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        <name>SIERRA TIMESHARE RECEIVABLES FUNDING LLC</name>
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        <name>CREDIT SUISSE AG (NEW YORK BRANCH)</name>
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        <name>GCAT TRUST</name>
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        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
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        <name>VERIZON COMMUNICATIONS INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <name>BEAR STEARNS ARM TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>STARBUCKS CORPORATION</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>MARTIN MARIETTA MATERIALS, INC.</name>
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        <name>PARAGON MORTGAGES PLC</name>
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        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
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        <title>AMUR EQUIPMENT FINANCE RECEIVABLES IX LLC AXIS 2021-1A A2</title>
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        <name>CSMC TRUST</name>
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        <title>CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2019-I CSMC 2019-ICE4 B</title>
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        <name>ONE GAS, INC.</name>
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        <name>Freddie Mac</name>
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        <name>NTT FINANCE CORPORATION</name>
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        <name>JDE Peet's N.V.</name>
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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <name>SREIT COMMERCIAL MORTGAGE TRUST</name>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>SYMPHONY CLO, LTD.</name>
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        <name>DISTRICT COLUMBIA WTR &amp; SWR AUTH PUB UTIL REV</name>
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        <name>STATE STREET CORPORATION</name>
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        <name>PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED</name>
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        <name>IMPAC CMB TRUST</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>SANTANDER RETAIL AUTO LEASE TRUST</name>
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        <name>BANQUE NATIONALE DU CANADA</name>
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        <name>GOLDEN ST TOB SECURITIZATION CORP CALIF TOB SETTLEMENT REV</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
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      <invstOrSec>
        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SOCIETE GENERALE SA</name>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VOYA CLO</name>
        <lei>N/A</lei>
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        <name>CNA FINANCIAL CORPORATION</name>
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        <name>NATWEST GROUP PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

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        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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        <name>HILTON GRAND VACATIONS TRUST</name>
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        <title>HILTON GRAND VACATIONS TRUST 2020-A HGVT 2020-AA A</title>
        <cusip>43285HAA6</cusip>
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          <isin value="US43285HAA68"/>
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        <balance>1702422.77000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CAPITAL ONE MULTI-ASSET EXECUTION TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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          <couponKind>Floating</couponKind>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <title>CARVANA AUTO RECEIVABLES TRUST 2021-P3 CRVNA 2021-P3 A2</title>
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          <isin value="US14687JAD19"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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          <couponKind>Floating</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AE0381</title>
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        <curCd>USD</curCd>
        <valUSD>9341.91000000</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>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC VARIABLE RATE 11/22/2024</title>
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          <isin value="US404280CZ02"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Nationwide Building Society</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HUMANA INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NXP B.V.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>APIDOS CLO</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</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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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>PROTECTIVE LIFE GLOBAL FUNDING</name>
        <lei>635400EVYITCJYWL2I50</lei>
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        <name>AerCap Ireland Capital Designated Activity Company</name>
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        <title>AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATIO VARIABLE RATE 09/29/2023</title>
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        <name>TIDEWATER AUTO RECEIVABLES TRUST</name>
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        <name>AIG GLOBAL FUNDING</name>
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        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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        <name>THE BOEING COMPANY</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>MARLETTE FUNDING TRUST</name>
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      <invstOrSec>
        <name>United States of America</name>
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        <issuerCat>UST</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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          <isin value="US14315NAC48"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
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          <isin value="US06051GJC42"/>
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        <balance>475000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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          <isin value="US80285RAF55"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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          <isin value="US912796R274"/>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THERMO FISHER SCIENTIFIC INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CREDIT SUISSE AG (NEW YORK BRANCH)</name>
