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        <name>Federal National Mortgage Association</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <name>Federal National Mortgage Association</name>
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        <name>BRE GRAND ISLANDER TIMESHARE ISSUER LLC</name>
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        <name>Federal National Mortgage Association</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>New Residential Mortgage Loan Trust</name>
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        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
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          <isin value="US36242DUL53"/>
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        <name>Siemens Financieringsmaatschappij N.V.</name>
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        <name>HYLAND SOFTWARE</name>
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        <name>PACKERS HOLDINGS, LLC</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <title>INVITATION HOMES 2017-SFR2 TRUST IHSFR 2017-SFR2 B</title>
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        <name>MFA LLC</name>
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        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <title>THORNBURG MORTGAGE SECURITIES TRUST 2004-3 TMST 2004-3 A</title>
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        <name>HOME RE LIMITED</name>
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        <name>Federal National Mortgage Association</name>
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        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <name>Freddie Mac</name>
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        <name>BANQUE DE MONTREAL</name>
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        <name>INVITATION HOMES TRUST</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>AUTOKINITON US HOLDINGS, INC.</name>
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        <name>TRITON WATER HOL TL 1L B</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 10 SEMT 10 1A</title>
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        <name>Ardent Health 8/21 TLB</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 STAR 2021-3 A1</title>
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          <isin value="US85573JAA43"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HOWARD UNIVERSITY (THE)</name>
        <lei>N/A</lei>
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          <isin value="US442851AC59"/>
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        <curCd>USD</curCd>
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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>ALLEGRO CLO LTD</name>
        <lei>N/A</lei>
        <title>ALLEGRO CLO II-S LTD ALLEG 2014-1RA A1</title>
        <cusip>01751EAC2</cusip>
        <identifiers>
          <isin value="US01751EAC21"/>
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        <balance>2084531.61720000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-10-21</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>LENNAR CORPORATION</name>
        <lei>529900G61XVRLX5TJX09</lei>
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        <cusip>526057BN3</cusip>
        <identifiers>
          <isin value="US526057BN32"/>
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        <units>PA</units>
        <curCd>USD</curCd>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UBS AG LONDON BRANCH</name>
        <lei>N/A</lei>
        <title>UBS AG/LONDON 144A VARIABLE RATE 08/09/2024</title>
        <cusip>902674YL8</cusip>
        <identifiers>
          <isin value="US902674YL82"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402136.00000000</valUSD>
        <pctVal>0.049092115187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.50000400</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONAGRA BRANDS, INC.</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC 0.500000% 08/11/2023</title>
        <cusip>205887CG5</cusip>
        <identifiers>
          <isin value="US205887CG52"/>
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        <balance>225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>224893.17000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-11</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GLOBAL MEDICAL RESPONSE, INC.</name>
        <lei>549300ZFWD4ZFCEJCQ87</lei>
        <title>GLOBAL MEDICAL RESPONSE INC 144A 6.500000% 10/01/2025</title>
        <cusip>37960BAA3</cusip>
        <identifiers>
          <isin value="US37960BAA35"/>
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        <balance>890000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>917812.50000000</valUSD>
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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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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHARTER NEXT GENERATION, INC.</name>
        <lei>N/A</lei>
        <title>CHARTER NEXT GENERATION, INC. 12/1/2027</title>
        <cusip>16125TAJ1</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX195935"/>
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        <curCd>USD</curCd>
        <valUSD>2846394.50000000</valUSD>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>New Residential Mortgage Loan Trust</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM NRZT 2020-NQM2 A1</title>
        <cusip>64830UAA3</cusip>
        <identifiers>
          <isin value="US64830UAA34"/>
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        <balance>87160.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>87761.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>ASURION LLC</name>
        <lei>N/A</lei>
        <title>ASURION LLC 7/31/2027</title>
        <cusip>04649VAY6</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX192293"/>
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        <balance>1032412.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1011547.44000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.34199880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 XA</title>
        <cusip>12630DAZ7</cusip>
        <identifiers>
          <isin value="US12630DAZ78"/>
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        <balance>25519319.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>301446.96000000</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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ION TRADING FINANCE LIMITED</name>
        <lei>N/A</lei>
        <title>ION TRADING FINANCE LIMITED 4/1/2028</title>
        <cusip>L5582BAV9</cusip>
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          <other otherDesc="All Others" value="LX193674"/>
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        <curCd>USD</curCd>
        <valUSD>1844538.75000000</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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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MEDLINE INDUSTRIES 7/21 BRIDGE</name>
