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      <invstOrSec>
        <name>SIERRA TIMESHARE RECEIVABLES FUNDING LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
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        <fairValLevel>2</fairValLevel>
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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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <name>VOLVO FINANCIAL EQUIPMENT LLC</name>
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        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <name>FHF TRUST</name>
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        <name>KKR FINANCIAL CLO, LTD.</name>
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        <title>KKR CLO 21 LTD KKR 21 A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>SOUTHERN CALIFORNIA GAS COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ONE GAS, INC.</name>
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        <name>Freddie Mac</name>
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        <issuerCat>USGA</issuerCat>
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        <name>NEW YORK N Y CITY HSG DEV CORP REV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>JDE Peet's N.V.</name>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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        <name>LA BANQUE TORONTO-DOMINION</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 09/10/2026</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SREIT COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SREIT TRUST 2021-MFP SREIT 2021-MFP B</title>
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        <name>ANGEL OAK 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>CIFC FUNDING LTD</name>
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        <issuerCat>CORP</issuerCat>
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        <name>MASSACHUSETTS ST SCH BLDG AUTH DEDICATED SALES TAX REV</name>
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      <invstOrSec>
        <name>SOCIETE GENERALE SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CNA FINANCIAL CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CITIGROUP MORTGAGE LOAN TRUST INC</name>
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        <cusip>17326UAA2</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MORGAN STANLEY</name>
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        <balance>550000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>THE BOEING COMPANY</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
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        <cusip>92343VGE8</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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        <title>AFFIRM ASSET SECURITIZATION TRUST 2021-Z2 AFFRM 2021-Z2 A</title>
        <cusip>00834TAA6</cusip>
        <identifiers>
          <isin value="US00834TAA60"/>
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        <balance>371098.00000000</balance>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <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>
        <identifiers>
          <isin value="US43285HAA68"/>
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        <balance>1398094.37000000</balance>
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        <valUSD>1338461.73000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MOTORS FINANCIAL CO INC VARIABLE RATE 10/15/2024</title>
        <cusip>37045XDN3</cusip>
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          <isin value="US37045XDN30"/>
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        <balance>2910000.00000000</balance>
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        <valUSD>2839374.77000000</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>Floating</couponKind>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <title>CARVANA AUTO RECEIVABLES TRUST 2021-P3 CRVNA 2021-P3 A2</title>
        <cusip>14687JAD1</cusip>
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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>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2019-1 AOMT 2019-1 A1</title>
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          <isin value="US03464MAA27"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AE0381</title>
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          <isin value="US31419AM794"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>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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        <balance>825000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 SDART 2022-5 A2</title>
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          <isin value="US80287HAB42"/>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.98000000</annualizedRt>
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        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
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          <isin value="US91282CCG42"/>
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        <assetCat>SN</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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      <invstOrSec>
        <name>NEW YORK ST DORM AUTH ST PERS INCOME TAX REV</name>
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        <title>NEW YORK ST DORM AUTH ST PERSO NEW YORK STATE DORMITORY AUTHORITY</title>
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          <isin value="US64990FD271"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Nationwide Building Society</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HUMANA INC.</name>
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        <name>APIDOS CLO</name>
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        <name>Freddie Mac</name>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>PROTECTIVE LIFE GLOBAL FUNDING</name>
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        <name>AerCap Ireland Capital Designated Activity Company</name>
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        <name>TIDEWATER AUTO RECEIVABLES TRUST</name>
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        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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        <name>THE BOEING COMPANY</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>BANK OF AMERICA CORPORATION</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>THERMO FISHER SCIENTIFIC INC.</name>
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        <name>CREDIT SUISSE AG (NEW YORK BRANCH)</name>
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        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
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        <issuerCat>NUSS</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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        <title>PRINCIPAL LIFE GLOBAL FUNDING II 144A VARIABLE RATE 04/12/2024</title>
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        <fairValLevel>2</fairValLevel>
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        <name>SYMPHONY CLO, LTD.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>CITIGROUP INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SEQUOIA INFRASTRUCTURE FUNDING LTD</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Sumitomo Mitsui Trust Bank, Limited</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>SUMITOMO MITSUI TRUST BANK LTD MTN VARIABLE RATE 09/16/2024</title>
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        <invCountry>JP</invCountry>

        <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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        <isRestrictedSec>Y</isRestrictedSec>