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        <cusip>22550UAB7</cusip>
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        <balance>1325000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
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        <balance>1400000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MASSMUTUAL GLOBAL FUNDING II</name>
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          <isin value="US57629WCU27"/>
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        <balance>874000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>UBS AG LONDON BRANCH</name>
        <lei>N/A</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SYMPHONY CLO, LTD.</name>
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          <isin value="US87159QBV95"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>SEQUOIA INFRASTRUCTURE FUNDING LTD</name>
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          <isin value="US81742LAA44"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <title>TOWD POINT MORTGAGE TRUST 2017-5 TPMT 2017-5 A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>Sumitomo Mitsui Trust Bank, Limited.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <cusip>025286AA3</cusip>
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      <invstOrSec>
        <name>CITIBANK CREDIT CARD ISSUANCE TRUST</name>
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        <title>CITIBANK CREDIT CARD ISSUANCE TRUST CCCIT 2018-A3 A3</title>
        <cusip>17305EGM1</cusip>
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          <isin value="US17305EGM12"/>
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        <balance>490000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>UBS AG LONDON BRANCH</name>
        <lei>N/A</lei>
        <title>UBS AG/LONDON 144A VARIABLE RATE 06/01/2023</title>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <cusip>105699AA0</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>AMERICAN EXPRESS COMPANY</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO 0.750000% 11/03/2023</title>
        <cusip>025816CK3</cusip>
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          <isin value="US025816CK39"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>QORVO, INC.</name>
        <lei>254900YAUJV2EUEVBR11</lei>
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        <cusip>74739DAA2</cusip>
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        <balance>635000.00000000</balance>
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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>
          <annualizedRt>1.75000000</annualizedRt>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE-ACES FNA 2017-M13 FA</title>
        <cusip>3136AYP31</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BWAY MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BWAY 2013-1515 MORTGAGE TRUST BWAY 2013-1515 A1</title>
        <cusip>05604FAA3</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>KEURIG DR PEPPER INC.</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CONAGRA BRANDS, INC.</name>
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        <name>United States of America</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3 WLAKE 2020-3A B</title>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <title>ANGEL OAK MORTGAGE TRUST 2021-3 AOMT 2021-3 A1</title>
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        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G NAVSL 2019-GA A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BENEFIT STREET PARTNERS CLO LTD</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OZLM FUNDING LTD</name>
        <lei>N/A</lei>
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        <name>Truist Financial Corporation</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <name>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST</name>
        <lei>N/A</lei>
        <title>MORTGAGE REPURCHASE AGREEMENT FINANCING TRUST MRAFT 2021-1 A1</title>
        <cusip>61916BBC3</cusip>
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          <isin value="US61916BBC37"/>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2019-SMRT CGCMT 2019-SMRT A</title>
        <cusip>29429MAA1</cusip>
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          <isin value="US29429MAA18"/>
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        <name>MFA TRUST</name>
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        <name>BAXTER INTERNATIONAL INC.</name>
        <lei>J5OIVXX3P24RJRW5CK77</lei>
        <title>BAXTER INTERNATIONAL INC 144A VARIABLE RATE 11/29/2024</title>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE-ACES FNA 2012-M4 1A2</title>
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        <issuerCat>USGA</issuerCat>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2019-3 SDART 2019-3 C</title>
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          <couponKind>Fixed</couponKind>
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        <name>New Residential Mortgage Loan Trust</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM2R NRZT 2021-NQ2R A1</title>
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          <isin value="US64831EAA82"/>
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        <name>GSR MORTGAGE LOAN TRUST</name>
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        <name>VMWARE, INC.</name>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>CIGNA CORPORATION</name>
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        <name>Federal National Mortgage Association</name>
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        <name>IMPERIAL FUND MORTGAGE TRUST</name>
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        <name>TTX COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <cusip>32058RAA2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <cusip>26208JAG8</cusip>
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          <isin value="US26208JAG85"/>
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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>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CLOUD PASS-THROUGH TRUST</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-12-05</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>CENTERPOINT ENERGY RESOURCES CORP.</name>
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        <title>CENTERPOINT ENERGY RESOURCES CORP VARIABLE RATE 03/02/2023</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-03-02</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2020-3 DTAOT 2020-3A B</title>
        <cusip>26253AAB2</cusip>
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        <balance>1615000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>ELP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <cusip>26863LAA2</cusip>
        <identifiers>
          <isin value="US26863LAA26"/>
