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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SHEFFILED RECEIVABLES CORP IAM COML PAPER 4/2</name>
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        <isRestrictedSec>N</isRestrictedSec>

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      <invstOrSec>
        <name>NEW YORK LIFE GLOBAL FDG</name>
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      <invstOrSec>
        <name>BANK OF MONTREAL</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SHELL INTL FIN B V</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CAPITAL ONE FINANCIAL CORP</name>
        <lei>ZUE8T73ROZOF6FLBAR73</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-12</maturityDt>
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        <name>MIZUHO FINANCIAL GROUP INC</name>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>MIZUHO BANK LTD NY BRANCH</name>
        <lei>RB0PEZSDGCO3JS6CEU02</lei>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-10</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>LLOYDS BANK PLC</name>
        <lei>H7FNTJ4851HG0EXQ1Z70</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02231630</annualizedRt>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GOLDMAN SACHS BANK USA CD SOFR+28 08/21/2020</title>
        <cusip>40054PEF8</cusip>
        <identifiers>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-21</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
        <title>CVS HEALTH CORP 3.35% 03/09/2021</title>
        <cusip>126650DC1</cusip>
        <identifiers>
          <isin value="US126650DC17"/>
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        <balance>20000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>20325770.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03350000</annualizedRt>
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        <name>UBS AG LONDN BRANCH</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG LON BRANCH YCP .02 04/23/2020</title>
        <cusip>90351WDP7</cusip>
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        <curCd>USD</curCd>
        <valUSD>31928476.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>MITSUBISHI UFJ FIN GRP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
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        <cusip>606822BF0</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
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        <name>CREDIT AGRICOLE SA</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
        <title>CREDIT AGRICOLE SA 2.75% 06/10/2020 144A</title>
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        <name>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO 3.375% 05/17/2021</title>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>CONAGRA BRANDS INC</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC FRN 3ML+75 10/22/2020</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02552130</annualizedRt>
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        <name>FLORIDA PWR and LT CO</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
        <title>FLORIDA PWR and LT CO FRN 3ML+40 05/06/2022</title>
        <cusip>341081FW2</cusip>
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          <isin value="US341081FW23"/>
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        <name>SUMITOMO MITSUI TRUST BANK LTC NY</name>
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        <name>THE TORONTO DOMINION BANK</name>
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        <name>TRANSCANADA PIPELINES LTD</name>
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        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK FRN 3ML+28 06/11/2020</title>
        <cusip>89114QC22</cusip>
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        <name>SEMPRA GLOBAL</name>
        <lei>N/A</lei>
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        <name>GENERAL MILLS INC</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
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        <name>CATERPILLAR FINL SVCS CORP</name>
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        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <cusip>78013XRJ9</cusip>
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        <name>SUMITOMO MITSUI TRUST BANK LTC NY</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>SUMITOMO MITSUI TR BANK LTD NY YCD 1ML+15 05/14/2020</title>
        <cusip>86564F4K6</cusip>
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        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC FRN 3ML+65 08/07/2020</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CATERPILLAR FINL SVCS CORP</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>VENTAS RLTY LTD PARTNERSHIP</name>
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        <fairValLevel>2</fairValLevel>
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        <name>NORDEA BANK AB</name>
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        <balance>6150000.00000000</balance>
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        <invCountry>FI</invCountry>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORP</name>
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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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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>NBCUNIVERSAL ENTERPRISE INC</name>
        <lei>N/A</lei>
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        <cusip>63946CAG3</cusip>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
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      <invstOrSec>
        <name>PNC BK N A PITTSBURGH PA MEDIUM TERM SR BK NTS BOOK ENTRY</name>
        <lei>N/A</lei>
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        <cusip>69353REW4</cusip>
        <identifiers>
          <isin value="US69353REW43"/>
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        <balance>17331000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>17485082.64000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-04-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02150000</annualizedRt>
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      <invstOrSec>
        <name>CATERPILLAR FINL SVCS CORP</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CATERPILLAR FINL SVCS CORP FRN 3ML+25 08/26/2020</title>
        <cusip>14913Q2U2</cusip>
        <identifiers>
          <isin value="US14913Q2U23"/>
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        <balance>57500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57591863.15000000</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>2020-08-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01896630</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>OCCIDENTAL PETROLEUM CORP 3ML+120 08/13/2021</title>
        <cusip>674599CV5</cusip>
        <identifiers>
          <isin value="US674599CV59"/>
