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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2061-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.77042920</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>BA MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE 2005-A TRUST BOAMS 2005-A 2A1</title>
        <cusip>05949AH86</cusip>
        <identifiers>
          <isin value="US05949AH867"/>
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        <balance>8530.06000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8224.83000000</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>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.88342080</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-NQM1 TRUST MFRA 2021-NQM1 A1</title>
        <cusip>55283FAA6</cusip>
        <identifiers>
          <isin value="US55283FAA66"/>
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        <balance>715709.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>627116.45000000</valUSD>
        <pctVal>0.117262023731</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>2065-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.15300080</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>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2020-2 AOMT 2020-2 A1A</title>
        <cusip>03464XAL4</cusip>
        <identifiers>
          <isin value="US03464XAL47"/>
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        <balance>75018.05000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>68869.83000000</valUSD>
        <pctVal>0.012877697020</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>2065-01-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.53100160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN MA2474</title>
        <cusip>31418BXC5</cusip>
        <identifiers>
          <isin value="US31418BXC52"/>
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        <balance>258503.08000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>248807.49000000</valUSD>
        <pctVal>0.046523528121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Qualtrics 4/23</name>
        <lei>N/A</lei>
        <title>Qualtrics 4/23 4/14/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX211922"/>
        </identifiers>
        <balance>750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>739687.50000000</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>2030-04-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL E</title>
        <cusip>056054AH2</cusip>
        <identifiers>
          <isin value="US056054AH24"/>
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        <balance>1062499.99000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1041050.45000000</valUSD>
        <pctVal>0.194661904617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-10-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.97376880</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>DBCG</name>
        <lei>N/A</lei>
        <title>DBCG 2017-BBG MORTGAGE TRUST DBCG 2017-BBG C</title>
        <cusip>233062AJ7</cusip>
        <identifiers>
          <isin value="US233062AJ76"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1072412.22000000</valUSD>
        <pctVal>0.200526117903</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>2034-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.10800120</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>CP ATLAS BUYER, INC.</name>
        <lei>2549006ZZ07G0NDDCR36</lei>
        <title>CP ATLAS BUYER INC 144A 7.000000% 12/01/2028</title>
        <cusip>12597YAA7</cusip>
        <identifiers>
          <isin value="US12597YAA73"/>
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        <balance>710000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>520075.00000000</valUSD>
        <pctVal>0.097246766517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QUIRCH FOODS HOLDINGS, LLC</name>
        <lei>N/A</lei>
        <title>QUIRCH FOODS HOLDINGS, LLC 10/27/2027</title>
        <cusip>74880TAG1</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX204355"/>
        </identifiers>
        <balance>1602561.82000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1480366.48000000</valUSD>
        <pctVal>0.276807870865</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.86447880</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>AMERICAN TOWER TRUST #1</name>
        <lei>N/A</lei>
        <title>AMERICAN TOWER TRUST #1 144A 3.652000% 03/23/2028</title>
        <cusip>03027WAK8</cusip>
        <identifiers>
          <isin value="US03027WAK80"/>
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        <balance>315000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>294225.09000000</valUSD>
        <pctVal>0.055015985445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.65200000</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>MASTR ALTERNATIVE LOAN TR</name>
        <lei>N/A</lei>
        <title>MASTR ALTERNATIVE LOAN TRUST 2003-5 MALT 2003-5 4A1</title>
        <cusip>576434FF6</cusip>
        <identifiers>
          <isin value="US576434FF60"/>
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        <balance>689692.70000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>670247.30000000</valUSD>
        <pctVal>0.125326890721</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>2033-07-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE-ACES FNA 2017-M13 FA</title>
        <cusip>3136AYP31</cusip>
        <identifiers>
          <isin value="US3136AYP317"/>
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        <balance>36400.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>36020.82000000</valUSD>
        <pctVal>0.006735390611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.35943160</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>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-2 GMALT 2023-2 A1</title>
        <cusip>362548AA7</cusip>
        <identifiers>
          <isin value="US362548AA76"/>
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        <balance>115000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>114955.70000000</valUSD>
        <pctVal>0.021495111508</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>2024-05-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45200000</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>MERRILL LYNCH MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-1 2A1</title>
        <cusip>59020UNN1</cusip>
        <identifiers>
          <isin value="US59020UNN18"/>
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        <balance>469180.67000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>438156.24000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-12-25</maturityDt>
          <couponKind>Floating</couponKind>
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          <isDefault>N</isDefault>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A1</title>
        <cusip>64831TAA5</cusip>
        <identifiers>
          <isin value="US64831TAA51"/>
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        <balance>249422.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>204581.71000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2056-11-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.15611840</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>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2021-NQM2 TRUST OBX 2021-NQM2 A1</title>
        <cusip>670857AA9</cusip>
        <identifiers>
          <isin value="US670857AA93"/>
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        <balance>1427345.83000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1138210.38000000</valUSD>
        <pctVal>0.212829455504</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>2061-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.10099880</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>ELARA HGV TIMESHARE</name>
        <lei>N/A</lei>
        <title>ELARA HGV TIMESHARE ISSUER 2017-A LLC EHGVT 2017-A A</title>
        <cusip>28416DAA8</cusip>
        <identifiers>
          <isin value="US28416DAA81"/>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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        <name>GO DADDY OPERATING COMPANY</name>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>Federal National Mortgage Association</name>
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        <name>BLUEMOUNTAIN CLO LTD.</name>
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        <name>CAPITAL ONE PRIME AUTO RECEIVABLES TRUST</name>
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        <name>GLOBAL MEDICAL RESPONSE, INC.</name>
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        <name>BRE GRAND ISLANDER TIMESHARE ISSUER LLC</name>
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        <title>BRE GRAND ISLANDER TIMESHARE ISSUER 2017-A LLC HGVGI 2017-1A A</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>BRE GRAND ISLANDER TIMESHARE ISSUER LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US3138EGMD30"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PROJECT BOOST PURCHASER, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEUBERGER BERMAN CLO LTD</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US05608WAL81"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>SYMPHONY STATIC CLO LTD</name>
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          <isin value="US87190TAA16"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A B1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>ICU MEDICAL, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)</name>
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        <cusip>761128AJ6</cusip>
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        <name>VERSCEND HOLDING CORP.</name>
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        <name>PROJECT BOOST PURCHASER, LLC</name>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <name>SOCIETE GENERALE SA</name>
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        <name>DRIVETIME AUTO OWNER TRUST</name>
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        <name>TICP CLO LTD</name>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>DAE FUNDING LLC</name>
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        <name>THE FEDERAL HOME LOAN BANKS</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>BEAR STEARNS ARM TRUST</name>
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        <name>ELECTRON BIDCO INC.</name>
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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <name>GCAT TRUST</name>
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        <name>HYLAND SOFTWARE</name>