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        <balance>1060000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1038134.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MASSACHUSETTS ST WTR RES AUTH</name>
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        <balance>485000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PPL ELECTRIC UTILITIES CORPORATION</name>
        <lei>549300GCZLSGYEYPIR35</lei>
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        <balance>1235000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>ROYALTY PHARMA PLC</name>
        <lei>549300FGFN7VOK8BZR03</lei>
        <title>ROYALTY PHARMA PLC 0.750000% 09/02/2023</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>DRIVETIME AUTO OWNER TRUST</name>
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        <balance>23141.50000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FIRST INVESTORS AUTO OWNER TRUST 2021-1 FIAOT 2021-1A A</title>
        <cusip>32059FAA7</cusip>
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          <isin value="US32059FAA75"/>
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        <balance>816494.71000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2013-K28 MORTGAGE TRUST FREMF 2013-K28 B</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2019-4 VERUS 2019-4 A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST MFT 2022-1A A</title>
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          <isin value="US57109KAA34"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MERCURY FINANCIAL CREDIT CARD MASTER TRUST</name>
        <lei>N/A</lei>
        <title>MERCURY FINANCIAL CREDIT CARD MASTER TRUST MFCC 2021-1A A</title>
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      <invstOrSec>
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        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>GMACM MORTGAGE LOAN TRUST</name>
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        <name>ATHENE GLOBAL FUNDING</name>
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        <name>RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED</name>
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        <name>Federal National Mortgage Association</name>
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        <name>THERMO FISHER SCIENTIFIC INC.</name>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A</name>
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        <name>Virginia Electric and Power Company</name>
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        <name>AMERISOURCEBERGEN CORPORATION</name>
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        <name>N/A</name>
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        <name>ARI FLEET LEASE TRUST</name>
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        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <name>PORT AUTH N Y &amp; N J</name>
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        <name>PHILLIPS 66</name>
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        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
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        <name>THE BANK OF NOVA SCOTIA</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <cusip>63941HAA0</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 4387 DA</title>
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        <curCd>USD</curCd>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY MTN 4.875000% 11/01/2022</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MTRO COMMERCIAL MORTGAGE TRUST</name>
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        <title>MTRO COMMERCIAL MORTGAGE TRUST 2019-TECH MTRO 2019-TECH A</title>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>MISSISSIPPI POWER COMPANY</name>
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        <name>THE BANK OF NOVA SCOTIA</name>
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        <name>Government National Mortgage Association</name>
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        <name>New Residential Mortgage Loan Trust</name>
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        <name>CSMC TRUST</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DRIVETIME AUTO OWNER TRUST</name>
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        <name>HOUSTON TEX ARPT SYS REV</name>
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          <isin value="US442349EJ17"/>
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        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>DUNKIN BRANDS</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 344313</title>
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        <name>CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2001-33 FA</title>
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        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>THE CHARLES SCHWAB CORPORATION</name>
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        <name>AT&amp;T INC.</name>
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        <name>N/A</name>
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        <name>DISCOVER BANK</name>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>IMPAC CMB TRUST</name>
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        <name>METROPOLITAN LIFE GLOBAL FUNDING I</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Freddie Mac</name>
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        <name>SILVERSTONE MASTER ISSUER PLC</name>
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        <name>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <name>CSMC TRUST</name>
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        <name>Freddie Mac</name>
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        <name>BANQUE NATIONALE DU CANADA</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>New Residential Mortgage Loan Trust</name>
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        <name>SYMPHONY STATIC CLO LTD</name>
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      <invstOrSec>
        <name>Saudi Arabian Oil Company</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE POOL FN AZ4793</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DAE FUNDING LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC MTN 1.550000% 08/01/2024</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BANQUE ROYALE DU CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA 144A 1.900000% 09/23/2022</title>
        <cusip>780082AG8</cusip>
        <identifiers>
          <isin value="US780082AG83"/>
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        <balance>3375000.00000000</balance>
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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>2022-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.90000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1</title>
        <cusip>03464RAA1</cusip>
        <identifiers>
          <isin value="US03464RAA14"/>
