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        <name>DOMINION ENERGY INC</name>
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        <name>REGIONS BANK OF ALABAMA</name>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CREDIT AGRICOLE SA</name>
        <lei>969500TJ5KRTCJQWXH05</lei>
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        <cusip>225313AH8</cusip>
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        <valUSD>400884.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-06-10</maturityDt>
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          <annualizedRt>0.02860500</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FIFTH THIRD BANK CINN OH</name>
        <lei>QFROUN1UWUYU0DVIWD51</lei>
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        <cusip>31677QBG3</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
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        <cusip>6174468H5</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>TD AMERITRADE HOLDING CORP</name>
        <lei>ZI85ER3E6RXD4HPHW309</lei>
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        <cusip>87236YAG3</cusip>
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          <isin value="US87236YAG35"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400702.84000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-01</maturityDt>
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          <annualizedRt>0.02193250</annualizedRt>
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      <invstOrSec>
        <name>VENTAS RLTY LTD PARTNERSHIP</name>
        <lei>32SXKSJ72K64GM3HOU64</lei>
        <title>VENTAS RLTY LTD PARTNERSHIP CP .017 03/02/2020</title>
        <cusip>92276VC29</cusip>
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          <ticker value="VENTAS"/>
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        <curCd>USD</curCd>
        <valUSD>349950.85000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-03-02</maturityDt>
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      <invstOrSec>
        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
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        <cusip>05571BCC5</cusip>
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          <ticker value="BPCEGP"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>399774.68000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01880000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER CO INC</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
        <title>AMERICAN ELECTRIC POWER INC CP .0176 03/12/2020</title>
        <cusip>0255E2CC2</cusip>
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          <ticker value="AEPPP"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>349782.23000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01760000</annualizedRt>
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      <invstOrSec>
        <name>ABN AMRO BANK NV</name>
        <lei>BFXS5XCH7N0Y05NIXW11</lei>
        <title>ABN AMRO BANK NV FRN 3ML+41 01/19/2021 144A</title>
        <cusip>00084DAR1</cusip>
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          <isin value="US00084DAR17"/>
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        <curCd>USD</curCd>
        <valUSD>901751.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-19</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02229130</annualizedRt>
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        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE AG NY BRNCH YCP .0188 03/11/2020</title>
        <cusip>2254EACB7</cusip>
        <identifiers>
          <ticker value="CSFBNY"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>299844.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01880000</annualizedRt>
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      <invstOrSec>
        <name>DUKE ENERGY CORP NEW</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP NEW CP .0167 03/04/2020</title>
        <cusip>26244HC43</cusip>
        <identifiers>
          <ticker value="DUKENE"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>349918.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01670000</annualizedRt>
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      <invstOrSec>
        <name>PNC BK N A PITTSBURGH PA MEDIUM TERM SR BK NTS BOOK ENTRY</name>
        <lei>N/A</lei>
        <title>PNC BANK NA PITTSBURGH PA 1.743/VAR 02/24/2023</title>
        <cusip>69353RFT0</cusip>
        <identifiers>
          <isin value="US69353RFT05"/>
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        <curCd>USD</curCd>
        <valUSD>251514.89000000</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>0.01743000</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>
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          <isin value="US06675FAU12"/>
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        <valUSD>352934.49000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <annualizedRt>0.01960000</annualizedRt>
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        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY CP .0175 03/20/2020</title>
        <cusip>30040XCL8</cusip>
        <identifiers>
          <ticker value="EVRSRC"/>
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        <curCd>USD</curCd>
        <valUSD>349642.65000000</valUSD>
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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>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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        <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>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>398366.76000000</valUSD>
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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>Fixed</couponKind>
          <annualizedRt>0.02020000</annualizedRt>
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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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        <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>
          <annualizedRt>0.02280430</annualizedRt>
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        <name>WELLS FARGO BK NA SAN FRANCISC O CALIF MEDIUM TERM SR BK NTS BOOK ENTRY</name>
        <lei>N/A</lei>
        <title>WELLS FARGO BK NATL ASSN FRN 3ML+50 07/23/2021</title>
        <cusip>94988J5Q6</cusip>
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          <isin value="US94988J5Q67"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02306250</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 2.369%/VAR 07/21/2021</title>
        <cusip>06051GGP8</cusip>
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          <isin value="US06051GGP81"/>
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        <curCd>USD</curCd>
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        <name>NBCUNIVERSAL ENTERPRISE INC</name>
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        <name>MUFG BANK LTD NY BR</name>
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        <name>CREDIT SUISSE GROUP FUNDING GUERNSEY LTD</name>
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        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
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        <lei>353800V2V8PUY9TK3E06</lei>
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        <name>COMCAST CORP NEW</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