        <lei>N/A</lei>
        <title>MEDLINE INDUSTRIES 7/21 BRIDGE 7/21/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX196852"/>
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        <curCd>USD</curCd>
        <valUSD>1037692.31000000</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>2028-07-21</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOUTHERN NATURAL GAS COMPANY, L.L.C.</name>
        <lei>N/A</lei>
        <title>SOUTHERN NATURAL GAS CO LLC 144A 0.625000% 04/28/2023</title>
        <cusip>84346LAC4</cusip>
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          <isin value="US84346LAC46"/>
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        <curCd>USD</curCd>
        <valUSD>205149.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
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        <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>MILANO ACQUISITION</name>
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        <name>Mizuho Financial Group, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE POOL FN 847789</title>
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        <name>Freddie Mac</name>
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        <name>Federal National Mortgage Association</name>
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        <name>PETVET CARE CENTERS, LLC</name>
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        <name>Federal National Mortgage Association</name>
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      <invstOrSec>
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        <name>Federal National Mortgage Association</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>New Residential Mortgage Loan Trust</name>
        <lei>N/A</lei>
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        <name>AMERISOURCEBERGEN CORPORATION</name>
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          <couponKind>Fixed</couponKind>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.03438080</annualizedRt>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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        <cusip>69700KAA1</cusip>
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          <isin value="US69700KAA16"/>
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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>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>EPICOR SOFTWARE CORPORATION</name>
        <lei>N/A</lei>
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        <name>MIDCAP FINANCIAL ISSUER TRUST</name>
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        <name>PRO MACH GROUP, INC.</name>
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        <name>NOMURA ASSET SECURITIES CORPORATION</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-3 SDART 2021-3 A3</title>
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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>MERRILL LYNCH MORTGAGE TRUST</name>
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        <name>LSTAR SECURITIES INVESTMENT LTD.</name>
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          <isin value="US54912JAA07"/>
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        <curCd>USD</curCd>
        <valUSD>249352.18000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2021-1 DRIVE 2021-1 B</title>
        <cusip>262108AD5</cusip>
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          <isin value="US262108AD51"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
        <lei>N/A</lei>
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          <isin value="US83405TAA16"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ILLUMINA, INC.</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
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          <isin value="US452327AL38"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-23</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
        <lei>N/A</lei>
        <title>CREDIT ACCEPTANCE AUTO LOAN TRUST 2021-3 CAALT 2021-3A A</title>
        <cusip>22535GAA0</cusip>
        <identifiers>
          <isin value="US22535GAA04"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2021-1 FIAOT 2021-1A C</title>
        <cusip>32059FAE9</cusip>
        <identifiers>
          <isin value="US32059FAE97"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.17000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-1 WLAKE 2021-1A B</title>
        <cusip>96043FAD5</cusip>
        <identifiers>
          <isin value="US96043FAD50"/>
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        <balance>230000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>230379.11000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AHEAD DB HOLDINGS, LLC</name>
        <lei>254900L07WFL833JX193</lei>
        <title>AHEAD DB HOLDINGS LLC 144A 6.625000% 05/01/2028</title>
        <cusip>00867FAA6</cusip>
        <identifiers>
          <isin value="US00867FAA66"/>
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        <balance>288000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>293040.00000000</valUSD>
        <pctVal>0.035773851220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET INVESTMENT LOAN TRUST SAIL 2003-BC12 2A</title>
        <cusip>86358EFK7</cusip>
        <identifiers>
          <isin value="US86358EFK73"/>
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        <balance>2195400.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2160456.41000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.80438040</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>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING 144A 3.000000% 07/01/2022</title>
        <cusip>04685A2E0</cusip>
        <identifiers>
          <isin value="US04685A2E07"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>613387.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NETSMART, INC.</name>
        <lei>N/A</lei>
        <title>NETSMART, INC. 10/1/2027</title>
        <cusip>64119DAM7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX190017"/>
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        <balance>1793253.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1795495.06000000</valUSD>
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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>WOODFORD EXPRESS</name>
        <lei>N/A</lei>
        <title>WOODFORD EXPRESS 1/27/2025</title>
        <cusip>97939DAD5</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX170718"/>
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        <balance>1445755.70000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1397872.27000000</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>2025-01-27</maturityDt>
          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>INTELSAT JACKSON HOLDINGS S.A.</name>
        <lei>N/A</lei>
        <title>INTELSAT JACKSON HOLDINGS S.A. 11/27/2023</title>
        <cusip>L5137LAF2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX169475"/>
