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      <titleOfIssuer>ASB FINANCE LTD/LONDON</titleOfIssuer>
      <CUSIPMember>0020P3G81</CUSIPMember>
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      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
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      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
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      <explanatoryNotes>- N/A -</explanatoryNotes>
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      <titleOfIssuer>AUSTRALIA &amp; NEW ZEALAND BANKING GROU</titleOfIssuer>
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      <cik>0000859994</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
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      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
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      <investmentMaturityDateWAL>2022-07-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-05</finalLegalInvestmentMaturityDate>
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      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BANCO SANTANDER SA/NY</nameOfIssuer>
      <titleOfIssuer>BANCO SANTANDER SA/NY</titleOfIssuer>
      <ISINId>37904</ISINId>
      <cik>0001096975</cik>
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        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
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        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
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      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
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      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-01</investmentMaturityDateWAL>
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      <explanatoryNotes>- N/A -</explanatoryNotes>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BANK OF NOVA SCOTIA/THE</nameOfIssuer>
      <titleOfIssuer>BANK OF NOVA SCOTIA/THE</titleOfIssuer>
      <CUSIPMember>06417LQR1</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
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        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
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      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
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      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-09-02</investmentMaturityDateWAL>
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      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
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      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0166</yieldOfTheSecurityAsOfReportingDate>
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      <explanatoryNotes>- N/A -</explanatoryNotes>
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    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BMO ASSET MANAGEMENT LTD</nameOfIssuer>
      <titleOfIssuer>BMO ASSET MANAGEMENT LTD</titleOfIssuer>
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      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
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          <nameOfCollateralIssuer>JP MORGAN MTG ACQ 2007-CH2 MV-4 20370125 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-01-25</date>
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          <principalAmountToTheNearestCent>2853000.00</principalAmountToTheNearestCent>
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        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PHH MORTGAGE CORPORATION SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-03-15</date>
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          <couponOrYield>7.875</couponOrYield>
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          <nameOfCollateralIssuer>TMX FIN LLC/TITLEMAX FIN CORP SR SEC 144A NT23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-04-01</date>
          </maturityDate>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0167</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>25000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>25000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0090</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BNP PARIBAS SA</nameOfIssuer>
      <titleOfIssuer>BNP PARIBAS SA</titleOfIssuer>
      <LEIID/>
      <ISINId>3487</ISINId>
      <cik>0000872786</cik>
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        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
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          <nameOfCollateralIssuer>AON PLC SR NT 4.25%42-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2042-12-12</date>
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          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>866000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>733428.39</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>BEAR STRNS MTG FDG 2006-AR5 II-A-2 20370126 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-01-26</date>
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          <couponOrYield>1.853</couponOrYield>
          <principalAmountToTheNearestCent>908085.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>92298.88</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BRISTOL-MYERS SQUIBB CO SR GLBL NT 49-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2049-10-26</date>
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          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1891.47</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COBANK ACB ALT TIER I PERP-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
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          <couponOrYield>4.250</couponOrYield>
          <principalAmountToTheNearestCent>268000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HOME EQUITY ASSET TR 2005-8 M-3 20360225 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-02-25</date>
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          <couponOrYield>2.328</couponOrYield>
          <principalAmountToTheNearestCent>26926.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>19241.35</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JP MORGAN MRT TR 2021-INV5 A-2 20511225 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2051-12-25</date>
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          <couponOrYield>3.000</couponOrYield>
          <principalAmountToTheNearestCent>261106.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>208724.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>J P MORGAN MORTGAGE TR 2022-3 A-2 20520825 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2052-08-25</date>
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          <couponOrYield>3.000</couponOrYield>
