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        <name>Mitsubishi UFJ Financial Group Inc</name>
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        <name>New York Life Global Funding</name>
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        <name>Export-Import Bank of Korea</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EQT Corp</name>
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        <name>Bank of America Corp</name>
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        <name>Sumitomo Mitsui Financial Group Inc</name>
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        <name>American Express Co</name>
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        <name>Japan Bank for International Cooperation</name>
        <lei>549300TJ3QFYVCTSCJ29</lei>
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        <name>Citibank NA</name>
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        <name>Citigroup Inc</name>
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        <name>Svenska Handelsbanken AB</name>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Commonwealth Bank of Australia</name>
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        <name>Ford Motor Credit Co LLC</name>
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        <name>American Express Credit Corp</name>
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        <name>Apple Inc</name>
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        <name>VOLKSWAGEN GROUP AMERICA</name>
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        <name>SL Green Operating Partnership LP</name>
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        <name>AIA Group Ltd</name>
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        <invCountry>HK</invCountry>
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        <name>Dupont De Nemours Inc</name>
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        <name>Royal Bank of Canada</name>
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      <invstOrSec>
        <name>United Parcel Service Inc</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-01</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>National Australia Bank Ltd</name>
        <lei>F8SB4JFBSYQFRQEH3Z21</lei>
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        <assetCat>DBT</assetCat>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-22</maturityDt>
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      <invstOrSec>
        <name>American Honda Finance Corp</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>American Honda Finance Corp</title>
        <cusip>02665WCG4</cusip>
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          <isin value="US02665WCG42"/>
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        <balance>6585000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6593231.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-16</maturityDt>
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          <annualizedRt>2.38000000</annualizedRt>
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      <invstOrSec>
        <name>Citizens Bank NA/Providence RI</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>Citizens Bank NA/Providence RI</title>
        <cusip>17401QAM3</cusip>
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          <isin value="US17401QAM33"/>
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        <balance>4920000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4907011.20000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-26</maturityDt>
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      <invstOrSec>
        <name>Dexia Credit Local SA</name>
        <lei>F4G136OIPBYND1F41110</lei>
        <title>Dexia Credit Local SA</title>
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        <balance>3400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3407208.00000000</valUSD>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-04</maturityDt>
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          <annualizedRt>2.45000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Banco Santander SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
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        <balance>14210000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-23</maturityDt>
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          <annualizedRt>3.24000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co</title>
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        <balance>43538000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>44141436.68000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-04</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.47000000</annualizedRt>
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      <invstOrSec>
        <name>Capital One Financial Corp</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <balance>13035000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-30</maturityDt>
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      <invstOrSec>
        <name>Citizens Bank NA/Providence RI</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>Citizens Bank NA/Providence RI</title>
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        <balance>5365000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-02</maturityDt>
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        <name>TWDC Enterprises 18 Corp</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-05</maturityDt>
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          <annualizedRt>2.32000000</annualizedRt>
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        <name>New York Life Global Funding</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>New York Life Global Funding</title>
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        <balance>12540000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-06-10</maturityDt>
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        <name>Jackson National Life Global Funding</name>
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        <invCountry>US</invCountry>
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        <name>John Deere Capital Corp</name>
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        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2020-03-13</maturityDt>
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        <name>ANZ New Zealand Int'l Ltd/London</name>
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        <invCountry>NZ</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-01-25</maturityDt>
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        <name>Express Scripts Holding Co</name>
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        <title>Express Scripts Holding Co</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-11-30</maturityDt>
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        <name>International Finance Corp</name>
        <lei>QKL54NQY28TCDAI75F60</lei>
        <title>International Finance Corp</title>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-12-15</maturityDt>
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          <annualizedRt>2.30000000</annualizedRt>
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        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>Bank of Montreal</title>
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        <balance>10583000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-11</maturityDt>
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        <name>Shell International Finance BV</name>
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        <name>General Dynamics Corp</name>
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        <name>WGL Holdings Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NextEra Energy Capital Holdings Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Royal Bank of Canada</name>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-03-02</maturityDt>
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        <name>Caterpillar Financial Services Corp</name>
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        <name>Home Depot Inc/The</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Duke Energy Progress LLC</name>
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        <name>Mitsubishi UFJ Financial Group Inc</name>
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        <name>Morgan Stanley</name>
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        <name>Citibank NA</name>
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        <name>Inter-American Development Bank</name>
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        <name>Goldman Sachs Group Inc/The</name>
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        <name>PNC Bank NA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>ASB Bank Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United Overseas Bank Ltd</name>
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        <curCd>USD</curCd>
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        <invCountry>SG</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>JPMorgan Chase Bank NA</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs Group Inc/The</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>General Electric Co</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
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        <name>Citigroup Inc</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-30</maturityDt>
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      <invstOrSec>
        <name>Apple Inc</name>
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        <curCd>USD</curCd>
        <valUSD>13968236.40000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-07</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Capital One Financial Corp</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-09</maturityDt>
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        <name>Deutsche Bank AG/New York NY</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-27</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>RECKITT BENCKISER TSY</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-24</maturityDt>
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        <name>Fifth Third Bank/Cincinnati OH</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-10-30</maturityDt>
