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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MERRILL LYNCH MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OBX TRUST</name>
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          <isin value="US670857AA93"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>ELARA HGV TIMESHARE</name>
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          <isin value="US28416DAA81"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <isin value="US83192CAC10"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DCG ACQUISITION CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PACKAGING COORDINATORS MIDCO, INC.</name>
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        <name>RENAISSANCE HOLDING CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Government National Mortgage Association 2</name>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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          <isin value="US69702BAA98"/>
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        <invCountry>KY</invCountry>

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        <name>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST</name>
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        <title>DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 DRMT 2021-2 A3</title>
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          <isin value="US24381WAC29"/>
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        <name>APPLIED SYSTEMS INC.</name>
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          <couponKind>Floating</couponKind>
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        <name>CQP HOLDCO LP</name>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BLUEMOUNTAIN CLO LTD.</name>
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        <name>BRE GRAND ISLANDER TIMESHARE ISSUER LLC</name>
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        <name>BRE GRAND ISLANDER TIMESHARE ISSUER LLC</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>NEUBERGER BERMAN CLO LTD</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US05608WAL81"/>
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        <name>EYECARE PARTNERS, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SYMPHONY STATIC CLO LTD</name>
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        <title>SYMPHONY STATIC CLO I LTD SSTAT 2021-1A A</title>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>ICU Medical 12/21 Cov-Lite TLB</name>
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        <name>BBCMS TRUST</name>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DRIVETIME AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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          <isin value="US23345EAC93"/>
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        <balance>155000.00000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WARNER MUSIC GROUP</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DAE FUNDING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>BEAR STEARNS ARM TRUST</name>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ELECTRON BIDCO INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX197890"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CIFC FUNDING LTD</name>
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        <title>CIFC FUNDING 2018-II LTD CIFC 2018-2A A1</title>
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          <isin value="US17180WAA36"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GCAT TRUST</name>
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        <title>GCAT 2021-NQM5 TRUST GCAT 2021-NQM5 A1</title>
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      <invstOrSec>
        <name>HYLAND SOFTWARE</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX176492"/>
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      <invstOrSec>
        <name>LASERSHIP, INC.</name>
        <lei>N/A</lei>
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        <name>Government National Mortgage Association</name>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>PACKERS HOLDINGS, LLC</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>HIGHTOWER HOLDING, LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>TRIPARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>QUEST SOFTWARE US HOLDINGS INC.</name>
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        <name>HOME RE LIMITED</name>
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        <name>STAR TRUST</name>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <name>ALLEGRO CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>INGRAM MICRO INC.</name>
        <lei>N/A</lei>
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        <name>Mizuho Financial Group, Inc.</name>
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        <name>DEXT ABS LLC</name>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE POOL FN 847789</title>
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        <name>Freddie Mac</name>
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        <name>PROOFPOINT INC.</name>
        <lei>N/A</lei>
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        <title>ADJUSTABLE RATE MORTGAGE TRUST 2005-1 ARMT 2005-1 5M1</title>
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        <name>PETVET CARE CENTERS, LLC</name>
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        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
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        <name>EPICOR SOFTWARE CORPORATION</name>
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        <name>Deutsche Bank AG (New York Branch)</name>
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        <title>DEUTSCHE BANK AG/NEW YORK NY VARIABLE RATE 11/08/2023</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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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>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2014-C04 2M2</title>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <title>CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-1 LTD CGMS 2014-1A A1R2</title>
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        <name>Freddie Mac</name>
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        <name>ELARA HGV TIMESHARE</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BERLIN PACKAGING L.L.C.</name>