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        <balance>1952781.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1980862.81000000</valUSD>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-11-27</maturityDt>
          <couponKind>Floating</couponKind>
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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>
        <cusip>19688JAA5</cusip>
        <identifiers>
          <isin value="US19688JAA51"/>
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        <balance>487256.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>489414.60000000</valUSD>
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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>
      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2020-1 A2</title>
        <cusip>35105FAB2</cusip>
        <identifiers>
          <isin value="US35105FAB22"/>
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        <balance>8220.26000000</balance>
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        <curCd>USD</curCd>
        <valUSD>8225.22000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2020-4 VERUS 2020-4 A1</title>
        <cusip>92538LAA9</cusip>
        <identifiers>
          <isin value="US92538LAA98"/>
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        <balance>63400.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>63776.75000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.50199920</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAXALTA INCORPORATED</name>
        <lei>5493000JW8DCO3T45R55</lei>
        <title>BAXALTA INC 3.600000% 06/23/2022</title>
        <cusip>07177MAL7</cusip>
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          <isin value="US07177MAL72"/>
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        <balance>675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>689364.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-23</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>ENVISION HEALTHCARE CORPORATION</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>COMM MORTGAGE TRUST</name>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Countrywide Home Equity Loan Trust</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2034-02-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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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>EPIC HEALTH 6/21 TLB</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX195993"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Capital One Bank (USA), National Association</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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        <securityLending>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/28/2023</title>
        <cusip>89114QCL0</cusip>
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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>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.50000400</annualizedRt>
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        <securityLending>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <cusip>37045XDF0</cusip>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.77000040</annualizedRt>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2018-BIOA BX 2018-BIOA A</title>
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          <isin value="US056057AA02"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>GREAT OUTDOORS GROUP, LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX193047"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>RADIAN GUARANTY INC AND EAGLE RE LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>IRB HOLDING CORP</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX190914"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>TOYOTA MOTOR CREDIT CORPORATION</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP MTN 2.600000% 01/11/2022</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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      <invstOrSec>
        <name>SERVICE LOGIC ACQUISITION, INC.</name>
        <lei>N/A</lei>
        <title>SERVICE LOGIC ACQUISITION, INC. 10/29/2027</title>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>DTE ENERGY COMPANY</name>
        <lei>549300IX8SD6XXD71I78</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SKYMILES IP LTD. (DELA AIR LINES, INC.)</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>US LBM 6/21 Incremental B2 Delayed TL</name>
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        <title>US LBM 6/21 Incremental B2 Delayed TL 12/17/2027</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX196041"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SCIH SALT HOLDINGS INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX194199"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <title>CPS AUTO RECEIVABLES TRUST 2020-C CPS 2020-C A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AMWINS GROUP, INC.</name>
        <lei>549300SJE7MUB8NMRG61</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>EDISON INTERNATIONAL</name>
        <lei>549300I7ROF15MAEVP56</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2020-97 EI</title>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>LIFE TIME, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
        <lei>N/A</lei>
        <title>MMAF EQUIPMENT FINANCE LLC 2020-B MMAF 2020-BA A2</title>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
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        <title>NAVIENT STUDENT LOAN TRUST 2021-1 NAVSL 2021-1A A1B</title>
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      <invstOrSec>
        <name>SCF EQUIPMENT TRUST LLC</name>
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        <title>SCF EQUIPMENT LEASING 2020-1 LLC SCFET 2020-1A A2</title>
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        <name>Eastman Tire 8/21 TLB</name>
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        <title>Eastman Tire 8/21 TLB 8/12/2028</title>
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          <other otherDesc="All Others" value="LX196793"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <title>TOWD POINT MORTGAGE TRUST 2019-HY2 TPMT 2019-HY2 M2</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <name>BRISTOL-MYERS SQUIBB COMPANY</name>
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        <name>HYLAND SOFTWARE, INC.</name>
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        <name>APIDOS CLO</name>
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        <name>MAGNETITE CLO, LIMITED</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENTERPRISE DEVELOPMENT AUTHORITY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MFA TRUST</name>
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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>GLS 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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          <couponKind>Floating</couponKind>
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        <name>UPSTART SECURITIZATION TRUST</name>
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        <title>UPSTART SECURITIZATION TRUST 2021-2 UPST 2021-2 A</title>