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        <name>Bank of America Corp</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Australia &amp; New Zealand Banking Group Ltd</name>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Daimler Finance North America LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <name>Sumitomo Mitsui Financial Group Inc</name>
        <lei>35380028MYWPB6AUO129</lei>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Spectra Energy Partners LP</name>
        <lei>2HKVXE7U4NF5B6UGSU72</lei>
        <title>Spectra Energy Partners LP</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-05</maturityDt>
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      <invstOrSec>
        <name>National Bank of Canada</name>
        <lei>BSGEFEIOM18Y80CKCV46</lei>
        <title>National Bank of Canada</title>
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        <name>Inter-American Development Bank</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>John Deere Capital Corp</name>
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        <name>SWEDISH EXPORT CREDIT</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BB&amp;T Corp</name>
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        <name>Comcast Corp</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-01</maturityDt>
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        <name>NBCUniversal Enterprise Inc</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-10-07</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Chevron Corp</name>
        <lei>N/A</lei>
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        <balance>13027000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.57000000</annualizedRt>
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        <name>National Australia Bank Ltd</name>
        <lei>F8SB4JFBSYQFRQEH3Z21</lei>
        <title>National Australia Bank Ltd</title>
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        <balance>10755000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10891158.30000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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        <name>Dupont De Nemours Inc</name>
        <lei>5493004JF0SDFLM8GD76</lei>
        <title>DuPont de Nemours Inc</title>
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        <balance>6960000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6994312.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.87000000</annualizedRt>
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        <name>Swedbank AB</name>
        <lei>M312WZV08Y7LYUC71685</lei>
        <title>Swedbank AB</title>
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        <balance>7545000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-14</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
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        <balance>17900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17996660.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-22</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Korea Development Bank/The</name>
        <lei>549300ML2LNRZUCS7149</lei>
        <title>Korea Development Bank/The</title>
        <cusip>500630CN6</cusip>
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        <valUSD>13792163.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-27</maturityDt>
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        <name>Mizuho Financial Group Inc</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>Mizuho Financial Group Inc</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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          <couponKind>Floating</couponKind>
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        <name>National Australia Bank Ltd</name>
        <lei>F8SB4JFBSYQFRQEH3Z21</lei>
        <title>National Australia Bank Ltd</title>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>John Deere Capital Corp</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>John Deere Capital Corp</title>
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        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP</title>
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        <balance>120000.00000000</balance>
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        <valUSD>120748.80000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Floating</couponKind>
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        <name>Metropolitan Life Global Funding I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>Metropolitan Life Global Funding I</title>
        <cusip>59217GCF4</cusip>
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        <balance>15485000.00000000</balance>
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        <valUSD>15516434.55000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-12</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Export Development Canada</name>
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      <invstOrSec>
        <name>Citibank NA</name>
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      <invstOrSec>
        <name>Apple Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SunTrust Bank/Atlanta GA</name>
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        <name>Aviation Capital Group LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>General Electric Co</name>
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        <name>Equifax Inc</name>
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        <name>Allergan Funding SCS</name>
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          <maturityDt>2020-03-12</maturityDt>
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        <name>Inter-American Development Bank</name>
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        <name>Mizuho Financial Group Inc</name>
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        <name>Siemens Financieringsmaatschappij NV</name>
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        <name>Mizuho Financial Group Inc</name>
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        <name>Kommunalbanken AS</name>
        <lei>I7ETN0QQO2AHZZGHJ389</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Mitsubishi UFJ Financial Group Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>EXPORT-IMPORT BANK KOREA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BNG Bank NV</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-14</maturityDt>
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      <invstOrSec>
        <name>BPCE SA</name>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-22</maturityDt>
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        <name>Dominion Energy Gas Holdings LLC</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-06-15</maturityDt>
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      <invstOrSec>
        <name>Medtronic Inc</name>
        <lei>D56MRZY2INAN94ZONZ37</lei>
        <title>Medtronic Inc</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Diageo Capital PLC</name>
        <lei>213800L23DJLALFC4O95</lei>
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        <curCd>USD</curCd>
        <valUSD>12713639.40000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-18</maturityDt>
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          <annualizedRt>2.36000000</annualizedRt>
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        <name>Goldman Sachs Group Inc/The</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-05</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>JPMorgan Chase &amp; Co</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Commonwealth Bank of Australia</name>
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        <invCountry>AU</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Toyota Motor Credit Corp</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>European Investment Bank</name>
        <lei>5493006YXS1U5GIHE750</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-27</maturityDt>
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        <name>Bank of America Corp</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
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        <name>Jackson National Life Global Funding</name>
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        <invCountry>US</invCountry>
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        <name>Daimler Finance North America LLC</name>
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        <name>Apple Inc</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple Inc</title>
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        <invCountry>US</invCountry>
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        <name>ING Groep NV</name>
        <lei>549300NYKK9MWM7GGW15</lei>
        <title>ING Groep NV</title>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co</name>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>State Street Corp</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Citizens Bank NA/Providence RI</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
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        <balance>5250000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-14</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
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        <balance>48483000.00000000</balance>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.95000000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Industrial &amp; Commercial Bank of China Ltd/New York NY</name>
        <lei>5493002ERZU2K9PZDL40</lei>
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          <isin value="US45580KAH14"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-08</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>Daimler Finance North America LLC</title>
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          <isin value="US233851DC59"/>
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        <balance>37050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>37049629.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-22</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc</name>
        <lei>35380028MYWPB6AUO129</lei>
        <title>Sumitomo Mitsui Financial Group Inc</title>
        <cusip>86562MAD2</cusip>
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        <balance>18030000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18334166.10000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-09</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.78000000</annualizedRt>
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      <invstOrSec>
        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