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        <name>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
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        <name>CATERPILLAR FINL SVCS CORP</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
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        <name>CITIZENS BANK NA</name>
        <lei>DRMSV1Q0EKMEXLAU1P80</lei>
        <title>CITIZENS BANK NA FRN 3ML+57 05/26/2020</title>
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        <issuerCat>CORP</issuerCat>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02216630</annualizedRt>
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        <name>BARCLAYS BANK PLC NY BRANCH</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
        <title>BARCLAYS BANK PLC NY BRANCH YCD 1.9% 03/31/2020</title>
        <cusip>06742TQU3</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>SVENSKA HANDELSBANKEN AB</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
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        <cusip>86960JCG8</cusip>
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        <valUSD>249820.33000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BANK OF CANADA VCP 1ML+13 03/09/2020</title>
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        <invCountry>CA</invCountry>
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        <name>MARSH and MCLENNAN COS INC</name>
        <lei>549300XMP3KDCKJXIU47</lei>
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        <name>DUKE ENERGY CORP NEW</name>
        <lei>I1BZKREC126H0VB1BL91</lei>
        <title>DUKE ENERGY CORP NEW CP .0175 04/08/2020</title>
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          <ticker value="DUKENE"/>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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      <invstOrSec>
        <name>SEMPRA GLOBAL</name>
        <lei>N/A</lei>
        <title>SEMPRA GLOBAL CP .0178 04/09/2020</title>
        <cusip>81685LD93</cusip>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>BP CAPITAL MARKETS PLC</name>
        <lei>549300CRVT18MXX0AG93</lei>
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        <cusip>05565QDT2</cusip>
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          <isin value="US05565QDT22"/>
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        <curCd>USD</curCd>
        <valUSD>350258.50000000</valUSD>
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        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-11-24</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01932750</annualizedRt>
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      <invstOrSec>
        <name>BANK OF NEW YORK MELLON</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <cusip>06405LAB7</cusip>
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        <curCd>USD</curCd>
        <valUSD>400036.00000000</valUSD>
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        <fairValLevel>2</fairValLevel>
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          <annualizedRt>0.02180130</annualizedRt>
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      <invstOrSec>
        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BK OF COMM YCP .0203 03/16/2020</title>
        <cusip>13608ACG9</cusip>
        <identifiers>
          <ticker value="CIBCCP"/>
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        <balance>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>249816.55000000</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>2020-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02030000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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>250000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>249569.08000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-04-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01850000</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 1.9% 03/25/2020</title>
        <cusip>86564F2Y8</cusip>
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          <other otherDesc="Internal" value="FDF979000"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400103.12000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-25</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01900000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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 05/11/2020</title>
        <cusip>60682YEB6</cusip>
        <identifiers>
          <ticker value="MITTSG"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>348963.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2020-05-11</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01700000</annualizedRt>
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      <invstOrSec>
        <name>BELL CANADA</name>
        <lei>5493001I9203PRB5KR45</lei>
        <title>BELL CANADA YCP .0188 04/08/2020</title>
        <cusip>07787PD88</cusip>
        <identifiers>
          <ticker value="BELCAN"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>399212.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01880000</annualizedRt>
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      <invstOrSec>
        <name>CONAGRA BRANDS INC</name>
        <lei>54930035UDEIH090K650</lei>
        <title>CONAGRA BRANDS INC FRN 3ML+75 10/22/2020</title>
        <cusip>205887BX9</cusip>
        <identifiers>
          <isin value="US205887BX94"/>
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        <balance>67000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>67008.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02552130</annualizedRt>
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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>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>406515.62000000</valUSD>
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        <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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        <name>BNP PARIBAS</name>
        <lei>R0MUWSFPU8MPRO8K5P83</lei>
        <title>BNP PARIBAS FRN 3ML+ 08/07/2021 144A</title>
        <cusip>05581KAE1</cusip>
        <identifiers>
          <isin value="US05581KAE10"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>301097.15000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Variable</couponKind>
          <annualizedRt>0.02131630</annualizedRt>
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        <name>FLORIDA PWR and LT CO</name>
        <lei>A89MY1K3YLIGJMYWVX50</lei>
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        <cusip>341081FW2</cusip>
        <identifiers>
          <isin value="US341081FW23"/>
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        <balance>338000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>337547.08000000</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>0.02137380</annualizedRt>
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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>
        <identifiers>
          <isin value="US06051GGS21"/>
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        <balance>750000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>752927.90000000</valUSD>
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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>
          <annualizedRt>0.02328000</annualizedRt>