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        <balance>12300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>12336789.30000000</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>2021-08-13</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02957250</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
        <title>AMERICAN EXPRESS CO 3% 02/22/2021</title>
        <cusip>025816CB3</cusip>
        <identifiers>
          <isin value="US025816CB30"/>
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        <balance>50693000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>51335507.92000000</valUSD>
        <pctVal>0.390568494984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>CATERPILLAR FINL SVCS CORP</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
        <title>CATERPILLAR FINL SVCS CORP FRN 3ML+23 03/15/2021</title>
        <cusip>14913Q2H1</cusip>
        <identifiers>
          <isin value="US14913Q2H12"/>
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        <balance>20000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>20020447.20000000</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>2021-03-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02123630</annualizedRt>
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      <invstOrSec>
        <name>BANK OF MONTREAL CHICAG BRH IL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BANK OF MONTREAL CHICAG BRH IL YCD 3ML+4 11/17/2020</title>
        <cusip>06367BGR4</cusip>
        <identifiers>
          <isin value="US06367BGR42"/>
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        <balance>41000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40999938.50000000</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>2020-11-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01743750</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY CP .0177 03/02/2020</title>
        <cusip>30040XC20</cusip>
        <identifiers>
          <ticker value="EVRSRC"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3999408.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01770000</annualizedRt>
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        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY CP .0175 03/13/2020</title>
        <cusip>30040XCD6</cusip>
        <identifiers>
          <ticker value="EVRSRC"/>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1998583.60000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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        <name>BANQUE FED CRED MUTUEL PARIS</name>
        <lei>VBHFXSYT7OG62HNT8T76</lei>
        <title>BANQUE FED CRED MUTUEL PARIS 1.96% 07/21/2021 144A</title>
        <cusip>06675FAU1</cusip>
        <identifiers>
          <isin value="US06675FAU12"/>
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        <balance>49775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50192326.04000000</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>2021-07-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01960000</annualizedRt>
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      <invstOrSec>
        <name>MUFG UNION BANK NA</name>
        <lei>OX3PU53ZLPQKJ4700D47</lei>
        <title>UNION BK NA MTN BK NTS BE FRN 3ML+60 03/07/2022</title>
        <cusip>90520EAJ0</cusip>
        <identifiers>
          <isin value="US90520EAJ01"/>
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        <balance>50450000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50695178.42000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02485000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE CP YCP 2% 03/23/2020</title>
        <cusip>05571BCP6</cusip>
        <identifiers>
          <ticker value="BPCEGP"/>
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        <balance>40000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>39958400.00000000</valUSD>
        <pctVal>0.304009695867</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC CP .0175 04/07/2020</title>
        <cusip>2574P0D76</cusip>
        <identifiers>
          <ticker value="DPP"/>
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        <balance>11000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10978836.00000000</valUSD>
        <pctVal>0.083528684665</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>CVS HEALTH CORP</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-20</maturityDt>
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          <annualizedRt>0.02800000</annualizedRt>
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      <invstOrSec>
        <name>SEMPRA GLOBAL</name>
        <lei>N/A</lei>
        <title>SEMPRA GLOBAL CP .0185 04/02/2020</title>
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          <ticker value="SRE"/>
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        <balance>5750000.00000000</balance>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH</name>
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        <cusip>86564YCQ3</cusip>
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          <ticker value="SUMTSG"/>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-03-24</maturityDt>
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      <invstOrSec>
        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>SEMPRA GLOBAL</name>
        <lei>N/A</lei>
        <title>SEMPRA GLOBAL CP .0173 03/02/2020</title>
        <cusip>81685LC29</cusip>
        <identifiers>
          <ticker value="SRE"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4999275.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC CP .0175 04/08/2020</title>
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        <identifiers>
          <ticker value="DPP"/>
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        <balance>7000000.00000000</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>2020-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <cusip>61761JB40</cusip>
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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>2020-06-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02873630</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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          <isin value="US17325FAP36"/>
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        <balance>35000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>35010045.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02083250</annualizedRt>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC NY BRANCH</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC NY BRANCH YCD 1.75% 05/04/2020</title>
        <cusip>06742TRA6</cusip>
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        <balance>30000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30009426.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA VCP 3ML+9 09/04/2020</title>
        <cusip>78014XFA0</cusip>
        <identifiers>
          <ticker value="RYCP"/>
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        <balance>30000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30011997.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01990130</annualizedRt>
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      <invstOrSec>
        <name>DIAGEO CAPITAL PLC</name>