        <title>Barclays PLC</title>
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        <balance>30680000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.55000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>Cooperatieve Rabobank UA</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>Cooperatieve Rabobank UA</title>
        <cusip>74977RDD3</cusip>
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          <isin value="US74977RDD35"/>
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        <balance>2750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2759680.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.97000000</annualizedRt>
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      <invstOrSec>
        <name>Goldman Sachs Group Inc/The</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc/The</title>
        <cusip>38148LAB2</cusip>
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        <balance>26558000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.09000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>PNC BANK NA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC Bank NA</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-10</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Ford Motor Credit Co LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Co LLC</title>
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        <balance>5520000.00000000</balance>
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        <valUSD>5680632.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-07</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>QUALCOMM Inc</name>
        <lei>H1J8DDZKZP6H7RWC0H53</lei>
        <title>QUALCOMM Inc</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-30</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Home Depot Inc/The</name>
        <lei>QEKMOTMBBKA8I816DO57</lei>
        <title>Home Depot Inc/The</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.45000000</annualizedRt>
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      <invstOrSec>
        <name>AstraZeneca PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>AstraZeneca PLC</title>
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        <balance>18045000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-17</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Chevron Corp</name>
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        <title>Chevron Corp</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.62000000</annualizedRt>
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      <invstOrSec>
        <name>TD AMERITRADE HOLDING CO</name>
        <lei>ZI85ER3E6RXD4HPHW309</lei>
        <title>TD Ameritrade Holding Corp</title>
        <cusip>87236YAG3</cusip>
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        <balance>17065000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17091621.40000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <name>DAIMLER FINANCE NA LLC</name>
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        <name>Deutsche Telekom International Finance BV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>National Rural Utilities Cooperative Finance Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Bank of New York Mellon Corp/The</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Amgen Inc</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Landwirtschaftliche Rentenbank</name>
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        <invCountry>DE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>JPMorgan Chase Bank NA</name>
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        <name>Caterpillar Financial Services Corp</name>
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        <name>Textron Inc</name>
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        <name>Citibank NA</name>
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        <name>Commonwealth Bank of Australia</name>
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        <name>Morgan Stanley</name>
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        <title>Morgan Stanley</title>
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      <invstOrSec>
        <name>Bank of Montreal</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-12</maturityDt>
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      <invstOrSec>
        <name>Credit Suisse Group AG</name>
        <lei>549300506SI9CRFV9Z86</lei>
        <title>Credit Suisse Group AG</title>
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        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-12</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>Southern Power Co</name>
        <lei>5LADC78JBG2BMZD5XF57</lei>
        <title>Southern Power Co</title>
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          <isin value="US843646AV22"/>
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        <balance>21355000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-20</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>Martin Marietta Materials Inc</name>
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        <balance>3237000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-22</maturityDt>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
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        <balance>47191000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-26</maturityDt>
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      <invstOrSec>
        <name>International Bank for Reconstruction &amp; Development</name>
        <lei>ZTMSNXROF84AHWJNKQ93</lei>
        <title>International Bank for Reconstruction &amp; Development</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-13</maturityDt>
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      <invstOrSec>
        <name>Metropolitan Life Global Funding I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>Metropolitan Life Global Funding I</title>
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        <balance>10645000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-08</maturityDt>
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      <invstOrSec>
        <name>AT&amp;T Inc</name>
        <lei>549300Z40J86GGSTL398</lei>
        <title>AT&amp;T Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-15</maturityDt>
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      <invstOrSec>
        <name>General Motors Co</name>
        <lei>54930070NSV60J38I987</lei>
        <title>General Motors Co</title>
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        <balance>10315000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-10</maturityDt>
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          <annualizedRt>3.03000000</annualizedRt>
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        <name>M&amp;T Bank Corp</name>
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        <title>M&amp;T Bank Corp</title>
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        <balance>1485000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-07-26</maturityDt>
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      <invstOrSec>
        <name>BP Capital Markets PLC</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BP Capital Markets PLC</title>
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        <balance>4995000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-24</maturityDt>
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      <invstOrSec>
        <name>Capital One NA</name>
        <lei>207ALC1P1YM0OVDV0K75</lei>
        <title>Capital One NA</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-30</maturityDt>
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      <invstOrSec>
        <name>Intel Corp</name>
        <lei>KNX4USFCNGPY45LOCE31</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-11</maturityDt>
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        <name>John Deere Capital Corp</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>John Deere Capital Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-09</maturityDt>
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        <name>Zimmer Biomet Holdings Inc</name>
        <lei>2P2YLDVPES3BXQ1FRB91</lei>
        <title>Zimmer Biomet Holdings Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-19</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Mitsubishi UFJ Financial Group Inc</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>Mitsubishi UFJ Financial Group Inc</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
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      <invstOrSec>
        <name>Protective Life Global Funding</name>
        <lei>635400EVYITCJYWL2I50</lei>
        <title>Protective Life Global Funding</title>
        <cusip>74368CAL8</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-28</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.62000000</annualizedRt>
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        <name>Japan Bank for International Cooperation</name>
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        <name>Goldman Sachs Group Inc/The</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Synchrony Bank</name>
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        <name>Toronto-Dominion Bank/The</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CVS Health Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Kraft Heinz Foods Co</name>
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        <name>Bank of New York Mellon Corp/The</name>
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        <name>Kommunalbanken AS</name>
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        <name>Regions Bank/Birmingham AL</name>
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        <name>Toyota Motor Credit Corp</name>
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        <name>WALT DISNEY COMPANY/THE</name>
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        <name>Export-Import Bank of Korea</name>
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        <name>Toyota Motor Credit Corp</name>
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        <name>US Bank NA/Cincinnati OH</name>
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        <name>American Express Co</name>
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        <name>Morgan Stanley</name>
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        <name>Apple Inc</name>
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        <name>Inter-American Development Bank</name>
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        <name>Toronto-Dominion Bank/The</name>