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        <name>Government National Mortgage Association</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>CHART INDUSTRIES, INC.</name>
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        <name>N/A</name>
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        <name>THE KNOT WORLDWIDE INC</name>
        <lei>N/A</lei>
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        <name>CREATIVE ARTISTS AGENCY, LLC</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MILANO ACQUISITION</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <title>BX COMMERCIAL MORTGAGE TRUST 2020-VKNG BX 2020-VKNG C</title>
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        <name>IRIDIUM SATELLITE LLC</name>
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        <name>HERTZ VEHICLE FINANCING III LLC</name>
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        <name>METLIFE SECURITIZATION TRUST</name>
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        <name>DEXT ABS LLC</name>
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      <invstOrSec>
        <name>USQ RAIL I LLC</name>
        <lei>N/A</lei>
        <title>ITE RAIL FUND LEVERED LP STEAM 2021-1A A</title>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MONONGAHELA POWER COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>HANESBRANDS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CLARIOS GLOBAL LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MILEAGE PLUS HOLDINGS LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TRIDENT TPI HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TGG TS ACQUISITION COMPANY</name>
        <lei>N/A</lei>
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        <name>CIFC FUNDING LTD</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>VOLKSWAGEN AUTO LOAN ENHANCED TRUST</name>
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        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <name>ARI FLEET LEASE TRUST</name>
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        <name>SARATOGA INVESTMENT CORP SENIOR LOAN FUND LTD</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>ALLIANT HOLDINGS INTERMEDIATE, LLC</name>
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          <couponKind>Floating</couponKind>
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        <name>PRETIUM PKG HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>PRETIUM PKG HOLDINGS, INC. 10/1/2029</title>
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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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 889946</title>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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          <isin value="US64828MAA53"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOPGOLF CALLAWAY BRANDS CORP.</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SAFE FLEET HOLDINGS LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX202814"/>
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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>2029-02-23</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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          <isin value="US30168AAB89"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <title>FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS 2014-C04 2M2</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ATHENAHEALTH GROUP INC.</name>
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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>FREDDIE MAC STACR REMIC TRUST</name>
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        <title>FREDDIE MAC STACR TRUST 2019-FTR2 STACR 2019-FTR2 M1</title>
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          <isin value="US35564WAA18"/>
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        <issuerCat>USGA</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BW HOLDING, INC.</name>
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          <other otherDesc="All Others" value="LX200896"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>EPICOR SOFTWARE CORPORATION</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>MIDCAP FINANCIAL ISSUER TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MAMBA PURCHASER, INC.</name>
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        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <name>USI, INC</name>
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        <name>VC GB HOLDINGS I CORP</name>
        <lei>N/A</lei>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <title>CARVANA AUTO RECEIVABLES TRUST 2021-N1 CRVNA 2021-N1 A</title>
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          <isin value="US14687DAA00"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2019-3 AMCAR 2019-3 C</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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      <invstOrSec>
        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>NETSMART, INC.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WIN WASTE INNOVATIONS HOLDINGS INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
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          <isin value="US92538LAA98"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST</name>
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        <title>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2023-A A2A</title>
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          <isin value="US981944AB72"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>E.W. SCRIPPS COMPANY, THE</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BEAR STEARNS ALT-A TRUST</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Deutsche Bank AG (New York Branch)</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>DE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>MADISON PARK FUNDING, LTD.</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENVISION HEALTHCARE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BXHPP TRUST</name>
        <lei>N/A</lei>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <name>HPLY TRUST 2019-HIT</name>
        <lei>N/A</lei>
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          <couponKind>Floating</couponKind>
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        <name>GS MORTGAGE SECURITIES CORPORATION TRUST</name>
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        <title>GS MORTGAGE SECURITIES CORP TRUST 2021-STAR GSMS 2021-STAR B</title>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BHG SECURITIZATION TRUST</name>
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          <isin value="US054977AA12"/>
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      <invstOrSec>
        <name>HARBORVIEW MORTGAGE LOAN TRUST</name>
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          <isin value="US41161PFU21"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>FCI FUNDING LIMITED</name>
        <lei>N/A</lei>
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          <isin value="US30260GAA40"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MISTER CAR WASH</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX180151"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AkzoNobel Specialty Chemicals</name>
        <lei>N/A</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX212600"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
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        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1</title>
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          <isin value="US31572LAA44"/>
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        <balance>89001.68000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>0.93099960</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BENEFIT STREET PARTNERS CLO LTD</name>
        <lei>N/A</lei>
        <title>BENEFIT STREET PARTNERS CLO XII LTD BSP 2017-12A A1R</title>
        <cusip>08179HAE0</cusip>
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          <isin value="US08179HAE09"/>
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        <balance>401106.57000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>SUMMER (BC) BIDCO B LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX195748"/>
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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>APTTUS CORPORATION</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX193638"/>
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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>
        <debtSec>
          <maturityDt>2028-05-08</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>TOWD POINT MORTGAGE TRUST</name>
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          <isin value="US89177EAA73"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.02043120</annualizedRt>
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        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST</name>
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        <title>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM 2004-9XS A</title>
        <cusip>86359BVG3</cusip>
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          <isin value="US86359BVG30"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>MEDLINE BORROWER, LP</name>
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          <other otherDesc="All Others" value="LX198398"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AVEANNA HEALTHCARE LLC</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX195993"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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          <isin value="US46630GAA31"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NEUBERGER BERMAN LOAN ADVISERS LLC</name>
        <lei>N/A</lei>
        <title>NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD NEUB 2019-31A AR</title>
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          <isin value="US64132JAN54"/>
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        <curCd>USD</curCd>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <name>CHASE AUTO CREDIT LINKED NOTES</name>
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        <name>DRIVEN BRANDS FUNDING LLC</name>
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        <name>NISSAN AUTO RECEIVABLES OWNER TRUST</name>
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        <name>SERVICE LOGIC ACQUISITION, INC.</name>
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        <name>DYNASTY ACQUISITION CO., INC.</name>
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        <name>VERIZON OWNER TRUST</name>
