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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MFA TRUST</name>
        <lei>N/A</lei>
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        <identifiers>
          <isin value="US55283FAA66"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US03464XAL47"/>
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        <curCd>USD</curCd>
        <valUSD>62066.57000000</valUSD>
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        <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>PHOENIX GUARANTO TL 1L</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX227037"/>
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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>
          <maturityDt>2031-02-14</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>LIFEPOINT HEALTH, INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX217408"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>IMAGINE LEARNING TL 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>SFS AUTO RECEIVABLES SECURITIZATION TRUST</name>
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        <title>SFS AUTO RECEIVABLES SECURITIZATION TRUST 2023-1 SFAST 2023-1A A2A</title>
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          <isin value="US78398AAB98"/>
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        <valUSD>66710.69000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN MA2474</title>
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          <isin value="US31418BXC52"/>
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        <curCd>USD</curCd>
        <valUSD>208655.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>QUARTZ ACQUIRECO, LLC</name>
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          <other otherDesc="All Others" value="LX211922"/>
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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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DBCG</name>
        <lei>N/A</lei>
        <title>DBCG 2017-BBG MORTGAGE TRUST DBCG 2017-BBG C</title>
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          <isin value="US233062AJ76"/>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1100000.00000000</valUSD>
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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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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CP ATLAS BUYER, INC.</name>
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        <curCd>USD</curCd>
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        <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>QUIRCH FOODS HOLDINGS, LLC</name>
        <lei>N/A</lei>
        <title>QUIRCH FOODS HOLDINGS, LLC 10/27/2027</title>
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          <other otherDesc="All Others" value="LX204355"/>
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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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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>MASTR ALTERNATIVE LOAN TR</name>
        <lei>N/A</lei>
        <title>MASTR ALTERNATIVE LOAN TRUST 2003-5 MALT 2003-5 4A1</title>
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        <identifiers>
          <isin value="US576434FF60"/>
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        <balance>634673.54000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE-ACES FNA 2017-M13 FA</title>
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          <isin value="US3136AYP317"/>
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        <issuerCat>USGA</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>MERRILL LYNCH MORTGAGE TRUST</name>
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        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2004-1 2A1</title>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-NQM3 NRZT 2021-NQM3 A1</title>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>OBX TRUST</name>
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        <title>OBX 2021-NQM2 TRUST OBX 2021-NQM2 A1</title>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>ELARA HGV TIMESHARE</name>
        <lei>N/A</lei>
        <title>ELARA HGV TIMESHARE ISSUER 2017-A LLC EHGVT 2017-A A</title>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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        <name>DRIVE AUTO RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>BLUEMOUNTAIN CLO LTD.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>FORD CREDIT AUTO OWNER TRUST</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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        <name>BRE GRAND ISLANDER TIMESHARE ISSUER LLC</name>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PROJECT BOOST PURCHASER, LLC</name>
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        <name>NEUBERGER BERMAN CLO LTD</name>
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        <name>ELARA HGV TIMESHARE</name>
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        <name>SYMPHONY STATIC CLO LTD</name>
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        <name>RESIDENTIAL ASSET SECURITIZATION TRUST (CWMBS)</name>
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      </invstOrSec>
      <invstOrSec>
        <name>VERSCEND HOLDING CORP.</name>
        <lei>N/A</lei>
        <title>VERSCEND HOLDING CORP. 8/27/2025</title>
        <cusip>92531HAD9</cusip>
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          <other otherDesc="All Others" value="LX192759"/>
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        <curCd>USD</curCd>
        <valUSD>996134.03000000</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>2025-08-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.44074080</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>CENTURY DE BUYER LLC</name>
        <lei>N/A</lei>
        <title>CENTURY DE BUYER LLC 10/30/2030</title>
        <cusip>15651FAB2</cusip>
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          <other otherDesc="All Others" value="LX216616"/>
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        <balance>1199782.73000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1203538.05000000</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>2030-10-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.31743000</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>CLUBCORP HOLDINGS</name>
        <lei>N/A</lei>
        <title>CLUBCORP HOLDINGS 9/18/2026</title>
        <cusip>18948TAF0</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX219228"/>
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        <balance>1065497.57000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1060841.35000000</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>2026-09-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.60975080</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PROJECT BOOST PURCHASER, LLC</name>
        <lei>N/A</lei>
        <title>PROJECT BOOST PURCHASER, LLC 5/30/2026</title>
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          <other otherDesc="All Others" value="LX195765"/>
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        <balance>956070.25000000</balance>
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        <curCd>USD</curCd>
        <valUSD>955553.97000000</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>2026-05-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.94074040</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
        <lei>N/A</lei>
        <title>STRUCTURED ASSET INVESTMENT LOAN TRUST 2004-8 SAIL 2004-8 A8</title>
        <cusip>86358ELS3</cusip>
        <identifiers>
          <isin value="US86358ELS36"/>
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        <balance>2042421.59000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1979492.33000000</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>2034-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.43541040</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2005-A3 JPMMT 2005-A3 6A2</title>
        <cusip>466247QJ5</cusip>
        <identifiers>
          <isin value="US466247QJ56"/>
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        <balance>152660.34000000</balance>
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        <curCd>USD</curCd>
        <valUSD>148034.26000000</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>2035-06-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.49352360</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FREDDIE MAC STACR REMIC TRUST</name>
        <lei>N/A</lei>
        <title>FREDDIE MAC STACR REMIC TRUST 2023-HQA3 STACR 2023-HQA3 A1</title>
        <cusip>35564K3F4</cusip>
        <identifiers>
          <isin value="US35564K3F46"/>
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        <balance>985602.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>998882.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-11-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.17165000</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>TICP CLO LTD</name>
        <lei>N/A</lei>
        <title>TICP CLO IX LTD TICP 2017-9A A</title>
        <cusip>87249AAA3</cusip>
        <identifiers>
          <isin value="US87249AAA34"/>
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        <balance>455572.92000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>455741.94000000</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>2031-01-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.71942160</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>CONNECTICUT AVENUE SECURITIES</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2023-R07 CAS 2023-R07 2M1</title>
        <cusip>20753BAA0</cusip>
        <identifiers>
          <isin value="US20753BAA08"/>
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        <balance>913795.19000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>922083.68000000</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>2043-09-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.27130880</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>TENNECO INC</name>
        <lei>N/A</lei>
        <title>TENNECO INC 11/17/2028</title>
        <cusip>88037HAP9</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX209152"/>
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        <balance>134558.82000000</balance>
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        <curCd>USD</curCd>
        <valUSD>126631.96000000</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>2028-11-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>10.44813960</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>BAUSCH + LOMB CORPORATION</name>
        <lei>N/A</lei>
        <title>BAUSCH + LOMB CORPORATION 9/29/2028</title>
        <cusip>C0787FAG7</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX216777"/>
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        <balance>314212.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>313034.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-29</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.32626080</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>
        <name>Dae Funding LLC</name>
        <lei>635400SZTPQL3Y1P2C76</lei>
        <title>DAE FUNDING LLC MTN 1.550000% 08/01/2024</title>
        <cusip>23371DAJ3</cusip>
        <identifiers>
          <isin value="US23371DAJ37"/>
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        <balance>205000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>201066.72000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.55000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2017-6 NRZT 2017-6A A1</title>
        <cusip>64830BAA5</cusip>
        <identifiers>
          <isin value="US64830BAA52"/>