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      <invstOrSec>
        <name>WELLS FARGO and CO</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>WELLS FARGO CO NEW MTN SR NTS FRN 3ML+88 07/22/2020</title>
        <cusip>94974BGN4</cusip>
        <identifiers>
          <isin value="US94974BGN47"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>501456.29000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-22</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02682130</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>SVENSKA HANDELSBANKEN NY</name>
        <lei>NHBDILHZTYCNBV5UYZ31</lei>
        <title>SVENSKA HANDELSBANKEN NY YCD 3ML+4 10/09/2020</title>
        <cusip>86959REU0</cusip>
        <identifiers>
          <isin value="US86959REU05"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400095.20000000</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>0.01874000</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
        <title>GOLDMAN SACHS BANK USA CD SOFR+40 11/05/2020</title>
        <cusip>40054PEN1</cusip>
        <identifiers>
          <isin value="US40054PEN15"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400468.36000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-11-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01984730</annualizedRt>
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        <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>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349948.20000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01770000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>US BANK NA CINCINNATI OHIO</name>
        <lei>6BYL5QZYBDK8S7L73M02</lei>
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        <name>SUMITOMO MITSUI BKG CORP NY BRANCH</name>
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        <name>SUMITOMO MITSUI TRUST BANK LTC NY</name>
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        <name>PNC BK N A PITTSBURGH PA MEDIUM TERM SR BK NTS BOOK ENTRY</name>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER CO INC</name>
        <lei>1B4S6S7G0TW5EE83BO58</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CVS HEALTH CORP</name>
        <lei>549300EJG376EN5NQE29</lei>
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        <balance>450000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM CORP</name>
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        <cusip>674599CT0</cusip>
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        <curCd>USD</curCd>
        <valUSD>65389.81000000</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>2021-02-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02684130</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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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>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400027.04000000</valUSD>
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        <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>
      <invstOrSec>
        <name>TRUIST FINANCIAL CORP</name>
        <lei>549300DRQQI75D2JP341</lei>
        <title>BB and T CORP 2.625% 06/29/2020</title>
        <cusip>05531FAU7</cusip>
        <identifiers>
          <isin value="US05531FAU75"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250606.58000000</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>2020-06-29</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02625000</annualizedRt>
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      <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>
        <identifiers>
          <isin value="US90276JHY55"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400195.56000000</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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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SEMPRA GLOBAL</name>
        <lei>N/A</lei>
        <title>SEMPRA GLOBAL CP .0178 03/19/2020</title>
        <cusip>81685LCK9</cusip>
        <identifiers>
          <ticker value="SRE"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349661.10000000</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>2020-03-19</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01780000</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>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>259000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>262282.69000000</valUSD>
        <pctVal>0.290851060969</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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+9 08/20/2020</title>
        <cusip>06417MFC4</cusip>
        <identifiers>
          <isin value="US06417MFC47"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250104.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01784630</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>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK VCP 1ML+28 07/23/2020</title>
        <cusip>89120DPQ6</cusip>
        <identifiers>
          <isin value="US89120DPQ69"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400395.80000000</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>2020-07-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01908880</annualizedRt>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC 3ML+60 05/18/2021</title>
        <cusip>404280BQ1</cusip>
        <identifiers>
          <isin value="US404280BQ12"/>
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        <balance>500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>500428.43000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-05-18</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02291750</annualizedRt>
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      <invstOrSec>
        <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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        <curCd>USD</curCd>
        <valUSD>455662.51000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02444130</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+10 06/19/2020</title>
        <cusip>14913Q2Y4</cusip>
        <identifiers>
          <isin value="US14913Q2Y45"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400046.47000000</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>0.02002500</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 3MB+13.9 04/30/2021</title>
        <cusip>9128286Q8</cusip>
        <identifiers>
          <isin value="US9128286Q86"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500050.72000000</valUSD>
        <pctVal>0.554517274664</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-30</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>0.01649747</annualizedRt>
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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>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400079.04000000</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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SUNTRUST BANK</name>
        <lei>IYDOJBGJWY9T8XKCSX06</lei>
        <title>SUNTRUST BANK ATLNTA GA MTN BE FRN 3ML+50 10/26/2021</title>
        <cusip>86787EAZ0</cusip>
        <identifiers>
          <isin value="US86787EAZ07"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>300799.87000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-26</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02294130</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>JPMORGAN CHASE and CO</name>
        <lei>8I5DZWZKVSZI1NUHU748</lei>