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        <name>THE BOEING COMPANY</name>
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        <name>SKYMILES IP LTD. (DELA AIR LINES, INC.)</name>
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        <name>SANTANDER BANK, N.A.</name>
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        <name>Domino's Pizza Master Issuer LLC</name>
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        <name>SCIH SALT HOLDINGS INC.</name>
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        <name>CAPITAL ONE FINANCIAL CORPORATION</name>
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        <name>Copeland 4/23</name>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>METRONET INFRASTRUCTURE ISSUER LLC</name>
        <lei>N/A</lei>
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          <isin value="US59170JAB44"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>BBCMS TRUST</name>
        <lei>N/A</lei>
        <title>BBCMS 2017-DELC MORTGAGE TRUST BBCMS 2017-DELC E</title>
        <cusip>05552EAN0</cusip>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2019-XL BX 2019-XL A</title>
        <cusip>056054AA7</cusip>
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          <isin value="US056054AA70"/>
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        <balance>219233.60000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2036-10-15</maturityDt>
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      <invstOrSec>
        <name>NAVIENT STUDENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT STUDENT LOAN TRUST 2021-1 NAVSL 2021-1A A1B</title>
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          <isin value="US63942NAB47"/>
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        <balance>1046016.99000000</balance>
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        <curCd>USD</curCd>
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          <maturityDt>2069-12-26</maturityDt>
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      <invstOrSec>
        <name>ITP Aero 1/22</name>
        <lei>N/A</lei>
        <title>ITP Aero 1/22 9/14/2029</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX202560"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2029-09-14</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2019-HY2 TPMT 2019-HY2 M2</title>
        <cusip>89177HAD4</cusip>
        <identifiers>
          <isin value="US89177HAD44"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
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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>2058-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.92043120</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KKR APPLE BIDCO, LLC</name>
        <lei>N/A</lei>
        <title>KKR APPLE BIDCO, LLC 9/22/2028</title>
        <cusip>48254EAB7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX196235"/>
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        <balance>665322.20000000</balance>
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        <curCd>USD</curCd>
        <valUSD>645735.11000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.77457080</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>MH SUB I, LLC</name>
        <lei>N/A</lei>
        <title>MH SUB I, LLC 9/13/2024</title>
        <cusip>45567YAJ4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX168014"/>
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        <balance>20214.91000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20170.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.77457160</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>TOYOTA AUTO RECEIVABLES OWNER TRUST</name>
        <lei>N/A</lei>
        <title>TOYOTA AUTO RECEIVABLES 2023-B OWNER TRUST TAOT 2023-B A2A</title>
        <cusip>891941AB2</cusip>
        <identifiers>
          <isin value="US891941AB27"/>
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        <balance>115000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>114699.95000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.28000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Enbridge Inc.</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>ENBRIDGE INC VARIABLE RATE 02/16/2024</title>
        <cusip>29250NBM6</cusip>
        <identifiers>
          <isin value="US29250NBM65"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>249595.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.72154480</annualizedRt>
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      <invstOrSec>
        <name>Freddie Mac</name>
        <lei>S6XOOCT0IEG5ABCC6L87</lei>
        <title>FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2016-SC01 FWLS 2016-SC01 M2</title>
        <cusip>3137G1AY3</cusip>
        <identifiers>
          <isin value="US3137G1AY32"/>
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        <balance>393413.74000000</balance>
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        <curCd>USD</curCd>
        <valUSD>366758.39000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.90329640</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>BX COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BX COMMERCIAL MORTGAGE TRUST 2021-VINO BX 2021-VINO A</title>
        <cusip>05608KAA8</cusip>
        <identifiers>
          <isin value="US05608KAA88"/>
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        <balance>240000.00000000</balance>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.75933040</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>SBA TOWER TRUST</name>
        <lei>N/A</lei>
        <title>SBA TOWER TRUST 144A 6.599000% 01/15/2028</title>
        <cusip>78403DAZ3</cusip>
        <identifiers>
          <isin value="US78403DAZ33"/>
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        <curCd>USD</curCd>
        <valUSD>1034477.60000000</valUSD>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>XPO LOGISTICS 2/18 COV-LITE TLB</name>
        <lei>N/A</lei>
        <title>XPO LOGISTICS 2/18 COV-LITE TLB 2/24/2025</title>
        <cusip>98379EAE6</cusip>
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          <other otherDesc="All Others" value="LX171518"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR9 A7</title>
        <cusip>92922FWL8</cusip>
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          <isin value="US92922FWL83"/>
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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>
          <annualizedRt>3.93853320</annualizedRt>
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      <invstOrSec>
        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <title>MORGAN STANLEY MORTGAGE LOAN TRUST 2004-5AR MSM 2004-5AR 3A1</title>
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          <isin value="US61748HAR21"/>
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        <balance>257256.35000000</balance>
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        <curCd>USD</curCd>
        <valUSD>239984.88000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        </debtSec>
        <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>72500.50000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>63406.50000000</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>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>
        </securityLending>
      </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>1135600.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1077604.91000000</valUSD>
        <pctVal>0.201497078460</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>11.27457000</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>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>465363.58000000</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>13908.37000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13803.86000000</valUSD>
        <pctVal>0.002581129164</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>5.05918080</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>KKR CLO LTD/LLC</name>
        <lei>N/A</lei>
        <title>KKR CLO 20 LTD KKR 20 B</title>
        <cusip>48251TAB7</cusip>
        <identifiers>
          <isin value="US48251TAB70"/>
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        <balance>636000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>623264.74000000</valUSD>
        <pctVal>0.116541807718</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.81028920</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>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1</title>
        <cusip>92537QAA9</cusip>
        <identifiers>
          <isin value="US92537QAA94"/>
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        <balance>819264.60000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>697645.67000000</valUSD>
        <pctVal>0.130450003523</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>716126.00000000</valUSD>
        <pctVal>0.133905567310</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>6.34029120</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>1500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1499532.15000000</valUSD>
        <pctVal>0.280391583667</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>2039-08-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.54760160</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>LIVE NATION ENTERTAINMENT, INC</name>
        <lei>N/A</lei>
        <title>LIVE NATION ENTERTAINMENT, INC 10/19/2026</title>
        <cusip>53803HAM2</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX183282"/>
        </identifiers>
        <balance>523598.96000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>512472.48000000</valUSD>
        <pctVal>0.095825201382</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.93212040</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>FREEPORT LNG INVESTMENTS, LLLP</name>
        <lei>N/A</lei>
        <title>FREEPORT LNG INVESTMENTS, LLLP 11/16/2026</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX200264"/>
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        <balance>747734.66000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>714707.22000000</valUSD>
        <pctVal>0.133640275251</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.25042960</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>United States of America</name>
        <lei>N/A</lei>
        <title>US 2YR NOTE (CBT) SEP23 FINANCIAL COMMODITY FUTURE.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <ticker value="1TUU3"/>
          <other otherDesc="Bloomberg Ticker" value="TUU3"/>
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        <balance>-21.00000000</balance>
        <units>NC</units>
        <curCd>USD</curCd>
        <valUSD>-4322390.63000000</valUSD>