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        <name>OTIS WORLDWIDE CORPORATION</name>
        <lei>549300ZLBKR8VSU25153</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WOOF HOLDINGS LLC TL</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV</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>JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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      </invstOrSec>
      <invstOrSec>
        <name>THE BOEING COMPANY</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BPCE S.A.</name>
        <lei>9695005MSX1OYEMGDF46</lei>
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          <isin value="US05583JAA07"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>LCM LTD.</name>
        <lei>N/A</lei>
        <title>LCM XXIV LTD LCM 24A AR</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SCIH SALT HOLDINGS INC.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
        <title>PFS FINANCING CORP PFSFC 2020-B A</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BUILDERS FIRSTSOURCE, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IMPERIAL FUND MORTGAGE TRUST</name>
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        <title>IMPERIAL FUND MORTGAGE TRUST 2021-NQM1 IMPRL 2021-NQM1 A1</title>
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      <invstOrSec>
        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
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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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        <name>BLERIOT US BIDCO INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE POOL FN 890429</title>
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        <name>Federal National Mortgage Association</name>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2015-46 BA</title>
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        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-A SCART 2020-AA A</title>
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        <name>Government National Mortgage Association</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>Shutterfly 7/21 Delayed TL</name>
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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>BRIGHTHOUSE FINANCIAL GLOBAL FUNDING</name>
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        <name>TK Elevator Holdco GmbH</name>
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        <name>BEAR STEARNS COMMERCIAL MORTGAGE SECURITIES INC.</name>
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        <name>DANSKE BANK A/S</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>DANSKE BANK A/S</name>
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        <name>HUSKIES PARENT, INC.</name>
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        <name>BANQUE NATIONALE DU CANADA</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
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        <cusip>78449VAC0</cusip>
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          <isin value="US78449VAC00"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2054-09-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>QUIRCH FOODS HOLDINGS, LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX 2021-MFM1 BX 2021-MFM1 C</title>
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          <isin value="US05608VAG14"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST</name>
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        <title>SECURITIZED TERM AUTO LOAN RECEIVABLES TRUST 2019- SSTRT 2019-CRTA D</title>
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          <isin value="US81379MAD65"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CITIGROUP INC.</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ACURIS FINANCE US, INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>COCA-COLA EUROPACIFIC PARTNERS PLC</name>
        <lei>549300LTH67W4GWMRF57</lei>
        <title>COCA-COLA EUROPACIFIC PARTNERS PLC 144A 0.500000% 05/05/2023</title>
        <cusip>19123MAD5</cusip>
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          <isin value="US19123MAD56"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2021-8 EI</title>
        <cusip>3136BFET6</cusip>
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          <isin value="US3136BFET61"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2020-B VZOT 2020-B A</title>
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          <isin value="US92290BAA98"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BCPE ULYSSES INTERMEDIATE, INC.</name>
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          <isin value="US05553LAA17"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ANCHORAGE CAPITAL CLO LTD</name>
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        <title>ANCHORAGE CAPITAL CLO 5-R LTD ANCHC 2014-5RA 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>321 HENDERSON RECEIVABLES II LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>TREMAN PARK CLO, LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <name>ASCENSUS 5/21 2ND LIEN TL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>STANDARD INDUSTRIES TL</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
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        <name>MERRILL LYNCH MORTGAGE TRUST</name>
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        <name>Freddie Mac</name>
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        <name>Keybank National Association</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>Freddie Mac</name>
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        <name>JOHN DEERE OWNER TRUST</name>
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        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>GS MORTGAGE SECURITIES CORP.</name>
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        <name>Nationwide Building Society</name>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>Solmax 6/21 TL</name>
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        <name>TRYON PARK CLO, LTD.</name>
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        <name>HOUSTON TEX ARPT SYS REV</name>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <name>Government National Mortgage Association</name>
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        <name>APPLIED SYSTEMS, INC.</name>
        <lei>N/A</lei>
        <title>APPLIED SYSTEMS, INC. 9/19/2025</title>
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        <name>Keybank National Association</name>
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        <name>STRUCTURED ASSET SECURITIES CORPORATION</name>
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        <name>Federal National Mortgage Association</name>
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          <isin value="US05951VAA70"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WELLS FARGO MORTGAGE BACKED SECURITIES TRUST</name>