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        <name>TWDC Enterprises 18 Corp</name>
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        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
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        <name>WALT DISNEY COMPANY/THE</name>
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        <name>American Honda Finance Corp</name>
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        <name>Athene Global Funding</name>
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        <name>Philip Morris International Inc</name>
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        <name>BlackRock Funds III</name>
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        <name>Canadian Imperial Bank of Commerce</name>
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        <name>Asian Development Bank</name>
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        <name>HSBC Holdings PLC</name>
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        <name>American Honda Finance Corp</name>
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        <name>American Express Co</name>
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        <name>Tencent Holdings Ltd</name>
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        <name>BlackRock Funds III</name>
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        <name>Svenska Handelsbanken AB</name>
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        <name>Nissan Motor Acceptance Corp</name>
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        <name>CREDIT AGRICOLE CIB</name>
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        <name>Dominion Energy Inc</name>
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        <name>DXC Technology Co</name>
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        <name>Mitsubishi UFJ Financial Group Inc</name>
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        <name>General Mills Inc</name>
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        <name>Santander UK PLC</name>
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        <name>Zoetis Inc</name>
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        <name>Industrial Bank of Korea</name>
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        <name>Sumitomo Mitsui Financial Group Inc</name>
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        <title>Sumitomo Mitsui Financial Group Inc</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIGROUP INC</name>
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        <name>Credit Suisse Group AG</name>
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        <name>Federation des Caisses Desjardins du Quebec</name>
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        <name>Jackson National Life Global Funding</name>
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        <name>Daimler Finance North America LLC</name>
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        <name>Toyota Motor Credit Corp</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-08</maturityDt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Wells Fargo &amp; Co</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co</title>
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        <balance>16930000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17138916.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-24</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.05000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>American Honda Finance Corp</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>American Honda Finance Corp</title>
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          <isin value="US02665WBS98"/>
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        <balance>10850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10864105.00000000</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>2020-07-20</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.24000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FDG</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>New York Life Global Funding</title>
        <cusip>64952WDJ9</cusip>
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          <isin value="US64952WDJ99"/>
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        <balance>11380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11372147.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.44000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Municipality Finance PLC</name>
        <lei>529900HEKOENJHPNN480</lei>
        <title>Municipality Finance PLC</title>
        <cusip>62630CAQ4</cusip>
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          <isin value="US62630CAQ42"/>
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        <balance>660000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>659920.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>1.95000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Enbridge Inc</name>
        <lei>98TPTUM4IVMFCZBCUR27</lei>
        <title>Enbridge Inc</title>
        <cusip>29250NAP0</cusip>
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          <isin value="US29250NAP06"/>
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        <balance>6413000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6428519.46000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Landwirtschaftliche Rentenbank</name>
        <lei>529900Z3J0N6S0F7CT25</lei>
        <title>Landwirtschaftliche Rentenbank</title>
        <cusip>51511CAM0</cusip>
        <identifiers>
          <isin value="US51511CAM01"/>
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        <balance>15010000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>15073792.50000000</valUSD>
        <pctVal>0.151659389200</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-19</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.47000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="502125.00000000"/>
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      </invstOrSec>
      <invstOrSec>
        <name>Marriott International Inc/MD</name>
        <lei>225YDZ14ZO8E1TXUSU86</lei>
        <title>Marriott International Inc/MD</title>
        <cusip>571903AZ6</cusip>
        <identifiers>
          <isin value="US571903AZ64"/>
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        <balance>820000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>822673.20000000</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>2020-12-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.74000000</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>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA</title>
        <cusip>05578DBD3</cusip>
        <identifiers>
          <isin value="US05578DBD30"/>
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        <balance>2090000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2102560.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-31</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <loanByFundCondition isLoanByFund="Y" loanVal="150901.50000000"/>
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      <invstOrSec>
        <name>Lloyds Bank PLC</name>
        <lei>H7FNTJ4851HG0EXQ1Z70</lei>
        <title>Lloyds Bank PLC</title>
        <cusip>53944VAQ2</cusip>
        <identifiers>
          <isin value="US53944VAQ23"/>
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        <balance>25580000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>25618370.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-07</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70000000</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>Nissan Motor Acceptance Corp</name>
        <lei>7D6DIU2QXTUJRFNNJA49</lei>
        <title>Nissan Motor Acceptance Corp</title>
        <cusip>654740BN8</cusip>
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          <isin value="US654740BN84"/>
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        <balance>11020000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>11027714.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.79000000</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>Vodafone Group PLC</name>
        <lei>213800TB53ELEUKM7Q61</lei>
        <title>Vodafone Group PLC</title>
        <cusip>92857WBN9</cusip>
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          <isin value="US92857WBN92"/>
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        <balance>26560000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>26829052.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.99000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
        <cusip>404280BQ1</cusip>
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          <isin value="US404280BQ12"/>
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        <balance>28155000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>28185688.95000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-18</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.72000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMorgan Chase &amp; Co</title>
        <cusip>46647PAG1</cusip>
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          <isin value="US46647PAG19"/>
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        <balance>29038000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29095785.62000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.82000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Aviation Capital Group LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>Aviation Capital Group LLC</title>
        <cusip>05369AAG6</cusip>
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          <isin value="US05369AAG67"/>
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        <balance>440000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>440972.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.08000000</annualizedRt>
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        <name>Apple Inc</name>
        <lei>HWUPKR0MPOU8FGXBT394</lei>
        <title>Apple Inc</title>
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        <valUSD>24978339.36000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-09</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>Becton Dickinson and Co</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>Becton Dickinson and Co</title>
        <cusip>075887BU2</cusip>
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          <isin value="US075887BU29"/>