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        <assetCat>DIR</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <derivativeInfo>
          <futrDeriv derivCat="FUT">
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              <counterpartyName>J.P. MORGAN SECURITIES</counterpartyName>
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            <payOffProf>Short</payOffProf>
            <descRefInstrmnt>
              <otherRefInst>
                <issuerName>U.S. Treasury Futures</issuerName>
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                  <isin value="US91282CEU18"/>
                  <ticker value="ZTU23"/>
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          <isLoanByFund>N</isLoanByFund>
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      </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>
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        <curCd>USD</curCd>
        <valUSD>445408.65000000</valUSD>
        <pctVal>0.083285201156</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>6.23270880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST GMCAR 2023-2 A1</title>
        <cusip>362583AA4</cusip>
        <identifiers>
          <isin value="US362583AA49"/>
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        <balance>141400.42000000</balance>
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        <curCd>USD</curCd>
        <valUSD>141303.22000000</valUSD>
        <pctVal>0.026421730026</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.18600000</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>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>695109.13000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>582401.84000000</valUSD>
        <pctVal>0.108901015725</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>
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      </invstOrSec>
      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>FORD CREDIT AUTO OWNER TRUST 2020-A FORDO 2020-A B</title>
        <cusip>34528GAM8</cusip>
        <identifiers>
          <isin value="US34528GAM87"/>
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        <balance>135000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>131761.97000000</valUSD>
        <pctVal>0.024637649439</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.05000000</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>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-NQM3 CSMC 2021-NQM3 A1</title>
        <cusip>12660LAA7</cusip>
        <identifiers>
          <isin value="US12660LAA70"/>
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        <balance>239966.89000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195237.57000000</valUSD>
        <pctVal>0.036506700735</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>2066-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.01499840</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>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>STARWOOD MORTGAGE RESIDENTIAL TRUST 2020-3 STAR 2020-3 A1</title>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>BBCMS TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2021-2 AOMT 2021-2 A1</title>
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        <name>DUN &amp; BRADSTREET CORPORATION, THE</name>
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        <name>DELL EQUIPMENT FINANCE TRUST</name>
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        <name>ARROYO MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ARROYO MORTGAGE TRUST 2021-1R ARRW 2021-1R A1</title>
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        <name>IMPERIAL FUND MORTGAGE TRUST</name>
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        <title>IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 IMPRL 2021-NQM3 A1</title>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <title>FREDDIE MAC STACR REMIC TRUST 2022-DNA3 STACR 2022-DNA3 M1A</title>
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        <name>AMWINS GROUP, INC.</name>
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        <name>MAGNETITE CLO, LIMITED</name>
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        <name>ENGINEERED MACHINERY HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ARI FLEET LEASE TRUST</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>LCM LTD.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>Horizon Pharma/Horizon Therapeutics 12/19 Cov-Lite</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>HUB INTERNATIONAL LIMITED</name>
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        <name>CIFC FUNDING LTD</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>IMPERIAL FUND MORTGAGE TRUST</name>
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        <title>IMPERIAL FUND MORTGAGE TRUST 2021-NQM1 IMPRL 2021-NQM1 A1</title>
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        <name>OVINTIV INC.</name>
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        <name>BLERIOT US BIDCO INC.</name>
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        <name>Federal National Mortgage Association</name>
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        <name>THE FEDERAL HOME LOAN BANKS</name>
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        <name>ARES CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MARLETTE FUNDING TRUST</name>
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        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
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        <name>FOUR SEASONS HOLDINGS INC.</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>Blackstone Private Credit Fund</name>
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        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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        <name>ALLEGRO CLO LTD</name>
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        <name>GENERAL MOTORS FINANCIAL COMPANY, INC.</name>
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        <name>THE FEDERAL HOME LOAN BANKS</name>
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        <name>SOCIETE GENERALE SA</name>
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        <name>MADISON PARK FUNDING LLC</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>BANC OF AMERICA FUNDING CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>ASHFORD HOSPITALITY TRUST</name>
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        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>FORD MOTOR CREDIT COMPANY LLC</name>
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        <name>BX TRUST</name>
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        <name>SS&amp;C TECHNOLOGIES HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FORMULA ONE MANAGEMENT LIMITED</name>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>THE FEDERAL HOME LOAN BANKS</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NEW HAMPSHIRE HIGHER EDUCATION LOAN CORPORATION</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>TRANSDIGM INC.</name>
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        <name>ICON PUBLIC LIMITED COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>CFMT TRUST</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>CHART INDUSTRIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <name>CATSKILL PARK CLO LTD</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DLLST LLC</name>
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        <name>CSMC TRUST</name>
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        <name>LENDBUZZ SECURITIZATION TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>ALLEGIANT TRAVEL COMPANY</name>
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        <name>CLOUD SOFTWARE GROUP, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CARLYLE US CLO LTD</name>
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        <fairValLevel>2</fairValLevel>
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        <name>PALMER SQUARE LOAN FUNDING LTD.</name>
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        <name>KNDL KNSQ MORTGAGE TRUST</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <name>CULLIGAN 7/21 COV-LITE</name>
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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>
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        <assetCat>DBT</assetCat>
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        <invCountry>AU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>DYNASTY ACQUISITION CO., INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MILL CITY MORTGAGE LOAN TRUST</name>
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        <name>ALLEGRO CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <name>R1 RCM INC.</name>
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        <name>SOUND POINT CLO</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>WMRK COMMERCIAL MORTGAGE TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WINGSTOP FUNDING</name>
        <lei>N/A</lei>
        <title>WINGSTOP FUNDING LLC WSTOP 2020-1A A2</title>
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          <isin value="US974153AB40"/>
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        <balance>691250.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
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          <isin value="US00832PAA66"/>
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        <balance>5797.57000000</balance>
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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>Fixed</couponKind>
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      <invstOrSec>
        <name>MSCCG TRUST</name>
        <lei>N/A</lei>
        <title>MSCG TRUST 2018-SELF MSCCG 2018-SELF A</title>
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        <identifiers>
          <isin value="US55358PAA49"/>
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        <balance>1329683.21000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES</name>
        <lei>N/A</lei>
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        <cusip>20753YCH3</cusip>
        <identifiers>
          <isin value="US20753YCH36"/>
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        <balance>1058307.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <annualizedRt>6.97299120</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-IA A1B</title>
        <cusip>63942AAB2</cusip>
        <identifiers>
          <isin value="US63942AAB26"/>