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        <name>LSTAR SECURITIES INVESTMENT LTD.</name>
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        <name>CREDIT ACCEPTANCE AUTO LOAN TRUST</name>
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        <name>FIRST INVESTORS AUTO OWNER TRUST</name>
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        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <name>NETSMART, INC.</name>
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        <name>WOODFORD EXPRESS</name>
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        <name>GSK CONSUMER HEALTHCARE CAPITAL US LLC</name>
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        <name>DYNASTY ACQUISITION CO., INC.</name>
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        <name>SCIH SALT HOLDINGS INC.</name>
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        <name>LIFE TIME, INC.</name>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
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        <name>ITP Aero 1/22</name>
        <lei>N/A</lei>
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        <name>FLEXSYS HOLDINGS, INC.</name>
        <lei>N/A</lei>
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        <name>MH SUB I, LLC</name>
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        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC VARIABLE RATE 02/16/2024</title>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Freddie Mac</name>
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        <title>FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2016-SC01 FWLS 2016-SC01 M2</title>
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        <fairValLevel>2</fairValLevel>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <title>BX COMMERCIAL MORTGAGE TRUST 2021-VINO BX 2021-VINO A</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CHANGE HEALTHCARE HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>CHANGE HEALTHCARE HOLDINGS INC. 3/1/2024</title>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.02386120</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>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
        <title>PACIFIC GAS AND ELECTRIC CO VARIABLE RATE 11/14/2022</title>
        <cusip>694308JX6</cusip>
        <identifiers>
          <isin value="US694308JX68"/>
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        <balance>340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339608.66000000</valUSD>
        <pctVal>0.055630197972</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.43636560</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>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR9 A7</title>
        <cusip>92922FWL8</cusip>
        <identifiers>
          <isin value="US92922FWL83"/>
        </identifiers>
        <balance>1580000.87000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1547128.79000000</valUSD>
        <pctVal>0.253430171291</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.91376520</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>TRANSDIGM INC.</name>
        <lei>N/A</lei>
        <title>TRANSDIGM INC. 8/22/2024</title>
        <cusip>89364MBS2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX185457"/>
        </identifiers>
        <balance>1247524.71000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1222998.37000000</valUSD>
        <pctVal>0.200335413833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.77385920</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>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
        <lei>N/A</lei>
        <title>MORGAN STANLEY MORTGAGE LOAN TRUST 2004-5AR MSM 2004-5AR 3A1</title>
        <cusip>61748HAR2</cusip>
        <identifiers>
          <isin value="US61748HAR21"/>
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        <balance>301312.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>290839.06000000</valUSD>
        <pctVal>0.047641407276</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.86122240</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>BRAVO RESIDENTIAL FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 BRAVO 2021-NQM1 A1</title>
        <cusip>10569TAA6</cusip>
        <identifiers>
          <isin value="US10569TAA60"/>
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        <balance>88144.63000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>81757.47000000</valUSD>
        <pctVal>0.013392427159</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>2049-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.94100040</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>HYLAND SOFTWARE, INC.</name>
        <lei>N/A</lei>
        <title>HYLAND SOFTWARE, INC. 7/7/2025</title>
        <cusip>44908XAV0</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX193771"/>
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        <balance>735600.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>722727.00000000</valUSD>
        <pctVal>0.118387576128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.62229160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1 AMCAR 2020-1 C</title>
        <cusip>03067DAF2</cusip>
        <identifiers>
          <isin value="US03067DAF24"/>
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        <balance>475000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>461580.82000000</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>2025-10-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.59000000</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>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>17369.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>17235.53000000</valUSD>
        <pctVal>0.002823296514</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.12370920</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>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1</title>
        <cusip>92537QAA9</cusip>
        <identifiers>
          <isin value="US92537QAA94"/>
        </identifiers>
        <balance>964698.18000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>864026.04000000</valUSD>
        <pctVal>0.141533315605</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>2066-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.81500040</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>APIDOS CLO</name>