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          <isin value="US949803AA88"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
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          <isin value="US07332BAA70"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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          <isin value="US00834AAA79"/>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FC COMPASSUS, LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX192754"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>EG GROUP LIMITED</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Government National Mortgage Association 2</name>
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        <title>GINNIE MAE II POOL G2 892978</title>
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          <isin value="US3620E0GM23"/>
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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>NTT FINANCE CORPORATION</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <title>CHASE MORTGAGE FINANCE TRUST SERIES 2007-A2 CHASE 2007-A2 2A3</title>
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          <isin value="US16163LAF94"/>
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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>DRIVETIME AUTO OWNER TRUST</name>
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        <title>DT AUTO OWNER TRUST 2021-2 DTAOT 2021-2A A</title>
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        <name>ECMC GROUP STUDENT LOAN TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>TELOS CLO</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ARI FLEET LEASE TRUST</name>
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        <name>TRUCK HERO, INC.</name>
        <lei>N/A</lei>
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        <name>HILTON ORLANDO TRUST</name>
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        <name>CARLYLE US CLO LTD</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>LEARNING CARE GROUP (US) NO. 2 INC.</name>
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        <name>Hightower 4/21 Delayed TL</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <name>DRIVETIME AUTO OWNER TRUST</name>
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        <name>KUBOTA CREDIT OWNER TRUST</name>
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        <name>Bellemeade RE</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>MARLETTE FUNDING TRUST</name>
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        <name>FEDERAL FARM CREDIT BANKS FUNDING CORPORATION</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>FORD MOTOR CREDIT COMPANY LLC</name>
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        <name>AT&amp;T INC.</name>
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        <name>BANC OF AMERICA FUNDING CORPORATION</name>
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        <name>DEI SALES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MASTR ADJUSTABLE RATE MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>BLUEMOUNTAIN CLO LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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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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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TMK HAWK PARENT, CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AQGEN ISLAND HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <name>EQUINOX HOLDINGS INC.</name>
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        <name>IDERA, INC</name>
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        <name>MAGNETITE CLO, LIMITED</name>
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        <issuerCat>CORP</issuerCat>
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        <name>AUDIO VISUAL SERVICES</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
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        <invCountry>US</invCountry>

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      <invstOrSec>
        <name>ALLY AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>ALLY AUTO RECEIVABLES TRUST 2019-4 ALLYA 2019-4 A3</title>
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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>
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        <name>Cooperatieve Rabobank UA (New York Branch)</name>
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        <name>Skandinaviska Enskilda Banken AB</name>
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        <name>Mondelez International Holdings Netherlands B.V.</name>
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      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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          <isin value="US35105UAC71"/>
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        <name>MISSOURI HIGHER ED LN AUTH STUDENT LN REV</name>
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        <name>NFP CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-2 WLAKE 2021-2A B</title>
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      <invstOrSec>
        <name>BARINGS CLO LTD</name>
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        <title>BARINGS CLO LTD 2013-I BABSN 2013-IA AR</title>
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          <isin value="US06760EAA47"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WILLIAM MORRIS ENDEAVOR ENTERTAINMENT, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
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        <name>ASURION, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VASA TRUST</name>
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        <name>MISSISSIPPI POWER COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MCAFEE 5/21</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <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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        <valUSD>700627.90000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <balance>2784416.82000000</balance>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2013-300P MORTGAGE TRUST COMM 2013-300P E</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY CAPITAL I TRUST</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY CAPITAL I TRUST 2018-SUN MSC 2018-SUN A</title>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MH SUB I, LLC (MICRO HOLDING CORP.)</name>
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        <name>Freddie Mac</name>
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        <issuerCat>USGA</issuerCat>
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          <annualizedRt>0.74999880</annualizedRt>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT FUNDING LLC COLT 2021-3R A1</title>
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          <isin value="US19688DAA81"/>
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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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        <name>INVITATION HOMES TRUST</name>