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        <balance>1060753.95000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.10742880</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHESAPEAKE FUNDING LLC</name>
        <lei>549300LG5AUFDML64706</lei>
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          <isin value="US165183CU69"/>
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        <balance>209747.28000000</balance>
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        <curCd>USD</curCd>
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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>2035-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AADVANTAGE LOYALITY IP LTD.</name>
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          <other otherDesc="All Others" value="LX193380"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.00042920</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SABRE GLBL INC.</name>
        <lei>N/A</lei>
        <title>SABRE GLBL INC. 12/17/2027</title>
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        <identifiers>
          <other otherDesc="All Others" value="LX196146"/>
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        <balance>18755.77000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-17</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>WORLD OMNI AUTO RECEIVABLE TRUST</name>
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        <title>WORLD OMNI AUTO RECEIVABLES TRUST 2020-C WOART 2020-C A4</title>
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        <identifiers>
          <isin value="US98163CAF77"/>
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        <balance>136000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>WCG PURCHASER CORP.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX184508"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>ENERGIZER HOLDINGS</name>
        <lei>N/A</lei>
        <title>ENERGIZER HOLDINGS 12/22/2027</title>
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          <other otherDesc="All Others" value="LX191388"/>
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        <curCd>USD</curCd>
        <valUSD>819150.13000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.44660000</annualizedRt>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA MORTGAGE 2004-D TRUST BOAMS 2004-D 2A1</title>
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        <identifiers>
          <isin value="US05949ADF49"/>
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        <balance>206614.89000000</balance>
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        <curCd>USD</curCd>
        <valUSD>193769.42000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>4.67564760</annualizedRt>
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        <name>ENVISION HEALTHCARE CORPORATION</name>
        <lei>N/A</lei>
        <title>ENVISION HEALTHCARE CORPORATION 10/10/2025</title>
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          <other otherDesc="All Others" value="29373UAD3"/>
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        <valUSD>100906.20000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>11.15913960</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>VISIO TRUST</name>
        <lei>N/A</lei>
        <title>VISIO 2020-1R TRUST VISIO 2020-1R A2</title>
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          <isin value="US92837MAB37"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2055-11-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.56700000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2003-AR7 A7</title>
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          <isin value="US9292276K70"/>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CEDAR FUNDING LTD</name>
        <lei>N/A</lei>
        <title>CEDAR FUNDING X CLO LTD CEDF 2019-10A CR</title>
        <cusip>15033XAN6</cusip>
        <identifiers>
          <isin value="US15033XAN66"/>
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        <balance>450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>433274.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>BANC OF AMERICA FUNDING CORPORATION</name>
        <lei>N/A</lei>
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          <isin value="US05946XYZ04"/>
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        <balance>27411.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>21382.21000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.61699200</annualizedRt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>SYCAMORE BUYER LLC</name>
        <lei>N/A</lei>
        <title>SYCAMORE BUYER LLC 7/23/2029</title>
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          <other otherDesc="All Others" value="LX198165"/>
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        <balance>156404.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>148878.44000000</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>2029-07-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.34668920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>MASTR ADJUSTABLE RATE MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>MASTR ADJUSTABLE RATE MORTGAGES TRUST 2005-6 MARM 2005-6 5A1</title>
        <cusip>576433A71</cusip>
        <identifiers>
          <isin value="US576433A715"/>
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        <balance>18925.35000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16551.07000000</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>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.09571920</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>UNIVERSITY SUPPORT SERVICES LLC</name>
        <lei>N/A</lei>
        <title>UNIVERSITY SUPPORT SERVICES LLC 2/10/2029</title>
        <cusip>78957LAF9</cusip>
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          <other otherDesc="All Others" value="LX195759"/>
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        <balance>1549963.48000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1518964.22000000</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>2029-02-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.33221080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 372390</title>
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          <isin value="US31377BUP83"/>
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        <balance>1.90000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1.89000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.92500080</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-3 BSARM 2004-3 2A</title>
        <cusip>07384MQ88</cusip>
        <identifiers>
          <isin value="US07384MQ887"/>
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        <balance>563232.31000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>525534.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.74024160</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>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-4 NRZT 2018-4A A1S</title>
        <cusip>64828FCQ3</cusip>
        <identifiers>
          <isin value="US64828FCQ37"/>
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        <balance>1747578.75000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1692601.32000000</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>2048-01-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.88800160</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>CAMELOT U.S. ACQUISITION 1 CO.</name>
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        <title>CAMELOT U.S. ACQUISITION 1 CO. 10/30/2026</title>
        <cusip>L2000AAC4</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX183606"/>
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        <balance>652554.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>644260.53000000</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>2026-10-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.02456920</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>SRS DISTRIBUTION INC.</name>
        <lei>N/A</lei>
        <title>SRS DISTRIBUTION INC. 6/2/2028</title>
        <cusip>78466YAQ1</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX202284"/>
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        <balance>554178.19000000</balance>
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        <curCd>USD</curCd>
        <valUSD>524590.62000000</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>2028-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.58220920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>TMK HAWK PARENT, CORP.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX189903"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>14.46243120</annualizedRt>
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        <name>EQUINOX HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>EQUINOX HOLDINGS INC. 3/8/2024</title>
        <cusip>29446CAR5</cusip>
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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>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST 2021- ACAR 2021-3 E</title>
        <cusip>025286AE5</cusip>
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          <isin value="US025286AE55"/>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2021-R01 CAS 2021-R01 1M1</title>
        <cusip>20754RAA4</cusip>
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          <isin value="US20754RAA41"/>
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        <balance>141622.27000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>5.72298840</annualizedRt>
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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>AFFIRM ASSET SECURITIZATION TRUST 2022-X1 AFFRM 2022-X1 A</title>
        <cusip>00834HAA2</cusip>
        <identifiers>
          <isin value="US00834HAA23"/>
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        <balance>63296.16000000</balance>
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        <curCd>USD</curCd>
        <valUSD>61623.03000000</valUSD>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST 2005-AR2 GSR 2005-AR2 1A2</title>
        <cusip>36242DH55</cusip>
        <identifiers>
          <isin value="US36242DH559"/>
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        <balance>150216.04000000</balance>
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        <curCd>USD</curCd>