        <title>JPMORGAN CHASE and CO 2.75% 06/23/2020</title>
        <cusip>46625HLW8</cusip>
        <identifiers>
          <isin value="US46625HLW87"/>
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        <balance>300000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>300779.40000000</valUSD>
        <pctVal>0.333540911936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-23</maturityDt>
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      <invstOrSec>
        <name>CREDIT SUISSE GROUP FUNDING GUERNSEY LTD</name>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>KEYCORP</name>
        <lei>RKPI3RZGV1V1FJTH5T61</lei>
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        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>NATIXIS NY BRH</name>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-24</maturityDt>
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      <invstOrSec>
        <name>BANQUE FED CRED MUTUEL PARIS</name>
        <lei>VBHFXSYT7OG62HNT8T76</lei>
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        <cusip>06675FAL1</cusip>
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          <isin value="US06675FAL13"/>
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        <curCd>USD</curCd>
        <valUSD>1002116.87000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02309130</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>AMERICAN EXPRESS CO</name>
        <lei>R4PP93JZOLY261QX3811</lei>
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        <cusip>025816CE7</cusip>
        <identifiers>
          <isin value="US025816CE78"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>351216.99000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-20</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02314630</annualizedRt>
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        <securityLending>
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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>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>403335.00000000</valUSD>
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        <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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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SUMITOMO MITSUI BKG CORP NY BRANCH</name>
        <lei>5U0XI89JRFVHWIBS4F54</lei>
        <title>SUMITOMO MITSUI BKG CORP NY BR YCD 1ML+9 06/04/2020</title>
        <cusip>86565B6A4</cusip>
        <identifiers>
          <ticker value="SUMITR"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400072.80000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01751880</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>EVERSOURCE ENERGY</name>
        <lei>SJ7XXD41SQU3ZNWUJ746</lei>
        <title>EVERSOURCE ENERGY CP .017 03/02/2020</title>
        <cusip>30040XC20</cusip>
        <identifiers>
          <ticker value="EVRSRC"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349950.30000000</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>0.01700000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE AG NY BRNCH 2.1% 11/12/2021</title>
        <cusip>22550L2A8</cusip>
        <identifiers>
          <isin value="US22550L2A85"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252489.23000000</valUSD>
        <pctVal>0.279990877128</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02100000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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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>
        <identifiers>
          <other otherDesc="Internal" value="FGA809000"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>350109.97000000</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>2020-05-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK FRN 3ML+26 09/17/2020</title>
        <cusip>89114QC63</cusip>
        <identifiers>
          <isin value="US89114QC633"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250179.22000000</valUSD>
        <pctVal>0.277429256080</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-17</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02159630</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>UBS AG LONDN BRANCH</name>
        <lei>BFM8T61CT2L1QCEMIK50</lei>
        <title>UBS AG LON 3ML+58 6/8/20 144A</title>
        <cusip>902674XE5</cusip>
        <identifiers>
          <isin value="US902674XE58"/>
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        <balance>1000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1000891.09000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02465000</annualizedRt>
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      <invstOrSec>
        <name>TRANSCANADA PIPELINES LTD</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRANSCANADA PIPELINES LTD CP .0207 03/16/2020</title>
        <cusip>89355PCG1</cusip>
        <identifiers>
          <ticker value="TCPLPP"/>
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        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399672.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02070000</annualizedRt>
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        <name>TRANSCANADA PIPELINES LTD</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
        <title>TRANSCANADA PIPELINES LTD CP .0184 05/05/2020</title>
        <cusip>89355PE53</cusip>
        <identifiers>
          <ticker value="TCPLPP"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>398663.72000000</valUSD>
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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>SUMITOMO MITSUI TRUST BANK LTD SINGAPORE BRANCH</name>
        <lei>5493006GGLR4BTEL8O61</lei>
        <title>SUMITOMO MITSUI TR BK LTD SING YCP .0193 03/04/2020</title>
        <cusip>86564YC42</cusip>
        <identifiers>
          <ticker value="SUMTSG"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>399913.12000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-03-04</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01930000</annualizedRt>
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        <name>AMERICAN HONDA FINANCE CORP</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP 3.15% 01/08/2021</title>
        <cusip>02665WCS8</cusip>
        <identifiers>
          <isin value="US02665WCS89"/>
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        <balance>46000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>46724.14000000</valUSD>
        <pctVal>0.051813429593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-08</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03150000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>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"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250846.17000000</valUSD>
        <pctVal>0.278168851648</pctVal>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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        <name>MORGAN STANLEY</name>
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        <fairValLevel>2</fairValLevel>
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        <name>BB and T BRH BKG and TR CO GLOBAL BK MEDIUM TERM NT PROGRAM BOOK ENTRY</name>
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        <name>AMERICAN ELECTRIC POWER CO INC</name>
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        <name>BARCLAYS BANK PLC</name>
        <lei>G5GSEF7VJP5I7OUK5573</lei>