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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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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>THE SHERWIN-WILLIAMS COMPANY</name>
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        <cusip>824348BQ8</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <title>BRAVO RESIDENTIAL FUNDING TRUST 2020-NQM1 BRAVO 2020-NQM1 A1</title>
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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>
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        <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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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE-ACES FNA 2017-M13 FA</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
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        <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>
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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>
        <lei>DYTQ8KRTKO7Y2BVU5K74</lei>
        <title>KEURIG DR PEPPER INC 0.750000% 03/15/2024</title>
        <cusip>49271VAL4</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2020-3 WLAKE 2020-3A B</title>
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        <name>GSK CONSUMER HEALTHCARE CAPITAL US LLC</name>
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      <invstOrSec>
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        <name>SONY CAPITAL CORPORATION</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
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        <name>NATWEST MARKETS PLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SOUND POINT CLO</name>
        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEW YORK CITY TAX LIEN COLLATERALIZED BONDS</name>
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          <isin value="US62954VAA52"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
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          <isin value="US38379LUL88"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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          <isin value="US14687DAA00"/>
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        <balance>704534.40000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2020-4 AOMT 2020-4 A1</title>
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          <isin value="US03464LAA44"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2016-C03 2M2</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <securityLending>
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        <name>FIDELITY NATIONAL INFORMATION SERVICES, INC.</name>
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        <fairValLevel>2</fairValLevel>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US29374JAB17"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>ATALAYA EQUIPMENT LEASING TRUST LLC.</name>
        <lei>N/A</lei>
        <title>ATALAYA EQUIPMENT LEASING TRUST 21-1 AELF 2021-1A A2</title>
        <cusip>046497AB9</cusip>
        <identifiers>
          <isin value="US046497AB91"/>
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        <balance>429038.68000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED</name>
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        <identifiers>
          <isin value="US744573AT31"/>
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        <balance>790000.00000000</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>Fixed</couponKind>
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        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US LONG BOND(CBT) DEC22 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="USZ2"/>
          <other otherDesc="Bloomberg Ticker" value="USZ2"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <title>TORONTO-DOMINION BANK/THE MTN VARIABLE RATE 01/27/2023</title>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-2 AMCAR 2020-2 C</title>
        <cusip>03066EAF1</cusip>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <title>CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-1 LTD CGMS 2015-1A AR3</title>
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        <invCountry>KY</invCountry>

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      <invstOrSec>
        <name>GCAT TRUST</name>
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      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
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          <isin value="US38377NMJ09"/>
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        <curCd>USD</curCd>
        <valUSD>2727.51000000</valUSD>
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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>CONNECTICUT AVENUE SECURITIES</name>
        <lei>N/A</lei>
        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2014-C04 2M2</title>
        <cusip>30711XAR5</cusip>
        <identifiers>
          <isin value="US30711XAR52"/>
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        <balance>258895.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>261513.37000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-UBS5 MORTGAGE TRUST COMM 2014-UBS5 A2</title>
        <cusip>12592KAZ7</cusip>
        <identifiers>
          <isin value="US12592KAZ75"/>
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        <balance>27128.12000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26820.69000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2047-09-10</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>METLIFE SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>METLIFE SECURITIZATION TRUST MST 2017-1A A</title>
        <cusip>59166BAA9</cusip>
        <identifiers>
          <isin value="US59166BAA98"/>
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        <balance>111517.16000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2055-04-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2020-2 EFMT 2020-2 A1</title>
        <cusip>31573WAA9</cusip>
        <identifiers>
          <isin value="US31573WAA99"/>
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        <balance>73267.29000000</balance>
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        <curCd>USD</curCd>
        <valUSD>69185.21000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-10-25</maturityDt>
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          <annualizedRt>1.17799920</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MHC COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MHC COMMERCIAL MORTGAGE TRUST 2021-MHC MHC 2021-MHC B</title>
        <cusip>55316VAC8</cusip>
        <identifiers>
          <isin value="US55316VAC81"/>
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        <balance>2800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2688003.92000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.49196040</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>HYUNDAI CAPITAL AMERICA</name>
        <lei>549300RIPPWJB5Z0FK07</lei>
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        <cusip>44891ABU0</cusip>
        <identifiers>
          <isin value="US44891ABU07"/>
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        <balance>1445000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1415224.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.80000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2021-2 FCAT 2021-2 B</title>
        <cusip>33844WAC4</cusip>
        <identifiers>
          <isin value="US33844WAC47"/>
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        <balance>755000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>718157.36000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.93000000</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>DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>DRIVE AUTO RECEIVABLES TRUST 2018-2 DRIVE 2018-2 D</title>