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        <balance>275044.79000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-08-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.99999960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2023-B TESLA 2023-B A2</title>
        <cusip>88167QAB2</cusip>
        <identifiers>
          <isin value="US88167QAB23"/>
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        <balance>140000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>140322.10000000</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>2025-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.02000000</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>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 SDART 2022-5 A3</title>
        <cusip>80287HAC2</cusip>
        <identifiers>
          <isin value="US80287HAC25"/>
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        <balance>40918.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>40782.99000000</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>2026-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.11000000</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>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2004-2 BSARM 2004-2 12A2</title>
        <cusip>07384MM25</cusip>
        <identifiers>
          <isin value="US07384MM258"/>
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        <balance>662949.13000000</balance>
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        <curCd>USD</curCd>
        <valUSD>594441.69000000</valUSD>
        <pctVal>0.136866115830</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>2034-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.90072240</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>ELECTRON BIDCO INC.</name>
        <lei>N/A</lei>
        <title>ELECTRON BIDCO INC. 11/1/2028</title>
        <cusip>28542CAC3</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX197890"/>
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        <balance>1349141.93000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1346403.17000000</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>
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      <invstOrSec>
        <name>GSR MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>GSR MORTGAGE LOAN TRUST 2005-AR1 GSR 2005-AR1 1A1</title>
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        <identifiers>
          <isin value="US36242DUL53"/>
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        <balance>41740.80000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
        <lei>N/A</lei>
        <title>CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-2R LTD CGMS 2014-2RA A2</title>
        <cusip>14314LAE5</cusip>
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          <isin value="US14314LAE56"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>LAD AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <cusip>501689AB9</cusip>
        <identifiers>
          <isin value="US501689AB93"/>
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        <balance>90000.00000000</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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      <invstOrSec>
        <name>SubCom 1/24 TLB</name>
        <lei>N/A</lei>
        <title>SubCom 1/24 TLB 1/26/2031</title>
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          <other otherDesc="All Others" value="LX225304"/>
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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>2031-01-26</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>GCAT TRUST</name>
        <lei>N/A</lei>
        <title>GCAT 2021-NQM5 TRUST GCAT 2021-NQM5 A1</title>
        <cusip>36168KAA5</cusip>
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          <isin value="US36168KAA51"/>
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        <balance>444931.50000000</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>
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        <securityLending>
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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 2021-2 FCAT 2021-2 B</title>
        <cusip>33844WAC4</cusip>
        <identifiers>
          <isin value="US33844WAC47"/>
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        <balance>119519.69000000</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>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HIGHTOWER HOLDING, LLC</name>
        <lei>N/A</lei>
        <title>HIGHTOWER HOLDING, LLC 4/21/2028</title>
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          <other otherDesc="All Others" value="LX194178"/>
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        <balance>745784.53000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-21</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>N/A</name>
        <lei>N/A</lei>
        <title>TRIPARTY REPURCHASE AGREEMENT (ACT/360) DAILY RESET</title>
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        <identifiers>
          <other otherDesc="All Others" value="PAM2872"/>
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        <balance>1600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1600000.00000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="BNP PARIBAS SECURITIES BOND" isCleared="Y"/>
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            <repurchaseCollateral>
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        <securityLending>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2023-N3 CRVNA 2023-N3 A</title>
        <cusip>14686RAA0</cusip>
        <identifiers>
          <isin value="US14686RAA05"/>
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        <balance>71208.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>71507.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>6.41000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>MFA TRUST</name>
        <lei>N/A</lei>
        <title>MFA 2021-INV1 TRUST MFRA 2021-INV1 A1</title>
        <cusip>552747AA5</cusip>
        <identifiers>
          <isin value="US552747AA55"/>
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        <balance>55176.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50687.92000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>0.85200120</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES</name>
        <lei>N/A</lei>
        <title>CONNECTICUT AVENUE SECURITIES TRUST 2023-R06 CAS 2023-R06 1M1</title>
        <cusip>20754EAA3</cusip>
        <identifiers>
          <isin value="US20754EAA38"/>
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        <balance>593203.30000000</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>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2043-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.02164880</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>QUEST SOFTWARE US HOLDINGS INC.</name>
        <lei>N/A</lei>
        <title>QUEST SOFTWARE US HOLDINGS INC. 2/1/2029</title>
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          <other otherDesc="All Others" value="LX202066"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>BACH FINANCE LIMITED</name>
        <lei>N/A</lei>
        <title>BACH FINANCE LIMITED 1/31/2028</title>
        <cusip>N/A</cusip>
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          <other otherDesc="All Others" value="LX217179"/>
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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>
          <maturityDt>2028-01-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.34315920</annualizedRt>
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      <invstOrSec>
        <name>LUMEN TECHNOLOGIES INC.</name>
        <lei>N/A</lei>
        <title>LUMEN TECHNOLOGIES INC. 1/31/2025</title>
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          <other otherDesc="All Others" value="LX185513"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BELRON FINANCE US LLC</name>
        <lei>N/A</lei>
        <title>BELRON FINANCE US LLC 11/13/2025</title>
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          <other otherDesc="All Others" value="LX176839"/>
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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>
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          <maturityDt>2025-11-13</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>APIDOS CLO</name>
        <lei>N/A</lei>
        <title>APIDOS CLO XVIII APID 2018-18A A1</title>
        <cusip>03767NAC0</cusip>
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          <isin value="US03767NAC02"/>
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        <balance>747807.92000000</balance>
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        <curCd>USD</curCd>
        <valUSD>747620.97000000</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>2030-10-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>6.71942160</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>ATHENE GLOBAL FUNDING</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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          <isin value="US20753ACJ16"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>THORNBURG MORTGAGE SECURITIES TRUST</name>
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        <cusip>885220HB2</cusip>
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          <isin value="US885220HB24"/>
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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>VOLKSWAGEN AUTO LOAN ENHANCED TRUST</name>
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        <cusip>92867WAD0</cusip>
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          <isin value="US92867WAD02"/>
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        <curCd>USD</curCd>
        <valUSD>998294.20000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>STAR TRUST</name>
        <lei>N/A</lei>
        <title>STAR 2021-SFR2 TRUST STAR 2021-SFR2 C</title>
        <cusip>78474LAE6</cusip>
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          <isin value="US78474LAE65"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>SEQUOIA MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>SEQUOIA MORTGAGE TRUST 10 SEMT 10 1A</title>
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          <isin value="US81743VAA17"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>DLLAD LLC</name>
        <lei>N/A</lei>
        <title>DLLAD 2021-1 LLC DLLAD 2021-1A A3</title>
        <cusip>233262AC8</cusip>
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          <isin value="US233262AC89"/>
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        <balance>197230.50000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>EMRLD BORROWER LP</name>
        <lei>5493000GJYE7GAQCUC61</lei>
        <title>EMRLD BORROWER LP / EMERALD CO-ISSUER INC 144A 6.625000% 12/15/2030</title>
        <cusip>29103CAA6</cusip>
        <identifiers>
          <isin value="US29103CAA62"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>200700.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ANGEL OAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ANGEL OAK MORTGAGE TRUST 2020-1 AOMT 2020-1 A1</title>
        <cusip>03464RAA1</cusip>
        <identifiers>
          <isin value="US03464RAA14"/>
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        <balance>10821.46000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10235.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2059-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.46600000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
        <lei>N/A</lei>
        <title>STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 STAR 2021-3 A1</title>
        <cusip>85573JAA4</cusip>
        <identifiers>
          <isin value="US85573JAA43"/>
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        <balance>147350.71000000</balance>
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        <curCd>USD</curCd>