        <lei>N/A</lei>
        <title>APIDOS CLO XII APID 2013-12A AR</title>
        <cusip>03764DAH4</cusip>
        <identifiers>
          <isin value="US03764DAH44"/>
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        <balance>725000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>714015.53000000</valUSD>
        <pctVal>0.116960578358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.59200080</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>INTOWN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>INTOWN 2022-STAY MORTGAGE TRUST TOWN 2022-STAY A</title>
        <cusip>46117NAA0</cusip>
        <identifiers>
          <isin value="US46117NAA00"/>
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        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>745800.23000000</valUSD>
        <pctVal>0.122167127429</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>2037-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.73860080</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>FIRST STUDENT BIDCO INC.</name>
        <lei>N/A</lei>
        <title>FIRST STUDENT BIDCO INC. 7/21/2028</title>
        <cusip>33718FAD2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX196152"/>
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        <balance>848836.40000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>814882.94000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.23157040</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>WarnerMedia Holdings, Inc.</name>
        <lei>549300DXR29GD4N0A520</lei>
        <title>MAGALLANES INC 144A VARIABLE RATE 03/15/2024</title>
        <cusip>55903VAA1</cusip>
        <identifiers>
          <isin value="US55903VAA17"/>
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        <balance>165000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>164941.60000000</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>2024-03-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.27550680</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>BAIN CAPITAL CREDIT CLO</name>
        <lei>N/A</lei>
        <title>BAIN CAPITAL CREDIT CLO 2018-1 BCC 2018-1A A1</title>
        <cusip>05683LAA4</cusip>
        <identifiers>
          <isin value="US05683LAA44"/>
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        <balance>450000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>440854.20000000</valUSD>
        <pctVal>0.072214902949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-04-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.74299920</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>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>HPEFS EQUIPMENT TRUST 2019-1 HPEFS 2019-1A D</title>
        <cusip>40438DAF6</cusip>
        <identifiers>
          <isin value="US40438DAF69"/>
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        <balance>943491.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>943335.81000000</valUSD>
        <pctVal>0.154524792931</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.72000000</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>835376.34000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>750346.56000000</valUSD>
        <pctVal>0.122911847066</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INVITATION HOMES TRUST</name>
        <lei>N/A</lei>
        <title>INVITATION HOMES 2018-SFR1 TRUST IHSFR 2018-SFR1 C</title>
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        <name>CIM TRUST</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>LBM ACQUISITION, LLC</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>DUN &amp; BRADSTREET CORPORATION, THE</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>GCAT TRUST</name>
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      <invstOrSec>
        <name>BLERIOT US BIDCO INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ARES CLO LTD</name>
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        <name>MARLETTE FUNDING TRUST</name>
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        <name>SANTANDER CONSUMER AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>TOYOTA LEASE OWNER TRUST</name>
        <lei>N/A</lei>
        <title>TOYOTA LEASE OWNER TRUST 2021-B TLOT 2021-B A2</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ENVISION HEALTHCARE CORPORATION</name>
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          <other otherDesc="All Others" value="LX188035"/>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <name>ALLEGRO CLO LTD</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>JPMORGAN CHASE &amp; CO.</name>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>TIBCO SOFTWARE INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Deutsche Bank AG (New York Branch)</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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          <isin value="US025291AB10"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BRIGHTHOUSE FINANCIAL GLOBAL FUNDING</name>
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          <isin value="US10921U2B33"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>GOLDENTREE LOAN MANAGEMENT US CLO LTD</name>
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        <title>GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD GLM 2017-2A AR</title>
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          <isin value="US38136MAU27"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ARTERA SERVICES, LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX195641"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <title>US 10YR NOTE (CBT)DEC22 FINANCIAL COMMODITY FUTURE.</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BEAR STEARNS ARM TRUST</name>
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        <title>BEAR STEARNS ARM TRUST 2004-1 BSARM 2004-1 21A1</title>
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          <isin value="US07384MK278"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MKS Instruments 4/22 (USD)</name>
        <lei>N/A</lei>
        <title>MKS Instruments 4/22 (USD) 4/11/2029</title>
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          <other otherDesc="All Others" value="LX203931"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>BRIGHTVIEW LANDSCAPES, LLC</name>
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          <other otherDesc="All Others" value="LX204071"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <name>CONAIR HOLDINGS LLC</name>