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        <balance>56014.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55911.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HEWLETT PACKARD ENTERPRISE COMPANY</name>
        <lei>549300BX44RGX6ANDV88</lei>
        <title>HEWLETT PACKARD ENTERPRISE CO 4.450000% 10/02/2023</title>
        <cusip>42824CBG3</cusip>
        <identifiers>
          <isin value="US42824CBG33"/>
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        <balance>675000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>700094.18000000</valUSD>
        <pctVal>0.112610557398</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2018-1 AMCAR 2018-1 C</title>
        <cusip>03066HAF4</cusip>
        <identifiers>
          <isin value="US03066HAF47"/>
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        <balance>324768.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>326783.85000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <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>675000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>661662.05000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SKYWORKS SOLUTIONS, INC.</name>
        <lei>549300WZ3ORQ2BVKBD96</lei>
        <title>SKYWORKS SOLUTIONS INC 0.900000% 06/01/2023</title>
        <cusip>83088MAJ1</cusip>
        <identifiers>
          <isin value="US83088MAJ18"/>
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        <balance>1610000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1588172.84000000</valUSD>
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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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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
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        <name>HPS LOAN MANAGEMENT LTD</name>
        <lei>N/A</lei>
        <title>HPS LOAN MANAGEMENT 14-2019 LTD HLM 14A-19 XR</title>
        <cusip>40437WAN8</cusip>
        <identifiers>
          <isin value="US40437WAN83"/>
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        <balance>579999.99000000</balance>
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        <valUSD>579701.29000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>LCM LTD.</name>
        <lei>N/A</lei>
        <title>LCM XXIV LTD LCM 24A AR</title>
        <cusip>50188YAE4</cusip>
        <identifiers>
          <isin value="US50188YAE41"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>998732.00000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.23400080</annualizedRt>
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        <name>OCTAGON INVESTMENT PARTNERS, LTD.</name>
        <lei>N/A</lei>
        <title>OCTAGON INVESTMENT PARTNERS XVI LTD OCT16 2013-1A A1R</title>
        <cusip>67590BAQ3</cusip>
        <identifiers>
          <isin value="US67590BAQ32"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>349232.45000000</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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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>OCTAGON INVESTMENT PARTNERS, LTD.</name>
        <lei>N/A</lei>
        <title>OCTAGON INVESTMENT PARTNERS XXI LTD OCT21 2014-1A XR3</title>
        <cusip>67590QBJ5</cusip>
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          <isin value="US67590QBJ58"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>49982.25000000</valUSD>
        <pctVal>0.008039674080</pctVal>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.04486040</annualizedRt>
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      <invstOrSec>
        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2020-2 DRMT 2020-2 A1</title>
        <cusip>24380NAA7</cusip>
        <identifiers>
          <isin value="US24380NAA72"/>
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        <balance>164151.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>164064.16000000</valUSD>
        <pctVal>0.026389815876</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2065-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.69200000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CIFC FUNDING LTD</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING 2015-II LTD CIFC 2015-2A AR2</title>
        <cusip>12550LAS1</cusip>
        <identifiers>
          <isin value="US12550LAS16"/>
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        <balance>1550000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1547988.10000000</valUSD>
        <pctVal>0.248994789225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-04-15</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>RIVERSIDE CNTY CALIF INFRASTRUCTURE FING AUTH LEASE REV</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2020-3 FCAT 2020-3 A</title>
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          <isin value="US33844TAA51"/>
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        <balance>90147.69000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.70000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE-ACES FNA 2012-M9 A2</title>
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          <isin value="US3136A72D33"/>
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        <curCd>USD</curCd>
        <valUSD>22154.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NORDSTROM, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SCF EQUIPMENT LEASING LLC</name>
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      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DONLEN FLEET LEASE FUNDING 2</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2021-2 DTAOT 2021-2A B</title>
        <cusip>23345EAC9</cusip>
        <identifiers>
          <isin value="US23345EAC93"/>
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        <balance>530000.00000000</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>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BANQUE DE MONTREAL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BANK OF MONTREAL MTN VARIABLE RATE 01/10/2025</title>
        <cusip>06368FAF6</cusip>
        <identifiers>
          <isin value="US06368FAF62"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CARBONE CLO</name>
        <lei>N/A</lei>
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          <isin value="US141312AA60"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>FREED ABS TRUST 2022-1FP FREED 2022-1FP A</title>
        <cusip>35633KAA4</cusip>
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          <isin value="US35633KAA43"/>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MAGNETITE CLO, LIMITED</name>
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        <title>MAGNETITE VIII LTD MAGNE 2014-8A AR2</title>
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          <isin value="US55952YAP25"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <title>COLT FUNDING LLC COLT 2021-3R A1</title>
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        <fairValLevel>2</fairValLevel>
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        <name>GCAT TRUST</name>