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        <balance>18850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>18949716.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-06</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.14000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
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      <invstOrSec>
        <name>Caterpillar Financial Services Corp</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>Caterpillar Financial Services Corp</title>
        <cusip>14913Q2P3</cusip>
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        <balance>6975000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6976046.25000000</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>2021-09-07</maturityDt>
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        <name>National Australia Bank Ltd</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Bank of America Corp</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-23</maturityDt>
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        <securityLending>
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      <invstOrSec>
        <name>Danske Bank A/S</name>
        <lei>MAES062Z21O4RZ2U7M96</lei>
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        <invCountry>DK</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-02</maturityDt>
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      <invstOrSec>
        <name>Volkswagen Group of America Finance LLC</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-13</maturityDt>
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      <invstOrSec>
        <name>Municipality Finance PLC</name>
        <lei>529900HEKOENJHPNN480</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-02-17</maturityDt>
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      <invstOrSec>
        <name>Hyundai Capital America</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Bayer US Finance II LLC</name>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-25</maturityDt>
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      <invstOrSec>
        <name>Westpac Banking Corp</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
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        <valUSD>14543620.74000000</valUSD>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
          <annualizedRt>2.55000000</annualizedRt>
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      <invstOrSec>
        <name>Tyson Foods Inc</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>Tyson Foods Inc</title>
        <cusip>902494BE2</cusip>
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        <valUSD>10413636.15000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.60000000</annualizedRt>
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        <name>Asian Development Bank</name>
        <lei>549300X0MVH42CY8Q105</lei>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>Barclays PLC</name>
        <lei>213800LBQA1Y9L22JB70</lei>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>BMW FINANCE NV</name>
        <lei>5299006ZHG3IXU0PNJ56</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-12</maturityDt>
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        <name>American Express Co</name>
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        <invCountry>US</invCountry>
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        <name>Citibank NA</name>
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        <invCountry>US</invCountry>
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        <name>US Bank NA/Cincinnati OH</name>
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        <name>Florida Power &amp; Light Co</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
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        <invCountry>US</invCountry>
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        <name>Wells Fargo Bank NA</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>Wells Fargo Bank NA</title>
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        <balance>36055000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>36111966.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.43000000</annualizedRt>
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        <name>ING Groep NV</name>
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        <name>Toyota Motor Credit Corp</name>
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        <name>Barclays Bank PLC</name>
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        <name>Apple Inc</name>
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        <name>Sumitomo Mitsui Financial Group Inc</name>
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        <name>Westpac Banking Corp</name>
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        <name>Cooperatieve Rabobank UA/NY</name>
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        <name>UBS Group Funding Switzerland AG</name>
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        <name>John Deere Capital Corp</name>
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        <name>Ford Motor Credit Co LLC</name>
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        <name>MET LIFE GLOB FUNDING I</name>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <name>BMW US Capital LLC</name>
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        <name>Societe Generale SA</name>
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        <title>Societe Generale SA</title>
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        <invCountry>FR</invCountry>
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        <name>3M Co</name>
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        <name>Harley-Davidson Financial Services Inc</name>
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        <name>MIZUHO FINANCIAL GROUP</name>
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        <name>UBS AG/London</name>
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        <invCountry>CH</invCountry>
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        <name>UniCredit SpA</name>
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        <name>Inter-American Development Bank</name>
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        <name>Becton Dickinson and Co</name>
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        <name>Japan Bank for International Cooperation</name>
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        <name>Chevron Corp</name>
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        <name>Goldman Sachs Group Inc/The</name>
        <lei>784F5XWPLTWKTBV3E584</lei>
        <title>Goldman Sachs Group Inc/The</title>
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        <name>Nederlandse Waterschapsbank NV</name>
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        <fairValLevel>2</fairValLevel>
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        <name>SunTrust Bank/Atlanta GA</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Royal Bank of Scotland Group PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ford Motor Credit Co LLC</name>
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        <name>Citigroup Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ford Motor Credit Co LLC</name>
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        <name>CHARTER COMM OPT LLC/CAP</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>AT&amp;T Inc</name>
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        <name>KeyBank NA/Cleveland OH</name>
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        <name>TWDC Enterprises 18 Corp</name>
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        <name>Credit Agricole SA/London</name>
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        <name>Bank of Montreal</name>
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        <name>International Business Machines Corp</name>
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        <name>Bank of America Corp</name>
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        <name>National Bank of Canada</name>
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        <fairValLevel>2</fairValLevel>
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        <name>General Mills Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Barclays Bank PLC</name>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>American Express Co</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BOC Aviation Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Morgan Stanley</name>
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        <name>Comcast Corp</name>
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        <name>European Bank for Reconstruction &amp; Development</name>
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        <name>IBM Credit LLC</name>
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        <name>UBS Group Funding Switzerland AG</name>
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        <name>Asian Development Bank</name>
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        <name>Berkshire Hathaway Finance Corp</name>
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        <name>American Honda Finance Corp</name>
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        <name>Korea Development Bank/The</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Cigna Corp</name>
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        <name>PepsiCo Inc</name>
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        <name>Sumitomo Mitsui Banking Corp</name>
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        <name>Bank of America Corp</name>
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        <name>Bank of Nova Scotia/The</name>
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        <name>Toronto-Dominion Bank/The</name>
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        <name>Protective Life Global Funding</name>
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        <name>Conagra Brands Inc</name>
        <lei>54930035UDEIH090K650</lei>
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        <name>Petroleos Mexicanos</name>
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        <name>US Bank NA/Cincinnati OH</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>IBM Credit LLC</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-01-20</maturityDt>
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        <name>Toyota Motor Credit Corp</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-01-10</maturityDt>