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        <name>TEAM HEALTH HOLDINGS, INC.</name>
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        <name>SOCIETE GENERALE SA</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ATRIUM</name>
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        <title>MADISON PARK FUNDING XLI LTD ATRM 12A DR</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>CONFLUENT MEDICAL TECHNOLOGIES, INC.</name>
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          <couponKind>Floating</couponKind>
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        <name>TAL ADVANTAGE LLC</name>
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        <title>TAL ADVANTAGE VII LLC TAL 2020-1A A</title>
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        <name>Avid Automobile Receivables Trust</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>KOBE US MIDCO 2, INC.</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Government National Mortgage Association 2</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <name>ECMC GROUP STUDENT LOAN TRUST</name>
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        <title>ECMC GROUP STUDENT LOAN TRUST 2020-3 ECMC 2020-3A A1B</title>
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        <name>ARI FLEET LEASE TRUST</name>
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          <isin value="US00217TAB17"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TRUCK HERO, INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX192014"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>HILTON ORLANDO TRUST</name>
        <lei>N/A</lei>
        <title>HILTON ORLANDO TRUST 2018-ORL HILT 2018-ORL B</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>CARLYLE US CLO LTD</name>
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        <title>CARLYLE US CLO 2017-2 LTD CGMS 2017-2A A1R</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>LEARNING CARE GROUP (US) NO. 2 INC.</name>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>KNDL KNSQ MORTGAGE TRUST</name>
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        <name>VOYA CLO</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE LTD BMIR 2021-2A M1A</title>
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        <name>CULLIGAN 7/21 COV-LITE</name>
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        <title>CULLIGAN 7/21 COV-LITE 7/31/2028</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>MACQUARIE GROUP LIMITED</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>MACQUARIE GROUP LTD MTN VARIABLE RATE 10/14/2025</title>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MICROCHIP TECHNOLOGY INCORPORATED</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DYNASTY ACQUISITION CO., INC.</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MILL CITY MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
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        <cusip>59980CAA1</cusip>
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          <isin value="US59980CAA18"/>
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        <balance>120153.42000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>INVITATION HOMES TRUST</name>
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          <isin value="US46185JAC27"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ALLEGRO CLO LTD</name>
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          <isin value="US01750CAJ27"/>
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        <balance>400000.00000000</balance>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MADISON PARK FUNDING, LTD.</name>
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        <balance>600000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SOUND POINT CLO</name>
        <lei>N/A</lei>
        <title>SOUND POINT CLO XXIII SNDPT 2019-2A X</title>
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        <balance>960000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>956260.80000000</valUSD>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RADNOR RE/ESSENT</name>
        <lei>N/A</lei>
        <title>RADNOR RE 2020-1 LTD RMIR 2020-1 M1A</title>
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        <identifiers>
          <isin value="US750493AA69"/>
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        <balance>2286719.67000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Bellemeade RE</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2019-2 LTD BMIR 2019-2A M1B</title>
        <cusip>07877BAC4</cusip>
        <identifiers>
          <isin value="US07877BAC46"/>
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        <curCd>USD</curCd>
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        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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          <isin value="US59020USM89"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>VIASAT, INC.</name>
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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2021-DNA2 M1</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

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        <debtSec>
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        <securityLending>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-2 SDART 2021-2 B</title>
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          <isin value="US80286XAD66"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 CAS 2022-R04 1M1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <name>AI CONVOY (LUXEMBOURG) S.A R.L.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>CEDAR FUNDING LTD</name>
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        <name>BANC OF AMERICA FUNDING CORPORATION</name>
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        <name>Sycamore/Sanderson Farms 9/21</name>
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        <name>MASTR ADJUSTABLE RATE MORTGAGE TRUST</name>
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        <name>UNIVERSITY SUPPORT SERVICES LLC</name>
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        <name>VISTRA OPERATIONS COMPANY LLC</name>