        <valUSD>134514.12000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-04-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.81965400</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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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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        <balance>195000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>188438.25000000</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>2036-09-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.80743000</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>FREDDIE MAC STACR REMIC TRUST</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST 2021-HQA3 STACR 2021-HQA3 M1</title>
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        <name>PointClickCare 2/22 Incremental</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>WORLD OMNI SELECT AUTO TRUST</name>
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        <name>Focus Financial Partners 5/23 B6 Cov-Lite</name>
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        <name>CHASE AUTO CREDIT LINKED NOTES</name>
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        <name>Ultra Electronics 11/21 (USD) TL</name>
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        <name>PIKE CORPORATION</name>
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          <couponKind>Floating</couponKind>
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        <name>PFS FINANCING CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TEAM HEALTH HOLDINGS INC.</name>
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        <name>SELECT MEDICAL CORPORATION</name>
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        <name>SRS DISTRIBUTION INC.</name>
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        <name>TRANS UNION LLC</name>
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        <name>NAVICURE INC.</name>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <name>Life Time 5/23 Cov-Lite</name>
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        <name>IMPERIAL FUND MORTGAGE TRUST</name>
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        <title>IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 IMPRL 2021-NQM2 A1</title>
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        <name>STAR TRUST</name>
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        <title>STAR 2021-SFR1 TRUST STAR 2021-SFR1 C</title>
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        <name>United States of America</name>
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        <name>VERUS SECURITIZATION TRUST</name>
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        <name>DENALI CAPITAL CLO LTD.</name>
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        <title>DENALI CAPITAL CLO XI LTD DEN11 2015-1A A2RR</title>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>SUNSHINE LUXEMBOURG VII S.A R.L.</name>
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        <name>MISSOURI HIGHER ED LN AUTH STUDENT LN REV</name>
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        <name>OAKTOWN RE LTD</name>
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          <isin value="US7839655930"/>
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        <curCd>USD</curCd>
        <valUSD>33741078.90000000</valUSD>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DLLMT LLC</name>
        <lei>N/A</lei>
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        <cusip>232989AB9</cusip>
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          <isin value="US232989AB92"/>
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        <balance>95000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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      </invstOrSec>
      <invstOrSec>
        <name>CITIGROUP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CITIGROUP COMMERCIAL MORTGAGE TRUST 2018-TBR CGCMT 2018-TBR A</title>
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          <isin value="US17326MAA09"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2017-1 TPMT 2017-1 A1</title>
        <cusip>89173FAA8</cusip>
        <identifiers>
          <isin value="US89173FAA84"/>
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        <balance>44525.67000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43782.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2056-10-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV</name>
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        <title>KENTUCKY HIGHER EDUCATION STUDENT LOAN CORP KHESL 2020-1 A1B</title>
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          <isin value="US49130NEZ87"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-5 NRZT 2017-5A A1</title>
        <cusip>64828NAA3</cusip>
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          <isin value="US64828NAA37"/>
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        <balance>1001912.66000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PREGIS TOPCO LLC</name>
        <lei>N/A</lei>
        <title>PREGIS TOPCO LLC 7/31/2026</title>
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          <other otherDesc="All Others" value="LX181490"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AE0825</title>
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          <isin value="US31419A4K08"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2039-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 879906</title>
        <cusip>31409VR39</cusip>
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          <isin value="US31409VR394"/>
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        <balance>94133.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>95508.08000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-10-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2004-3 SEMT 2004-3 A</title>
        <cusip>81744FAZ0</cusip>
        <identifiers>
          <isin value="US81744FAZ09"/>
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        <balance>188360.93000000</balance>
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        <curCd>USD</curCd>
        <valUSD>187381.74000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.91129000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BAUSCH + LOMB CORPORATION</name>
        <lei>N/A</lei>
        <title>BAUSCH + LOMB CORPORATION 5/10/2027</title>
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          <other otherDesc="All Others" value="LX204291"/>
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        <curCd>USD</curCd>
        <valUSD>1113009.48000000</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>2027-05-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.45713080</annualizedRt>
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      <invstOrSec>
        <name>KKR FINANCIAL CLO, LTD.</name>
        <lei>N/A</lei>
        <title>KKR CLO 21 LTD KKR 21 A</title>
        <cusip>48252KAA7</cusip>
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          <isin value="US48252KAA79"/>
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        <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>6.26028840</annualizedRt>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM1 NRZT 2020-NQM1 A1</title>
        <cusip>64830VAA1</cusip>
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          <isin value="US64830VAA17"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CLUBCORP HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>CLUBCORP HOLDINGS INC. 9/18/2024</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>ARI FLEET LEASE TRUST</name>
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          <isin value="US00217FAB13"/>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2022-7 MORTGAGE LOAN TRUST COLT 2022-7 A1</title>
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          <isin value="US12663GAA58"/>
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        <balance>890352.47000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.16200000</annualizedRt>
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      <invstOrSec>
        <name>MFA TRUST</name>
        <lei>N/A</lei>
        <title>MFA 2020-NQM3 TRUST MFRA 2020-NQM3 A1</title>
        <cusip>552757AA4</cusip>
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          <isin value="US552757AA45"/>
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        <balance>40140.76000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36024.87000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2065-01-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.01400120</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THOUGHTWORKS, INC.</name>
        <lei>N/A</lei>
        <title>THOUGHTWORKS, INC. 3/24/2028</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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        <fairValLevel>2</fairValLevel>
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        <name>VIRGIN MEDIA BRISTOL LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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          <couponKind>Floating</couponKind>
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        <name>TUTOR PERINI</name>
        <lei>N/A</lei>
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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>
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        <cusip>35564KED7</cusip>
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          <isin value="US35564KED72"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <title>CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 CAS 2022-R03 1M1</title>
        <cusip>20753XAA2</cusip>
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          <isin value="US20753XAA28"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>SOPHIA, L.P.</name>
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        <title>SOPHIA, L.P. 10/9/2028</title>
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          <other otherDesc="All Others" value="LX190114"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 2004-5 SEMT 2004-5 A1</title>
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          <isin value="US81744FBS56"/>
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        <balance>729462.89000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <cusip>362541AB0</cusip>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <title>FREDDIE MAC STRUCTURED AGENCY CREDIT RISK DEBT NOT STACR 2023-DNA2 M1A</title>
        <cusip>35564KT58</cusip>
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          <isin value="US35564KT581"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>BEAR STEARNS ALT-A TRUST</name>
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          <isin value="US07386HKK67"/>
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          <couponKind>Floating</couponKind>
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        <name>OPG TRUST</name>