        <cusip>26208JAG8</cusip>
        <identifiers>
          <isin value="US26208JAG85"/>
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        <balance>27708.02000000</balance>
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        <curCd>USD</curCd>
        <valUSD>27709.19000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.14000000</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>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>MILL CITY MORTGAGE LOAN TRUST 2018-2 MCMLT 2018-2 A1</title>
        <cusip>59980MAC5</cusip>
        <identifiers>
          <isin value="US59980MAC55"/>
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        <balance>224741.49000000</balance>
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        <curCd>USD</curCd>
        <valUSD>222001.87000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
        <lei>UMI46YPGBLUE4VGNNT48</lei>
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        <cusip>65339KCD0</cusip>
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          <isin value="US65339KCD00"/>
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        <balance>625000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>614106.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.94000000</annualizedRt>
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      <invstOrSec>
        <name>CLOUD PASS-THROUGH TRUST</name>
        <lei>N/A</lei>
        <title>CLOUD PASS-THROUGH TRUST 2019-1 CLOUD 2019-1A CLOU</title>
        <cusip>18913AAA3</cusip>
        <identifiers>
          <isin value="US18913AAA34"/>
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        <balance>2193.54000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2190.01000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTERPOINT ENERGY RESOURCES CORP.</name>
        <lei>2JADVB0458J06WCD4N56</lei>
        <title>CENTERPOINT ENERGY RESOURCES CORP VARIABLE RATE 03/02/2023</title>
        <cusip>15189WAN0</cusip>
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          <isin value="US15189WAN02"/>
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        <balance>876000.00000000</balance>
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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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          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <isin value="US26253AAB26"/>
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        <balance>1160410.21000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.91000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SYNCHRONY CARD ISSUANCE TRUST, SYNCHRONY</name>
        <lei>N/A</lei>
        <title>SYNCHRONY CARD FUNDING LLC SYNIT 2022-A1 A</title>
        <cusip>87166PAG6</cusip>
        <identifiers>
          <isin value="US87166PAG63"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>United States of America</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>TREASURY BILL 0.000000% 01/05/2023</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ELP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ELP COMMERCIAL MORTGAGE TRUST 2021-ELP ELP 2021-ELP A</title>
        <cusip>26863LAA2</cusip>
        <identifiers>
          <isin value="US26863LAA26"/>
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        <balance>1060000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1022333.11000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>Mizuho Financial Group, Inc.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>JOHN DEERE OWNER TRUST</name>
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        <name>GMACM MORTGAGE LOAN TRUST</name>
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        <name>ATHENE GLOBAL FUNDING</name>
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        <identifiers>
          <isin value="US03464XAL47"/>
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        <balance>250248.39000000</balance>
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        <curCd>USD</curCd>
        <valUSD>239313.69000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-01-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.53100160</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group, Inc.</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FINANCIAL GROUP INC 4.788000% 07/18/2025</title>
        <cusip>606822CH5</cusip>
        <identifiers>
          <isin value="US606822CH58"/>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>601976.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.78800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 STAR 2021-3 A1</title>
        <cusip>85573JAA4</cusip>
        <identifiers>
          <isin value="US85573JAA43"/>
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        <balance>598242.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>490884.31000000</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>
          <maturityDt>2056-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.12700160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CPS AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CPS AUTO RECEIVABLES TRUST 2022-A CPS 2022-A A</title>
        <cusip>12659WAA6</cusip>
        <identifiers>
          <isin value="US12659WAA62"/>
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        <balance>398916.16000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>391915.14000000</valUSD>
        <pctVal>0.089428656035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.98000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-NQM4 NRZT 2019-NQM4 A1</title>
        <cusip>64828EAA3</cusip>
        <identifiers>
          <isin value="US64828EAA38"/>
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        <balance>68833.72000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>66062.92000000</valUSD>
        <pctVal>0.015074483086</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.49188040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>GOLDMAN SACHS GROUP INC/THE 3.200000% 02/23/2023</title>
        <cusip>38141GWT7</cusip>
        <identifiers>
          <isin value="US38141GWT74"/>
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        <balance>1730000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1726872.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.20000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 EFMT 2021-1 A1</title>
        <cusip>31574XAA6</cusip>
        <identifiers>
          <isin value="US31574XAA63"/>
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        <balance>124113.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>111480.06000000</valUSD>
        <pctVal>0.025437935213</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2066-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.79700040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RESIDENTIAL FUNDING MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>RFMSI SERIES 2007-SA3 TRUST RFMSI 2007-SA3 2A1</title>
        <cusip>74958TAB9</cusip>
        <identifiers>
          <isin value="US74958TAB98"/>
        </identifiers>
        <balance>63186.86000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51799.27000000</valUSD>
        <pctVal>0.011819750315</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-07-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.57396920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 995253</title>
        <cusip>31416BTJ7</cusip>
        <identifiers>
          <isin value="US31416BTJ79"/>
        </identifiers>
        <balance>472.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>472.19000000</valUSD>
        <pctVal>0.000107746072</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CIGNA CORPORATION</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 3.750000% 07/15/2023</title>