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        <name>Federal National Mortgage Association</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-3 BSARM 2004-3 2A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TMK HAWK PARENT, CORP.</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
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          <isin value="US07877TAB70"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>EQUINOX HOLDINGS INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX188285"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>MAGNETITE CLO, LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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          <isin value="US00834HAA23"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>GSR MORTGAGE LOAN TRUST</name>
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        <title>GSR MORTGAGE LOAN TRUST 2005-AR2 GSR 2005-AR2 1A2</title>
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        <identifiers>
          <isin value="US36242DH559"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2021-VOLT BX 2021-VOLT A</title>
        <cusip>05609VAA3</cusip>
        <identifiers>
          <isin value="US05609VAA35"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>3.09101040</annualizedRt>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <title>FREDDIE MAC STACR REMIC TRUST 2021-HQA3 STACR 2021-HQA3 M1</title>
        <cusip>35564KJG5</cusip>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>CROCS 1/22</name>
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        <name>MF1 LTD</name>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <name>PointClickCare 2/22 Incremental</name>
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        <title>PointClickCare 2/22 Incremental 29-Dec-2027</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>ARUBA INVESTMENTS HOLDINGS, LLC</name>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>ATHENAHEALTH GROUP INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>OPTION CARE HEALTH, INC.</name>
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        <title>COLT 2021-HX1 MORTGAGE LOAN TRUST COLT 2021-HX1 A1</title>
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        <name>TESLA AUTO LEASE TRUST</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>MITCHELL INTERNATIONAL, INC.</name>
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        <name>MISSOURI HIGHER ED LN AUTH STUDENT LN REV</name>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>WESTLAKE AUTOMOBILE RECEIVABLES TRUST 2021-2 WLAKE 2021-2A B</title>
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        <name>MISSISSIPPI POWER COMPANY</name>
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        <name>OAKTOWN RE LTD</name>
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        <name>COMM MORTGAGE TRUST</name>
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        <name>MORGAN STANLEY CAPITAL I TRUST</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST</name>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>INVITATION HOMES TRUST</name>
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          <isin value="US46185JAA60"/>
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        <name>SEI Daily Income Trust: Government Fund; Class F Shares</name>
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        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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          <isin value="US89173FAA84"/>
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        <name>KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>PREGIS TOPCO LLC</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>VERIZON COMMUNICATIONS INC.</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>KKR FINANCIAL CLO, LTD.</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 NRZT 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>PHOENIX NEWCO, INC.</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>OPG TRUST</name>
        <lei>N/A</lei>
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        <name>OBX TRUST</name>
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        <name>BANQUE NATIONALE DU CANADA</name>
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        <title>NATIONAL BANK OF CANADA VARIABLE RATE 08/06/2024</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>GLOBAL IID PARENT LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>BAXTER INTERNATIONAL INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>THE CHEMOURS COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-CCRE15 MORTGAGE TRUST COMM 2014-CR15 D</title>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <title>CARMAX AUTO OWNER TRUST 2021-3 CARMX 2021-3 A2A</title>
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        <name>USI. INC.</name>
        <lei>N/A</lei>
        <title>USI. INC. 12/2/2026</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M1A</title>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2042-01-25</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS INC</name>
        <lei>N/A</lei>
        <title>CHL MORTGAGE PASS-THROUGH TRUST 2004-8 CWHL 2004-8 2A1</title>
        <cusip>12669FZW6</cusip>
        <identifiers>
          <isin value="US12669FZW66"/>
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        <balance>5877.38000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1169.27000000</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>2019-06-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>ICON PUBLIC LIMITED COMPANY</name>
        <lei>N/A</lei>
        <title>ICON PUBLIC LIMITED COMPANY 7/3/2028</title>
        <cusip>L5000DAD9</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX195815"/>
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        <balance>277232.45000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>272588.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.56249960</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>
        <name>MOTUS GROUP, LLC</name>
        <lei>N/A</lei>
        <title>MOTUS GROUP, LLC 11-Dec-2028</title>
        <cusip>62014TAB6</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX199498"/>
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        <balance>847875.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>794882.81000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.37229160</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VERIZON COMMUNICATIONS INC.</name>
        <lei>2S72QS2UO2OESLG6Y829</lei>