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        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
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        <cusip>89120DR92</cusip>
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        <fairValLevel>2</fairValLevel>
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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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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-27</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02257630</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>METROPOLITAN LIFE GLBL FDG I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>MET LIFE GLB FDG I MTN FRN SOFR+85 01/15/2021 144A</title>
        <cusip>59217GCW7</cusip>
        <identifiers>
          <isin value="US59217GCW78"/>
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        <balance>300000.00000000</balance>
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        <valUSD>301571.73000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02430000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>MUFG BANK LTD NY BR</name>
        <lei>C3GTMMZIHMY46P4OIX74</lei>
        <title>MUFG BANK LTD NY BR YCD 1.9% 03/09/2020</title>
        <cusip>55379W5R3</cusip>
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          <other otherDesc="Internal" value="FCJ648000"/>
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        <balance>400000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>

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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>KEYBANK NATL ASSN</name>
        <lei>HUX2X73FUCYHUVH1BK78</lei>
        <title>KEYBANK NATL ASSN 2.25% 03/16/2020</title>
        <cusip>49327M2G8</cusip>
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          <isin value="US49327M2G89"/>
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        <balance>400000.00000000</balance>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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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 05/21/2020</title>
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        <name>GENERAL MILLS INC</name>
        <lei>2TGYMUGI08PO8X8L6150</lei>
        <title>GENERAL MILLS INC FRN 3ML+70 04/16/21</title>
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          <isin value="US370334CB82"/>
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        <debtSec>
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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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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>SEMPRA GLOBAL</name>
        <lei>N/A</lei>
        <title>SEMPRA GLOBAL CP .021 03/02/2020</title>
        <cusip>81685LC29</cusip>
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          <ticker value="SRE"/>
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        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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        <name>METROPOLITAN LIFE GLBL FDG I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>METROPOLITAN LIFE GLBL FDG I FRN SOFR+50 05/28/2021 144A</title>
        <cusip>59217GCY3</cusip>
        <identifiers>
          <isin value="US59217GCY35"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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          <annualizedRt>0.02080000</annualizedRt>
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        <name>NEW YORK LIFE GLOBAL FDG</name>
        <lei>635400DPNHEAUHB7ZI15</lei>
        <title>NEW YORK LIFE GLB FD MTN FRN 3ML+32 08/06/2021 144A</title>
        <cusip>64952WCZ4</cusip>
        <identifiers>
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        <name>CAPITAL ONE BK USA NATL ASN GLEN ALLEN VA</name>
        <lei>N/A</lei>
        <title>CAPITAL ONE BK (USA) NA 2.014%/VAR 01/27/2023</title>
        <cusip>14042TCS4</cusip>
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          <isin value="US14042TCS42"/>
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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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      <invstOrSec>
        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FIN NA LLC 2.7% 08/03/2020 144A</title>
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        <name>BANK OF MONTREAL</name>
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        <fairValLevel>2</fairValLevel>
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        <name>DIAGEO CAPITAL PLC</name>
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        <fairValLevel>2</fairValLevel>
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        <name>TRANSCANADA PIPELINES LTD</name>
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        <name>SVENSKA HANDELSBANKEN AB</name>
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        <name>AMERICAN ELECTRIC POWER CO INC</name>
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        <name>AMERICAN ELECTRIC POWER CO INC</name>
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        <name>SEMPRA GLOBAL</name>
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        <name>TRANSCANADA PIPELINES LTD</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
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        <name>CITIBANK, N.A.</name>
        <lei>E57ODZWZ7FF32TWEFA76</lei>
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        <curCd>USD</curCd>
        <valUSD>350942.46000000</valUSD>
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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>Variable</couponKind>
          <annualizedRt>0.02294630</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>UST NOTES</name>
        <lei>254900HROIFWPRGM1V77</lei>
        <title>UST NOTES 1.75% 07/31/2021</title>
        <cusip>9128287F1</cusip>
        <identifiers>
          <isin value="US9128287F13"/>
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        <balance>925000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>934719.72000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>UST</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <maturityDt>2021-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01750000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>HUNTINGTON BANCSHARES INC</name>
        <lei>549300XTVCVV9I7B5T19</lei>
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        <cusip>446150AJ3</cusip>
        <identifiers>
          <isin value="US446150AJ36"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>405211.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.03150000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>CATERPILLAR FINL SVCS CORP</name>
        <lei>EDBQKYOPJUCJKLOJDE72</lei>
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        <cusip>14913Q3D9</cusip>
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          <isin value="US14913Q3D98"/>
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        <balance>249000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>248731.14000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01913130</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MITSUBISHI UFJ TRUST and BANKING CORP NY BRANCH</name>
        <lei>JBONEPAGQXF4QP29B387</lei>
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        <cusip>60683BYV9</cusip>
