79"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <title>RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1</title>
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          <isin value="US76119CAA99"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Government National Mortgage Association 2</name>
        <lei>N/A</lei>
        <title>GINNIE MAE II POOL G2 892990</title>
        <cusip>3620E0G26</cusip>
        <identifiers>
          <isin value="US3620E0G261"/>
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        <balance>525668.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>539272.07000000</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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        <name>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2007-A4 JPMMT 2007-A4 1A1</title>
        <cusip>46631JAA6</cusip>
        <identifiers>
          <isin value="US46631JAA60"/>
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        <balance>38031.69000000</balance>
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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>THE BOEING COMPANY</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>EQUITABLE FINANCIAL LIFE GLOBAL FUNDING</name>
        <lei>635400B4JJBON4TCHF02</lei>
        <title>EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 144A VARIABLE RATE 04/06/2023</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>LCM LTD.</name>
        <lei>N/A</lei>
        <title>LCM XXV LTD LCM 25A A</title>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FLORIDA POWER &amp; LIGHT COMPANY</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>FLORIDA POWER &amp; LIGHT CO VARIABLE RATE 05/10/2023</title>
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          <isin value="US341081GD33"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>BWAY HOLDING COMPANY</name>
        <lei>N/A</lei>
        <title>BWAY HOLDING COMPANY 4/3/2024</title>
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          <other otherDesc="All Others" value="LX161694"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2015-5 TPMT 2015-5 A1B</title>
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          <isin value="US89171VAK35"/>
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        <balance>7520.51000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</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>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-CCRE15 MORTGAGE TRUST COMM 2014-CR15 A2</title>
        <cusip>12591RAX8</cusip>
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          <isin value="US12591RAX89"/>
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        <balance>32155.79000000</balance>
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        <valUSD>32071.29000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>RESIMAC TRIOMPHE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US76120GAB59"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
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        <cusip>88167HAB2</cusip>
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        <balance>82044.29000000</balance>
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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>BRAVO RESIDENTIAL FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUST 2021-HE2 BRAVO 2021-HE2 A3</title>
        <cusip>10569CAE5</cusip>
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        <balance>2000000.00000000</balance>
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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>

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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>DISCOVER BANK</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
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          <isin value="US25466AAF84"/>
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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>DONLEN FLEET LEASE FUNDING 2</name>
        <lei>N/A</lei>
        <title>DONLEN FLEET LEASE FUNDING 2 LLC DFLF2 2021-2 A2</title>
        <cusip>257812AD9</cusip>
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          <isin value="US257812AD90"/>
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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>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2019-1 MFT 2019-1A A</title>
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          <isin value="US57109XAA54"/>
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        <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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      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2014-2 LTD VOYA 2014-2A A1RR</title>
        <cusip>92912VAY1</cusip>
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          <isin value="US92912VAY11"/>
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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>SERVICE LOGIC 10/20 DELAYED TL</name>
        <lei>N/A</lei>
        <title>SERVICE LOGIC 10/20 DELAYED TL 10/29/2027</title>
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          <other otherDesc="All Others" value="LX190319"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TCI-FLATIRON CLO LTD</name>
        <lei>N/A</lei>
        <title>TCI-FLATIRON CLO 2017-1 LTD TFLAT 2017-1A B</title>
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          <isin value="US87231BAE39"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>ZAYO GROUP HOLDINGS, INC.</name>
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          <other otherDesc="All Others" value="LX185593"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CAMPBELL SOUP COMPANY</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CLEAR CHANNEL OUTDOOR HOLDINGS, INC.</name>
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        <name>Datatel/Ellucian 9/20 Cov-Lite TLB</name>
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        <name>MSG National 10/20</name>
        <lei>N/A</lei>
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        <name>PACIFIC LIFE GLOBAL FUNDING II</name>
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        <name>VELOCITY COMMERCIAL CAPITAL LOAN TRUST</name>
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        <name>CROSSROADS ASSET TRUST</name>
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        <name>AGL CLO LTD</name>
        <lei>N/A</lei>
        <title>AGL CLO 12 LTD AGL 2021-12A B</title>
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        <identifiers>
          <isin value="US00120BAE02"/>
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        <balance>837000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Ahead 4/21 Cov-Lite</name>
        <lei>N/A</lei>
        <title>Ahead 4/21 Cov-Lite 10/18/2027</title>
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          <other otherDesc="All Others" value="LX194691"/>
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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC REMICS FHR 3311 FN</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>TRIMARK 9/20 SUPER PRIORITY</name>