          <principalAmountToTheNearestCent>158427.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>137371.68</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MILL CITY MTG LN TR 2017-1 B4 20581125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2058-11-25</date>
          </maturityDate>
          <couponOrYield>3.553</couponOrYield>
          <principalAmountToTheNearestCent>15841070.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PMT CR RISL TRANS TR 2021-1R A 20260227 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-02-27</date>
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          <couponOrYield>4.523</couponOrYield>
          <principalAmountToTheNearestCent>53066000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>25881971.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Private Label Collateralized Mortgage Obligations</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0165</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>40000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>40000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0145</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>BNP PARIBAS SA/PARIS</nameOfIssuer>
      <titleOfIssuer>BNP PARIBAS SA/PARIS</titleOfIssuer>
      <LEIID/>
      <ISINId>36030</ISINId>
      <cik>0000872786</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>Y</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>BREAD FINANCIAL HOLDINGS INC SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-12-15</date>
          </maturityDate>
          <couponOrYield>4.750</couponOrYield>
          <principalAmountToTheNearestCent>2800000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2565665.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BREAD FINANCIAL HOLDINGS INC SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-01-15</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>7000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6827216.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMBAC ASSURN CORP 5.1 07JUN20 DFLT-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>5.099</couponOrYield>
          <principalAmountToTheNearestCent>249586.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>167103.10</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMERICAN PRESIDENT COS LTD SR GLBL DEB 8%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-01-15</date>
          </maturityDate>
          <couponOrYield>8.000</couponOrYield>
          <principalAmountToTheNearestCent>390000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>431599.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>APEX CREDIT CLO 2015-2R LTD E-R 20261019 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-10-19</date>
          </maturityDate>
          <couponOrYield>7.144</couponOrYield>
          <principalAmountToTheNearestCent>4500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4355041.64</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>APOLLO INVT CORP SR NT 5.25%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-03-03</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>5600000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5463485.99</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BABSON CLO LTD 2014-I D 20250721 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-07-21</date>
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          <couponOrYield>5.153</couponOrYield>
          <principalAmountToTheNearestCent>793507.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>771451.70</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BELLEMEADE RE 2020-3 LTD M-2 20301025 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-10-25</date>
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          <couponOrYield>6.473</couponOrYield>
          <principalAmountToTheNearestCent>6297000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6183279.10</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BOSPHORUS LLC 2015-1 A 20280915 4.20000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-09-15</date>
          </maturityDate>
          <couponOrYield>4.200</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>959.05</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COMMERZBANK AG FR 8.125%091923-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-09-19</date>
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          <couponOrYield>8.125</couponOrYield>
          <principalAmountToTheNearestCent>800000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>835012.11</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>COMMERZBANK AG FR 8.125%091923-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-09-19</date>
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          <couponOrYield>8.125</couponOrYield>
          <principalAmountToTheNearestCent>280000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>292254.23</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>COMMERZBANK AG FR 8.125%091923-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-09-19</date>
          </maturityDate>
          <couponOrYield>8.125</couponOrYield>
          <principalAmountToTheNearestCent>280000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>292254.23</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>DIAMOND FGN ASSET CO / DIAMOND SR SEC PIK NT 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-04-22</date>
          </maturityDate>
          <couponOrYield>9.000</couponOrYield>
          <principalAmountToTheNearestCent>1.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DIAMOND FGN ASSET CO / DIAMOND SR SEC PIK NT 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-04-22</date>
          </maturityDate>
          <couponOrYield>9.000</couponOrYield>
          <principalAmountToTheNearestCent>835561.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>835561.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIRST CTZNS BANCSHARES INC DEL PERP -B 144A NT-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
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          <couponOrYield>5.800</couponOrYield>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIRST CTZNS BANCSHARES INC DEL PERP -B 144A NT-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
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          <couponOrYield>5.800</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>HALCYON LN ADV FDG 2015-2R D-1-R 20270726 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-07-26</date>
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          <couponOrYield>4.283</couponOrYield>
          <principalAmountToTheNearestCent>2920000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>IIP OPER PARTNERSHIP L P SR GLBL NT5.5%26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-05-25</date>