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          <isin value="US60683BYV97"/>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>400022.56000000</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>2020-06-12</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01730880</annualizedRt>
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      <invstOrSec>
        <name>BBVA USA</name>
        <lei>C90VT034M03BN29IRA40</lei>
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        <cusip>20453KAD7</cusip>
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          <isin value="US20453KAD72"/>
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        <curCd>USD</curCd>
        <valUSD>502269.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02618380</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>LLOYDS BANK PLC</name>
        <lei>H7FNTJ4851HG0EXQ1Z70</lei>
        <title>LLOYDS BANK PLC 3ML+49 05/07/21</title>
        <cusip>53944VAQ2</cusip>
        <identifiers>
          <isin value="US53944VAQ23"/>
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        <balance>200000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>200955.85000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-05-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02231630</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      </invstOrSec>
      <invstOrSec>
        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
        <title>DAIMLER FIN NORTH AMER LLC FRN 3ML+67 11/05/2021 144A</title>
        <cusip>233851DP6</cusip>
        <identifiers>
          <isin value="US233851DP62"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250799.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-05</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02411000</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>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
        <title>BPCE CP YCP 1.89% 03/31/2020</title>
        <cusip>05571BCX9</cusip>
        <identifiers>
          <ticker value="BPCEGP"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399446.40000000</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>2020-03-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.01890000</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>MORGAN STANLEY</name>
        <lei>IGJSJL3JD5P30I6NJZ34</lei>
        <title>MORGAN STANLEY FRN 3ML+98 06/16/2020</title>
        <cusip>61761JB40</cusip>
        <identifiers>
          <isin value="US61761JB408"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>401093.37000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-16</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02873630</annualizedRt>
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      <invstOrSec>
        <name>MIZUHO SECURITIES USA LLC</name>
        <lei>7TK5RJIZDFROZCA6XF66</lei>
        <title>MIZUHONG A RP 2.22% 7/27/20</title>
        <cusip>N/A</cusip>
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        <curCd>USD</curCd>
        <valUSD>250000.00000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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              <invstCat>UST</invstCat>
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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>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>402470.08000000</valUSD>
        <pctVal>0.446307950312</pctVal>
        <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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          <isLoanByFund>N</isLoanByFund>
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        <name>AMERICAN HONDA FINANCE CORP</name>
        <lei>B6Q2VFHD1797Q7NZ3E43</lei>
        <title>AMERICAN HONDA FINANCE CORP FRN 3ML+26 06/16/2020</title>
        <cusip>02665WCG4</cusip>
        <identifiers>
          <isin value="US02665WCG42"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>500022.86000000</valUSD>
        <pctVal>0.554486380095</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.02153630</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TOYOTA MOTOR CREDIT CORP</name>
        <lei>Z2VZBHUMB7PWWJ63I008</lei>
        <title>TOYOTA MOTOR CREDIT CORP FRN 3ML+12.5 08/13/2021</title>
        <cusip>89236TGS8</cusip>
        <identifiers>
          <isin value="US89236TGS87"/>
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        <balance>278000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>277801.51000000</valUSD>
        <pctVal>0.308060222816</pctVal>
        <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>0.01832250</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>METROPOLITAN LIFE GLBL FDG I</name>
        <lei>635400MMSOCXNNNZDZ82</lei>
        <title>MET LIFE GLOB FUNDING I FRN SOFR+57 09/07/2020 144A</title>
        <cusip>59217GCQ0</cusip>
        <identifiers>
          <isin value="US59217GCQ01"/>
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        <balance>200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>200350.19000000</valUSD>
        <pctVal>0.222172745471</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-09-07</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02150000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <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>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350511.68000000</valUSD>
        <pctVal>0.388690134336</pctVal>
        <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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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MIZUHO BANK LTD NY BRANCH</name>
        <lei>RB0PEZSDGCO3JS6CEU02</lei>
        <title>MIZUHO BANK LTD NY BRANCH YCD 1ML+16 05/13/2020</title>
        <cusip>60710AHY1</cusip>
        <identifiers>
          <isin value="US60710AHY10"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400161.12000000</valUSD>
        <pctVal>0.443747493632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-13</maturityDt>
          <couponKind>Variable</couponKind>
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        <name>GOLDMAN SACHS BK USA NEW YORK</name>
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        <name>AMERICAN EXPRESS CO</name>
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        <name>SUMITOMO MITSUI TRUST BANK LTC NY</name>
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        <name>BANK OF MONTREAL</name>
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        <name>ROGERS COMMUNICATIONS INC</name>
        <lei>54930030NVF3Y2OL0A78</lei>
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        <name>CANADIAN IMPERIAL BANK OF COMMERCE</name>
        <lei>2IGI19DL77OX0HC3ZE78</lei>
        <title>CANADIAN IMPERIAL BK OF COMM YCP .0206 03/19/2020</title>
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        <name>US BANK NA CINCINNATI OHIO</name>
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        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
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        <name>ABBVIE INC</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>ABBVIE INC FRN 3ML+65 11/21/2022 144A</title>
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        <name>BPCE SA</name>
        <lei>9695005MSX1OYEMGDF46</lei>
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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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        <name>SHEFFILED RECEIVABLES CORP IAM COML PAPER 4/2</name>
        <lei>549300MYF6MOTU9T3G29</lei>