        <title>VERIZON COMMUNICATIONS INC VARIABLE RATE 03/20/2026</title>
        <cusip>92343VGE8</cusip>
        <identifiers>
          <isin value="US92343VGE83"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>343592.37000000</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>2026-03-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.31244920</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>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2005-7 1A3</title>
        <cusip>863579PF9</cusip>
        <identifiers>
          <isin value="US863579PF99"/>
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        <balance>597214.79000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>575098.49000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.10059000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>MELLON RESIDENTIAL FUNDING COR MOR PAS THR TR SER MRFC 1999-TBC3 A2</title>
        <cusip>585525DF2</cusip>
        <identifiers>
          <isin value="US585525DF22"/>
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        <balance>114008.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>110599.38000000</valUSD>
        <pctVal>0.018116927303</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.61001440</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TEKNI-PLEX, INC. (TRIDENT TPI HLDNGS, INC.) 9/15/2028</title>
        <cusip>74049LAQ4</cusip>
        <identifiers>
          <isin value="US00216EAF60"/>
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        <balance>18279.09000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-620.76000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ARROYO MORTGAGE TRUST 2019-3 ARRW 2019-3 A1</title>
        <cusip>04285AAA3</cusip>
        <identifiers>
          <isin value="US04285AAA34"/>
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        <balance>39494.51000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>37336.81000000</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>2048-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.96200080</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>COLD STORAGE TRUST</name>
        <lei>N/A</lei>
        <title>COLD STORAGE TRUST 2020-ICE5 COLD 2020-ICE5 D</title>
        <cusip>193051AN9</cusip>
        <identifiers>
          <isin value="US193051AN95"/>
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        <balance>1474485.78000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1435667.88000000</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>2037-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.49100000</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>ENSEMBLE RCM, LLC</name>
        <lei>N/A</lei>
        <title>ENSEMBLE RCM, LLC 8/3/2026</title>
        <cusip>29359BAB7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX181745"/>
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        <balance>370449.85000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>361266.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.55585920</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>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC VARIABLE RATE 11/22/2024</title>
        <cusip>404280CZ0</cusip>
        <identifiers>
          <isin value="US404280CZ02"/>
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        <balance>275000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>268860.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.86639920</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>HYPERION INSURANCE/HOWDEN 2/21 COV-LITE TLB</name>
        <lei>N/A</lei>
        <title>HYPERION INSURANCE/HOWDEN 2/21 COV-LITE TLB 12-Nov-2027</title>
        <cusip>G4712JAR3</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX192194"/>
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        <balance>1797893.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1749422.35000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.81249880</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>SHARP MIDCO LLC</name>
        <lei>N/A</lei>
        <title>SHARP MIDCO LLC 31-Dec-2028</title>
        <cusip>81989LAC2</cusip>
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          <other otherDesc="All Others" value="LX200906"/>
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        <balance>778050.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>752763.38000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.25043160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SOPHIA, L.P.</name>
        <lei>N/A</lei>
        <title>SOPHIA, L.P. 10/7/2027</title>
        <cusip>83578BAP8</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX203314"/>
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        <balance>780487.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>760975.61000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.57695880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MORTGAGEIT TRUST</name>
        <lei>N/A</lei>
        <title>MORTGAGEIT TRUST 2005-1 MHL 2005-1 2A</title>
        <cusip>61913PAR3</cusip>
        <identifiers>
          <isin value="US61913PAR38"/>
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        <balance>233862.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>227063.73000000</valUSD>
        <pctVal>0.037194576404</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.62314080</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRICOLOR AUTO SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>TRICOLOR AUTO SECURITIZATION TRUST 2022-1 TAST 2022-1A A</title>
        <cusip>89616BAA2</cusip>
        <identifiers>
          <isin value="US89616BAA26"/>
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        <balance>103971.15000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>102841.46000000</valUSD>
        <pctVal>0.016846127479</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>2025-02-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.30000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MFA TRUST</name>
        <lei>N/A</lei>
        <title>MFA 2021-NQM2 TRUST MFRA 2021-NQM2 A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FHF TRUST</name>
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        <name>DTI HOLDCO, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ELANCO ANIMAL HEALTH INC.</name>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