        <valUSD>119293.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>1.12700160</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>TESLA ELECTRIC VEHICLE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA ELECTRIC VEHICLE TRUST 2023-1 TEVT 2023-1 A2A</title>
        <cusip>881943AB0</cusip>
        <identifiers>
          <isin value="US881943AB00"/>
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        <balance>215000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>GLOBAL MEDICAL RESPONSE, INC.</name>
        <lei>549300ZFWD4ZFCEJCQ87</lei>
        <title>GLOBAL MEDICAL RESPONSE INC 144A 6.500000% 10/01/2025</title>
        <cusip>37960BAA3</cusip>
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          <isin value="US37960BAA35"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AQUA FINANCE TRUST</name>
        <lei>N/A</lei>
        <title>AQUA FINANCE TRUST 2021-A AQFIT 2021-A A</title>
        <cusip>03842VAA5</cusip>
        <identifiers>
          <isin value="US03842VAA52"/>
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        <balance>88823.11000000</balance>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>NEW RESIDENTIAL MORTGAGE LOAN TRUST 2020-NQM NRZT 2020-NQM2 A1</title>
        <cusip>64830UAA3</cusip>
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          <isin value="US64830UAA34"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>United States of America</name>
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        <title>US 2YR NOTE (CBT) JUN24 FINANCIAL COMMODITY FUTURE.</title>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MADISON PARK FUNDING XLII, LTD</name>
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        <title>ATRIUM XIII ATRM 13A B</title>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COMM MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>COMM 2014-CR14 MORTGAGE TRUST COMM 2014-CR14 XA</title>
        <cusip>12630DAZ7</cusip>
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          <isin value="US12630DAZ78"/>
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        <balance>5947424.32000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MERCEDES-BENZ AUTO LEASE TRUST</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CREATIVE ARTISTS AGENCY, LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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      <invstOrSec>
        <name>RADNET MANAGEMENT INC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>SEQUOIA MORTGAGE TRUST</name>
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          <isin value="US81743SAA87"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WILSONART LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <fairValLevel>2</fairValLevel>
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        <name>INTERNATIONAL FLAVORS &amp; FRAGRANCES INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>MILANO ACQUISITION</name>
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          <other otherDesc="All Others" value="LX189433"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CARLYLE US CLO LTD</name>
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        <title>CARLYLE US CLO 2017-2 LTD CGMS 2017-2A A2R</title>
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        <name>GTCR W Merger Sub LLC</name>
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        <name>PACIFIC LIFE GLOBAL FUNDING II</name>
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        <name>METLIFE SECURITIZATION TRUST</name>
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        <name>DEXT ABS LLC</name>
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        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
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        <name>USQ RAIL I LLC</name>
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        <title>ITE RAIL FUND LEVERED LP STEAM 2021-1A A</title>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>SELECT MEDICAL CORPORATION</name>
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        <name>MIRION TECHNOLOGIES (US HOLDINGS), INC.</name>
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        <name>Gracie Point International Funding</name>
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        <name>MILEAGE PLUS HOLDINGS LLC</name>
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        <name>TRIDENT TPI HOLDINGS, INC.</name>
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        <name>CARMAX AUTO OWNER TRUST</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>TGG TS ACQUISITION COMPANY</name>
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        <title>TGG TS ACQUISITION COMPANY 12/14/2025</title>
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        <name>CIFC FUNDING LTD</name>
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        <name>VOLKSWAGEN AUTO LOAN ENHANCED TRUST</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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      <invstOrSec>
        <name>DERBY BUYER LLC</name>
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        <name>SARATOGA INVESTMENT CORP SENIOR LOAN FUND LTD</name>
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        <name>Federal National Mortgage Association</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>AUTOZONE, INC.</name>
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        <name>PRETIUM PKG HOLDINGS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <name>BW HOLDING, INC.</name>
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        <name>WELLS FARGO BANK, NATIONAL 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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        <title>MORGAN STANLEY MORTGAGE LOAN TRUST 2004-10AR MSM 2004-10AR 1A</title>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>WHEELS FLEET LEASE FUNDING LLC</name>
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        <name>CAMBREX CORPORATION</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AMMC CLO LIMITED</name>
        <lei>N/A</lei>
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          <isin value="US00176ABB08"/>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>HYUNDAI AUTO RECEIVABLES TRUST</name>
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          <isin value="US44933FAE60"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NETSMART, INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX190017"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WIN WASTE INNOVATIONS HOLDINGS INC.</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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          <maturityDt>2028-03-24</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ZELIS COST MANAGEMENT BUYER, INC.</name>
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          <other otherDesc="All Others" value="LX224676"/>
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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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          <maturityDt>2029-09-28</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2020-4 VERUS 2020-4 A1</title>
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          <isin value="US92538LAA98"/>
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        <balance>19847.77000000</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>2065-05-25</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST 2 WOLS 2023-A A2A</title>
        <cusip>981944AB7</cusip>
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          <isin value="US981944AB72"/>
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        <balance>92399.62000000</balance>
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        <curCd>USD</curCd>
        <valUSD>92332.06000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.47000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT-A TRUST 2003-5 BALTA 2003-5 2A1</title>
        <cusip>07386HDL2</cusip>
        <identifiers>
          <isin value="US07386HDL24"/>
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        <balance>508977.23000000</balance>
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        <curCd>USD</curCd>
        <valUSD>477779.67000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2033-12-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.41397520</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ROSEN GROUP 2/24 TLB</name>
        <lei>N/A</lei>
        <title>ROSEN GROUP 2/24 TLB 2/24/2031</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX227237"/>
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        <balance>575000.00000000</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>
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          <couponKind>Floating</couponKind>
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        <name>MARLETTE FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>MARLETTE FUNDING TRUST 2023-3 MFT 2023-3A A</title>
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          <isin value="US57109RAA86"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>DEXT ABS LLC</name>
        <lei>N/A</lei>
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        <name>MADISON PARK FUNDING, LTD.</name>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>ENTERPRISE FLEET FINANCING LLC</name>
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        <title>ENTERPRISE FLEET FUNDING 2021-1 LLC EFF 2021-1 A2</title>
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        <name>DT AUTO OWNER TRUST</name>
        <lei>N/A</lei>
        <title>DT AUTO OWNER TRUST 2023-1 DTAOT 2023-1A A</title>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <debtSec>
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      <invstOrSec>
        <name>SBNA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>SBNA AUTO LEASE TRUST 2024-A SBALT 2024-A A2</title>
        <cusip>78414SAC8</cusip>
        <identifiers>
          <isin value="US78414SAC89"/>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.45000000</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>BRAVO RESIDENTIAL FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 BRAVO 2021-NQM3 A1</title>
        <cusip>105690AA9</cusip>
        <identifiers>
          <isin value="US105690AA91"/>
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        <balance>119203.22000000</balance>
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        <curCd>USD</curCd>
        <valUSD>108982.12000000</valUSD>
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        <name>HPLY TRUST 2019-HIT</name>
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      <invstOrSec>
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        <name>CHASE MORTGAGE FINANCE CORPORATION</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <name>FCI FUNDING LIMITED</name>
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          <isin value="US30260GAA40"/>
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        <name>MISTER CAR WASH</name>
        <lei>N/A</lei>
        <title>MISTER CAR WASH 5/14/2026</title>
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          <other otherDesc="All Others" value="LX180151"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 EFMT 2021-2 A1</title>
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          <isin value="US31572LAA44"/>
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        <fairValLevel>2</fairValLevel>
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        <name>BENEFIT STREET PARTNERS CLO LTD</name>
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        <title>BENEFIT STREET PARTNERS CLO XII LTD BSP 2017-12A A1R</title>
        <cusip>08179HAE0</cusip>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>SUMMER (BC) BIDCO B LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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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>