        <title>SHEFFIELD RECVBLES 4/2 CP CORP YCP .0168 05/11/2020</title>
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        <name>HSBC USA INC</name>
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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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        <name>BANK OF NOVA SCOTIA HOUSTON BRANCH</name>
        <lei>L3I9ZG2KFGXZ61BMYR72</lei>
        <title>BANK OF NOVA SCOTIA HOUSTON BR YCD 3ML+ 09/03/2020</title>
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        <assetCat>DBT</assetCat>
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        <name>IBM CREDIT LLC</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>SEMPRA GLOBAL</name>
        <lei>N/A</lei>
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        <name>BMW US CAPITAL LLC</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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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
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        <name>AMERICAN ELECTRIC POWER CO INC</name>
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        <name>TRANSCANADA PIPELINES LTD</name>
        <lei>5BV01I6231JPDAPMGH09</lei>
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        <name>JPMORGAN CHASE BANK NA NEW YORK NY</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
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        <name>CATERPILLAR FINL SVCS CORP</name>
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        <name>MARSH and MCLENNAN COS INC</name>
        <lei>549300XMP3KDCKJXIU47</lei>
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        <issuerCat>CORP</issuerCat>
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        <name>DOMINION ENERGY INC</name>
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        <name>ROYAL BANK OF CANADA</name>
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        <name>AMERICAN HONDA FINANCE CORP</name>
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      <invstOrSec>
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      <invstOrSec>
        <name>DAIMLER FIN NORTH AMER LLC</name>
        <lei>549300423Z16BB673J12</lei>
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      <invstOrSec>
        <name>PROTECTIVE LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A</name>
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        <title>PROTECTIVE LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A FRN 3ML+52 06/28/2021 144A</title>
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      <invstOrSec>
        <name>BELL CANADA</name>
        <lei>5493001I9203PRB5KR45</lei>
        <title>BELL CANADA YCP .0175 03/27/2020</title>
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          <ticker value="BELCAN"/>
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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>
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        <name>CITIGROUP FUNDING INC</name>
        <lei>1T5IE12L1JKQ7SRR0D90</lei>
        <title>CITIGROUP INC FRN SOFR+87 11/04/2022</title>
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        <name>HSBC HOLDINGS PLC</name>
        <lei>MLU0ZO3ML4LN2LL2TL39</lei>
        <title>HSBC HOLDINGS PLC FRN 3ML+65 09/11/2021</title>
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        <name>BAYER US FINANCE II LLC</name>
        <lei>529900XWNEXYNJ3X6T40</lei>
        <title>BAYER US FIN II LLC FRN 3ML+63 06/25/2021 144A</title>
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        <name>CIGNA CORP</name>
        <lei>549300VIWYMSIGT1U456</lei>
        <title>CIGNA CORP 3ML+65 09/17/2021</title>
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        <name>COMCAST CORP NEW</name>
        <lei>51M0QTTNCGUN7KFCFZ59</lei>
        <title>COMCAST CORP NEW FRN 3ML+33 10/01/2020</title>
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        <issuerCat>CORP</issuerCat>
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        <name>NATIXIS NY BRH</name>
        <lei>KX1WK48MPD4Y2NCUIZ63</lei>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <lei>N/A</lei>
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        <name>COCA COLA CO</name>
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        <name>ROYAL BANK OF CANADA</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
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        <cusip>78014XFA0</cusip>
        <identifiers>
          <ticker value="RYCP"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <name>DEUTSCHE BANK AG NEW YORK BNCH</name>
        <lei>7LTWFZYICNSX8D621K86</lei>
        <title>DEUTSCHE BANK AG NEW YORK BNCH 3.15% 01/22/2021</title>
        <cusip>251526BP3</cusip>
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        <invCountry>US</invCountry>

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        <fairValLevel>2</fairValLevel>
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        <name>TYSON FOODS INC</name>
        <lei>WD6L6041MNRW1JE49D58</lei>
        <title>TYSON FOODS INC CP .0175 03/23/2020</title>
        <cusip>90247MCP8</cusip>
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        <fairValLevel>2</fairValLevel>
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        <name>GOLDMAN SACHS BANK USA</name>
        <lei>KD3XUN7C6T14HNAYLU02</lei>
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        <fairValLevel>2</fairValLevel>
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        <name>COMMONSPIRIT HEALTH</name>
        <lei>4SXHN5XW08IBO0UG2V58</lei>
        <title>COMMONSPIRIT HEALTH CP .02 05/13/2020</title>
        <cusip>14918GED4</cusip>
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        <balance>350000.00000000</balance>
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          <couponKind>Fixed</couponKind>
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        <name>PROTECTIVE LIFE GLOBAL FDG MEDIUM TERM NTS BOOK ENTRY 144A</name>
        <lei>635400EVYITCJYWL2I50</lei>
        <title>PROTECTIVE LIFE GLOBAL FRN 3ML+37 07/13/2020 144A</title>
        <cusip>74368CAN4</cusip>
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        <name>IMPERIAL TOBACCO FINANCE</name>
        <lei>2138008L3B3MCG1DFS50</lei>
        <title>IMPERIAL TOBACCO FINANCE 2.95% 07/21/2020 144A</title>
        <cusip>453140AD7</cusip>
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        <invCountry>GB</invCountry>
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        <name>SEMPRA GLOBAL</name>
        <lei>N/A</lei>
        <title>SEMPRA GLOBAL CP .0177 03/04/2020</title>
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          <ticker value="SRE"/>
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        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK 2.5% 12/14/2020</title>
        <cusip>89114QBC1</cusip>
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        <balance>400000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
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          <maturityDt>2020-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02500000</annualizedRt>
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        <name>CAPITAL ONE NATL ASSN MCLEAN VA</name>
        <lei>207ALC1P1YM0OVDV0K75</lei>
        <title>CAPITAL ONE NATL ASN MCLEAN VA 2.95% 07/23/2021</title>
        <cusip>14042E3Y4</cusip>
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        <balance>400000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