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          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>1235000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1165352.17</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>LUCKIN COFFEE INC SR SEC GLBL B 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-01-28</date>
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          <couponOrYield>9.000</couponOrYield>
          <principalAmountToTheNearestCent>1313000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1297244.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LUCKIN COFFEE INC SR SEC GLBL B 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-01-28</date>
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          <couponOrYield>9.000</couponOrYield>
          <principalAmountToTheNearestCent>1360000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1343680.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MILL CITY MTG LN TR 2017-1 B4 20581125 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2058-11-25</date>
          </maturityDate>
          <couponOrYield>3.553</couponOrYield>
          <principalAmountToTheNearestCent>362939.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>318320.20</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MUTHOOT FINANCE LIMITED FR 6.125%103122-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-10-31</date>
          </maturityDate>
          <couponOrYield>6.125</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>251777.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOBLE FIN CO SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-02-15</date>
          </maturityDate>
          <couponOrYield>11.000</couponOrYield>
          <principalAmountToTheNearestCent>1000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1131250.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOBLE FIN CO SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-02-15</date>
          </maturityDate>
          <couponOrYield>11.000</couponOrYield>
          <principalAmountToTheNearestCent>1008.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1140.30</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOBLE FIN CO SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-02-15</date>
          </maturityDate>
          <couponOrYield>11.000</couponOrYield>
          <principalAmountToTheNearestCent>2495843.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2823422.39</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOBLE FIN CO SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-02-15</date>
          </maturityDate>
          <couponOrYield>11.000</couponOrYield>
          <principalAmountToTheNearestCent>7000925.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>7919796.40</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NOBLE FIN CO SR SEC GLBL 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-02-15</date>
          </maturityDate>
          <couponOrYield>11.000</couponOrYield>
          <principalAmountToTheNearestCent>754.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>852.96</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OAKTOWN RE V LTD 2020-2 M-2 20301025 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-10-25</date>
          </maturityDate>
          <couponOrYield>6.873</couponOrYield>
          <principalAmountToTheNearestCent>6000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6104512.78</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PMT CR RISL TRANS TR 2021-1R A 20260227 FLT-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-02-27</date>
          </maturityDate>
          <couponOrYield>4.523</couponOrYield>
          <principalAmountToTheNearestCent>1588000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>774517.98</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PAR TECHNOLOGY CORP SR NT 4.5%24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-04-15</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>1000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1699946.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RACE POINT IX CLO LTD 2015-9R C-R 20301015 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-10-15</date>
          </maturityDate>
          <couponOrYield>4.244</couponOrYield>
          <principalAmountToTheNearestCent>2650000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2337671.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>REGIONAL MGT ISS TR 2020-1 D 20301015 6.77000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-10-15</date>
          </maturityDate>
          <couponOrYield>6.769</couponOrYield>
          <principalAmountToTheNearestCent>7260000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6902763.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SITKA HLDGS LLC SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-07-06</date>
          </maturityDate>
          <couponOrYield>6.750</couponOrYield>
          <principalAmountToTheNearestCent>618000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>597921.18</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TORONTO DOMINION BANK SR GLBL INDX 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-09-12</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>136000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>181888.03</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRIANGLE RE LTD 2021-2 M-1C 20331025 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2033-10-25</date>
          </maturityDate>
          <couponOrYield>6.123</couponOrYield>
          <principalAmountToTheNearestCent>10751000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>10714202.52</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRIANGLE RE 2020-1 LTD B-1 20301025 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-10-25</date>
          </maturityDate>
          <couponOrYield>9.373</couponOrYield>
          <principalAmountToTheNearestCent>8100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>8191190.85</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNICREDIT S.P.A FR 7.296%040234-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-04-02</date>
          </maturityDate>
          <couponOrYield>7.296</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>192344.93</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VNTURE XXIII CLO LTD 2016-23R2 D-2-R2 20340719 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2034-07-19</date>
          </maturityDate>
          <couponOrYield>6.114</couponOrYield>
          <principalAmountToTheNearestCent>4778000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4552567.17</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VIRGIN AUSTRALIA HLDGS LTD SR GLBL 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-11-15</date>
          </maturityDate>
          <couponOrYield>8.125</couponOrYield>