        <lei>N/A</lei>
        <title>GCAT 2021-CM1 TRUST GCAT 2021-CM1 A</title>
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          <isin value="US36168AAA79"/>
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        <curCd>USD</curCd>
        <valUSD>1004146.44000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.46900160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>IMPERIAL FUND MORTGAGE TRUST</name>
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        <cusip>452764AA1</cusip>
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        <name>Nordea Bank Abp</name>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <name>FCI FUNDING LIMITED</name>
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        <name>LSTAR COMMERCIAL MORTGAGE TRUST</name>
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        <name>SECURITIZED TERM AUTO RECEIVABLES TRUST</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>JPMORGAN CHASE &amp; CO.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2015-CCRE23 MORTGAGE TRUST COMM 2015-CR23 A2</title>
        <cusip>12593AAX3</cusip>
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          <isin value="US12593AAX37"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-HQ2 M3</title>
        <cusip>3137G0FJ3</cusip>
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          <isin value="US3137G0FJ37"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>CARGILL, INCORPORATED</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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        <name>PACIFIC LIFE GLOBAL FUNDING II</name>
        <lei>6354003EUPCHXTWUU869</lei>
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        <cusip>6944PL2C2</cusip>
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          <isin value="US6944PL2C24"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>INTER AMERICAN DEVELOPMENT BANK</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
        <title>INTER-AMERICAN DEVELOPMENT BANK VARIABLE RATE 09/16/2022</title>
        <cusip>45818WCP9</cusip>
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          <isin value="US45818WCP95"/>
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        <balance>2145000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2147102.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-16</maturityDt>
          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2015-DNA3 M3</title>
        <cusip>3137G0GW3</cusip>
        <identifiers>
          <isin value="US3137G0GW39"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.88685960</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2012-K22 MORTGAGE TRUST FREMF 2012-K22 B</title>
        <cusip>30290UAJ8</cusip>
        <identifiers>
          <isin value="US30290UAJ88"/>
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        <balance>1635000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.67934040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CFMT TRUST</name>
        <lei>N/A</lei>
        <title>CFMT 2021-AL1 LLC CFMT 2021-AL1 B</title>
        <cusip>12529UAF7</cusip>
        <identifiers>
          <isin value="US12529UAF75"/>
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        <balance>1253774.43000000</balance>
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        <valUSD>1239253.09000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST 2005-AR4 GSR 2005-AR4 2A1</title>
        <cusip>362341FH7</cusip>
        <identifiers>
          <isin value="US362341FH73"/>
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        <balance>124329.08000000</balance>
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        <curCd>USD</curCd>
        <valUSD>85558.23000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC VARIABLE RATE 09/15/2023</title>
        <cusip>25746UDH9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VOLKSWAGEN GROUP OF AMERICA FINANCE, LLC</name>
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        <title>VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 144A 2.700000% 09/26/2022</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <title>BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1</title>
        <cusip>10569EAA9</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-3 B</title>
        <cusip>025286AB1</cusip>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2021-2 A2</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2020-A ARIFL 2020-A A2</title>
        <cusip>00217TAB1</cusip>
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          <isin value="US00217TAB17"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>LENNAR CORPORATION</name>
        <lei>529900G61XVRLX5TJX09</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FIFTH THIRD BANK, NATIONAL ASSOCIATION</name>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>FORD MOTOR CREDIT COMPANY LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
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        <cusip>345397YJ6</cusip>
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          <isin value="US345397YJ68"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-28</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>VMWARE, INC.</name>
        <lei>549300BUDHS3LRWBE814</lei>
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        <identifiers>
          <isin value="US928563AG03"/>
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        <balance>830000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
        <lei>635400WSLKBQWSOIIT41</lei>
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          <isin value="US74256LER69"/>
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        <balance>1300000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <title>VERUS SECURITIZATION TRUST 2020-4 VERUS 2020-4 A1</title>
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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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      <invstOrSec>
        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX TRUST 2021-LGCY BX 2021-LGCY A</title>
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        <identifiers>
          <isin value="US12434DAA00"/>
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        <balance>1200000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <title>BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 BRAVO 2021-NQM3 A1</title>
        <cusip>105690AA9</cusip>
        <identifiers>
          <isin value="US105690AA91"/>
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        <balance>651799.90000000</balance>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC VARIABLE RATE 02/17/2023</title>
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        <identifiers>
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        <balance>1885000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1883113.12000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-17</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-A NAVSL 2021-A A</title>