        <lei>213800L23DJLALFC4O95</lei>
        <title>DIAGEO CAPITAL PLC FRN 3ML+24 05/18/2020</title>
        <cusip>25243YAW9</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01931750</annualizedRt>
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      <invstOrSec>
        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA VCP 1ML+13 03/09/2020</title>
        <cusip>78014XCM7</cusip>
        <identifiers>
          <isin value="US78014XCM74"/>
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        <curCd>USD</curCd>
        <valUSD>50003075.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01800880</annualizedRt>
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        <name>SVENSKA HANDELSBANKEN NY</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SVENSKA HANDELSBANKEN NY YCD 3ML+4 10/09/2020</title>
        <cusip>86959REU0</cusip>
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          <isin value="US86959REU05"/>
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        <balance>57600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>57613708.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.01874000</annualizedRt>
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      <invstOrSec>
        <name>SEMPRA GLOBAL</name>
        <lei>N/A</lei>
        <title>SEMPRA GLOBAL CP .0185 04/07/2020</title>
        <cusip>81685LD77</cusip>
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          <ticker value="SRE"/>
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        <balance>4000000.00000000</balance>
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        <valUSD>3992304.00000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01850000</annualizedRt>
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        <name>UBS AG LONDN BRANCH</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG LON 3ML+58 6/8/20 144A</title>
        <cusip>902674XE5</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>NEW YORK LIFE GLOBAL FDG</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLOBAL FDG FRN 3ML+28 01/10/2023 144A</title>
        <cusip>64952WDM2</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY FRN SOFR+70 01/20/2023</title>
        <cusip>6174468K8</cusip>
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          <isin value="US6174468K89"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>UBS AG LONDN BRANCH</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG LON BRANCH VCP 1ML+37 08/06/2020</title>
        <cusip>90276JHY5</cusip>
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        <curCd>USD</curCd>
        <valUSD>49624249.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-06</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02006250</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>BELL CANADA</name>
        <lei>5493001I9203PRB5KR45</lei>
        <title>BELL CANADA YCP .0175 03/27/2020</title>
        <cusip>07787PCT3</cusip>
        <identifiers>
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        <balance>2000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1997223.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>PNC BK N A PITTSBURGH PA MEDIUM TERM SR BK NTS BOOK ENTRY</name>
        <lei>N/A</lei>
        <title>PNC BK NA PITTSBURGH PA MTN FRN 3ML+35 03/12/2021</title>
        <cusip>69353RFM5</cusip>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02237250</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>DOMINION ENERGY INC CP .0175 04/07/2020</title>
        <cusip>2574P0D76</cusip>
        <identifiers>
          <ticker value="DPP"/>
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        <balance>8000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7984608.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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      <invstOrSec>
        <name>CITIZENS BANK NA</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BANK NA FRN 3ML+57 05/26/2020</title>
        <cusip>17401QAK7</cusip>
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        <balance>28450000.00000000</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>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02216630</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSCANADA PIPELINES LTD</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRANSCANADA PIPELINES LTD CP .0184 05/05/2020</title>
        <cusip>89355PE53</cusip>
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          <ticker value="TCPLPP"/>
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        <balance>20600000.00000000</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>2020-05-05</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01840000</annualizedRt>
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      <invstOrSec>
        <name>ASTRAZENECA PLC</name>
        <lei>PY6ZZQWO2IZFZC3IOL08</lei>
        <title>ASTRAZENECA PLC 2.375% 11/16/20</title>
        <cusip>046353AK4</cusip>
        <identifiers>
          <isin value="US046353AK44"/>
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        <balance>22100000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02375000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP VCP 3ML+5 07/02/2020</title>
        <cusip>89233A6K0</cusip>
        <identifiers>
          <isin value="US89233A6K02"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15002964.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-02</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01959380</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE SA FRN 3ML+30 01/14/2022 144A</title>
        <cusip>05578AAQ1</cusip>
        <identifiers>
          <isin value="US05578AAQ13"/>
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        <balance>46300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46355666.49000000</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>2022-01-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02137750</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VOLKSWAGEN GROUP AMER FIN LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
        <title>VOLKSWAGEN GROUP AMER FIN LLC 2.5% 09/24/2021 144A</title>
        <cusip>928668AX0</cusip>
        <identifiers>
          <isin value="US928668AX06"/>
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        <balance>9074000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9190505.35000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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      <invstOrSec>
        <name>IBM CREDIT LLC</name>
        <lei>549300ZNLJL43AQTG067</lei>
        <title>IBM CREDIT LLC FRN 3ML+47 11/30/2020</title>
        <cusip>44932HAJ2</cusip>
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          <isin value="US44932HAJ23"/>
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        <balance>32400000.00000000</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>2020-11-30</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>MARSH and MCLENNAN COS INC</name>
        <lei>549300XMP3KDCKJXIU47</lei>
        <title>MARSH and MCLENNAN COS INC 3.5% 12/29/2020</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-12-29</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>FIDELITY REVERE STREET TRUST</name>