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          <isin value="US86359BVG30"/>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
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          <isin value="US55318CAB00"/>
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        <name>MEDLINE BORROWER, LP</name>
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          <other otherDesc="All Others" value="LX198398"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>HPEFS EQUIPMENT TRUST</name>
        <lei>N/A</lei>
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          <isin value="US403963AC56"/>
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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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          <maturityDt>2035-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.65860960</annualizedRt>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>STAR TRUST</name>
        <lei>N/A</lei>
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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>METRONET INFRASTRUCTURE ISSUER LLC</name>
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        <name>NAVIENT STUDENT LOAN TRUST</name>
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        <name>FLEXSYS HOLDINGS, INC.</name>
        <lei>N/A</lei>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WEA FINANCE LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>WAND NEWCO 3 INC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>Freddie Mac</name>
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          <isin value="US3137G1AY32"/>
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      <invstOrSec>
        <name>POINTCLICKCARE TECHNOLOGIES INC.</name>
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        <name>BX COMMERCIAL MORTGAGE TRUST</name>
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        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST TPMT 2023-CES2 A1A</title>
        <cusip>89182FAA7</cusip>
        <identifiers>
          <isin value="US89182FAA75"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <debtSec>
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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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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <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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          <couponKind>Floating</couponKind>
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        <name>BRAVO RESIDENTIAL FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM1 BRAVO 2021-NQM1 A1</title>
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          <isin value="US10569TAA60"/>
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          <annualizedRt>0.94100040</annualizedRt>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
        <lei>N/A</lei>
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        <cusip>03067DAF2</cusip>
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          <isin value="US03067DAF24"/>
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        <name>ACCREDITED MORTGAGE LOAN TRUST</name>
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        <title>ACCREDITED MORTGAGE LOAN TRUST 2004-4 ACCR 2004-4 A1A</title>
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          <isin value="US004375CA70"/>
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        <name>KKR CLO LTD/LLC</name>
        <lei>N/A</lei>
        <title>KKR CLO 20 LTD KKR 20 B</title>
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          <isin value="US48251TAB70"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2021-1 VERUS 2021-1 A1</title>
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        <name>N/A</name>
        <lei>N/A</lei>
        <title>TMK PARENT CORPORATION EQUITY</title>
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        <name>APIDOS CLO</name>
        <lei>N/A</lei>
        <title>APIDOS CLO XII APID 2013-12A AR</title>
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          <isin value="US03764DAH44"/>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INTOWN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>INTOWN 2022-STAY MORTGAGE TRUST TOWN 2022-STAY A</title>
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      <invstOrSec>
        <name>AMWINS GROUP, INC.</name>
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        <name>COLT TRUST</name>
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        <name>MMAF EQUIPMENT FINANCE LLC</name>
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        <name>TRIMARAN CLO LTD.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>FIFTH THIRD AUTO TRUST</name>
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        <title>FIFTH THIRD AUTO TRUST 2023-1 FITAT 2023-1 A1</title>
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        <name>NORDSTROM, INC.</name>
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        <name>MAGNETITE CLO, LIMITED</name>
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        <title>MAGNETITE XVIII LTD MAGNE 2016-18A BR</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Waystar/Navicure 1/24 TL</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DAIMLER TRUCKS RETAIL TRUST</name>
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      <invstOrSec>
        <name>MFA TRUST</name>
        <lei>N/A</lei>
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          <isin value="US552754AA14"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
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          <isin value="US12656YAA55"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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          <isin value="US03063FAD69"/>
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        <balance>108798.90000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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          <isin value="US14686KAC18"/>
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        <name>TOORAK MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US89054YAA10"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>BCPE GRILL PARENT, INC.</name>
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          <other otherDesc="All Others" value="LX216735"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Dun &amp; Bradstreet 1/24</name>
        <lei>N/A</lei>
        <title>Dun &amp; Bradstreet 1/24 1/18/2029</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX225413"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>COLT MORTGAGE LOAN TRUST</name>
        <lei>N/A</lei>
        <title>COLT 2020-3 MORTGAGE LOAN TRUST COLT 2020-3 A1</title>
        <cusip>12597QAA4</cusip>
        <identifiers>
          <isin value="US12597QAA40"/>
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        <balance>16843.15000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15903.89000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>GRANITE PARK EQUIPMENT LEASING LLC</name>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <name>ARI FLEET LEASE TRUST</name>
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        <name>STARWOOD MORTGAGE RESIDENTIAL TRUST</name>
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        <title>STAR 2021-1 TRUST STAR 2021-1 A1</title>
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          <isin value="US85573GAA04"/>
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        <name>JPMCC COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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        <title>JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRU JPMCC 2020-NNN XAFX</title>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>LCM LTD.</name>
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        <title>LCM XXIV LTD LCM 24A AR</title>
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      <invstOrSec>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
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        <name>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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        <name>STRUCTURED ASSET INVESTMENT LOAN TRUST</name>
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          <couponKind>Floating</couponKind>
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        <name>ALLEGRO CLO LTD</name>
        <lei>N/A</lei>
        <title>ALLEGRO CLO V LTD ALLEG 2017-1A AR</title>
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        <name>Deutsche Bank AG (New York Branch)</name>
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        <name>GOLDENTREE LOAN MANAGEMENT US CLO LTD</name>
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        <name>BRIDGECREST LENDING AUTO SECURITIZATION TRUST</name>
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        <name>ALIGNED DATA CENTERS</name>
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        <name>BEAR STEARNS ARM TRUST</name>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <name>BRIGHTHOUSE FINANCIAL GLOBAL FUNDING</name>
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        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <name>TEAM HEALTH HOLDINGS, INC.</name>
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        <name>SOCIETE GENERALE SA</name>
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        <name>CROSS MORTGAGE TRUST</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>MH SUB I, LLC (MICRO HOLDING CORP.)</name>
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        <name>CONFLUENT MEDICAL TECHNOLOGIES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ENERGY TRANSFER LP</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COLT MORTGAGE LOAN TRUST</name>
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      <invstOrSec>
        <name>BANC OF AMERICA FUNDING CORPORATION</name>
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          <isin value="US058933AG77"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <title>CARVANA AUTO RECEIVABLES TRUST 2023-P3 CRVNA 2023-P3 A2</title>
        <cusip>14688GAB0</cusip>
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          <isin value="US14688GAB05"/>
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      <invstOrSec>
        <name>ASHFORD HOSPITALITY TRUST</name>
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          <isin value="US04410RAG11"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>UNITED AUTO CREDIT SECURITIZATION TRUST</name>
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        <title>UNITED AUTO CREDIT SECURITIZATION TRUST 2023-1 UACST 2023-1 A</title>
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          <isin value="US90945CAA09"/>
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        <balance>97.40000000</balance>
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        <curCd>USD</curCd>
        <valUSD>97.40000000</valUSD>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CPS AUTO RECEIVABLES TRUST</name>
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        <name>8TH AVENUE FOOD &amp; PROVISIONS, INC.</name>
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        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>AFFIRM ASSET SECURITIZATION TRUST</name>
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        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
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        <name>BX TRUST</name>
        <lei>N/A</lei>
        <title>BX 2021-MFM1 BX 2021-MFM1 C</title>
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          <isin value="US05608VAG14"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>SS&amp;C TECHNOLOGIES HOLDINGS, INC.</name>
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        <name>CITIGROUP INC.</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>BENEFIT STREET PARTNERS CLO LTD</name>