        <lei>N/A</lei>
        <title>TRIMARK 9/20 SUPER PRIORITY 8/28/2024</title>
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          <other otherDesc="All Others" value="LX189928"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>US LBM 12/20 Delayed TL</name>
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          <other otherDesc="All Others" value="LX191234"/>
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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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        <name>BELLEMEADE RE LTD.</name>
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        <title>BELLEMEADE RE 2019-3 LTD BMIR 2019-3A M1B</title>
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        <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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        <name>VERDE CDO</name>
        <lei>N/A</lei>
        <title>VERDE CLO LTD VERDE 2019-1A XR</title>
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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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        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <name>CASMAR HOLDINGS (AUSTRALIA) PTY LIMITED</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Sorenson 3/21 TL</name>
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        <name>UBS COMMERCIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PERATON CORP TL 1L B</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AURIS LUXEMBOURG III S.A R.L.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
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        <name>Capital Vision/MyEyeDr 8/19 Cov-Lite Delayed TL</name>
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        <name>VIBRANT CLO LTD</name>
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        <issuerCat>CORP</issuerCat>
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        <name>BLUEMOUNTAIN CLO LTD.</name>
        <lei>N/A</lei>
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        <cusip>09629VAC7</cusip>
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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>CONN'S RECEIVABLES FUNDING LLC</name>
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          <isin value="US20825XAA63"/>
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        <name>PHH MORTGAGE CAPITAL LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <cusip>80286WAF3</cusip>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>ALBANY MOLECULAR RESEARCH, INC.</name>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>National Australia Bank Ltd (New York Branch)</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>US Infrastructure 5/21 2nd Lien TL</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>ONE GAS, INC.</name>
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        <name>TIDEWATER AUTO RECEIVABLES TRUST</name>
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        <name>C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES</name>
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        <name>SEDGWICK CLAIMS MANAGEMENT SERVICES, INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Freddie Mac</name>
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        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <name>LIFE MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>LIFE 2021-BMR MORTGAGE TRUST LIFE 2021-BMR E</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>MISYS LIMITED</name>
        <lei>N/A</lei>
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        <name>LYB INTERNATIONAL FINANCE III, LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BENCHMARK MORTGAGE TRUST</name>
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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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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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        <name>LS GROUP OPCO AC TL 1L B</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
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        <title>NISSAN AUTO RECEIVABLES 2019-C OWNER TRUST NAROT 2019-C A3</title>
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        <name>GREENEDEN U.S. HOLDINGS</name>
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          <couponKind>Floating</couponKind>
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        <name>COMMERCEHUB INC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>VENTURE CLO LIMITED</name>
        <lei>N/A</lei>
        <title>VENTURE XX CLO LTD VENTR 2015-20A CR</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <assetCat>DBT</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>SHACKLETON CLO LTD</name>
        <lei>N/A</lei>
        <title>SHACKLETON 2015-VIII CLO LTD SHACK 2015-8A A1R</title>
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          <isin value="US81882EAL65"/>
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        <payoffProfile>Long</payoffProfile>
        <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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      </invstOrSec>
      <invstOrSec>
        <name>ABBVIE INC.</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
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          <isin value="US12597JAA07"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ROPER TECHNOLOGIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
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        <name>Insight Global 5/21 TL</name>
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        <name>ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST</name>
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        <title>ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2021- ARIVO 2021-1A A</title>
        <cusip>04047AAA2</cusip>
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        <name>SPRUCE HILL MORTGAGE LOAN TRUST</name>
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        <cusip>85211XAA1</cusip>
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        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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          <isin value="US64828FCS92"/>
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        <name>STRYKER CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GCAT LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SCIH SALT HOLDINGS INC.</name>
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        <name>NATWEST MARKETS PLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GS MORTGAGE-BACKED SECURITIES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VERUS SECURITIZATION TRUST</name>
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        <title>VERUS SECURITIZATION TRUST 2021-2 VERUS 2021-2 A1</title>
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          <isin value="US92538FAA21"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2066-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MVW OWNER TRUST</name>