        <lei>549300BDV45LJNXBZC55</lei>
        <title>Fidelity Cash Central Fund</title>
        <cusip>31635A105</cusip>
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          <isin value="US31635A1051"/>
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        <curCd>USD</curCd>
        <valUSD>811954640.20000000</valUSD>
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        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>KEYBANK NATL ASSN</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KEYBANK NATL ASSN FRN 3ML+66 02/01/2022</title>
        <cusip>49327M2Y9</cusip>
        <identifiers>
          <isin value="US49327M2Y95"/>
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        <balance>43444000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>43860181.79000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-02-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02423250</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MPLX LP</name>
        <lei>5493000CZJ19CK4P3G36</lei>
        <title>MPLX LP FRN 3ML+90 09/09/2021</title>
        <cusip>55336VBG4</cusip>
        <identifiers>
          <isin value="US55336VBG41"/>
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        <balance>3295000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3304464.92000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02785000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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        <name>UNITEDHEALTH GROUP INC</name>
        <lei>549300GHBMY8T5GXDE41</lei>
        <title>UNITEDHEALTH GROUP INC FRN 3ML+26 06/15/2021</title>
        <cusip>91324PDG4</cusip>
        <identifiers>
          <isin value="US91324PDG46"/>
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        <balance>28166000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>28199593.02000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02153630</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BB and T BRH BKG and TR CO GLOBAL BK MEDIUM TERM NT PROGRAM BOOK ENTRY</name>
        <lei>N/A</lei>
        <title>BB and T BRH BKG and TR CO GLOBAL BK MEDIUM TERM NT PROGRAM BOOK ENTRY 2.85% 04/01/2021</title>
        <cusip>07330NAJ4</cusip>
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          <isin value="US07330NAJ46"/>
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        <balance>18983000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>19254813.97000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02850000</annualizedRt>
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      <invstOrSec>
        <name>MISSISSIPPI PWR CO</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>BANK NEW YORK MELLON CORP</name>
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        <name>TRUIST FINANCIAL CORP</name>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>CONSOLIDATED EDISON CO OF NY</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
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        <cusip>209111FR9</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>CITIZENS BANK NA</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>WGL HOLDINGS INC</name>
        <lei>549300FMXG4FL88R7K50</lei>
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        <name>AMERICAN HONDA FINANCE CORP</name>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>0.02153630</annualizedRt>
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        <name>TRANSCANADA PIPELINES LTD</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
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        <cusip>89355PD62</cusip>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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        <name>CREDIT SUISSE GROUP FUNDING GUERNSEY LTD</name>
        <lei>549300PXR5FKNXF0OH19</lei>
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        <cusip>225433AD3</cusip>
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        <invCountry>GG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

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        <name>SUMITOMO MITSUI BKG CORP</name>
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        <name>DUKE ENERGY CORP NEW</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
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        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>COMMONSPIRIT HEALTH</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
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          <annualizedRt>0.02000000</annualizedRt>
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        <name>AMERICAN ELECTRIC POWER CO INC</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
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        <cusip>0255E2CB4</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <name>THE TORONTO DOMINION BANK</name>
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        <name>VENTAS RLTY LTD PARTNERSHIP</name>
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        <name>TD AMERITRADE HOLDING CORP</name>
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        <name>TYSON FOODS INC</name>
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        <name>SUMITOMO MITSUI BKG CORP NY BRANCH</name>
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        <name>AMPHENOL CORPORATION NEW</name>
        <lei>549300D3L3G0R4U4VT04</lei>
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        <name>SEMPRA GLOBAL</name>
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        <name>CREDIT SUISSE GROUP FUNDING GUERNSEY LTD</name>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <name>PNC BK N A PITTSBURGH PA MEDIUM TERM SR BK NTS BOOK ENTRY</name>
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        <name>CAPITAL ONE BK USA NATL ASN GLEN ALLEN VA</name>
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        <name>RABOBANK NEDERLAND NEW YORK BRH</name>
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        <name>TRANSCANADA PIPELINES LTD</name>
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        <name>TYCO ELECTRONICS GROUP SA</name>
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        <name>MIZUHO SECURITIES USA LLC</name>
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        <name>AMERICAN ELECTRIC POWER CO INC</name>
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        <name>COMCAST CORP NEW</name>
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      <invstOrSec>
        <name>MORGAN STANLEY and CO LLC</name>
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        <name>SVENSKA HANDELSBANKEN AB</name>
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        <name>MIZUHO BANK LTD NY BRANCH</name>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
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        <name>WELLS FARGO BK NA SAN FRANCISC O CALIF MEDIUM TERM SR BK NTS BOOK ENTRY</name>
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        <isRestrictedSec>N</isRestrictedSec>