        <cusip>63942BAA2</cusip>
        <identifiers>
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        <balance>526368.46000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <debtSec>
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      <invstOrSec>
        <name>DONLEN FLEET LEASE FUNDING 2</name>
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        <title>DONLEN FLEET LEASE FUNDING 2 LLC DFLF2 2021-2 A2</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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

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        <name>CSMC TRUST</name>
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        <name>MORGAN STANLEY</name>
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        <title>MORGAN STANLEY 0.731000% 04/05/2024</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
        <title>NEXTERA ENERGY CAPITAL HOLDINGS INC VARIABLE RATE 11/03/2023</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <title>COLT 2021-1RMORTGAGE PASS-THROUGH CERTIFICATES COLT 2021-1R A1</title>
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          <isin value="US19688BAA26"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2013-2 LTD INGIM 2013-2A A1R</title>
        <cusip>92916WAA7</cusip>
        <identifiers>
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        <name>HUMANA INC.</name>
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        <name>MFA LLC</name>
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        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <name>GALAXY CLO, LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ARABELLA FINANCE LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>None</couponKind>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <cusip>80285RAE8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>SAN FRANCISCO CALIF BAY AREA RAPID TRAN DIST SALES TAX REV</name>
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        <title>SAN FRANCISCO CA BAY AREA RAPI SAN FRANCISCO BAY AREA RAPID TRANSIT DISTRICT SALE</title>
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          <isin value="US797669XV58"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <identifiers>
          <isin value="US32059FAA75"/>
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        <balance>440266.75000000</balance>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
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        <cusip>58769EAC2</cusip>
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          <isin value="US58769EAC21"/>
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        <balance>1515000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <cusip>36263LAA7</cusip>
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          <isin value="US36263LAA70"/>
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        <balance>600927.06000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.42000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <cusip>63941KAA3</cusip>
        <identifiers>
          <isin value="US63941KAA34"/>
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        <balance>395144.44000000</balance>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>PENSKE TRUCK LEASING CO., L.P.</name>
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          <isin value="US709599AH79"/>
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        <balance>2350000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-11</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <cusip>14687HAA1</cusip>
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          <isin value="US14687HAA14"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NEW YORK ST URBAN DEV CORP REV</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
        <lei>N/A</lei>
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        <cusip>90943UAB0</cusip>
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          <isin value="US90943UAB08"/>
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        <balance>2025000.00000000</balance>
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          <annualizedRt>0.68000000</annualizedRt>
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      <invstOrSec>
        <name>GLS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2020-1 GCAR 2020-1A A</title>
        <cusip>36258XAA8</cusip>
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          <isin value="US36258XAA81"/>
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        <balance>10748.58000000</balance>
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        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2021-1 MORTGAGE LOAN TRUST COLT 2021-1 A1</title>
        <cusip>19688EAA6</cusip>
        <identifiers>
          <isin value="US19688EAA64"/>
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        <balance>555178.90000000</balance>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 555561</title>
        <cusip>31385XFA0</cusip>
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          <isin value="US31385XFA00"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ASSET BACKED SECURITIES CORPORATION</name>
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        <cusip>04541GVK5</cusip>
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          <isin value="US04541GVK56"/>
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        <balance>426236.70000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.78685920</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2015-46 BA</title>
        <cusip>3136APPM8</cusip>
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          <isin value="US3136APPM80"/>
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        <valUSD>26420.97000000</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>Fixed</couponKind>
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        <name>CHASE AUTO CREDIT LINKED NOTES</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER COMPANY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Deutsche Bank AG (New York Branch)</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CIFC FUNDING LTD</name>
        <lei>N/A</lei>
        <title>CIFC FUNDING 2018-II LTD CIFC 2018-2A A1</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2018-C03 1EA2</title>
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        <name>UBS COMMERCIAL MORTGAGE TRUST</name>
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        <name>BX TRUST</name>
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        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
        <title>FREED ABS TRUST 2021-3FP FREED 2021-3FP A</title>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2017-1 LTD VOYA 2017-1A A1R</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

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