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        <name>ANGEL OAK MORTGAGE TRUST</name>
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        <name>IQVIA INC.</name>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <name>VERIFONE SYSTEMS INC.</name>
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        <name>SHARP SERVICES, LLC</name>
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        <name>IDERA, INC</name>
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        <name>BWAY MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>BWAY 2013-1515 MORTGAGE TRUST BWAY 2013-1515 A1</title>
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        <name>MERRILL LYNCH MORTGAGE TRUST</name>
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        <title>MERRILL LYNCH MORTGAGE INVESTORS TRUST SERIES MLCC MLCC 2003-E A1</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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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>PRETIUM PKG HOLDINGS, INC.</name>
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        <name>BA MORTGAGE SECURITIES INCORPORATED</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CATSKILL PARK CLO LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <name>CSMC TRUST</name>
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        <name>PROOFPOINT INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ADVANCION SCIENCES, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>GREATAMERICA LEASING RECEIVABLES FUNDING, L.L.C.</name>
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        <name>CNT HOLDINGS I CORP</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CIFC FUNDING LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CAESARS ENTERTAINMENT, INC.</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>CONSUMERS SECURITIZATION FUNDING LLC</name>
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        <name>HYPERION INSURANCE/HOWDEN 2/24 (USD) TLB</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <name>HILTON GRAND VACATIONS TRUST</name>
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        <name>XPO, INC.</name>
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        <name>R1 RCM INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CARMAX AUTO OWNER TRUST</name>
        <lei>N/A</lei>
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        <name>MERRILL LYNCH MORTGAGE INVESTORS INCORPORATED</name>
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          <isin value="US59020USM89"/>
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        <name>VANTAGE DATA CENTERS ISSUER LLC</name>
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        <name>WINGSTOP FUNDING</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>DYNASTY ACQUISITION CO., INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <name>NAVIENT PRIVATE EDUCATION LOAN TRUST</name>
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        <name>CHESAPEAKE FUNDING LLC</name>
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        <name>AADVANTAGE LOYALITY IP LTD.</name>
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        <name>WCG PURCHASER CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NEIGHBORLY ISSUER LLC</name>
        <lei>N/A</lei>
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          <isin value="US64016NAE76"/>
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        <balance>990000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1002595.37000000</valUSD>
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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>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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          <isin value="US05949ADF49"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-05-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.60414440</annualizedRt>
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      <invstOrSec>
        <name>VISIO TRUST</name>
        <lei>N/A</lei>
        <title>VISIO 2020-1R TRUST VISIO 2020-1R A2</title>
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        <identifiers>
          <isin value="US92837MAB37"/>
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        <balance>329130.95000000</balance>
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        <curCd>USD</curCd>
        <valUSD>294683.35000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
        <lei>N/A</lei>
        <title>GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-3 GMALT 2023-3 A2A</title>
        <cusip>379929AB8</cusip>
        <identifiers>
          <isin value="US379929AB86"/>
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        <balance>260133.33000000</balance>
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        <curCd>USD</curCd>
        <valUSD>260162.86000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.58000000</annualizedRt>
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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 2003-AR7 A7</title>
        <cusip>9292276K7</cusip>
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          <isin value="US9292276K70"/>
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        <balance>475303.98000000</balance>
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        <curCd>USD</curCd>
        <valUSD>434109.34000000</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>2033-08-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>5.57994240</annualizedRt>
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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>448862.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2032-10-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.62940080</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>N/A</name>
        <lei>N/A</lei>
        <title>OSMOSIS BUYER LIMITED 7/31/2028</title>
        <cusip>00132UAN4</cusip>
        <identifiers>
          <isin value="US00132UAN46"/>
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        <balance>8208.69000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5.17000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.00000000</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>
        <name>BANC OF AMERICA FUNDING CORPORATION</name>
        <lei>N/A</lei>
        <title>BANC OF AMERICA FUNDING 2005-F TRUST BAFC 2005-F 4A1</title>
        <cusip>05946XYZ0</cusip>
        <identifiers>
          <isin value="US05946XYZ04"/>
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        <balance>25321.11000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19657.32000000</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>2035-09-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.81272840</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>18301.49000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15547.09000000</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>3.24380520</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>
        <identifiers>
          <other otherDesc="All Others" value="LX195759"/>
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        <balance>490863.36000000</balance>
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        <curCd>USD</curCd>
        <valUSD>488899.91000000</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>8.42626080</annualizedRt>
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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>492962.13000000</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>2034-07-25</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.20313680</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>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>
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          <isin value="US64828FCQ37"/>
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        <balance>1425579.83000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.18540840</annualizedRt>
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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>
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          <other otherDesc="All Others" value="LX202284"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.67625920</annualizedRt>
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      <invstOrSec>
        <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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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <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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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.56000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>PRETIUM PKG HOLDINGS, INC.</name>
        <lei>N/A</lei>
        <title>PRETIUM PKG HOLDINGS, INC. 10/2/2028</title>
        <cusip>74142KAK5</cusip>
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          <other otherDesc="All Others" value="LX217896"/>
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        <curCd>USD</curCd>
        <valUSD>596686.03000000</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>2028-10-02</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>9.90642960</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>AUDIO VISUAL SERVICES</name>
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        <name>CITIZENS AUTO RECEIVABLES TRUST</name>
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        <name>Oberthur/Idemia 1/24 B5</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>CARLYLE GLOBAL MARKET STRATEGIES CLO LTD</name>
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        <name>CHASE AUTO CREDIT LINKED NOTES</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>COBHAM ULTRA SENIORCO S.A R.L.</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <name>SBNA AUTO LEASE TRUST</name>
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        <name>SRS DISTRIBUTION INC.</name>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <name>Federal National Mortgage Association</name>
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        <name>Conservice 1/24 Cov-Lite TL</name>
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        <name>VOYA CLO</name>
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        <name>TRAVERSE MIDSTREAM PARTNERS LLC</name>
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        <name>MISSOURI HIGHER ED LN AUTH STUDENT LN REV</name>
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        <name>WILLIAM MORRIS ENDEAVOR ENTERTAINMENT, LLC</name>
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      <invstOrSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US89173FAA84"/>
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      <invstOrSec>
        <name>KENTUCKY HIGHER ED STUDENT LN CORP STUDENT LN REV</name>
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          <isin value="US49130NEZ87"/>
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        <name>CARMAX AUTO OWNER TRUST</name>
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      <invstOrSec>
        <name>DUNKIN BRANDS</name>
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      <invstOrSec>
        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>PREGIS TOPCO LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>HUB INTERNATIONAL LTD</name>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>Federal National Mortgage Association</name>
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        <title>FANNIE MAE POOL FN AE0825</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Federal National Mortgage Association</name>
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        <fairValLevel>2</fairValLevel>
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        <name>FORD CREDIT AUTO LEASE TRUST</name>
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        <name>KUBOTA CREDIT OWNER TRUST</name>