        <cusip>125523AF7</cusip>
        <identifiers>
          <isin value="US125523AF71"/>
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        <balance>2325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2324612.10000000</valUSD>
        <pctVal>0.530438645228</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2022-EBO1 TPMT 2022-EBO1 A</title>
        <cusip>89180EAA2</cusip>
        <identifiers>
          <isin value="US89180EAA29"/>
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        <balance>584052.58000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>574159.72000000</valUSD>
        <pctVal>0.131013902930</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2052-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.16000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING 144A VARIABLE RATE 05/24/2024</title>
        <cusip>04685A2X8</cusip>
        <identifiers>
          <isin value="US04685A2X87"/>
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        <balance>1820000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1783504.91000000</valUSD>
        <pctVal>0.406966791671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.98629000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 10YR NOTE (CBT)DEC22 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="TYZ2"/>
          <other otherDesc="Bloomberg Ticker" value="TYZ2"/>
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        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4793156.25000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>CITIGROUP GLOBAL MARKETS</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CEV90"/>
                  <ticker value="TZZ22"/>
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      </invstOrSec>
      <invstOrSec>
        <name>TTAN MHC</name>
        <lei>N/A</lei>
        <title>TTAN 2021-MHC TTN 2021-MHC B</title>
        <cusip>87303TAG2</cusip>
        <identifiers>
          <isin value="US87303TAG22"/>
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        <balance>697778.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>670705.49000000</valUSD>
        <pctVal>0.153044076240</pctVal>
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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>3.49200000</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>DNB BANK ASA</name>
        <lei>549300GKFG0RYRRQ1414</lei>
        <title>DNB BANK ASA 144A 2.968000% 03/28/2025</title>
        <cusip>25601B2D6</cusip>
        <identifiers>
          <isin value="US25601B2D65"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438537.12000000</valUSD>
        <pctVal>0.100067033039</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>NO</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.96800000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2021-SJ1 TPMT 2021-SJ1 A1</title>
        <cusip>89180FCD1</cusip>
        <identifiers>
          <isin value="US89180FCD15"/>
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        <balance>938425.65000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>890689.34000000</valUSD>
        <pctVal>0.203240810296</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2068-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MHP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MHP 2021-STOR MHP 2021-STOR A</title>
        <cusip>55293BAB1</cusip>
        <identifiers>
          <isin value="US55293BAB18"/>
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        <balance>325000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>314015.42000000</valUSD>
        <pctVal>0.071653207847</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United States of America</name>
        <lei>N/A</lei>
        <title>US 5YR NOTE (CBT) DEC22 FINANCIAL COMMODITY FUTURE.</title>
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          <ticker value="FVZ2"/>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
            <counterparties>
              <counterpartyName>MONTGOMERY/BANK OF AMERICA</counterpartyName>
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            <payOffProf>Short</payOffProf>
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                <issuerName>U.S. Treasury Futures</issuerName>
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      </invstOrSec>
      <invstOrSec>
        <name>VOYA CLO</name>
        <lei>N/A</lei>
        <title>VOYA CLO 2015-1 LTD VOYA 2015-1A A1R</title>
        <cusip>92914NAJ0</cusip>
        <identifiers>
          <isin value="US92914NAJ00"/>
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        <balance>637206.64000000</balance>
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        <curCd>USD</curCd>
        <valUSD>629342.24000000</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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      <invstOrSec>
        <name>THE GOLDMAN SACHS GROUP, INC.</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <cusip>38141GZJ6</cusip>
        <identifiers>
          <isin value="US38141GZJ65"/>
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        <curCd>USD</curCd>
        <valUSD>786113.65000000</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>2025-01-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.92879080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>CENTERPOINT ENERGY RESOURCES CORP.</name>
        <lei>2JADVB0458J06WCD4N56</lei>
        <title>CENTERPOINT ENERGY RESOURCES CORP 0.700000% 03/02/2023</title>
        <cusip>15189WAM2</cusip>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.70000000</annualizedRt>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 313752</title>
        <cusip>31374GQD2</cusip>
        <identifiers>
          <isin value="US31374GQD24"/>
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        <curCd>USD</curCd>
        <valUSD>179.73000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.04500160</annualizedRt>
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      <invstOrSec>
        <name>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A</name>
        <lei>5493001DTG5N7T8BG747</lei>
        <title>FORD CREDIT FLOORPLAN MASTER OWNER TRUST A FORDF 2019-2 B</title>
        <cusip>34528QGX6</cusip>
        <identifiers>
          <isin value="US34528QGX60"/>
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        <balance>1290000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Virginia Electric and Power Company</name>
        <lei>CQKUMNNZVDJLRYV2PT43</lei>
        <title>VIRGINIA ELECTRIC AND POWER CO 3.450000% 09/01/2022</title>
        <cusip>927804FJ8</cusip>
        <identifiers>
          <isin value="US927804FJ89"/>
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        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1600000.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
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      <invstOrSec>
        <name>BANCO SANTANDER, S.A.</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>BANCO SANTANDER SA 3.892000% 05/24/2024</title>
        <cusip>05971KAM1</cusip>
        <identifiers>
          <isin value="US05971KAM18"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>593877.53000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>ES</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.89200000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2021-2R MORTGAGE LOAN TRUST COLT 2021-2R A1</title>
        <cusip>12656YAA5</cusip>
        <identifiers>
          <isin value="US12656YAA55"/>
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        <balance>214777.25000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>198036.89000000</valUSD>
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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>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2020-A ARIFL 2020-A A3</title>