        <lei>N/A</lei>
        <title>OPG TRUST 2021-PORT OPG 2021-PORT D</title>
        <cusip>67118AAL9</cusip>
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          <isin value="US67118AAL98"/>
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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>
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        <name>OBX TRUST</name>
        <lei>N/A</lei>
        <title>OBX 2020-INV1 TRUST OBX 2020-INV1 A11</title>
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          <isin value="US67113CAL00"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-H NAVSL 2020-HA A</title>
        <cusip>63935BAA1</cusip>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2069-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.31000000</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>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-1 NRZT 2018-1A A1A</title>
        <cusip>64830GAB2</cusip>
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          <isin value="US64830GAB23"/>
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        <balance>468543.31000000</balance>
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        <curCd>USD</curCd>
        <valUSD>442249.69000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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      <invstOrSec>
        <name>VICI PROPERTIES L.P.</name>
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      <invstOrSec>
        <name>LAD AUTO RECEIVABLES TRUST</name>
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      <invstOrSec>
        <name>GLOBAL IID PARENT LLC</name>
        <lei>N/A</lei>
        <title>GLOBAL IID PARENT LLC 12/16/2028</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THE FEDERAL HOME LOAN BANKS</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US46630GAS49"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>PROJECT CASTLE, INC.</name>
        <lei>N/A</lei>
        <title>PROJECT CASTLE, INC. 6/1/2029</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TK ELEVATOR MIDCO GMBH</name>
        <lei>N/A</lei>
        <title>TK ELEVATOR MIDCO GMBH 7/30/2027</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>THE CHEMOURS COMPANY</name>
        <lei>549300M1BOLNXL8DOV14</lei>
        <title>CHEMOURS CO/THE 144A 4.625000% 11/15/2029</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
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        <title>TOWD POINT MORTGAGE TRUST 2021-SJ2 TPMT 2021-SJ2 A1A</title>
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          <isin value="US89180LAA61"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
        <lei>N/A</lei>
        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLMI MLMI 2005-A2 A3</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <title>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2017-SC BAMLL 2017-SCH AL</title>
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        <name>USI. INC.</name>
        <lei>N/A</lei>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <title>FREDDIE MAC STACR REMIC TRUST 2022-DNA1 STACR 2022-DNA1 M1A</title>
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        <fairValLevel>2</fairValLevel>
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        <name>COUNTRYWIDE HOME LOANS INC</name>
        <lei>N/A</lei>
        <title>CHL MORTGAGE PASS-THROUGH TRUST 2004-8 CWHL 2004-8 2A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ICON PUBLIC LIMITED COMPANY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>MOTUS GROUP, LLC</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>
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          <couponKind>Floating</couponKind>
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      <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>
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          <isin value="US863579PF99"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ARROYO MORTGAGE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COLD STORAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US193051AN95"/>
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        <name>TIAA CLO LTD</name>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ENSEMBLE RCM, 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>HSBC HOLDINGS PLC</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SHARP MIDCO LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>SOPHIA, L.P.</name>
        <lei>N/A</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MORTGAGEIT TRUST</name>
        <lei>N/A</lei>
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          <couponKind>Floating</couponKind>
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        <name>TRICOLOR AUTO SECURITIZATION TRUST</name>
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        <name>GATES GLOBAL LLC</name>
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        <name>MFA TRUST</name>
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        <name>TOWD POINT HE TRUST</name>
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        <name>HILTON WORLDWIDE FINANCE LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST</name>
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        <title>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-C HALST 2021-C A4</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>FHF TRUST</name>
        <lei>N/A</lei>
        <title>FHF TRUST 2021-2 FHF 2021-2A A</title>
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          <isin value="US30322JAA43"/>
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        <balance>71546.37000000</balance>
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        <curCd>USD</curCd>
        <valUSD>68126.58000000</valUSD>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.83000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>AGILITI HEALTH</name>
        <lei>N/A</lei>
        <title>AGILITI HEALTH 05/01/2030</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX211451"/>
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        <balance>753500.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>743614.08000000</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>2030-05-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CNH EQUIPMENT TRUST</name>
        <lei>N/A</lei>
        <title>CNH EQUIPMENT TRUST 2023-A CNH 2023-A A2</title>
        <cusip>12664QAB0</cusip>
        <identifiers>
          <isin value="US12664QAB05"/>
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        <balance>70000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>COVANTA HOLDING CORPORATION</name>
        <lei>N/A</lei>
        <title>COVANTA HOLDING CORPORATION 11/30/2028</title>
        <cusip>22282GAC1</cusip>
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          <other otherDesc="All Others" value="LX200338"/>
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        <balance>262064.63000000</balance>
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        <curCd>USD</curCd>
        <valUSD>257806.08000000</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>2028-11-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.48221120</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
        <lei>1HNPXZSMMB7HMBMVBS46</lei>
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        <cusip>694308KA4</cusip>
        <identifiers>
          <isin value="US694308KA47"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>195944.94000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <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>
        <cusip>004421KL6</cusip>
        <identifiers>
          <isin value="US004421KL63"/>
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        <balance>495423.18000000</balance>
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        <curCd>USD</curCd>
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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>2050-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.01300160</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>BLUEMOUNTAIN FUJI US CLO LTD</name>
        <lei>N/A</lei>
        <title>BLUEMOUNTAIN FUJI US CLO II LTD BLUEM 2017-2A C</title>
        <cusip>09629EAJ0</cusip>
        <identifiers>
          <isin value="US09629EAJ01"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>339962.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.25042960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A2</title>
        <cusip>31573TAB4</cusip>
        <identifiers>
          <isin value="US31573TAB44"/>
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        <balance>385898.56000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>355680.58000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.89199880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ASURION, LLC</name>
        <lei>N/A</lei>
        <title>ASURION, LLC 12/23/2026</title>
        <cusip>04649VAX8</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX191415"/>
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        <balance>694025.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.27457120</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SBA TOWER TRUST</name>
        <lei>N/A</lei>
        <title>SBA TOWER TRUST 144A 3.869000% 10/08/2024</title>
        <cusip>78403DAH3</cusip>
        <identifiers>
          <isin value="US78403DAH35"/>
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        <balance>385000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DELTA TOPCO, INC.</name>
        <lei>N/A</lei>
        <title>DELTA TOPCO, INC. 12/1/2028</title>
        <cusip>24780DAE7</cusip>
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          <other otherDesc="All Others" value="LX190135"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-12-01</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2013-CCRE10 MORTGAGE TRUST COMM 2013-CR10 XA</title>
        <cusip>12626BAF1</cusip>
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          <isin value="US12626BAF13"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.51155280</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FLAGSHIP CREDIT AUTO TRUST</name>
        <lei>N/A</lei>
        <title>FLAGSHIP CREDIT AUTO TRUST 2021-3 FCAT 2021-3 A</title>
        <cusip>33846QAA9</cusip>
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          <isin value="US33846QAA94"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 AMCAR 2020-3 C</title>
        <cusip>03066PAE9</cusip>
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          <isin value="US03066PAE97"/>
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        <curCd>USD</curCd>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.06000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MCAFEE CORP.</name>