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        <title>KUBOTA CREDIT OWNER TRUST 2024-1 KCOT 2024-1A A2</title>
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        <name>SEQUOIA MORTGAGE TRUST</name>
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          <couponKind>Floating</couponKind>
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        <name>BAUSCH + LOMB CORPORATION</name>
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        <name>NEW RESIDENTIAL MORTGAGE LOAN TRUST</name>
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        <name>COLT MORTGAGE LOAN TRUST</name>
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        <name>MFA TRUST</name>
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      <invstOrSec>
        <name>HPEFS EQUIPMENT TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JOHN DEERE OWNER TRUST</name>
        <lei>N/A</lei>
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          <isin value="US47787CAB90"/>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>AVIS BUDGET RENTAL CAR FUNDING</name>
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          <isin value="US05377RDV33"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>CREDIT SUISSE FIRST BOSTON CORPORATION</name>
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          <isin value="US225458TY41"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>ARROYO MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US042859AA69"/>
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        <balance>87607.05000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>VIRGIN MEDIA BRISTOL LLC</name>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Westinghouse/Brookfield Wec 1/24 TLB</name>
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          <other otherDesc="All Others" value="LX224734"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
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          <isin value="US939336V916"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>TUTOR PERINI</name>
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          <other otherDesc="All Others" value="LX189467"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>United States of America</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-16</maturityDt>
          <couponKind>None</couponKind>
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        <name>FREDDIE MAC STACR REMIC TRUST</name>
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        <name>BELFOR HOLDINGS INC.</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <name>SOPHIA, L.P.</name>
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        <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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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.52432600</annualizedRt>
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      <invstOrSec>
        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <title>GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 GMALT 2023-1 A2A</title>
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          <isin value="US362541AB07"/>
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        <balance>23889.81000000</balance>
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        <curCd>USD</curCd>
        <valUSD>23873.52000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-20</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.27000000</annualizedRt>
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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 2023-DNA2 STACR 2023-DNA2 M1A</title>
        <cusip>35564KT58</cusip>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BEAR STEARNS ALT-A TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ALT-A TRUST 2004-7 BALTA 2004-7 2A1</title>
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        <identifiers>
          <isin value="US07386HKK67"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <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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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <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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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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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>
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          <isin value="US63935BAA17"/>
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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>
          <maturityDt>2069-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>EXETER AUTOMOBILE RECEIVABLES TRUST</name>
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        <title>EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1 EART 2024-1A A2</title>
        <cusip>30167PAB6</cusip>
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          <isin value="US30167PAB67"/>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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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>414054.56000000</balance>
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        <curCd>USD</curCd>
        <valUSD>390849.99000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2057-12-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>LAD AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>LAD AUTO RECEIVABLES TRUST 2021-1 LADAR 2021-1A A</title>
        <cusip>501683AA4</cusip>
        <identifiers>
          <isin value="US501683AA41"/>
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        <balance>46779.50000000</balance>
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        <curCd>USD</curCd>
        <valUSD>46362.57000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.30000000</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>AMUR EQUIPMENT FINANCE RECEIVABLES LLC</name>
        <lei>N/A</lei>
        <title>AMUR EQUIPMENT FINANCE RECEIVABLES XIII LLC AXIS 2024-1A D</title>
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          <isin value="US03237CAE21"/>
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        <curCd>USD</curCd>
        <valUSD>497562.90000000</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>2031-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TESLA AUTO LEASE TRUST</name>
        <lei>N/A</lei>
        <title>TESLA AUTO LEASE TRUST 2023-A TESLA 2023-A A2</title>
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          <isin value="US88167PAB40"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>PFS FINANCING CORP.</name>
        <lei>N/A</lei>
        <title>PFS FINANCING CORP PFSFC 2021-A A</title>
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          <isin value="US69335PDZ53"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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      <invstOrSec>
        <name>J.P. MORGAN MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>JP MORGAN MORTGAGE TRUST 2007-A1 JPMMT 2007-A1 5A2</title>
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          <isin value="US46630GAS49"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>PROJECT CASTLE, INC.</name>
        <lei>N/A</lei>
        <title>PROJECT CASTLE, INC. 6/1/2029</title>
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          <other otherDesc="All Others" value="LX204743"/>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>THE CHEMOURS COMPANY</name>
        <lei>549300M1BOLNXL8DOV14</lei>
        <title>CHEMOURS CO/THE 144A 4.625000% 11/15/2029</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOWD POINT MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>TOWD POINT MORTGAGE TRUST 2021-SJ2 TPMT 2021-SJ2 A1A</title>
        <cusip>89180LAA6</cusip>
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          <isin value="US89180LAA61"/>
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        <balance>894305.23000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <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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          <isin value="US59020USK24"/>
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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>2035-02-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST</name>
        <lei>N/A</lei>
        <title>BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2017-SC BAMLL 2017-SCH AL</title>
        <cusip>054966AL0</cusip>
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        <valUSD>481017.55000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>6.26500080</annualizedRt>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>COUNTRYWIDE HOME LOANS INC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>MOTUS GROUP, LLC</name>
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        <name>STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST</name>
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        <name>MELLON RESIDENTIAL FUNDING CORPORATION</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>ARROYO MORTGAGE TRUST</name>
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        <name>CF HIPPOLYTA ISSUER LLC</name>
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        <name>COLD STORAGE TRUST</name>
        <lei>N/A</lei>
        <title>COLD STORAGE TRUST 2020-ICE5 COLD 2020-ICE5 D</title>
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        <name>SHARP MIDCO LLC</name>
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        <name>TOWD POINT HE TRUST</name>
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      </invstOrSec>
      <invstOrSec>
        <name>Toronto-Dominion Bank (New York Branch)</name>
        <lei>N/A</lei>
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        <curCd>USD</curCd>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      </invstOrSec>
      <invstOrSec>
        <name>WESTLAKE AUTOMOBILE RECEIVABLES TRUST</name>
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          <isin value="US96042UAB70"/>
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        <balance>109000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER COMPANY, INC.</name>
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          <isin value="US02557TAD19"/>
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        <balance>150000.00000000</balance>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
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        <cusip>80288AAB8</cusip>
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          <isin value="US80288AAB89"/>
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        <balance>60000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OBX TRUST</name>
        <lei>N/A</lei>
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          <isin value="US67118KAC71"/>
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        <balance>740000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States of America</name>
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          <isin value="US912797JZ11"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-04</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2021-C HALST 2021-C A4</title>
        <cusip>44933MAD3</cusip>
        <identifiers>
          <isin value="US44933MAD39"/>
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        <assetCat>ABS-MBS</assetCat>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.48000000</annualizedRt>
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      <invstOrSec>
        <name>FHF TRUST</name>
        <lei>N/A</lei>
        <title>FHF TRUST 2021-2 FHF 2021-2A A</title>
        <cusip>30322JAA4</cusip>
        <identifiers>
          <isin value="US30322JAA43"/>
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        <balance>39685.63000000</balance>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.83000000</annualizedRt>