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        <name>TOYOTA MOTOR CREDIT CORP</name>
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        <name>SEMPRA GLOBAL</name>
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        <name>ING US FUNDING LLC</name>
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        <name>BELL CANADA</name>
        <lei>5493001I9203PRB5KR45</lei>
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        <name>METROPOLITAN LIFE GLBL FDG I</name>
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        <name>JPMORGAN CHASE and CO</name>
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        <fairValLevel>2</fairValLevel>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>DOMINION ENERGY INC</name>
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        <name>US BANK NA CINCINNATI OHIO</name>
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        <name>BANK OF NOVA SCOTIA HOUSTON BRANCH</name>
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        <name>TRANSCANADA PIPELINES LTD</name>
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        <name>THE TORONTO DOMINION BANK</name>
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        <name>MIZUHO FINANCIAL GROUP INC</name>
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        <name>BECTON DICKINSON and CO</name>
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        <name>KEYCORP</name>
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        <name>DUKE ENERGY CORP NEW</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
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      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTC NY</name>
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      <invstOrSec>
        <name>UST NOTES</name>
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      <invstOrSec>
        <name>BANK OF NEW YORK MELLON</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <curCd>USD</curCd>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP FRN 3ML+17 09/18/2020</title>
        <cusip>89236TFM2</cusip>
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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>2020-09-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02068500</annualizedRt>
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      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY CP .0175 03/18/2020</title>
        <cusip>30040XCJ3</cusip>
        <identifiers>
          <ticker value="EVRSRC"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3996181.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-18</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK VCP VCP 3ML+2 11/10/2020</title>
        <cusip>89120DRK7</cusip>
        <identifiers>
          <isin value="US89120DRK71"/>
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        <balance>40000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40002704.00000000</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>2020-11-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01754130</annualizedRt>
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      <invstOrSec>
        <name>SUMITOMO MITSUI TRUST BANK LTC NY</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>SUMITOMO MITSUI TR BANK LTD NY YCD 1ML+12 05/22/2020</title>
        <cusip>86564F5C3</cusip>
        <identifiers>
          <isin value="US86564F5C37"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>15004353.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>0.01748880</annualizedRt>
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        <name>BANK OF MONTREAL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BANK OF MONTREAL QUE FRN 3ML+46 04/13/2021</title>
        <cusip>06367T4X5</cusip>
        <identifiers>
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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>
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          <couponKind>Variable</couponKind>
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        <name>IBM CREDIT LLC</name>
        <lei>549300ZNLJL43AQTG067</lei>
        <title>IBM CREDIT LLC FRN 3ML+ 01/20/2021</title>
        <cusip>44932HAE3</cusip>
        <identifiers>
          <isin value="US44932HAE36"/>
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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>
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          <couponKind>Variable</couponKind>
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        <name>MET TOWER GLOBAL FUNDING</name>
        <lei>635400OFJCY9IOGBGY57</lei>
        <title>MET TOWER GLOBAL FUNDING FRN SOFR+55 01/17/2023 144A</title>
        <cusip>58989VAA2</cusip>
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          <isin value="US58989VAA26"/>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
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        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 1.75% 07/31/2021</title>
        <cusip>9128287F1</cusip>
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          <isin value="US9128287F13"/>
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        <name>SEMPRA GLOBAL</name>
        <lei>N/A</lei>
        <title>SEMPRA GLOBAL CP .0178 03/19/2020</title>
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          <ticker value="SRE"/>
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        <issuerCat>CORP</issuerCat>
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        <name>STATE STREET CORP</name>
        <lei>549300ZFEEJ2IP5VME73</lei>
        <title>STATE STREET CORP FRN 3ML+ 08/18/2020</title>
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        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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        <name>BP CAPITAL MARKETS PLC</name>
        <lei>549300CRVT18MXX0AG93</lei>
        <title>BP CAPITAL MARKETS PLC FRN 3ML+25 11/24/2020</title>
        <cusip>05565QDT2</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.01932750</annualizedRt>
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        <name>SVENSKA HANDELSBANKEN NY</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SVENSKA HANDELSBANKEN NY YCD 1ML+5 08/11/2020</title>
        <cusip>86959RFH8</cusip>
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        <name>GOLDMAN SACHS BANK USA</name>
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        <name>BANK OF AMERICA, N.A.</name>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
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        <name>DOMINION ENERGY INC</name>
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        <name>PNC BK N A PITTSBURGH PA MEDIUM TERM SR BK NTS BOOK ENTRY</name>
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        <name>GOLDMAN SACHS BK USA NEW YORK</name>
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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
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        <name>IBM CORPORATION</name>
        <lei>VGRQXHF3J8VDLUA7XE92</lei>
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        <name>SUNCOR ENERGY INC NEW</name>