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        <name>SHUTTERFLY 6/21</name>
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        <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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        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-TBR CGCMT 2018-TBR A</title>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>Government National Mortgage Association 2</name>
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        <title>GINNIE MAE II POOL G2 893010</title>
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          <isin value="US3620E0H251"/>
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        <fairValLevel>2</fairValLevel>
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        <name>KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV</name>
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        <title>KENTUCKY HIGHER EDUCATION STUDENT LOAN CORP KHESL 2020-1 A1B</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>New Residential Mortgage Loan Trust</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <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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        <fairValLevel>2</fairValLevel>
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        <name>VERIZON COMMUNICATIONS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>WHEELS SPV, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>SACO I TRUST</name>
        <lei>N/A</lei>
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          <isin value="US785779AA78"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2004-3 SEMT 2004-3 A</title>
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          <isin value="US81744FAZ09"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>New Residential Mortgage Loan Trust</name>
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        <name>BAYVIEW COMMERCIAL ASSET TRUST</name>
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        <name>ARI FLEET LEASE TRUST</name>
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        <name>DISPATCH ACQUISITION HOLDINGS, LLC</name>
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        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <title>MORGAN STANLEY DEAN WITTER CAPITAL I INC TRUST 200 MSDWC 2002-HE2 A1</title>
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        <name>MFA TRUST</name>
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        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <name>Mohegan Gaming &amp; Entertainment</name>
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        <name>VIATRIS INC.</name>
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        <name>PAREXEL INTERNATIONAL 8/21 TL</name>
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        <name>AIG GLOBAL FUNDING</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>ASSET BACKED FUNDING CORPORATION</name>
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        <name>Freddie Mac</name>
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        <fairValLevel>2</fairValLevel>
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        <name>L3HARRIS TECHNOLOGIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UBS AG LONDON BRANCH</name>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>OZLM FUNDING LTD</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SOPHIA, L.P.</name>
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        <name>DT AUTO OWNER TRUST</name>
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        <name>CITIGROUP INC.</name>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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      <invstOrSec>
        <name>New Residential Mortgage Loan Trust</name>
        <lei>N/A</lei>
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        <name>IVANTI SOFTWARE, INC.</name>
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        <name>BANQUE NATIONALE DU CANADA</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AVID AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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          <isin value="US46630GAS49"/>
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        <name>THE CHEMOURS COMPANY</name>
        <lei>549300M1BOLNXL8DOV14</lei>
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        <assetCat>DBT</assetCat>
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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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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <name>Freddie Mac</name>
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        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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        <name>DLLAD LLC</name>
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        <name>TANK HOLDING CORP.</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>ACE SECURITIES CORP HOME EQUITY LOAN TRUST</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>ASURION, LLC</name>
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        <name>United States of America</name>
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        <name>RSA SECURITY 4/21</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Evercommerce 6/21 Cov-Lite TLB</name>
        <lei>N/A</lei>
        <title>Evercommerce 6/21 Cov-Lite TLB 7/6/2028</title>
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        <name>Federal National Mortgage Association</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <name>ENSONO/ACXIOM 5/21 COV-LITE</name>
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        <name>EQUINOX FITNESS CLUBS</name>
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        <name>MORGAN STANLEY CAPITAL I INC.</name>
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        <name>HOME PARTNERS OF AMERICA TRUST</name>
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        <name>Esdec Solar 8/21 TLB</name>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Deutsche Bank AG (New York Branch)</name>
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        <name>Intrawest/Alterra 7/21 Series B-2 Consenting TL</name>
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        <name>Kindred Healthcare 6/18 TL</name>
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        <name>DUNKIN BRANDS</name>
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        <name>Venator Finance S.a r.l.</name>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>ASURION LLC</name>
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        <name>TGP HOLDINGS III LLC</name>
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        <name>The Bank of New York Mellon Corporation</name>
        <lei>WFLLPEPC7FZXENRZV188</lei>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <name>INTERNATIONAL FLAVORS &amp; FRAGRANCES INC.</name>
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        <name>BUNKER HILL LOAN DEPOSITARY TRUST</name>