          <principalAmountToTheNearestCent>992000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>57195.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VOYAGER AVIATION HOLDINGS LLC SR GLBL 144A 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-05-09</date>
          </maturityDate>
          <couponOrYield>8.500</couponOrYield>
          <principalAmountToTheNearestCent>2205000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2162114.95</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WELLS FARGO &amp; CO JR SB -B DEB 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-11-15</date>
          </maturityDate>
          <couponOrYield>7.950</couponOrYield>
          <principalAmountToTheNearestCent>71000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>83286.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>YPF SOCIEDAD ANONIMA FR 7%121547-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2047-12-15</date>
          </maturityDate>
          <couponOrYield>7.000</couponOrYield>
          <principalAmountToTheNearestCent>96000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>47317.11</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-08-04</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-08-04</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2050-12-31</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0181</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>97000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>97000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0351</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>Y</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CANADIAN IMP BK COMM NY</nameOfIssuer>
      <titleOfIssuer>CANADIAN IMP BK COMM NY</titleOfIssuer>
      <CUSIPMember>13606KBW5</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2023-02-10</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2023-02-10</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0176</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>74878957.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>74878957.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0271</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CANADIAN IMP BK COMM NY</nameOfIssuer>
      <titleOfIssuer>CANADIAN IMP BK COMM NY</titleOfIssuer>
      <CUSIPMember>13606KCH7</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2023-02-24</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2023-02-24</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0176</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49911361.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49911361.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0181</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CITIGROUP GLOBAL MARKETS INC</nameOfIssuer>
      <titleOfIssuer>CITIGROUP GLOBAL MARKETS INC</titleOfIssuer>
      <LEIID>MBNUM2BPBDO7JBLYG310</LEIID>
      <ISINId>36027</ISINId>
      <cik>0000091154</cik>
      <investmentCategory>U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>MBNUM2BPBDO7JBLYG310</LEIID>
          <maturityDate>
            <date>2042-05-15</date>
          </maturityDate>
          <couponOrYield>3.250</couponOrYield>
          <principalAmountToTheNearestCent>31435100.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>30600105.15</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>MBNUM2BPBDO7JBLYG310</LEIID>
          <maturityDate>
            <date>2026-11-15</date>
          </maturityDate>
          <couponOrYield>2.000</couponOrYield>
          <principalAmountToTheNearestCent>42772500.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>40800003.39</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>MBNUM2BPBDO7JBLYG310</LEIID>
          <maturityDate>
            <date>2028-01-31</date>
          </maturityDate>
          <couponOrYield>0.750</couponOrYield>
          <principalAmountToTheNearestCent>46457200.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>40800001.52</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0162</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>110000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>110000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0397</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</nameOfIssuer>
      <titleOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</titleOfIssuer>
      <CUSIPMember>19423MCX6</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2023-01-03</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2023-01-03</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>JP MORGAN SECURITIES LLC</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0173</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>24955476.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>24955476.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0090</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</nameOfIssuer>
      <titleOfIssuer>COLLATERALIZED COMMERCIAL PAPER FLEX</titleOfIssuer>
      <CUSIPMember>19423MDA5</CUSIPMember>
      <investmentCategory>Asset Backed Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2023-01-26</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2023-01-26</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>JP MORGAN SECURITIES LLC</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0177</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>79865568.80</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>79865568.80</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0289</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>CREDIT AGRICOLE CIB SA</nameOfIssuer>
      <titleOfIssuer>CREDIT AGRICOLE CIB SA</titleOfIssuer>
      <LEIID>261700PLI2HF5NCF2442</LEIID>
      <ISINId>4257</ISINId>
      <cik>0001335241</cik>
      <investmentCategory>U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>261700PLI2HF5NCF2442</LEIID>
          <maturityDate>
            <date>2028-08-15</date>
          </maturityDate>
          <couponOrYield>2.875</couponOrYield>
          <principalAmountToTheNearestCent>10409303.52</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>10328961.23</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>261700PLI2HF5NCF2442</LEIID>
          <maturityDate>
            <date>2028-11-15</date>
          </maturityDate>
          <couponOrYield>3.125</couponOrYield>
          <principalAmountToTheNearestCent>21235949.28</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>21225357.85</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>261700PLI2HF5NCF2442</LEIID>
          <maturityDate>
            <date>2026-05-15</date>
          </maturityDate>
          <couponOrYield>1.625</couponOrYield>
          <principalAmountToTheNearestCent>22025213.28</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>20827509.71</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>261700PLI2HF5NCF2442</LEIID>
          <maturityDate>
            <date>2024-05-15</date>