        <cusip>00217TAC9</cusip>
        <identifiers>
          <isin value="US00217TAC99"/>
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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>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1</title>
        <cusip>31572LAA4</cusip>
        <identifiers>
          <isin value="US31572LAA44"/>
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        <balance>330933.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>290914.17000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.93099960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC 4.050000% 08/28/2025</title>
        <cusip>3134GXR63</cusip>
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          <isin value="US3134GXR630"/>
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        <valUSD>1138332.29000000</valUSD>
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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>
          <annualizedRt>4.05000000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
        <title>CHESAPEAKE FUNDING II LLC CFII 2021-1A A2</title>
        <cusip>165183CT9</cusip>
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          <isin value="US165183CT96"/>
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        <curCd>USD</curCd>
        <valUSD>399700.28000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>2.62100160</annualizedRt>
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        <name>TRICOLOR AUTO SECURITIZATION TRUST</name>
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        <title>TRICOLOR AUTO SECURITIZATION TRUST 2022-1 TAST 2022-1A A</title>
        <cusip>89616BAA2</cusip>
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          <isin value="US89616BAA26"/>
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        <curCd>USD</curCd>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
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        <name>PORT AUTH N Y &amp; N J</name>
        <lei>N/A</lei>
        <title>PORT AUTH OF NEW YORK &amp; NEW JE PORT AUTHORITY OF NEW YORK &amp; NEW JERSEY</title>
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        <identifiers>
          <isin value="US73358W4V32"/>
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        <curCd>USD</curCd>
        <valUSD>2338984.26000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>MUN</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.08600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>ACCREDITED MORTGAGE LOAN TRUST 2004-4 ACCR 2004-4 A1A</title>
        <cusip>004375CA7</cusip>
        <identifiers>
          <isin value="US004375CA70"/>
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        <balance>62249.03000000</balance>
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        <curCd>USD</curCd>
        <valUSD>61770.28000000</valUSD>
        <pctVal>0.014094972506</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.12370920</annualizedRt>
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        <name>Freddie Mac</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>United States of America</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>VIRGINIA COLLEGE BLDG AUTH VA EDL FACS REV 21ST CENTY COLLEGE &amp; EQUIP PROG</name>
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        <name>United States of America</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>VERUS SECURITIZATION TRUST</name>
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        <debtSec>
          <maturityDt>2059-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.69200080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Government National Mortgage Association</name>
        <lei>N/A</lei>
        <title>GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2011-158 CA</title>
        <cusip>38378AU90</cusip>
        <identifiers>
          <isin value="US38378AU905"/>
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        <balance>131780.85000000</balance>
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        <curCd>USD</curCd>
        <valUSD>131311.39000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1</title>
        <cusip>64830BAA5</cusip>
        <identifiers>
          <isin value="US64830BAA52"/>
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        <balance>400766.28000000</balance>
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        <curCd>USD</curCd>
        <valUSD>386840.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERDE CDO</name>
        <lei>N/A</lei>
        <title>VERDE CLO LTD VERDE 2019-1A XR</title>
        <cusip>92338BAL9</cusip>
        <identifiers>
          <isin value="US92338BAL99"/>
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        <balance>262500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262498.69000000</valUSD>
        <pctVal>0.059897928560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.26199960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LENDBUZZ SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>CORPORATE CMO LENDBUZZ SECURITISATION TRUST</title>
        <cusip>52607BAA1</cusip>
        <identifiers>
          <isin value="US52607BAA17"/>
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        <balance>943943.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>914727.51000000</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>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.46000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-AFC1 TRUST CSMC 2021-AFC1 A1</title>
        <cusip>12657LAA2</cusip>
        <identifiers>
          <isin value="US12657LAA26"/>
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        <balance>506254.73000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>426507.05000000</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>
          <maturityDt>2056-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.83000160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WarnerMedia Holdings, Inc.</name>
        <lei>549300DXR29GD4N0A520</lei>
        <title>MAGALLANES INC 144A 3.428000% 03/15/2024</title>
        <cusip>55903VAC7</cusip>
        <identifiers>
          <isin value="US55903VAC72"/>
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        <balance>1320000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1290365.39000000</valUSD>
        <pctVal>0.294440379674</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.42800000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A</title>
        <cusip>056054AA7</cusip>
        <identifiers>
          <isin value="US056054AA70"/>
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        <balance>755425.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>746435.86000000</valUSD>
        <pctVal>0.170324514067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.31099920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 1993-58 H</title>
        <cusip>31358UC95</cusip>
        <identifiers>
          <isin value="US31358UC959"/>
        </identifiers>
        <balance>254.62000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>254.57000000</valUSD>
        <pctVal>0.000058088730</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FREMF MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>FREMF 2013-K32 MORTGAGE TRUST FREMF 2013-K32 B</title>
        <cusip>30291NAE4</cusip>
        <identifiers>
          <isin value="US30291NAE40"/>
        </identifiers>
        <balance>725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>719389.66000000</valUSD>
        <pctVal>0.164153011438</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.64493880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERIZON MASTER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON MASTER TRUST VZMT 2022-5 A1A</title>
        <cusip>92348KAV5</cusip>