        <lei>549300W70ZOQDVLCHY06</lei>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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        <lei>N/A</lei>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-07-14</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02227750</annualizedRt>
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      <invstOrSec>
        <name>CATERPILLAR FINL SVCS CORP</name>
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        <cusip>14913Q2W8</cusip>
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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>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
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      <invstOrSec>
        <name>TRANSCANADA PIPELINES LTD</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
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        <cusip>89355PCG1</cusip>
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          <ticker value="TCPLPP"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02070000</annualizedRt>
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      <invstOrSec>
        <name>ROYAL BK OF CDA NEW YORK BRH</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <cusip>78012URZ0</cusip>
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        <balance>37000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>37013357.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01970500</annualizedRt>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <cusip>06739FJK8</cusip>
        <identifiers>
          <isin value="US06739FJK84"/>
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        <balance>109510000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-01-11</maturityDt>
          <couponKind>Variable</couponKind>
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      <invstOrSec>
        <name>HONEYWELL INTERNATIONAL INC</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HONEYWELL INTL INC FRN 3ML+37 08/08/2022</title>
        <cusip>438516BV7</cusip>
        <identifiers>
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        <balance>52678000.00000000</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>
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          <maturityDt>2022-08-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02104130</annualizedRt>
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      <invstOrSec>
        <name>BANK OF NOVA SCOTIA HOUSTON BRANCH</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA HOUSTON BR YCD 3ML+ 09/03/2020</title>
        <cusip>06417MFJ9</cusip>
        <identifiers>
          <isin value="US06417MFJ99"/>
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        <balance>30000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>30012060.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-03</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01995500</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER CO INC</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>AMERICAN ELECTRIC POWER INC CP .0175 03/16/2020</title>
        <cusip>0255E2CG3</cusip>
        <identifiers>
          <ticker value="AEPPP"/>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9991807.00000000</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>2020-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISNEY (WALT) CO</name>
        <lei>549300GZKULIZ0WOW665</lei>
        <title>DISNEY (WALT) CO FRN 3ML+25 09/01/2021</title>
        <cusip>254687FG6</cusip>
        <identifiers>
          <isin value="US254687FG67"/>
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        <balance>13055000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>13080911.83000000</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>2021-09-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02156880</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BANK OF MONTREAL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BANK OF MONTREAL QUE FRN 3ML+40 09/10/2021</title>
        <cusip>06367WQD8</cusip>
        <identifiers>
          <isin value="US06367WQD82"/>
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        <balance>40050000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>40194246.08000000</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>2021-09-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02290500</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>PHILIP MORRIS INTL INC</name>
        <lei>HL3H1H2BGXWVG3BSWR90</lei>
        <title>PHILIP MORRIS INTL INC 1.875% 02/25/21</title>
        <cusip>718172BS7</cusip>
        <identifiers>
          <isin value="US718172BS71"/>
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        <balance>52676000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52771767.08000000</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>2021-02-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01875000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOEING CO</name>
        <lei>RVHJWBXLJ1RFUBSY1F30</lei>
        <title>BOEING CO CP .0202 05/21/2020</title>
        <cusip>09702LEM3</cusip>
        <identifiers>
          <ticker value="BAPP"/>
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        <balance>53100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>52883187.39000000</valUSD>
        <pctVal>0.402343480093</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02020000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <name>AMERICAN ELECTRIC POWER CO INC</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>AMERICAN ELECTRIC POWER INC CP .0176 03/12/2020</title>
        <cusip>0255E2CC2</cusip>
        <identifiers>
          <ticker value="AEPPP"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2998133.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01760000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORPORATION FRN 3ML+ 07/21/2021</title>
        <cusip>06051GGN3</cusip>
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          <isin value="US06051GGN34"/>
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        <balance>61446000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>61516194.07000000</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>2021-07-21</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02479130</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORPORATION 2.328% 10/01/2021</title>
        <cusip>06051GGS2</cusip>
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          <isin value="US06051GGS21"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02328000</annualizedRt>
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        <name>DEERE JOHN CAPITAL CORP</name>
        <lei>E0KSF7PFQ210NWI8Z391</lei>
        <title>DEERE JOHN CAPITAL CORP MTN FRN 3ML+42 07/10/2020</title>
        <cusip>24422EUN7</cusip>
        <identifiers>
          <isin value="US24422EUN74"/>
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        <balance>50650000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>50724047.77000000</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>2020-07-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02254000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY 5.5% 07/24/2020</title>