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        <name>Greatbatch/Integer 8/21 Cov-Lite TLB</name>
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        <name>THE GOLDMAN SACHS GROUP, INC.</name>
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        <name>BANQUE DE MONTREAL</name>
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        <invCountry>CA</invCountry>

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        <name>ACE SECURITIES CORP HOME EQUITY LOAN TRUST</name>
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        <title>ACE SECURITIES CORP HOME EQUITY LOAN TRUST SERIES ACE 2005-SD1 M2</title>
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          <couponKind>Floating</couponKind>
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        <name>BLUEMOUNTAIN FUJI US CLO LTD</name>
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        <title>BLUEMOUNTAIN FUJI US CLO II LTD BLUEM 2017-2A C</title>
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          <isin value="US09629EAJ01"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
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        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A2</title>
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          <couponKind>Floating</couponKind>
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        <name>ASURION, LLC</name>
        <lei>N/A</lei>
        <title>ASURION, LLC 23-Dec-2026</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>CAMB COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE CAMB 2019-LIFE A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COMM MORTGAGE TRUST</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MCAFEE CORP.</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2022-1 LTD BMIR 2022-1 M1A</title>
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          <isin value="US078774AA40"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>DIAMOND SPORTS GROUP, LLC</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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        <name>ALLIANCE LAUNDRY SYSTEMS LLC</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>VSE VOI MORTGAGE LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 735172</title>
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        <name>PUG LLC</name>
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        <name>UNITED PF HOLDINGS, LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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          <couponKind>Fixed</couponKind>
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        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2021-ACNT BX 2021-ACNT B</title>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>OXFORD FINANCE FUNDING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CP ATLAS BUYER, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>EXTENET SYSTEMS</name>
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        <name>ENSONO/ACXIOM 5/21 COV-LITE</name>
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        <name>EQUINOX FITNESS CLUBS</name>
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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-R3 VERUS 2021-R3 A1</title>
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          <isin value="US92538EAA55"/>
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        <name>ATHENE GLOBAL FUNDING</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <title>NAVIENT PRIVATE EDUCATION LOAN TRUST 2015-A NAVSL 2015-AA A2A</title>
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        <balance>1087609.31100000</balance>
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        <curCd>USD</curCd>
        <valUSD>1077498.46000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ESDEC SOLAR GROUP B.V.</name>
        <lei>N/A</lei>
        <title>ESDEC SOLAR GROUP B.V. 8/30/2028</title>
        <cusip>N3066KAM7</cusip>
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          <other otherDesc="All Others" value="LX196986"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <maturityDt>2028-08-30</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>KODIAK BP, LLC</name>
        <lei>N/A</lei>
        <title>KODIAK BP, LLC 3/12/2028</title>
        <cusip>50011JAB6</cusip>
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          <other otherDesc="All Others" value="LX192870"/>
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        <curCd>USD</curCd>
        <valUSD>1950282.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.50042920</annualizedRt>
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      <invstOrSec>
        <name>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>FOURSIGHT CAPITAL AUTOMOBILE RECEIVABLES TRUST 202 FCRT 2021-2 A2</title>
        <cusip>35105UAB9</cusip>
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          <isin value="US35105UAB98"/>
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        <balance>52690.57000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.40000000</annualizedRt>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2022-HQA2 M1A</title>
        <cusip>35564KB24</cusip>
        <identifiers>
          <isin value="US35564KB241"/>
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        <curCd>USD</curCd>
        <valUSD>230580.15000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.83319080</annualizedRt>
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      <invstOrSec>
        <name>DEERFIELD DAKOTA HOLDING LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX186124"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-4 VERUS 2021-4 A2</title>
        <cusip>92538HAB6</cusip>
        <identifiers>
          <isin value="US92538HAB69"/>
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        <balance>753795.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>637882.26000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2066-07-25</maturityDt>
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          <annualizedRt>1.24700040</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>AIR MEDICAL GROUP HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>AIR MEDICAL GROUP HOLDINGS INC. 3/14/2025</title>
        <cusip>00169QAD1</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX168639"/>