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OGE ENERGY CORP.</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>USAA CAPITAL CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BUNGE LIMITED FINANCE CORP.</name>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>GA GLOBAL FUNDING TRUST</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>PIONEER NATURAL RESOURCES COMPANY</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CHC COMMERCIAL MORTGAGE SECURITIES INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>United States of America</name>
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        <name>MERRILL LYNCH MORTGAGE BACKED SECURITIES TRUST</name>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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        <name>EXTENDED STAY AMERICA TRUST</name>
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        <title>EXTENDED STAY AMERICA TRUST 2021-ESH ESA 2021-ESH B</title>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OZLM FUNDING LTD</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TTAN MHC</name>
        <lei>N/A</lei>
        <title>TTAN 2021-MHC TTN 2021-MHC A</title>
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          <isin value="US87303TAA51"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2005-6 BSARM 2005-6 3A1</title>
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          <isin value="US07387ADJ16"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>INTERCONTINENTAL EXCHANGE, INC.</name>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-06-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>AON CORPORATION</name>
        <lei>LTS3U8DGK38SETRUWX71</lei>
        <title>AON CORP 2.200000% 11/15/2022</title>
        <cusip>037389BD4</cusip>
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          <isin value="US037389BD49"/>
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        <balance>55000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>55296.57000000</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>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.20000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2020-1R MORTGAGE LOAN TRUST COLT 2020-1R A1</title>
        <cusip>12597VAA3</cusip>
        <identifiers>
          <isin value="US12597VAA35"/>
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        <balance>331123.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.25499960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PERKINELMER, INC.</name>
        <lei>549300IKL1SDPFI7N655</lei>
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        <cusip>714046AK5</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</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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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX 2021-MFM1 BX 2021-MFM1 A</title>
        <cusip>05608VAA4</cusip>
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          <isin value="US05608VAA44"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>ATMOS ENERGY CORPORATION</name>
        <lei>QVLWEGTD2S8GJMO8D383</lei>
        <title>ATMOS ENERGY CORP 0.625000% 03/09/2023</title>
        <cusip>049560AU9</cusip>
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          <isin value="US049560AU94"/>
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        <curCd>USD</curCd>
        <valUSD>988686.27000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1</title>
        <cusip>92538EAA5</cusip>
        <identifiers>
          <isin value="US92538EAA55"/>
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        <balance>563783.68000000</balance>
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        <curCd>USD</curCd>
        <valUSD>557398.49000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.01999880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>COMMONWEALTH BANK OF AUSTRALIA</name>
        <lei>MSFSBD3QN1GSN7Q6C537</lei>
        <title>COMMONWEALTH BANK OF AUSTRALIA 144A VARIABLE RATE 06/15/2026</title>
        <cusip>2027A0KE8</cusip>
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          <isin value="US2027A0KE81"/>
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        <balance>850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>852157.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>ANALOG DEVICES, INC.</name>
        <lei>GYVOE5EZ4GDAVTU4CQ61</lei>
        <title>ANALOG DEVICES INC VARIABLE RATE 10/01/2024</title>
        <cusip>032654AT2</cusip>
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        <valUSD>589888.08000000</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>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BENEFIT STREET PARTNERS CLO LTD</name>
        <lei>N/A</lei>
        <title>BENEFIT STREET PARTNERS CLO XII LTD BSP 2017-12A A1R</title>
        <cusip>08179HAE0</cusip>
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          <isin value="US08179HAE09"/>
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        <balance>1200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1197574.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.19129040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMORGAN CHASE &amp; CO.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>UNIVERSITY CALIF REVS</name>
        <lei>N/A</lei>
        <title>UNIV OF CALIFORNIA CA REVENUES UNIVERSITY OF CALIFORNIA</title>
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          <isin value="US91412HFJ77"/>
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        <balance>230000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>CARMAX AUTO OWNER TRUST 2021-2 CARMX 2021-2 A3</title>
        <cusip>14314QAC8</cusip>
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          <isin value="US14314QAC87"/>
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        <balance>1070000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>Deutsche Bank AG (New York Branch)</name>
        <lei>N/A</lei>
        <title>DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 11/16/2027</title>
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          <isin value="US251526CN70"/>
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        <balance>1100000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SOUTHERN NATURAL GAS COMPANY, L.L.C.</name>
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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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        <name>BBCMS TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS MORTGAGE TRUST 2020-C8 BBCMS 2020-C8 A1</title>
        <cusip>05552AAY4</cusip>
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          <isin value="US05552AAY47"/>
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        <balance>794346.35000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2004-9 IMM 2004-9 1A1</title>
        <cusip>45254NKX4</cusip>
        <identifiers>
          <isin value="US45254NKX48"/>
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        <balance>22832.40000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORP VARIABLE RATE 02/04/2025</title>