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          <maturityDt>2021-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.02950000</annualizedRt>
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        <name>ROYAL BK OF CDA NEW YORK BRH</name>
        <lei>ES7IP3U3RHIGC71XBU11</lei>
        <title>ROYAL BK OF CDA NEW YORK BRH YCD 3ML+8 09/10/2020</title>
        <cusip>78012URZ0</cusip>
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        <balance>350000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <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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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORPORATION</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>BANK OF AMERICA CORPORATION 2.738%/VAR 01/23/2022</title>
        <cusip>06051GGY9</cusip>
        <identifiers>
          <isin value="US06051GGY98"/>
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        <balance>350000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>353438.11000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-23</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02738000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HONEYWELL INTERNATIONAL INC</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>HONEYWELL INTL INC FRN 3ML+37 08/08/2022</title>
        <cusip>438516BV7</cusip>
        <identifiers>
          <isin value="US438516BV76"/>
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        <balance>320000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>321684.16000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-08</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02104130</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MIZUHO FINANCIAL GROUP INC</name>
        <lei>353800CI5L6DDAN5XZ33</lei>
        <title>MIZUHO FINL GROUP INC FRN 3ML+ 02/28/2022</title>
        <cusip>60687YAJ8</cusip>
        <identifiers>
          <isin value="US60687YAJ82"/>
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        <balance>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>354080.35000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-28</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02553250</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>AVIATION CAPITAL GROUP LLC</name>
        <lei>549300ODEK8HY3445C77</lei>
        <title>AVIATION CAPITAL GROUP LLC FRN 3ML+95 06/01/2021 144A</title>
        <cusip>05369AAG6</cusip>
        <identifiers>
          <isin value="US05369AAG67"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>301945.01000000</valUSD>
        <pctVal>0.334833482578</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02856880</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MORGAN STANLEY and CO LLC</name>
        <lei>9R7GPTSO7KV3UQJZQ078</lei>
        <title>MSTANNGR A RP OBFR01+0.5% 3/9/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FEC077000"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>250000.00000000</valUSD>
        <pctVal>0.277230515068</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="MORGAN STANLEY and CO LLC" isCleared="Y"/>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.02080000</repurchaseRt>
          <maturityDt>2020-03-09</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>235000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>269662.5</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>CDS</invstCat>
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            <repurchaseCollateral>
              <principalAmt>33</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>1730.38</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>EQT</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIDELITY REVERE STREET TRUST</name>
        <lei>549300BDV45LJNXBZC55</lei>
        <title>Fidelity Cash Central Fund</title>
        <cusip>31635A105</cusip>
        <identifiers>
          <isin value="US31635A1051"/>
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        <balance>252106.47800000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>252156.90000000</valUSD>
        <pctVal>0.279622349060</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>STIV</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CREDIT SUISSE AG NY BRNCH</name>
        <lei>ANGGYXNX0JLX3X63JN86</lei>
        <title>CREDIT SUISSE AG NY BRNCH FRN SOFR+45 02/04/2022</title>
        <cusip>22550UAA9</cusip>
        <identifiers>
          <isin value="US22550UAA97"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>399742.87000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-04</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.01982860</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>MIZUHO SECURITIES USA LLC</name>
        <lei>7TK5RJIZDFROZCA6XF66</lei>
        <title>MIZUHONG A RP 2.16% 8/17/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal" value="FGH766000"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>400000.00000000</valUSD>
        <pctVal>0.443568824110</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Repurchase</transCat>
          <clearedCentCparty centralCounterparty="MIZUHO SECURITIES USA LLC" isCleared="Y"/>
          <isTriParty>Y</isTriParty>
          <repurchaseRt>0.02160000</repurchaseRt>
          <maturityDt>2020-08-17</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>420247.00000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>420328.33000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCat>ABS</invstCat>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>THE TORONTO DOMINION BANK</name>
        <lei>PT3QB789TSUIDF371261</lei>
        <title>TORONTO DOMINION BANK YCP .02055 05/05/2020</title>
        <cusip>89119AE53</cusip>
        <identifiers>
          <ticker value="TDBANK"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>398910.12000000</valUSD>
        <pctVal>0.442360232134</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.02055000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>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>350000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>349752.13000000</valUSD>
        <pctVal>0.387847852585</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONSOLIDATED EDISON CO OF NY</name>
        <lei>VZFZPMWDHTQCFKYOBP05</lei>
        <title>CONSOLIDATED EDISON CO OF NY FRN 3ML+40 06/25/2021</title>
        <cusip>209111FR9</cusip>
        <identifiers>
          <isin value="US209111FR98"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>251050.41000000</valUSD>
        <pctVal>0.278395337890</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-25</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02346630</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RABOBANK NEDERLAND NEW YORK BRH</name>
        <lei>DG3RU1DBUFHT4ZF9WN62</lei>
        <title>RABOBANK NEDERLAND NY BRH FRN 3ML+ 01/10/2022</title>
        <cusip>21688AAK8</cusip>
        <identifiers>
          <isin value="US21688AAK88"/>
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        <balance>250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>252606.19000000</valUSD>
        <pctVal>0.280120576653</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>

        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-10</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>0.02664000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
    </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>