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        <name>EDELMEN FINANCIAL ENGINES CENTER, LLC</name>
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        <name>Federal National Mortgage Association</name>
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        <name>SPECIALTY BUILDING PRODUCTS HOLDINGS, LLC</name>
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        <name>IMPRIVATA, INC.</name>
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        <name>DBWF MORTGAGE TRUST</name>
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        <title>DBWF 2018-AMXP MORTGAGE TRUST DBWF 2018-AMXP D</title>
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        <name>MOUNTAIN VIEW CLO LTD</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>VELOCITY COMMERCIAL CAPITAL LOAN TRUST</name>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>Datasite 7/21 (USD) TL</name>
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        <name>MARLETTE FUNDING TRUST</name>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2018-C03 1EA2</title>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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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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        <balance>3000000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2037-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PPL ELECTRIC UTILITIES CORPORATION</name>
        <lei>549300GCZLSGYEYPIR35</lei>
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          <isin value="US69351UAY91"/>
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        <balance>425000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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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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          <other otherDesc="All Others" value="LX188902"/>
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        <curCd>USD</curCd>
        <valUSD>744375.00000000</valUSD>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CHT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CHT 2017-COSMO MORTGAGE TRUST CHT 2017-CSMO B</title>
        <cusip>12546DAG2</cusip>
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          <isin value="US12546DAG25"/>
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        <balance>2000000.00000000</balance>
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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>2036-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.49550120</annualizedRt>
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      <invstOrSec>
        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUST 2019-NQM2 BRAVO 2019-NQM2 A1</title>
        <cusip>10569AAA7</cusip>
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          <isin value="US10569AAA79"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2059-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>RESIDENTIAL MORTGAGE LOAN TRUST 2020-1 RMLT 2020-1 A1</title>
        <cusip>76119CAA9</cusip>
        <identifiers>
          <isin value="US76119CAA99"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.37600000</annualizedRt>
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      <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>500108.36000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2060-11-20</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <cusip>46631JAA6</cusip>
        <identifiers>
          <isin value="US46631JAA60"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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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>
        <cusip>29449WAH0</cusip>
        <identifiers>
          <isin value="US29449WAH07"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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          <isin value="US46647PCA21"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>FLORIDA POWER &amp; LIGHT 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>Floating</couponKind>
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        <name>BWAY HOLDING COMPANY</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>ARM MASTER TRUST CROP 2021-T2 A</title>
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          <isin value="US04206RAC88"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2020-A TESLA 2020-A A2</title>
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      <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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          <isin value="US10569CAE57"/>
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        <balance>1803372.50000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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          <annualizedRt>1.10000160</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1</title>
        <cusip>92536PAA2</cusip>
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          <isin value="US92536PAA21"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>Great Canadian Gaming/Raptor 6/21 Cov-Lite TLB</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>DONLEN FLEET LEASE FUNDING 2</name>
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      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
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          <isin value="US92912VAY11"/>
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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>SERVICE LOGIC ACQUISITION, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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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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        <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>Traeger Grills 6/21 Delayed TL</name>
        <lei>N/A</lei>
        <title>Traeger Grills 6/21 Delayed TL 6/29/2028</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX195747"/>
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        <balance>11607.14000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-29</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SOVOS BRANDS TL 1L B</name>
        <lei>N/A</lei>
        <title>SOVOS BRANDS TL 1L B 6/8/2028</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX195246"/>
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        <balance>760000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.00000040</annualizedRt>
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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>
        <identifiers>
          <isin value="US23242YAJ47"/>
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        <balance>297117.07000000</balance>
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        <curCd>USD</curCd>
        <valUSD>295207.17000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>CAMPBELL SOUP COMPANY</name>
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          <isin value="US134429AY59"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AVERY POINT CLO, LIMITED</name>
        <lei>N/A</lei>