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          <isin value="US06051GKF53"/>
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        <balance>950000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.71000280</annualizedRt>
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      <invstOrSec>
        <name>OZLM FUNDING LTD</name>
        <lei>N/A</lei>
        <title>OZLM VII LTD OZLM 2014-7RA A1R</title>
        <cusip>67108WBE8</cusip>
        <identifiers>
          <isin value="US67108WBE84"/>
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        <balance>826815.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>825886.23000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.25129160</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CHASE MORTGAGE REFERENCE NOTES</name>
        <lei>N/A</lei>
        <title>CHASE MORTGAGE FINANCE CORP CHASE 2021-CL1 M1</title>
        <cusip>46591HBX7</cusip>
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          <isin value="US46591HBX70"/>
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        <balance>563920.41000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.24867080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS AND ELECTRIC CO 3.250000% 02/16/2024</title>
        <cusip>694308KA4</cusip>
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          <isin value="US694308KA47"/>
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        <balance>625000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <title>BANC OF AMERICA MORTGAGE 2005-F TRUST BOAMS 2005-F 2A2</title>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>NYCTL 2021-A TRUST NYCTL 2021-A A</title>
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          <isin value="US62955UAA60"/>
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          <couponKind>Fixed</couponKind>
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        <name>MFA TRUST</name>
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        <title>MFA 2020-NQM3 TRUST MFRA 2020-NQM3 A1</title>
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        <identifiers>
          <isin value="US552757AA45"/>
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        <balance>211624.10000000</balance>
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        <name>AVANT LOANS FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>AVANT LOANS FUNDING TRUST 2021-REV1 AVNT 2021-REV1 A</title>
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          <isin value="US05353LAA35"/>
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        <balance>610000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.21000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 323626</title>
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          <isin value="US31374TPK96"/>
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        <balance>24.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24.57000000</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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        <name>CAPITAL ONE FINANCIAL CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ENERGY TRANSFER LP</name>
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        <name>DAIMLER FINANCE NORTH AMERICA LLC</name>
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        <name>DT AUTO OWNER TRUST</name>
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        <name>MARLETTE FUNDING TRUST</name>
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        <name>CONOCOPHILLIPS COMPANY</name>
        <lei>6VJJ5GQWIRDQ06DUXG89</lei>
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        <name>LSTAR SECURITIES INVESTMENT LTD.</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 374614</title>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>PIONEER NATURAL RESOURCES COMPANY</name>
        <lei>FY8JBF7CCL2VE4F1B628</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>7-ELEVEN, INC.</name>
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        <name>Saudi Arabian Oil Company</name>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
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        <name>AIR LEASE CORPORATION</name>
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        <name>Freddie Mac</name>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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

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      <invstOrSec>
        <name>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>CITIGROUP INC.</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TIDEWATER AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>OCTAGON INVESTMENT PARTNERS, LTD.</name>
        <lei>N/A</lei>
        <title>OCTAGON INVESTMENT PARTNERS 30 LTD OCT30 2017-1A A1R</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
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        <title>TOWD POINT MORTGAGE TRUST 2017-2 TPMT 2017-2 A1</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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      <invstOrSec>
        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <title>UNITED AUTO CREDIT SECURITIZATION TRUST 2022-1 UACST 2022-1 A</title>
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          <isin value="US90944DAA90"/>
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      <invstOrSec>
        <name>PRPM LLC</name>
        <lei>N/A</lei>
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          <isin value="US69360GAA13"/>
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        <name>ANTHEM, INC.</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
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        <name>New Residential Mortgage Loan Trust</name>
        <lei>N/A</lei>
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          <couponKind>Floating</couponKind>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>GS MORTGAGE-BACKED SECURITIES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>CROSSROADS ASSET TRUST</name>
        <lei>N/A</lei>
        <title>CROSSROADS ASSET TRUST 2021-A XROAD 2021-A A2</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <fairValLevel>2</fairValLevel>
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          <isLoanByFund>N</isLoanByFund>
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        <name>LCM LTD.</name>
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        <title>LCM XXIII LTD LCM 23A A1R</title>
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          <isin value="US52111PAF80"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CIGNA CORPORATION</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <securityLending>
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    <signature>
      <ncom:dateSigned>2022-02-28</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>
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  <documents>XXXX</documents>
</edgarSubmission>