        <identifiers>
          <isin value="US92348KAV52"/>
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        <balance>140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>139548.78000000</valUSD>
        <pctVal>0.031842760263</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.72000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2020-C VZOT 2020-C A</title>
        <cusip>92348CAA9</cusip>
        <identifiers>
          <isin value="US92348CAA99"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>391652.20000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.41000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TD SYNNEX CORPORATION</name>
        <lei>5493004HI6PFLF46NS53</lei>
        <title>TD SYNNEX CORP 1.250000% 08/09/2024</title>
        <cusip>87162WAD2</cusip>
        <identifiers>
          <isin value="US87162WAD20"/>
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        <balance>1375000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1277143.63000000</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>2024-08-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BPR TRUST</name>
        <lei>N/A</lei>
        <title>BPR TRUST 2021-TY BPR 2021-TY A</title>
        <cusip>05592AAA8</cusip>
        <identifiers>
          <isin value="US05592AAA88"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>960147.90000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2038-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.44099880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DUNKIN BRANDS</name>
        <lei>N/A</lei>
        <title>DB MASTER FINANCE LLC DNKN 2019-1A A2II</title>
        <cusip>233046AK7</cusip>
        <identifiers>
          <isin value="US233046AK74"/>
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        <balance>1115500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1063035.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.02100000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2005-A6 JPMMT 2005-A6 7A1</title>
        <cusip>466247UG6</cusip>
        <identifiers>
          <isin value="US466247UG61"/>
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        <balance>21227.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18478.95000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.96171360</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MFA TRUST</name>
        <lei>N/A</lei>
        <title>MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1</title>
        <cusip>55283WAA9</cusip>
        <identifiers>
          <isin value="US55283WAA99"/>
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        <balance>413331.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>366126.86000000</valUSD>
        <pctVal>0.083544190275</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2064-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.02899880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 344313</title>
        <cusip>31375TN61</cusip>
        <identifiers>
          <isin value="US31375TN614"/>
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        <balance>163.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>162.85000000</valUSD>
        <pctVal>0.000037159719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHICAGO ILL TRAN AUTH SALES TAX RCPTS REV</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Dominion Energy, Inc.</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <cusip>03066PAE9</cusip>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE REMICS FNR 2001-33 FA</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>THE CHARLES SCHWAB CORPORATION</name>
        <lei>549300VSGCJ7E698NM85</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>DISCOVER BANK</name>
        <lei>X05BVSK68TQ7YTOSNR22</lei>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2022-1 A2</title>
        <cusip>35105JAB4</cusip>
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        <name>IMPAC CMB TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <name>Takeda Pharmaceutical Company Limited</name>
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        <invCountry>JP</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
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        <name>SILVERSTONE MASTER ISSUER PLC</name>
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        <name>UPSTART SECURITIZATION TRUST</name>
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        <name>CSMC TRUST</name>
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        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC REMICS FHR 4030 AN</title>
        <cusip>3137APJB7</cusip>
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        <name>SG RESIDENTIAL MORTGAGE TRUST</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>SYMPHONY STATIC CLO LTD</name>
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        <name>FREMF MORTGAGE TRUST</name>
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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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        <name>DAE FUNDING LLC</name>
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      <invstOrSec>
        <name>CONAGRA BRANDS, INC.</name>
        <lei>54930035UDEIH090K650</lei>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SKYWORKS SOLUTIONS, INC.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HPS LOAN MANAGEMENT LTD</name>
        <lei>N/A</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>LCM LTD.</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>CASCADE FUNDING MORTGAGE TRUST</name>
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        <title>CFMT 2022-EBO2 LLC CFMT 2022-EBO2 A</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>The Huntington National Bank</name>
        <lei>2WHM8VNJH63UN14OL754</lei>
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        <cusip>44644MAD3</cusip>
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          <isin value="US44644MAD39"/>
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        <balance>345000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>342926.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-05-16</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>
        <cusip>33844TAA5</cusip>
        <identifiers>
          <isin value="US33844TAA51"/>
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        <balance>28764.33000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CELANESE US HOLDINGS LLC</name>
        <lei>CD30XVRLT4QO00B1C706</lei>
        <title>CELANESE US HOLDINGS LLC 5.900000% 07/05/2024</title>
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          <isin value="US15089QAR56"/>
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        <balance>475000.00000000</balance>
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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>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
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          <isin value="US694308JY42"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NORDSTROM, INC.</name>
        <lei>549300S3IZB5P35KNV16</lei>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SCF EQUIPMENT LEASING LLC</name>
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        <title>SCF EQUIPMENT LEASING 2022-1 LLC SCFET 2022-1A A2</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>DONLEN FLEET LEASE FUNDING 2</name>
        <lei>N/A</lei>
        <title>DONLEN FLEET LEASE FUNDING 2 LLC DFLF2 2021-2 A2</title>
        <cusip>257812AD9</cusip>
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          <isin value="US257812AD90"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.56000000</annualizedRt>
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        <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>