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        <balance>517317.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>473024.92000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.77386080</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>IVANTI SOFTWARE, INC.</name>
        <lei>N/A</lei>
        <title>IVANTI SOFTWARE, INC. 12/1/2027</title>
        <cusip>46583DAG4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX199508"/>
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        <balance>1238630.66000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1055932.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.84786160</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ALTERRA MOUNTAIN COMPANY</name>
        <lei>N/A</lei>
        <title>ALTERRA MOUNTAIN COMPANY 8/17/2028</title>
        <cusip>46124CAJ6</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX196645"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SCIENTIFIC GAMES HOLDINGS LP</name>
        <lei>N/A</lei>
        <title>SCIENTIFIC GAMES HOLDINGS LP 4/4/2029</title>
        <cusip>80875CAB3</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX202414"/>
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        <balance>975000.00000000</balance>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <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>328950.15000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SCF EQUIPMENT LEASING LLC</name>
        <lei>N/A</lei>
        <title>SCF EQUIPMENT LEASING 2022-1 LLC SCFET 2022-1A A2</title>
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          <isin value="US784033AC63"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST 2021-2 NAVSL 2021-2A A1B</title>
        <cusip>63942QAB7</cusip>
        <identifiers>
          <isin value="US63942QAB77"/>
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        <balance>1728440.26000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GS MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>GS MORTGAGE SECURITIES TRUST 2011-GC3 GSMS 2011-GC3 X</title>
        <cusip>36248FAJ1</cusip>
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        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2021-5 MORTGAGE LOAN TRUST COLT 2021-5 A1</title>
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          <annualizedRt>1.72599840</annualizedRt>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-1 SDART 2021-1 B</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>M6 Midstream 8/22</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>PPL ELECTRIC UTILITIES CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>EAGLE PARENT CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>RESIDENTIAL MORTGAGE LOAN TRUST</name>
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          <isin value="US76119CAA99"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>Government National Mortgage Association 2</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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          <isin value="US46631JAA60"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>CATALENT PHARMA TL B3</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>BWAY HOLDING COMPANY</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX161694"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>IMPRIVATA, INC.</name>
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        <name>PKHL COMMERCIAL MORTGAGE TRUST</name>
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        <name>Corporation Service Company/CSC 8/22</name>
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        <name>GFL ENVIRONMENTAL</name>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <name>BX TRUST</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>280 PARK AVENUE MORTGAGE TRUST COMMERCIAL MORTGAGE PASS-THROUGH CERTIFICATES</name>
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        <title>280 PARK AVENUE 2017-280P MORTGAGE TRUST PRK 2017-280P D</title>
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        <name>AVERY POINT CLO, LIMITED</name>
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        <name>MATRIX PARENT INC</name>
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        <name>BEAR STEARNS ARM TRUST</name>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <name>AIR METHODS</name>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>TIDEWATER AUTO RECEIVABLES TRUST</name>
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        <name>C-BASS MORTGAGE LOAN ASSET-BACKED CERTIFICATES</name>
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          <isin value="US12489WPL27"/>
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        <name>MERCURY FINANCIAL CREDIT CARD MASTER TRUST</name>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <name>UFC HOLDINGS, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>PREGIS TOPCO LLC</name>
        <lei>N/A</lei>
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        <name>COREVEST AMERICAN FINANCE</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>N/A</name>
        <lei>N/A</lei>
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        <name>MHP COMMERCIAL MORTGAGE TRUST</name>
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        <name>PRECISION MEDICINE GROUP, LLC</name>
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          <other otherDesc="All Others" value="LX192763"/>
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        <name>United States of America</name>
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        <name>RADNOR RE/ESSENT</name>
        <lei>N/A</lei>
        <title>RADNOR RE 2021-1 LTD RMIR 2021-1 M1B</title>
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        <name>CAESARS RESORT COLLECTION LLC</name>
        <lei>N/A</lei>
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        <name>APIDOS CLO</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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        <name>IRB HOLDING CORP.</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN AIRLINES, INC.</name>
        <lei>N/A</lei>
        <title>AMERICAN AIRLINES, INC. 1/29/2027</title>
        <cusip>02376CAX3</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX165158"/>
        </identifiers>
        <balance>1102500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1012238.33000000</valUSD>
        <pctVal>0.165811492241</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.27385880</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>