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        <name>KEB Hana Bank</name>
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        <curCd>USD</curCd>
        <valUSD>400616.00000000</valUSD>
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        <invCountry>KR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-05</maturityDt>
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          <annualizedRt>2.77000000</annualizedRt>
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        <name>Credit Suisse Group Funding Guernsey Ltd</name>
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        <valUSD>16370761.00000000</valUSD>
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        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-16</maturityDt>
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        <name>SunTrust Bank/Atlanta GA</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-01-31</maturityDt>
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        <name>Vulcan Materials Co</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-03-01</maturityDt>
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        <name>Tyco Electronics Group SA</name>
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        <invCountry>LU</invCountry>

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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-05</maturityDt>
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        <name>Sumitomo Mitsui Financial Group Inc</name>
        <lei>35380028MYWPB6AUO129</lei>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Santander UK PLC</name>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-11-03</maturityDt>
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        <name>New York Life Global Funding</name>
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        <invCountry>US</invCountry>
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        <name>Nissan Motor Acceptance Corp</name>
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        <invCountry>US</invCountry>

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          <maturityDt>2020-08-14</maturityDt>
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        <name>Credit Agricole SA/London</name>
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        <invCountry>FR</invCountry>
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        <name>Commonwealth Bank of Australia</name>
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        <invCountry>AU</invCountry>
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        <name>Bank of America NA</name>
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        <invCountry>US</invCountry>
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        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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      <invstOrSec>
        <name>CPPIB Capital Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Campbell Soup Co</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-03-16</maturityDt>
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        <name>Kommunalbanken AS</name>
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        <name>CPPIB Capital Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Fifth Third Bank/Cincinnati OH</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Korea Development Bank/The</name>
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        <name>Conagra Brands Inc</name>
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        <name>Wells Fargo Bank NA</name>
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        <name>AMERICAN HONDA FINANCE</name>
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        <name>General Dynamics Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Municipality Finance PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Mitsubishi UFJ Financial Group Inc</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Skandinaviska Enskilda Banken AB</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Tyson Foods Inc</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-02</maturityDt>
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        <name>Chevron Corp</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Ford Motor Credit Co LLC</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-01-07</maturityDt>
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        <name>Credit Agricole SA/London</name>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-04-24</maturityDt>
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        <name>AstraZeneca PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Australia &amp; New Zealand Banking Group Ltd</name>
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        <fairValLevel>2</fairValLevel>
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        <name>HSBC Holdings PLC</name>
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        <invCountry>GB</invCountry>
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        <name>BOC Aviation Ltd</name>
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        <invCountry>SG</invCountry>
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        <name>Consolidated Edison Co of New York Inc</name>
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        <name>Royal Bank of Canada</name>
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        <name>European Investment Bank</name>
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        <name>BBVA USA</name>
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        <name>Charles Schwab Corp/The</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Sumitomo Mitsui Financial Group Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Goldman Sachs Group Inc/The</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Siemens Financieringsmaatschappij NV</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-03-16</maturityDt>
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      <invstOrSec>
        <name>American Express Credit Corp</name>
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        <balance>12369000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-14</maturityDt>
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      <invstOrSec>
        <name>WELLS FARGO BANK NA</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
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        <curCd>USD</curCd>
        <valUSD>10241106.00000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-09</maturityDt>
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          <annualizedRt>2.80000000</annualizedRt>
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      <invstOrSec>
        <name>Banque Federative du Credit Mutuel SA</name>
        <lei>VBHFXSYT7OG62HNT8T76</lei>
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        <assetCat>DBT</assetCat>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-20</maturityDt>
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          <annualizedRt>2.70000000</annualizedRt>
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      <invstOrSec>
        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
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        <balance>32731000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-25</maturityDt>
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          <annualizedRt>3.79000000</annualizedRt>
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      <invstOrSec>
        <name>American Honda Finance Corp</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>American Honda Finance Corp</title>
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        <curCd>USD</curCd>
        <valUSD>8535658.56000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-12</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.39000000</annualizedRt>
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      <invstOrSec>
        <name>Canadian Imperial Bank of Commerce</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>Canadian Imperial Bank of Commerce</title>
        <cusip>136069TZ4</cusip>
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        <balance>18771000.00000000</balance>
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        <valUSD>18948385.95000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.84000000</annualizedRt>
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        <name>Daimler Finance North America LLC</name>
        <lei>549300423Z16BB673J12</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-06</maturityDt>
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        <name>Ford Motor Credit Co LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Co LLC</title>
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        <balance>15130000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Bank of Nova Scotia/The</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-25</maturityDt>
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          <annualizedRt>2.36000000</annualizedRt>
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        <name>Oesterreichische Kontrollbank AG</name>
        <lei>5299000OVRLMF858L016</lei>
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        <invCountry>AT</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2019-11-04</maturityDt>
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        <name>AT&amp;T Inc</name>
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        <title>AT&amp;T Inc</title>
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          <maturityDt>2024-06-12</maturityDt>
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        <name>Nordea Bank Abp</name>
        <lei>6SCPQ280AIY8EP3XFW53</lei>
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        <invCountry>SE</invCountry>
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          <maturityDt>2021-05-27</maturityDt>
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        <name>New York Life Global Funding</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>New York Life Global Funding</title>
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        <balance>5640000.00000000</balance>
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        <invCountry>US</invCountry>
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          <maturityDt>2021-01-28</maturityDt>