        <lei>N/A</lei>
        <title>MVW OWNER TRUST 2015-1 MVWOT 2015-1A A</title>
        <cusip>55388PAA8</cusip>
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          <isin value="US55388PAA84"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>HIGHTOWER HOLDING, LLC</name>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
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      <invstOrSec>
        <name>TEXAS TRANSN COMMN CENT TEX TPK SYS REV</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Eagle Re</name>
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        <name>CONAGRA BRANDS, INC.</name>
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        <name>NOMURA ASSET SECURITIES CORPORATION</name>
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        <name>Freddie Mac</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>OBX TRUST</name>
        <lei>N/A</lei>
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          <couponKind>Floating</couponKind>
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        <name>PROJECT ACCELERATE PARENT, LLC</name>
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        <name>BFLD TRUST</name>
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        <name>ZIONS BANCORPORATION, NATIONAL ASSOCIATION</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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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>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE LTD BMIR 2021-1A M1A</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.76000040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST 2005-AR6 GSR 2005-AR6 3A1</title>
        <cusip>362341RZ4</cusip>
        <identifiers>
          <isin value="US362341RZ44"/>
        </identifiers>
        <balance>191543.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>190119.05000000</valUSD>
        <pctVal>0.019145419918</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.74901760</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A VARIABLE RATE 11/12/2021</title>
        <cusip>928668AQ5</cusip>
        <identifiers>
          <isin value="US928668AQ54"/>
        </identifiers>
        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301175.30000000</valUSD>
        <pctVal>0.030329036399</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.10750040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO.</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE &amp; CO VARIABLE RATE 04/22/2027</title>
        <cusip>46647PCF1</cusip>
        <identifiers>
          <isin value="US46647PCF18"/>
        </identifiers>
        <balance>475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>478813.83000000</valUSD>
        <pctVal>0.048217639622</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.89499960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CENT CLO LIMITED</name>
        <lei>N/A</lei>
        <title>COLUMBIA CENT CLO 27 LTD CECLO 2018-27A A1</title>
        <cusip>19736RAC5</cusip>
        <identifiers>
          <isin value="US19736RAC51"/>
        </identifiers>
        <balance>591808.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>592105.06000000</valUSD>
        <pctVal>0.059626323662</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.32575040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2019-4 AOMT 2019-4 A1</title>
        <cusip>03463UAA5</cusip>
        <identifiers>
          <isin value="US03463UAA51"/>
        </identifiers>
        <balance>110598.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111653.50000000</valUSD>
        <pctVal>0.011243760911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99300040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2021-1 DTAOT 2021-1A B</title>
        <cusip>23344GAC5</cusip>
        <identifiers>
          <isin value="US23344GAC50"/>
        </identifiers>
        <balance>160000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>160092.22000000</valUSD>
        <pctVal>0.016121649974</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>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-AFC1 TRUST CSMC 2021-AFC1 A1</title>
        <cusip>12657LAA2</cusip>
        <identifiers>
          <isin value="US12657LAA26"/>
        </identifiers>
        <balance>227189.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227093.24000000</valUSD>
        <pctVal>0.022868804785</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.83000160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>HYUNDAI CAPITAL AMERICA MTN 0.800000% 04/03/2023</title>
        <cusip>44891ABU0</cusip>
        <identifiers>
          <isin value="US44891ABU07"/>
        </identifiers>
        <balance>360000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>359911.27000000</valUSD>
        <pctVal>0.036243881912</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.80000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSUMER LOAN UNDERLYING BOND (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"/>
        </identifiers>
        <balance>118809.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>119415.72000000</valUSD>
        <pctVal>0.012025434086</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>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.26000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SRS DISTRIBUTION INC.</name>
        <lei>549300ZQ3XP75BCYM468</lei>
        <title>SRS DISTRIBUTION INC 144A 4.625000% 07/01/2028</title>
        <cusip>78471RAB2</cusip>
        <identifiers>
          <isin value="US78471RAB24"/>
        </identifiers>
        <balance>275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277530.00000000</valUSD>
        <pctVal>0.027947901012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <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"/>
        </identifiers>
        <balance>66796.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66919.86000000</valUSD>
        <pctVal>0.006738981814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.27220120</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2020- ACAR 2020-3 A</title>
        <cusip>025297AA0</cusip>
        <identifiers>
          <isin value="US025297AA07"/>
        </identifiers>
        <balance>97269.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>97345.54000000</valUSD>
        <pctVal>0.009802916859</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>2023-10-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN AIRLINES, INC.</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES, INC. 1/29/2027</title>
        <cusip>02376CAX3</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX165158"/>
        </identifiers>
        <balance>1113750.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1033771.61000000</valUSD>
        <pctVal>0.104103147861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.86024960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2021-05-31</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>
    </signature>
  </formData>
</edgarSubmission>