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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>51505.66000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.34000000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>SPRING EDUCATION GROUP, INC.</name>
        <lei>N/A</lei>
        <title>SPRING EDUCATION GROUP, INC. 10/4/2030</title>
        <cusip>84840EAC1</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX217102"/>
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        <balance>680000.00000000</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>ACE SECURITIES CORP HOME EQUITY LOAN TRUST</name>
        <lei>N/A</lei>
        <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>184051.83000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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        <name>ELLINGTON FINANCIAL MORTGAGE TRUST</name>
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        <title>ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 EFMT 2019-2 A2</title>
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          <isin value="US31573TAB44"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Arby's/Inspire Brands 1/24 TL</name>
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        <title>Arby's/Inspire Brands 1/24 TL 12/15/2027</title>
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          <other otherDesc="All Others" value="LX224798"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>8TH AVENUE FOOD &amp; PROVISIONS, INC.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BUCKEYE OHIO TOB SETTLEMENT FING AUTH</name>
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        <title>BUCKEYE OH TOBACCO SETTLEMENT BUCKEYE TOBACCO SETTLEMENT FINANCING AUTHORITY</title>
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          <isin value="US118217CD85"/>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>ASURION, LLC</name>
        <lei>N/A</lei>
        <title>ASURION, LLC 12/23/2026</title>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>CARVANA AUTO RECEIVABLES TRUST 2024-N1 CRVNA 2024-N1 A2</title>
        <cusip>14687QAB9</cusip>
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          <isin value="US14687QAB95"/>
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        <assetCat>ABS-MBS</assetCat>
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        <name>THE WILLIAMS COMPANIES, INC.</name>
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          <couponKind>Fixed</couponKind>
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        <name>DELTA TOPCO, INC.</name>
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        <name>FLAGSHIP CREDIT AUTO TRUST</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>MCAFEE CORP.</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>BELLEMEADE RE LTD.</name>
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        <title>BELLEMEADE RE 2022-1 LTD BMIR 2022-1 M1A</title>
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        <name>PALMER SQUARE CLO</name>
        <lei>N/A</lei>
        <title>PALMER SQUARE CLO 2022-3 LTD PLMRS 2022-3A A1</title>
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        <invCountry>JE</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

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        <name>GTCR W-2 MERGER SUB LLC</name>
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        <name>J.P. MORGAN MORTGAGE TRUST</name>
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        <name>VSE VOI MORTGAGE LLC</name>
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        <name>Federal National Mortgage Association</name>
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        <name>TRIDENT TPI HOLDINGS, INC.</name>
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        <name>CARS DB</name>
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        <name>LIFE TIME, INC.</name>
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        <name>1011778 B.C. UNLIMITED LIABILITY COMPANY</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <name>LA Fitness 1/24 TLB</name>
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        <name>GM FINANCIAL AUTOMOBILE LEASING TRUST</name>
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        <name>BELRON FINANCE 2019 LLC</name>
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        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TCI-FLATIRON CLO LTD</name>
        <lei>N/A</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PRAIRIE ECI ACQUIROR LP</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>ZAYO GROUP HOLDINGS, INC.</name>
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          <other otherDesc="All Others" value="LX185593"/>
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        <payoffProfile>Long</payoffProfile>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>CLARIOS GLOBAL LP</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX224358"/>
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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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        <name>SMB PRIVATE EDUCATION LOAN TRUST</name>
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        <cusip>78449QAC1</cusip>
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          <isin value="US78449QAC15"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Powerteam Services 2/24 TLB</name>
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        <title>Powerteam Services 2/24 TLB 2/7/2031</title>
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          <other otherDesc="All Others" value="LX225798"/>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>PROSPER MARKETPLACE ISSUANCE TRUST</name>
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          <isin value="US74390NAA00"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST</name>
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          <isin value="US46591PAA03"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>NEUBERGER BERMAN CLO LTD</name>
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          <isin value="US64129JBG40"/>
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        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

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

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        <name>BX TRUST</name>
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          <isin value="US12433EAA91"/>
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        <name>ATALAYA EQUIPMENT LEASING TRUST LLC.</name>
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          <isin value="US046497AB91"/>
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        <name>International-Matex Tank Terminals/IMTT 10/23 TLB</name>
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        <name>MHP COMMERCIAL MORTGAGE TRUST</name>
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        <name>AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST</name>
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        <cusip>02529YAA1</cusip>
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          <isin value="US02529YAA10"/>
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        <isRestrictedSec>Y</isRestrictedSec>

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      <invstOrSec>
        <name>WASHINGTON MUTUAL MSC MORTGAGE CORP</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>REGATTA FUNDING LTD</name>
        <lei>N/A</lei>
        <title>REGATTA X FUNDING LTD REG10 2017-3A B</title>
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        <curCd>USD</curCd>
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        <assetCat>ABS-CBDO</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>US FOODS, INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX182191"/>
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        <balance>350057.84000000</balance>
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        <curCd>USD</curCd>
        <valUSD>350043.84000000</valUSD>
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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>2026-09-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>7.44073920</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CARVANA AUTO RECEIVABLES TRUST</name>
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        <cusip>14687GAC9</cusip>
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          <isin value="US14687GAC96"/>
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        <balance>86170.69000000</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>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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          <isin value="US03464WAA09"/>
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        <balance>292349.50000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>WESTGATE RESORTS LLC</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ACRISURE LLC</name>
        <lei>N/A</lei>
        <title>ACRISURE LLC 2/15/2027</title>
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          <other otherDesc="All Others" value="LX185414"/>
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        <balance>887351.80000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ERESEARCHTECHNOLOGY, INC.</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX183890"/>
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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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BEAR STEARNS ARM TRUST</name>
        <lei>N/A</lei>
        <title>BEAR STEARNS ARM TRUST 2003-8 BSARM 2003-8 4A1</title>
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          <isin value="US07384MZV70"/>
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        <balance>1070205.76000000</balance>
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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>J.P. MORGAN MORTGAGE TRUST</name>
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        <title>JP MORGAN MORTGAGE TRUST 2005-A4 JPMMT 2005-A4 4A2</title>
        <cusip>466247RV7</cusip>
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          <isin value="US466247RV75"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <securityLending>
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        <name>PARTICLE LUXEMBOURG S.A.R.L.</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>3</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>DUNKIN BRANDS</name>
        <lei>N/A</lei>
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        <name>WESTLAKE FLOORING MASTER TRUST</name>
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        <name>HYUNDAI AUTO LEASE SECURITIZATION TRUST</name>
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        <title>HYUNDAI AUTO LEASE SECURITIZATION TRUST 2023-B HALST 2023-B A2A</title>
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          <isin value="US448980AB85"/>
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        <name>ALTICE FRANCE S.A.</name>
        <lei>N/A</lei>
        <title>ALTICE FRANCE S.A. 8/15/2028</title>
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          <other otherDesc="All Others" value="LX210659"/>
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          <couponKind>Floating</couponKind>
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        <name>WASHINGTON MUTUAL MORTGAGE PASS-THROUGH CERTIFICIATES</name>
        <lei>N/A</lei>
        <title>WAMU MORTGAGE PASS-THROUGH CERTIFICATES SERIES 200 WAMU 2004-AR11 A</title>
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          <isin value="US92922FYA01"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN AE0643</title>
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        <curCd>USD</curCd>
        <valUSD>8301.31000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>USGA</issuerCat>
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        <name>Federal National Mortgage Association</name>