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        <name>JOHN DEERE CAPITAL CORP</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>John Deere Capital Corp</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-07</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Nissan Motor Acceptance Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>John Deere Capital Corp</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-06-07</maturityDt>
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      <invstOrSec>
        <name>General Motors Financial Co Inc</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-01-05</maturityDt>
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        <name>Huntington National Bank/The</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-03-10</maturityDt>
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      <invstOrSec>
        <name>Caterpillar Financial Services Corp</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-12-07</maturityDt>
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        <name>Citigroup Inc</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-01</maturityDt>
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        <name>Inter-American Development Bank</name>
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        <curCd>USD</curCd>
        <valUSD>25752942.00000000</valUSD>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
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        <name>Asian Development Bank</name>
        <lei>549300X0MVH42CY8Q105</lei>
        <title>Asian Development Bank</title>
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        <valUSD>23070677.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-16</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.17000000</annualizedRt>
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        <name>UBS AG/London</name>
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        <curCd>USD</curCd>
        <valUSD>25170273.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-08</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.68000000</annualizedRt>
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        <name>Daimler Finance North America LLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Capital One Financial Corp</name>
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          <maturityDt>2020-10-30</maturityDt>
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        <name>Inter-American Development Bank</name>
        <lei>VKU1UKDS9E7LYLMACP54</lei>
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        <issuerCat>NUSS</issuerCat>
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        <name>Banque Federative du Credit Mutuel SA</name>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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        <name>Banque Federative du Credit Mutuel SA</name>
        <lei>VBHFXSYT7OG62HNT8T76</lei>
        <title>Banque Federative du Credit Mutuel SA</title>
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        <invCountry>FR</invCountry>
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        <name>Wells Fargo Bank NA</name>
        <lei>KB1H1DSPRFMYMCUFXT09</lei>
        <title>Wells Fargo Bank NA</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <name>PNC Bank NA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
        <title>PNC Bank NA</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-01-22</maturityDt>
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        <securityLending>
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        <name>HSBC Holdings PLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Manufacturers &amp; Traders Trust Co</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Wabtec Corp</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>United States Treasury</name>
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        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-31</maturityDt>
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      <invstOrSec>
        <name>Toyota Motor Credit Corp</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-01-11</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>PNC BANK NA</name>
        <lei>AD6GFRVSDT01YPT1CS68</lei>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-07-22</maturityDt>
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      <invstOrSec>
        <name>International Finance Corp</name>
        <lei>QKL54NQY28TCDAI75F60</lei>
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        <curCd>USD</curCd>
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        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-15</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Korea Development Bank/The</name>
        <lei>549300ML2LNRZUCS7149</lei>
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        <curCd>USD</curCd>
        <valUSD>18794720.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>KR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-19</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>DBS Group Holdings Ltd</name>
        <lei>5493007FKT78NKPM5V55</lei>
        <title>DBS Group Holdings Ltd</title>
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        <balance>3220000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-25</maturityDt>
          <couponKind>Floating</couponKind>
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        <securityLending>
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        <name>Deutsche Bank AG/New York NY</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>Constellation Brands Inc</name>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Credit Agricole SA/London</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
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        <invCountry>FR</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>JPMorgan Chase Bank NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <debtSec>
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        <name>EXXON MOBIL CORPORATION</name>
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        <title>Exxon Mobil Corp</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Royal Bank of Canada</name>
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        <invCountry>CA</invCountry>
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        <name>Sempra Energy</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>Capital One NA</name>
        <lei>207ALC1P1YM0OVDV0K75</lei>
        <title>Capital One NA</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>John Deere Capital Corp</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>John Deere Capital Corp</title>
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        <name>Province of Quebec</name>
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      <invstOrSec>
        <name>Ford Motor Credit Co LLC</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-09</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>Comcast Corp</name>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
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      <invstOrSec>
        <name>Bank of America Corp</name>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-10-21</maturityDt>
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      <invstOrSec>
        <name>Bank of Nova Scotia/The</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
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        <balance>6942000.00000000</balance>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-12-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>TransCanada PipeLines Ltd</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
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        <balance>6361000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2019-11-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.43000000</annualizedRt>
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      <invstOrSec>
        <name>JPMorgan Chase &amp; Co</name>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.66000000</annualizedRt>
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      <invstOrSec>
        <name>Sumitomo Mitsui Banking Corp</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
        <title>Sumitomo Mitsui Banking Corp</title>
        <cusip>865622CN2</cusip>
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          <isin value="US865622CN21"/>
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        <balance>2970000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-16</maturityDt>
          <couponKind>Floating</couponKind>
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      <invstOrSec>
        <name>European Bank for Reconstruction &amp; Development</name>
        <lei>549300HTGDOVDU6OGK19</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>NUSS</issuerCat>
        <invCountry>XX</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-23</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.16000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>STANDARD CHARTERED PLC</name>
        <lei>U4LOSYZ7YG4W3S5F2G91</lei>
        <title>Standard Chartered PLC</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-10</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.33000000</annualizedRt>
          <isDefault>N</isDefault>
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      <invstOrSec>
        <name>BAT Capital Corp</name>
        <lei>2138005GYEXN7XRHFA84</lei>
        <title>BAT Capital Corp</title>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>HSBC Holdings PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC Holdings PLC</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-05</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Mizuho Financial Group Inc</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
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        <invCountry>JP</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>Bank of New York Mellon Corp/The</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Hewlett Packard Enterprise Co</name>
        <lei>549300BX44RGX6ANDV88</lei>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>Campbell Soup Co</name>
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        <title>Campbell Soup Co</title>
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        <invCountry>US</invCountry>
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        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup Inc</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Floating</couponKind>
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        <name>BB&amp;T Corp</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>BB&amp;T Corp</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-01</maturityDt>