        <lei>N/A</lei>
        <title>MCAFEE CORP. 3/1/2029</title>
        <cusip>57906HAD9</cusip>
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          <other otherDesc="All Others" value="LX202447"/>
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        <curCd>USD</curCd>
        <valUSD>742237.80000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BELLEMEADE RE LTD.</name>
        <lei>N/A</lei>
        <title>BELLEMEADE RE 2022-1 LTD BMIR 2022-1 M1A</title>
        <cusip>078774AA4</cusip>
        <identifiers>
          <isin value="US078774AA40"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>996944.70000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.72298920</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DIAMOND SPORTS GROUP, LLC</name>
        <lei>N/A</lei>
        <title>DIAMOND SPORTS GROUP, LLC 8/24/2026</title>
        <cusip>25277BAG3</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX203199"/>
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        <balance>984402.80000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>38962.66000000</valUSD>
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        <name>Federal National Mortgage Association</name>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AD0213</title>
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        <name>Federal National Mortgage Association</name>
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        <name>MOUNTAIN VIEW CLO LTD</name>
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      <invstOrSec>
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        <name>M6 ETX HOLDINGS II MIDCO LLC</name>
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        <name>EAGLE PARENT CORP.</name>
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          <other otherDesc="All Others" value="LX203157"/>
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        <isRestrictedSec>N</isRestrictedSec>

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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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          <isin value="US46631JAA60"/>
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        <name>FORD CREDIT AUTO OWNER TRUST</name>
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          <isin value="US345295AD16"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CATALENT PHARMA SOLUTIONS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>IMPRIVATA, INC.</name>
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        <name>CORPORATION SERVICE COMPANY</name>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
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        <name>ALIXPARTNERS, LLP</name>
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        <name>BX TRUST</name>
        <lei>N/A</lei>
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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2020-1 VERUS 2020-1 A1</title>
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      <invstOrSec>
        <name>CHASE AUTO CREDIT LINKED NOTES</name>
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      <invstOrSec>
        <name>RADIAN GUARANTY INC AND EAGLE RE LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DT AUTO OWNER TRUST</name>
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        <name>VOYA CLO</name>
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          <isin value="US92912VAY11"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>TCI-FLATIRON CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PRAIRIE ECI ACQUIROR LP</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ZAYO GROUP HOLDINGS, INC.</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
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          <isin value="US78449QAC15"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>GRIFOLS WORLDWIDE OPERATIONS USA</name>
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          <other otherDesc="All Others" value="LX183733"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <name>VELOCITY COMMERCIAL CAPITAL LOAN TRUST</name>
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        <name>DELL EQUIPMENT FINANCE TRUST</name>
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        <name>BX TRUST</name>
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          <isin value="US12433EAA91"/>
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        <name>ASSUREDPARTNERS, INC.</name>
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        <name>ATALAYA EQUIPMENT LEASING TRUST LLC.</name>
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        <name>MHP COMMERCIAL MORTGAGE TRUST</name>
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          <isin value="US55293DAA90"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>WASHINGTON MUTUAL MSC MORTGAGE CORP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>RENAISSANCE HOLDING CORP.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>NEXTERA ENERGY CAPITAL HOLDINGS, INC.</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>US FOODS, INC.</name>
        <lei>N/A</lei>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>FREEPORT LNG INVESTMENTS, LLLP</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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          <couponKind>Floating</couponKind>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <title>ANGEL OAK MORTGAGE TRUST 2020-5 AOMT 2020-5 A1</title>
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        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>WESTGATE RESORTS LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <isRestrictedSec>N</isRestrictedSec>

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        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1</title>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>PARTICLE LUXEMBOURG S.A.R.L.</name>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <debtSec>
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          <couponKind>Floating</couponKind>
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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>1011778 B.C. UNLIMITED LIABILITY COMPANY</name>
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        <name>Freddie Mac</name>
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        <name>CCG RECEIVABLES TRUST</name>
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        <name>REGIONALCARE HOSPITAL PARTNERS HOLDINGS, INC.</name>
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        <name>AIR METHODS</name>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <name>WarnerMedia Holdings, Inc.</name>
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        <name>HAYWARD INDUSTRIES INC.</name>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <name>TRONOX INCORPORATED</name>
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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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      <invstOrSec>
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        <name>Federal National Mortgage Association</name>
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        <name>TITAN ACQUISITION LIMITED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <name>CURIA GLOBAL, INC.</name>
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        <name>PACIFIC GAS AND ELECTRIC COMPANY</name>
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        <name>AEGIS ASSET BACKED SECURITIES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV</name>
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        <name>BROWN GROUP HOLDING, LLC</name>
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        <name>GLS AUTO RECEIVABLES TRUST</name>
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        <title>GLS AUTO RECEIVABLES ISSUER TRUST 2021-1 GCAR 2021-1A D</title>
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        <name>Bracket Holding/Signant Health 5/23</name>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY DEAN WITTER CAPITAL I INC</name>
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        <name>LIFE MORTGAGE TRUST</name>
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        <name>LS GROUP OPCO ACQUISITION LLC</name>
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        <name>VISTRA OPERATIONS COMPANY LLC</name>
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        <name>ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST</name>
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        <name>NATWEST MARKETS PLC</name>
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        <name>APIDOS CLO</name>
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        <name>DLLMT LLC</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
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        <valUSD>472451.21000000</valUSD>
        <pctVal>0.088341782453</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-22</maturityDt>
          <couponKind>Floating</couponKind>
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          <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>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST I LLC 2019-4 AOMT 2019-4 A1</title>
        <cusip>03463UAA5</cusip>
        <identifiers>
          <isin value="US03463UAA51"/>
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        <balance>53.22000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>52.98000000</valUSD>
        <pctVal>0.000009906520</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-07-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99300040</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 SDART 2023-2 A2</title>
        <cusip>80287JAB0</cusip>
        <identifiers>
          <isin value="US80287JAB08"/>
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        <balance>1650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1647919.85000000</valUSD>
        <pctVal>0.308138012579</pctVal>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSMC TRUST</name>
        <lei>N/A</lei>
        <title>CSMC 2021-AFC1 TRUST CSMC 2021-AFC1 A1</title>
        <cusip>12657LAA2</cusip>
        <identifiers>
          <isin value="US12657LAA26"/>
        </identifiers>
        <balance>136813.36000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>105453.99000000</valUSD>
        <pctVal>0.019718424350</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>2056-03-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.83000160</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2023-05-31</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>
</edgarSubmission>