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          <isin value="US23345EAC93"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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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        <curCd>USD</curCd>
        <valUSD>786155.98000000</valUSD>
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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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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-3 SDART 2022-3 A2</title>
        <cusip>80285UAC5</cusip>
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          <isin value="US80285UAC53"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>CARBONE CLO</name>
        <lei>N/A</lei>
        <title>CARBONE CLO LTD CRBN 2017-1A A1</title>
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          <isin value="US141312AA60"/>
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        <curCd>USD</curCd>
        <valUSD>345481.15000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>FREED ABS TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>Y</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MAGNETITE CLO, LIMITED</name>
        <lei>N/A</lei>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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          <maturityDt>2057-06-25</maturityDt>
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        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT FUNDING LLC COLT 2021-3R A1</title>
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          <isin value="US19688DAA81"/>
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        <name>GCAT TRUST</name>
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        <name>ILLUMINA, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BENCHMARK MORTGAGE TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>BAYVIEW OPPORTUNITY MASTER FUND TRUST</name>
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        <title>BAYVIEW OPPORTUNITY MASTER FUND IVB TRUST 2017-RT6 BOMFT 2017-RT6 A</title>
        <cusip>07332GAA6</cusip>
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      <invstOrSec>
        <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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        <title>IMPERIAL FUND MORTGAGE TRUST 2021-NQM1 IMPRL 2021-NQM1 A1</title>
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        <name>Freddie Mac</name>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FCI FUNDING LIMITED</name>
        <lei>N/A</lei>
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          <isin value="US30260GAA40"/>
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        <name>LSTAR COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>LSTAR COMMERCIAL MORTGAGE TRUST 2016-4 LNSTR 2016-4 A2</title>
        <cusip>50219QAC8</cusip>
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          <isin value="US50219QAC87"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-NQM1 CSMC 2021-NQM1 A1</title>
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        <identifiers>
          <isin value="US126407AA34"/>
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        <balance>549592.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>520043.32000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SANTANDER DRIVE 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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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <name>Dominion Energy, Inc.</name>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <cusip>025286AB1</cusip>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>ARI FLEET LEASE TRUST</name>
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        <name>FHF TRUST</name>
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        <name>VMWARE, INC.</name>
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        <name>PRINCIPAL LIFE GLOBAL FUNDING II</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>BX TRUST</name>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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      <invstOrSec>
        <name>Enbridge Inc.</name>
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      <invstOrSec>
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        <name>DONLEN FLEET LEASE FUNDING 2</name>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>VOYA CLO</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>KEYCORP</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>City of New York</name>
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        <name>Nationwide Building Society</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PFS FINANCING CORP.</name>
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        <name>CAPITAL ONE PRIME AUTO RECEIVABLES TRUST</name>
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        <name>RESIDENTIAL MORTGAGE LOAN TRUST</name>
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      <invstOrSec>
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        <name>HUMANA INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MF1 LTD</name>
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        <name>SSM HEALTH CARE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MFA LLC</name>
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        <name>NEW YORK N Y CITY TRANSITIONAL FIN AUTH BLDG AID REV</name>
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        <title>NEW YORK CITY NY TRANSITIONAL NEW YORK CITY TRANSITIONAL FINANCE AUTHORITY BUILD</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
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        <title>CARMAX AUTO OWNER TRUST 2022-2 CARMX 2022-2 A2A</title>
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        <balance>1745000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>COUNTRYWIDE HOME LOANS INC</name>
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        <title>CHL MORTGAGE PASS-THROUGH TRUST 2004-29 CWHL 2004-29 1A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>BHG SECURITIZATION TRUST</name>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4 SDART 2020-4 C</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BANQUE FEDERATIVE DU CREDIT MUTUEL SA</name>
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        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <name>ARI FLEET LEASE TRUST</name>
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          <couponKind>Fixed</couponKind>
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        <name>BBCMS TRUST</name>
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        <title>BBCMS 2017-DELC MORTGAGE TRUST BBCMS 2017-DELC A</title>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <title>CARVANA AUTO RECEIVABLES TRUST 2021-N4 CRVNA 2021-N4 A1</title>
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        <name>Federal National Mortgage Association</name>
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        <name>DT AUTO OWNER TRUST</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <name>IMPAC CMB TRUST</name>
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        <name>FREMF MORTGAGE TRUST</name>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>AQUA FINANCE TRUST</name>
        <lei>N/A</lei>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>MARLETTE FUNDING TRUST</name>
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        <name>SALESFORCE, INC.</name>
        <lei>RCGZFPDMRW58VJ54VR07</lei>
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        <name>HYATT HOTELS CORPORATION</name>
        <lei>T27JQIMTYSH41TCD5186</lei>
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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>WELLS FARGO COMMERCIAL MORTGAGE TRUST</name>