          <couponKind>Floating</couponKind>
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        <name>Toyota Motor Credit Corp</name>
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        <name>Mississippi Power Co</name>
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        <name>Duke Energy Corp</name>
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        <name>NextEra Energy Capital Holdings Inc</name>
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        <name>Cigna Corp</name>
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        <name>UnitedHealth Group Inc</name>
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        <name>American Honda Finance Corp</name>
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        <name>UBS Group Funding Switzerland AG</name>
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        <name>Phillips 66</name>
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        <name>Kraft Heinz Foods Co</name>
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        <name>National Australia Bank Ltd</name>
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        <name>Korea Expressway Corp</name>
        <lei>988400EZO9DR1OFL5772</lei>
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        <name>Export Development Canada</name>
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        <name>Bristol-Myers Squibb Co</name>
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        <fairValLevel>2</fairValLevel>
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        <name>Daimler Finance North America LLC</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Santander UK PLC</name>
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        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>Volkswagen Group of America Finance LLC</name>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>General Motors Financial Co Inc</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>European Investment Bank</name>
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        <issuerCat>NUSS</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>Hyundai Capital America</name>
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        <title>Hyundai Capital America</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-08</maturityDt>
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      <invstOrSec>
        <name>Wells Fargo &amp; Co</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co</title>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-22</maturityDt>
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        <name>Bank of America Corp</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp</title>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-21</maturityDt>
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        <name>PRINCIPAL LFE GLB FND II</name>
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        <title>Principal Life Global Funding II</title>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY</name>
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        <title>Morgan Stanley</title>
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        <fairValLevel>2</fairValLevel>
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        <name>CIGNA CORP</name>
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        <title>Cigna Corp</title>
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        <fairValLevel>2</fairValLevel>
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        <name>Caterpillar Financial Services Corp</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
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        <name>Westpac Banking Corp</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
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        <invCountry>AU</invCountry>
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        <name>Verizon Communications Inc</name>
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        <name>MPLX LP</name>
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        <title>MPLX LP</title>
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        <name>European Bank for Reconstruction &amp; Development</name>
        <lei>549300HTGDOVDU6OGK19</lei>
        <title>European Bank for Reconstruction &amp; Development</title>
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        <name>Macquarie Group Ltd</name>
        <lei>ACMHD8HWFMFUIQQ8Y590</lei>
        <title>Macquarie Group Ltd</title>
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        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-27</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>General Motors Financial Co Inc</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>General Motors Financial Co Inc</title>
        <cusip>37045XBU9</cusip>
        <identifiers>
          <isin value="US37045XBU90"/>
        </identifiers>
        <balance>22796000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>22844555.48000000</valUSD>
        <pctVal>0.229842047424</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-13</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.92000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="364775.32000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IBM Credit LLC</name>
        <lei>549300ZNLJL43AQTG067</lei>
        <title>IBM Credit LLC</title>
        <cusip>44932HAF0</cusip>
        <identifiers>
          <isin value="US44932HAF01"/>
        </identifiers>
        <balance>28080000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>28086177.60000000</valUSD>
        <pctVal>0.282578690119</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-05</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ConocoPhillips Co</name>
        <lei>6VJJ5GQWIRDQ06DUXG89</lei>
        <title>ConocoPhillips Co</title>
        <cusip>20826FAH9</cusip>
        <identifiers>
          <isin value="US20826FAH91"/>
        </identifiers>
        <balance>12316000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12472659.52000000</valUSD>
        <pctVal>0.125489051577</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.06000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Dollar Tree Inc</name>
        <lei>549300PMSTQITB1WHR43</lei>
        <title>Dollar Tree Inc</title>
        <cusip>256746AE8</cusip>
        <identifiers>
          <isin value="US256746AE84"/>
        </identifiers>
        <balance>12066000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12067689.24000000</valUSD>
        <pctVal>0.121414592856</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.70000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Morgan Stanley</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>Morgan Stanley</title>
        <cusip>61746BEB8</cusip>
        <identifiers>
          <isin value="US61746BEB80"/>
        </identifiers>
        <balance>34318000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>34866401.64000000</valUSD>
        <pctVal>0.350795407083</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-21</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.37000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>US Bank NA/Cincinnati OH</name>
        <lei>6BYL5QZYBDK8S7L73M02</lei>
        <title>US Bank NA/Cincinnati OH</title>
        <cusip>90331HNK5</cusip>
        <identifiers>
          <isin value="US90331HNK58"/>
        </identifiers>
        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1700527.00000000</valUSD>
        <pctVal>0.017109223583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-01-17</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.13000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="400124.00000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Banco Santander SA</name>
        <lei>5493006QMFDDMYWIAM13</lei>
        <title>Banco Santander S.A.</title>
        <cusip>05964HAA3</cusip>
        <identifiers>
          <isin value="US05964HAA32"/>
        </identifiers>
        <balance>9818666.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9987841.62000000</valUSD>
        <pctVal>0.100488975121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>3.54000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="1286795.95000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Westpac Banking Corp</name>
        <lei>EN5TNI6CI43VEPAMHL14</lei>
        <title>Westpac Banking Corp</title>
        <cusip>961214DH3</cusip>
        <identifiers>
          <isin value="US961214DH37"/>
        </identifiers>
        <balance>4631000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4682265.17000000</valUSD>
        <pctVal>0.047108879583</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-11</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.83000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Principal Life Global Funding II</name>
        <lei>635400WSLKBQWSOIIT41</lei>
        <title>Principal Life Global Funding II</title>
        <cusip>74256LBC2</cusip>
        <identifiers>
          <isin value="US74256LBC28"/>
        </identifiers>
        <balance>3735000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3742059.15000000</valUSD>
        <pctVal>0.037649344386</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-26</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.41000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="400756.00000000"/>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>American Honda Finance Corp</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>American Honda Finance Corp</title>
        <cusip>02665WBN0</cusip>
        <identifiers>
          <isin value="US02665WBN02"/>
        </identifiers>
        <balance>11851000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>11862969.51000000</valUSD>
        <pctVal>0.119354880995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-02-14</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>2.52000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <loanByFundCondition isLoanByFund="Y" loanVal="607613.07000000"/>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <explntrNotes>

      <explntrNote note="Monthly returns presented in Item B.5(a) have been calculated without deducting any applicable sales loads or redemption fees." noteItem="B.5.a"/>

    </explntrNotes>
    <signature>
      <ncom:dateSigned>2019-11-27</ncom:dateSigned>
      <ncom:nameOfApplicant>iShares Trust</ncom:nameOfApplicant>
      <ncom:signature>Ann Frechette</ncom:signature>
      <ncom:signerName>Ann Frechette</ncom:signerName>
      <ncom:title>Assistant Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