        <title>AVERY POINT IV CLO LTD AVERY 2014-1A D</title>
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          <isin value="US05363UAL70"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2019-4 DTAOT 2019-4A B</title>
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          <couponKind>Fixed</couponKind>
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        <name>CLEAR CHANNEL OUTDOOR HOLDINGS, 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>SOPHIA, L.P.</name>
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        <title>SOPHIA, L.P. 10/7/2027</title>
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          <other otherDesc="All Others" value="LX190009"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>MSG National 10/20</name>
        <lei>N/A</lei>
        <title>MSG National 10/20 12/31/2049</title>
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          <other otherDesc="All Others" value="LX190612"/>
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        <name>PACIFIC LIFE GLOBAL FUNDING II</name>
        <lei>6354003EUPCHXTWUU869</lei>
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        <cusip>6944PL2C2</cusip>
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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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          <isLoanByFund>N</isLoanByFund>
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        <name>VELOCITY COMMERCIAL CAPITAL LOAN TRUST</name>
        <lei>N/A</lei>
        <title>VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-1 VCC 2021-1 A</title>
        <cusip>92259TAA9</cusip>
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          <isin value="US92259TAA97"/>
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        <balance>978165.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>975558.56000000</valUSD>
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        <name>UNICREDIT, SOCIETA PER AZIONI</name>
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        <name>INTELSAT JACKSON HOLDINGS S.A.</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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        <isRestrictedSec>N</isRestrictedSec>

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        <name>UBS COMMERCIAL MORTGAGE TRUST</name>
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        <name>AURIS LUXEMBOURG III S.A R.L.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>7-ELEVEN, INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>STANDARD CHARTERED PLC</name>
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        <name>KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV</name>
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        <name>VENTURE CLO LIMITED</name>
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        <name>AIR CANADA TL 1L B</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>ABBVIE INC.</name>
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        <name>ROPER TECHNOLOGIES, INC.</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <name>STRUCTURED ASSET MORTGAGE INVESTORS</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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        <title>SPRUCE HILL MORTGAGE LOAN TRUST 2019-SH1 SHMLT 2019-SH1 A1</title>
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        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
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        <name>New Residential Mortgage Loan Trust</name>
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        <name>STRYKER CORPORATION</name>
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        <name>GCAT LLC</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SCIH SALT HOLDINGS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NATWEST MARKETS PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GS MORTGAGE-BACKED SECURITIES TRUST</name>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <title>GLS AUTO RECEIVABLES TRUST GCAR 2021-2A A</title>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-1 B</title>
        <cusip>02528BAC8</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>HIGHTOWER HOLDING, LLC</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>APIDOS CLO</name>
        <lei>N/A</lei>
        <title>APIDOS CLO XV APID 2013-15A A1RR</title>
        <cusip>03764QBC5</cusip>
        <identifiers>
          <isin value="US03764QBC50"/>
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        <balance>410000.00000000</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>
          <annualizedRt>1.14424920</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-4 TPMT 2017-4 A1</title>
        <cusip>89173UAA5</cusip>
        <identifiers>
          <isin value="US89173UAA51"/>
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        <balance>1219657.48000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1247385.78000000</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>
          <annualizedRt>2.75000040</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 2.500000% 09/24/2021</title>
        <cusip>928668AX0</cusip>
        <identifiers>
          <isin value="US928668AX06"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>200278.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</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>TEXAS TRANSN COMMN CENT TEX TPK SYS REV</name>
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        <title>TEXAS ST TRANSPRTN COMMISSION CENTRAL TEXAS TURNPIKE SYSTEM</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CONAGRA BRANDS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC STACR REMIC TRUST 2020-DNA6 STACR 2020-DNA6 M1</title>
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          <isin value="US35566CAA36"/>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2018-EXP1 TRUST OBX 2018-EXP1 2A1</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>PROJECT ACCELERATE PARENT, LLC</name>
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        <title>PROJECT ACCELERATE PARENT, LLC 1/2/2025</title>
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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>3</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA/THE VARIABLE RATE 07/31/2024</title>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-31</maturityDt>
          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BFLD TRUST</name>
        <lei>N/A</lei>
        <title>BFLD TRUST 2020-OBRK BFLD 2020-OBRK A</title>
        <cusip>05553JAA6</cusip>
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          <isin value="US05553JAA60"/>
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        <name>BELLEMEADE RE LTD.</name>
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      <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>1044764.33000000</valUSD>
        <pctVal>0.127543146677</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>1.84012920</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>2021-08-31</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>
  <documents>XXXX</documents>
</edgarSubmission>