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        <title>WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 WFCM 2015-NXS2 A2</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
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        <name>DAIMLER TRUCKS FINANCE NORTH AMERICA LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
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      <invstOrSec>
        <name>SOCIETE GENERALE SA</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>JACKSON FINANCIAL INC.</name>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <name>CHASE AUTO CREDIT LINKED NOTES</name>
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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <name>KUBOTA CREDIT OWNER TRUST</name>
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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>United States of America</name>
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        <name>SOFI CONSUMER LOAN PROGRAM LLC</name>
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        <name>BANQUE CANADIENNE IMPERIALE DE COMMERCE</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DEXT ABS LLC</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
        <lei>5493008B6JBRUJ90QL97</lei>
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        <name>AON CORPORATION</name>
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        <name>PERKINELMER, INC.</name>
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        <name>Freddie Mac</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>COMMONWEALTH BANK OF AUSTRALIA</name>
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        <name>Federal National Mortgage Association</name>
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        <name>BENEFIT STREET PARTNERS CLO LTD</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Deutsche Bank AG (New York Branch)</name>
        <lei>N/A</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SOUTHERN NATURAL GAS COMPANY, L.L.C.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BBCMS TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS MORTGAGE TRUST 2020-C8 BBCMS 2020-C8 A1</title>
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          <isin value="US05552AAY47"/>
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        <balance>723803.17000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>IMPAC CMB TRUST</name>
        <lei>N/A</lei>
        <title>IMPAC CMB TRUST SERIES 2004-9 IMM 2004-9 1A1</title>
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          <isin value="US45254NKX48"/>
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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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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>
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          <isin value="US67108WBE84"/>
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        <balance>740105.40000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.75028920</annualizedRt>
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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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        <balance>496872.73000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.38319000</annualizedRt>
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        <name>VERIZON OWNER TRUST</name>
        <lei>N/A</lei>
        <title>VERIZON OWNER TRUST 2019-B VZOT 2019-B B</title>
        <cusip>92349GAC5</cusip>
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          <isin value="US92349GAC50"/>
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        <balance>505000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
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          <isin value="US694308KA47"/>
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        <balance>625000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MFA TRUST</name>
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          <isin value="US552757AA45"/>
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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>
        <cusip>05353LAA3</cusip>
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          <isin value="US05353LAA35"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CAPITAL ONE FINANCIAL CORPORATION</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
        <title>CAPITAL ONE FINANCIAL CORP VARIABLE RATE 12/06/2024</title>
        <cusip>14040HCL7</cusip>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <title>TOWD POINT MORTGAGE TRUST 2017-1 TPMT 2017-1 A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2020-R1 AOMT 2020-R1 A1</title>
        <cusip>034651AA7</cusip>
        <identifiers>
          <isin value="US034651AA74"/>
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        <balance>316537.43000000</balance>
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        <curCd>USD</curCd>
        <valUSD>305251.35000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Saudi Arabian Oil Company</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AIR LEASE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COREBRIDGE FINANCIAL, INC.</name>
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        <name>DAIMLER TRUCKS FINANCE NORTH AMERICA LLC</name>
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        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <name>Freddie Mac</name>
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        <name>United States of America</name>
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        <name>J.P. MORGAN WEALTH MANAGEMENT MORTGAGE TRUST</name>
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        <name>MORTGAGEIT TRUST</name>
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        <name>TAMPA ELECTRIC COMPANY</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE POOL FN AD0213</title>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <title>SEQUOIA MORTGAGE TRUST 2018-CH3 SEMT 2018-CH3 A1</title>
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        <name>OHA CREDIT FUNDING LTD</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 889091</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CITIZENS BANK, NATIONAL ASSOCIATION</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
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          <isin value="US75524KNQ30"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>396477.22000000</valUSD>
        <pctVal>0.090469648437</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.11900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARI FLEET LEASE TRUST</name>
        <lei>N/A</lei>
        <title>ARI FLEET LEASE TRUST 2021-A ARIFL 2021-A A2</title>
        <cusip>00217FAB1</cusip>
        <identifiers>
          <isin value="US00217FAB13"/>
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        <balance>685026.41000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>672764.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH CE FHMS KPLB A</title>
        <cusip>3137BJQ71</cusip>
        <identifiers>
          <isin value="US3137BJQ718"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>679007.70000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.77000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE 3.875000% 08/28/2024</title>
        <cusip>3135G06W8</cusip>
        <identifiers>
          <isin value="US3135G06W85"/>
        </identifiers>
        <balance>2225000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2219859.16000000</valUSD>
        <pctVal>0.506535729306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2022-08-31</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL INVESTMENTS TRUST</ncom:nameOfApplicant>
      <ncom:signature>Ankit Puri</ncom:signature>
      <ncom:signerName>Ankit Puri</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