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        <name>NEUBERGER BERMAN CLO LTD</name>
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        <name>Federal National Mortgage Association</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVSC HOLDING CORP.</name>
        <lei>N/A</lei>
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        <isRestrictedSec>N</isRestrictedSec>

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

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MARCEL BIDCO LLC (MARCEL BIDCO GMBH)</name>
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          <other otherDesc="All Others" value="LX218695"/>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>SURGERY CENTER HOLDINGS, INC.</name>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>TOYOTA LEASE OWNER TRUST</name>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>AVANT LOANS FUNDING TRUST</name>
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        <title>AVANT LOANS FUNDING TRUST 2021-REV1 AVNT 2021-REV1 A</title>
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          <isin value="US05353LAA35"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>OSMOSIS BUYER LIMITED</name>
        <lei>N/A</lei>
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          <other otherDesc="All Others" value="LX219687"/>
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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>SFS AUTO RECEIVABLES SECURITIZATION TRUST</name>
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        <title>SFS AUTO RECEIVABLES SECURITIZATION TRUST 2024-1 SFAST 2024-1A A2</title>
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          <isin value="US78435VAB80"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>CAPITAL ONE PRIME AUTO RECEIVABLES TRUST</name>
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        <title>CAPITAL ONE PRIME AUTO RECEIVABLES TRUST 2022-1 COPAR 2022-1 A3</title>
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          <isin value="US14043QAC69"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>UFC HOLDINGS, LLC</name>
        <lei>N/A</lei>
        <title>UFC HOLDINGS, LLC 4/29/2026</title>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Ensemble Health 1/24 TLB</name>
        <lei>N/A</lei>
        <title>Ensemble Health 1/24 TLB 8/1/2029</title>
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          <other otherDesc="All Others" value="LX224988"/>
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        <curCd>USD</curCd>
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        <assetCat>LON</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>ONEOK, INC.</name>
        <lei>2T3D6M0JSY48PSZI1Q41</lei>
        <title>ONEOK INC 5.550000% 11/01/2026</title>
        <cusip>682680BH5</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CROSS MORTGAGE TRUST</name>
        <lei>N/A</lei>
        <title>CROSS 2024-H1 MORTGAGE TRUST CROSS 2024-H1 A3</title>
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          <isin value="US22757AAC09"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Playcore 2/24 TLB</name>
        <lei>N/A</lei>
        <title>Playcore 2/24 TLB 2/14/2030</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="All Others" value="LX226754"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>909400.00000000</valUSD>
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        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>ATHENE GLOBAL FUNDING</name>
        <lei>549300LM1QSI4MSIL320</lei>
        <title>ATHENE GLOBAL FUNDING 144A 5.684000% 02/23/2026</title>
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          <isin value="US04685A3S83"/>
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        <curCd>USD</curCd>
        <valUSD>99952.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.68400000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRONOX INCORPORATED</name>
        <lei>549300EPZ4YXC7E5P181</lei>
        <title>TRONOX INC 144A 4.625000% 03/15/2029</title>
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          <isin value="US897051AC29"/>
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        <curCd>USD</curCd>
        <valUSD>531078.66000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>N/A</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>MHP COMMERCIAL MORTGAGE TRUST</name>
        <lei>N/A</lei>
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          <isin value="US55293DAC56"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>PRECISION MEDICINE GROUP, LLC</name>
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          <other otherDesc="All Others" value="LX192763"/>
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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>RADNOR RE/ESSENT</name>
        <lei>N/A</lei>
        <title>RADNOR RE 2021-1 LTD RMIR 2021-1 M1B</title>
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          <isin value="US75279YAB74"/>
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        <curCd>USD</curCd>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>BM</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
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          <isin value="US31405MUY10"/>
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        <issuerCat>USGA</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Spire Inc.</name>
        <lei>549300NXSY15DRY2R511</lei>
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          <isin value="US84857LAC54"/>
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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>BRAVO RESIDENTIAL FUNDING TRUST</name>
        <lei>N/A</lei>
        <title>BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM2 BRAVO 2021-NQM2 A1</title>
        <cusip>10569EAA9</cusip>
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          <isin value="US10569EAA91"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VERUS SECURITIZATION TRUST</name>
        <lei>N/A</lei>
        <title>VERUS SECURITIZATION TRUST 2023-3 VERUS 2023-3 A1</title>
        <cusip>92539GAA9</cusip>
        <identifiers>
          <isin value="US92539GAA94"/>
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        <balance>857584.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>856304.86000000</valUSD>
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        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>5.92999920</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>TITAN ACQUISITION LIMITED</name>
        <lei>N/A</lei>
        <title>TITAN ACQUISITION LIMITED 3/28/2025</title>
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          <other otherDesc="All Others" value="LX172192"/>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>8.44074000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCF EQUIPMENT LEASING LLC</name>
        <lei>N/A</lei>
        <title>SCF EQUIPMENT LEASING 2023-1 LLC SCFET 2023-1A A3</title>
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          <isin value="US784024AC56"/>
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        <isRestrictedSec>Y</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AVAYA INC.</name>
        <lei>N/A</lei>
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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>CURIA GLOBAL, INC.</name>
        <lei>N/A</lei>
        <title>CURIA GLOBAL, INC. 8/30/2026</title>
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          <other otherDesc="All Others" value="LX196585"/>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AEGIS ASSET BACKED SECURITIES TRUST</name>
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        <title>AEGIS ASSET BACKED SECURITIES TRUST MORTGAGE PASS- AABST 2004-3 M1</title>
        <cusip>00764MCF2</cusip>
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          <isin value="US00764MCF23"/>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Floating</couponKind>
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        <name>MOSEL BIDCO SE</name>
        <lei>N/A</lei>
        <title>MOSEL BIDCO SE 9/16/2030</title>
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          <other otherDesc="All Others" value="LX213902"/>
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        <isRestrictedSec>N</isRestrictedSec>

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          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>CONNECTICUT AVENUE SECURITIES</name>
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        <title>CONNECTICUT AVENUE SECURITIES TRUST 2022-R07 CAS 2022-R07 1M1</title>
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        <name>Intrawest/Alterra 2/24 Add-on TLB</name>
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        <title>Intrawest/Alterra 2/24 Add-on TLB 5/31/2030</title>
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          <other otherDesc="All Others" value="LX226779"/>
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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>Federal National Mortgage Association</name>
        <lei>B1V7KEBTPIMZEU4LTD58</lei>
        <title>FANNIE MAE POOL FN 820598</title>
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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>7.18599960</annualizedRt>
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        <securityLending>
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        <name>Four Seasons 8/23 Cov-Lite</name>
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        <name>LA BANQUE TORONTO-DOMINION</name>
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        <name>CARLYLE US CLO LTD</name>
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        <name>STRUCTURED ASSET MORTGAGE INVESTORS</name>
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        <name>ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST</name>
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        <name>NATWEST MARKETS PLC</name>
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        <name>AMERICREDIT AUTOMOBILE RECEIVABLES TRUST</name>
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        <name>READYCAP LENDING SMALL BUSINESS LOAN TRUST</name>
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        <name>APIDOS CLO</name>
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        <name>DT AUTO OWNER TRUST</name>
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        <name>ACCESS CIG, LLC</name>
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        <name>BELLEMEADE RE LTD.</name>
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        <isRestrictedSec>Y</isRestrictedSec>

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        <name>CAESARS ENTERTAINMENT, INC.</name>
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        <name>HIG FINANCE 2 LIMITED</name>
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      </invstOrSec>
      <invstOrSec>
        <name>SANTANDER DRIVE AUTO RECEIVABLES TRUST</name>
        <lei>N/A</lei>
        <title>SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 SDART 2022-2 C</title>
        <cusip>80286MAE8</cusip>
        <identifiers>
          <isin value="US80286MAE84"/>
        </identifiers>
        <balance>270000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>261984.19000000</valUSD>
        <pctVal>0.060320060146</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>ABS-MBS</assetCat>
        <issuerConditional desc="N/A" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.76000000</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>2024-02-29</ncom:dateSigned>
      <ncom:nameOfApplicant>SEI INSTITUTIONAL INVESTMENTS TRUST</ncom:nameOfApplicant>
      <ncom:signature>Glenn Kurdziel</ncom:signature>
      <ncom:signerName>Glenn Kurdziel</ncom:signerName>
      <ncom:title>CFO</ncom:title>
    </signature>
  </formData>
  <documents>XXXX</documents>
</edgarSubmission>
