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value="SDART"/></identifiers><balance>10046000</balance><units>PA</units><curCd>USD</curCd><valUSD>10353648</valUSD><pctVal>0.8822</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-09-16</maturityDt><couponKind>Fixed</couponKind><annualizedRt>4.99</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></securityLending></invstOrSec><invstOrSec><name>Santander Drive Auto Receivabl</name><lei>N/A</lei><title>Santander Drive Auto Receivables Trust 2018-5</title><cusip>80286AAE4</cusip><identifiers><isin value="US80286AAE47"/><ticker value="SDART"/></identifiers><balance>3863000</balance><units>PA</units><curCd>USD</curCd><valUSD>3883979</valUSD><pctVal>0.3309</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2022-12-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>3.52</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>Station Place Securitization T</name><lei>549300H49YFELT9O9K34</lei><title>Station Place Securitization Trust Series 2019-4</title><cusip>85775RAA2</cusip><identifiers><isin value="US85775RAA23"/><ticker value="SPST"/><other otherDesc="BJGV6W3" 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value="VZOT"/></identifiers><balance>4175000</balance><units>PA</units><curCd>USD</curCd><valUSD>4171395</valUSD><pctVal>0.3554</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-04-22</maturityDt><couponKind>Fixed</couponKind><annualizedRt>1.94</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>Verizon Owner Trust</name><lei>549300WANFF5OIMC3D47</lei><title>Verizon Owner Trust 2019-C</title><cusip>92348AAC9</cusip><identifiers><isin value="US92348AAC99"/><ticker 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value="Sedol"/></identifiers><balance>8447000</balance><units>PA</units><curCd>USD</curCd><valUSD>8501899</valUSD><pctVal>0.7244</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>CA</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2023-01-15</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.62</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>OSCAR US Funding Trust</name><lei>N/A</lei><title>OSCAR US Funding Trust VII LLC</title><cusip>68784AAD8</cusip><identifiers><isin value="US68784AAD81"/><ticker value="OSCAR"/><other otherDesc="BF16Y65" 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value="Sedol"/></identifiers><balance>6035000</balance><units>PA</units><curCd>USD</curCd><valUSD>6080150</valUSD><pctVal>0.5181</pctVal><payoffProfile>Long</payoffProfile><assetCat>ABS-O</assetCat><issuerCat>CORP</issuerCat><invCountry>JP</invCountry><isRestrictedSec>Y</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2024-12-10</maturityDt><couponKind>Fixed</couponKind><annualizedRt>2.76</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>CHARTER COMMUNICATIONS OPER</name><lei>549300TPZNMN50BJ3745</lei><title>Charter Communications Operating LLC</title><cusip>16117LBW8</cusip><identifiers><isin value="US16117LBW81"/><ticker value="CHTR"/></identifiers><balance>16572031</balance><units>PA</units><curCd>USD</curCd><valUSD>16678258</valUSD><pctVal>1.4211</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-04-30</maturityDt><couponKind>Floating</couponKind><annualizedRt>3.55</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>HCA INC</name><lei>L3CJ6J7LJ2DX62FTXD46</lei><title>HCA Inc</title><cusip>404122BA0</cusip><identifiers><isin value="US404122BA04"/><ticker value="HCA"/></identifiers><balance>5135527</balance><units>PA</units><curCd>USD</curCd><valUSD>5159921</valUSD><pctVal>0.4397</pctVal><payoffProfile>Long</payoffProfile><assetCat>LON</assetCat><issuerCat>CORP</issuerCat><invCountry>US</invCountry><isRestrictedSec>N</isRestrictedSec><fairValLevel>2</fairValLevel><debtSec><maturityDt>2025-03-13</maturityDt><couponKind>Floating</couponKind><annualizedRt>3.54938</annualizedRt><isDefault>N</isDefault><areIntrstPmntsInArrs>N</areIntrstPmntsInArrs><isPaidKind>N</isPaidKind></debtSec><securityLending><isCashCollateral>N</isCashCollateral><isNonCashCollateral>N</isNonCashCollateral><isLoanByFund>N</isLoanByFund></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>2020-02-14</ncom:dateSigned><ncom:nameOfApplicant>JESPER NERGAARD</ncom:nameOfApplicant><ncom:signature>JESPER NERGAARD</ncom:signature><ncom:signerName>JESPER NERGAARD</ncom:signerName><ncom:title>VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER</ncom:title></signature></nport:formData></nport:edgarSubmission>