        <cusip>6174467P8</cusip>
        <identifiers>
          <isin value="US6174467P85"/>
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        <balance>16184000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>16422076.67000000</valUSD>
        <pctVal>0.124941702719</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <cusip>251525AT8</cusip>
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        <balance>29700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>29773350.98000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02700000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN HONDA FINANCE CORP</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
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        <cusip>02665WCC3</cusip>
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          <isin value="US02665WCC38"/>
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        <balance>78600000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>78712596.86000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.01923130</annualizedRt>
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      <invstOrSec>
        <name>MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH</name>
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        <title>MITSUBISHI UFJ TR and BK NY BRH YCD 1ML+5 06/19/2020</title>
        <cusip>60683BZB2</cusip>
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        <curCd>USD</curCd>
        <valUSD>16000680.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01708250</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <cusip>46625HRT9</cusip>
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          <isin value="US46625HRT94"/>
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        <balance>49640000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>50147472.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-07</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02400000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>SEMPRA GLOBAL</name>
        <lei>N/A</lei>
        <title>SEMPRA GLOBAL CP .021 03/02/2020</title>
        <cusip>81685LC29</cusip>
        <identifiers>
          <ticker value="SRE"/>
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        <balance>24750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>24746525.10000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 1.875% 11/30/2021</title>
        <cusip>912828G53</cusip>
        <identifiers>
          <isin value="US912828G534"/>
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        <balance>190000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>193094921.40000000</valUSD>
        <pctVal>1.469096068121</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01875000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC 2.65% 01/11/2021</title>
        <cusip>06739FJJ1</cusip>
        <identifiers>
          <isin value="US06739FJJ12"/>
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        <balance>42894000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>43251628.30000000</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>2021-01-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02650000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MITSUBISHI UFJ TR and BK SING BRH</name>
        <lei>JBONEPAGQXF4QP29B387</lei>
        <title>MITSUBISHI UFJ TR and BK SING BRH YCP .017 05/14/2020</title>
        <cusip>60682YEE0</cusip>
        <identifiers>
          <ticker value="MITTSG"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14953798.50000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01700000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SEMPRA GLOBAL</name>
        <lei>N/A</lei>
        <title>SEMPRA GLOBAL CP .0185 04/03/2020</title>
        <cusip>81685LD36</cusip>
        <identifiers>
          <ticker value="SRE"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3993105.20000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01850000</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>AMERICAN ELECTRIC POWER CO INC</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>AMERICAN ELECTRIC POWER INC CP .0176 03/02/2020</title>
        <cusip>0255E2C24</cusip>
        <identifiers>
          <ticker value="AEPPP"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3999438.40000000</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>2020-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01760000</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>BANK OF MONTREAL</name>
        <lei>NQQ6HPCNCCU6TUTQYE16</lei>
        <title>BANK OF MONTREAL QUE FRN 3ML+57 03/26/2022</title>
        <cusip>06367WJN4</cusip>
        <identifiers>
          <isin value="US06367WJN48"/>
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        <balance>44400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>44696975.17000000</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>2022-03-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02516630</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SHEFFILED RECEIVABLES CORP IAM COML PAPER 4/2</name>
        <lei>549300MYF6MOTU9T3G29</lei>
        <title>SHEFFIELD RECVBLES 4/2 CP CORP YCP .0168 05/12/2020</title>
        <cusip>82124LEC2</cusip>
        <identifiers>
          <ticker value="SRCPP"/>
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        <balance>15000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>14950944.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01680000</annualizedRt>
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        <name>TRANSCANADA PIPELINES LTD</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRANSCANADA PIPELINES LTD CP .0175 04/02/2020</title>
        <cusip>89355PD21</cusip>
        <identifiers>
          <ticker value="TCPLPP"/>
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        <balance>5250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5241208.88000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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        <name>TRANSCANADA PIPELINES LTD</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRANSCANADA PIPELINES LTD CP .0195 04/14/2020</title>
        <cusip>89355PDE5</cusip>
        <identifiers>
          <ticker value="TCPLPP"/>
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        <balance>47400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>47292131.82000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01950000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CRP MTN FRN 3ML+15 10/09/2020</title>
        <cusip>89236TFW0</cusip>
        <identifiers>
          <isin value="US89236TFW09"/>
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        <curCd>USD</curCd>
        <valUSD>27020956.32000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02028000</annualizedRt>
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      <invstOrSec>
        <name>ABN AMRO BANK NV</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV 3ML+57 08/27/2021 144A</title>
        <cusip>00084DAS9</cusip>
        <identifiers>
          <isin value="US00084DAS99"/>
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        <balance>42700000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>42907522.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02207630</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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        <name>MITSUBISHI UFJ FIN GRP INC</name>
        <lei>353800V2V8PUY9TK3E06</lei>
        <title>MITSUBISHI UFJ FIN GRP INC FRN 3ML+65 07/26/2021</title>
        <cusip>606822AX2</cusip>
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          <isin value="US606822AX27"/>
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        <balance>38063000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>38286715.66000000</valUSD>
        <pctVal>0.291291262502</pctVal>
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        <name>THE TORONTO DOMINION BANK</name>
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        <name>MIZUHO SECURITIES USA LLC</name>
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        <name>ROGERS COMMUNICATIONS INC</name>
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        <name>FIFTH THIRD BANK CINN OH</name>
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        <name>CREDIT SUISSE AG NY BRNCH</name>
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        <name>PNC BK N A PITTSBURGH PA MEDIUM TERM SR BK NTS BOOK ENTRY</name>
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        <cusip>69353RFD5</cusip>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02052880</annualizedRt>
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        <name>MITSUBISHI UFJ TR and BK SING BRH</name>
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        <name>NEW YORK LIFE GLOBAL FDG</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
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        <name>METROPOLITAN LIFE GLBL FDG I</name>
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        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <name>WELLS FARGO and CO</name>
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        <name>CITIGROUP FUNDING INC</name>
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        <name>NORDEA BANK AG MEDIUM TERM NTS BOOK ENTRY</name>
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        <invCountry>SE</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>VOLKSWAGEN GROUP AMER FIN LLC</name>
        <lei>5493002SQ1AVQBY41K40</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02477250</annualizedRt>
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        <name>THE HUNTINGTON NATIONAL BANK</name>
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        <name>WELLS FARGO BK NA SAN FRANCISC O CALIF MEDIUM TERM SR BK NTS BOOK ENTRY</name>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
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        <name>BANQUE FED CRED MUTUEL PARIS</name>
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        <name>AMERICAN ELECTRIC POWER CO INC</name>
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        <name>SUMITOMO MITSUI TRUST BANK LTC NY</name>
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        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
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        <name>SUMITOMO MITSUI TRUST BANK LTC NY</name>
        <lei>5493006GGLR4BTEL8O61</lei>
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        <cusip>86564F3P6</cusip>
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        <name>BBVA USA</name>
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        <name>BAT CAPITAL CORP</name>
        <lei>2138005GYEXN7XRHFA84</lei>
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        <name>GENERAL DYNAMICS CORP</name>
        <lei>9C1X8XOOTYY2FNYTVH06</lei>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <name>AMERICAN ELECTRIC POWER CO INC</name>
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        <name>NATIXIS NY BRH</name>
        <lei>KX1WK48MPD4Y2NCUIZ63</lei>
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        <name>COMMONSPIRIT HEALTH</name>
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        <name>UBS AG LONDN BRANCH</name>
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        <name>US BANK NA CINCINNATI OHIO</name>
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        <name>BAYER US FINANCE II LLC</name>
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        <name>REGIONS BANK OF ALABAMA</name>
        <lei>EQTWLK1G7ODGC2MGLV11</lei>
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        <name>SEMPRA GLOBAL</name>
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        <name>HSBC HOLDINGS PLC</name>
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        <name>AMERICAN ELECTRIC POWER CO INC</name>
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        <name>SUMITOMO MITSUI TRUST BANK LTC NY</name>
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        <name>JACKSON NATL LIFE GLOBAL FDG</name>
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        <name>US BANK NA CINCINNATI OHIO</name>
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        <name>COMMONSPIRIT HEALTH</name>
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        <name>ABN AMRO BANK NV</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
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        <balance>10000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10002793.00000000</valUSD>
        <pctVal>0.076102798354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-27</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01900000</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>FIFTH THIRD BANK CINN OH</name>
        <lei>QFROUN1UWUYU0DVIWD51</lei>
        <title>FIFTH THIRD BK MT SR BK NTS BE FRN 3ML+44 07/26/2021</title>
        <cusip>31677QBP3</cusip>
        <identifiers>
          <isin value="US31677QBP37"/>
        </identifiers>
        <balance>25488000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>25571608.80000000</valUSD>
        <pctVal>0.194552760224</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02234130</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 MTRS FINL CO INC</name>
        <lei>5493008B6JBRUJ90QL97</lei>
        <title>GENERAL MTR FIN FRN 3ML+85 04/09/21</title>
        <cusip>37045XCH7</cusip>
        <identifiers>
          <isin value="US37045XCH70"/>
        </identifiers>
        <balance>18945000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>19009122.95000000</valUSD>
        <pctVal>0.144624351494</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-09</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02728000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-03-30</ncom:dateSigned>
      <ncom:nameOfApplicant>Laura M. Del Prato</ncom:nameOfApplicant>
      <ncom:signature>Laura M. Del Prato</ncom:signature>
      <ncom:signerName>Laura M. Del Prato</ncom:signerName>
      <ncom:title>President and Treasurer</ncom:title>
    </signature>
  </formData>
</edgarSubmission>