          </maturityDate>
          <couponOrYield>2.500</couponOrYield>
          <principalAmountToTheNearestCent>21999252.23</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>21832915.89</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>261700PLI2HF5NCF2442</LEIID>
          <maturityDate>
            <date>2030-05-15</date>
          </maturityDate>
          <couponOrYield>0.625</couponOrYield>
          <principalAmountToTheNearestCent>26948572.55</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>22323153.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>261700PLI2HF5NCF2442</LEIID>
          <maturityDate>
            <date>2026-02-28</date>
          </maturityDate>
          <couponOrYield>0.500</couponOrYield>
          <principalAmountToTheNearestCent>23114049.84</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>21017087.96</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>261700PLI2HF5NCF2442</LEIID>
          <maturityDate>
            <date>2028-08-31</date>
          </maturityDate>
          <couponOrYield>1.125</couponOrYield>
          <principalAmountToTheNearestCent>7850334.24</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6969468.79</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>261700PLI2HF5NCF2442</LEIID>
          <maturityDate>
            <date>2023-12-31</date>
          </maturityDate>
          <couponOrYield>0.750</couponOrYield>
          <principalAmountToTheNearestCent>24489591.84</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>23664513.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>261700PLI2HF5NCF2442</LEIID>
          <maturityDate>
            <date>2029-03-31</date>
          </maturityDate>
          <couponOrYield>2.375</couponOrYield>
          <principalAmountToTheNearestCent>22710633.12</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>21727831.71</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID>261700PLI2HF5NCF2442</LEIID>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>2.875</couponOrYield>
          <principalAmountToTheNearestCent>23001481.44</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>22863202.94</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>U.S. Treasuries (including strips)</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0145</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>189000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>189000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0683</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>DZ BANK AG</nameOfIssuer>
      <titleOfIssuer>DZ BANK AG</titleOfIssuer>
      <ISINId>36766</ISINId>
      <cik>0001083675</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0155</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>130000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>130000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0470</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>ING BANK NV/BUCURESTI</nameOfIssuer>
      <titleOfIssuer>ING BANK NV/BUCURESTI</titleOfIssuer>
      <ISINId>36947</ISINId>
      <cik>0001017255</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-05</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0159</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>130000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>130000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0470</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>KBC BANK NV</nameOfIssuer>
      <titleOfIssuer>KBC BANK NV</titleOfIssuer>
      <ISINId>36796</ISINId>
      <cik>0001411306</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0155</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>130000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>130000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0470</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>LLOYDS BANK PLC</nameOfIssuer>
      <titleOfIssuer>LLOYDS BANK PLC</titleOfIssuer>
      <CUSIPMember>53943HG54</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-05</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0133</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>129971725.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>129971725.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0470</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MITSUBISHI UFJ TR&amp;BK NY</nameOfIssuer>
      <titleOfIssuer>MITSUBISHI UFJ TR&amp;BK NY</titleOfIssuer>
      <CUSIPMember>60683B4M2</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-08-09</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-08-09</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0178</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>24098320.47</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>24098320.47</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0087</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>MITSUBISHI UFJ TR&amp;BK NY</nameOfIssuer>
      <titleOfIssuer>MITSUBISHI UFJ TR&amp;BK NY</titleOfIssuer>
      <CUSIPMember>60683B4B6</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-27</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-27</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0170</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>109998916.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>109998916.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0397</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>NORDEA BANK ABP</nameOfIssuer>
      <titleOfIssuer>NORDEA BANK ABP</titleOfIssuer>
      <CUSIPMember>65558KG57</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-05</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0033</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>59987033.40</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>59987033.40</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0217</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>NORDEA BANK ABP NEW YORK</nameOfIssuer>
      <titleOfIssuer>NORDEA BANK ABP NEW YORK</titleOfIssuer>
      <ISINId>36707</ISINId>
      <cik>0001141330</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0156</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>50000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>50000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0181</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>NRW BANK</nameOfIssuer>
      <titleOfIssuer>NRW BANK</titleOfIssuer>
      <CUSIPMember>62939MG50</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-05</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>Y</securityGuaranteeFlag>
      <guarantor>
        <identityOfTheGuarantor>STATE OF NORTH RHINE - WESTPHALIA</identityOfTheGuarantor>
        <amountProvidedByGuarantor>1.0000</amountProvidedByGuarantor>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
          <rating>F1+</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
          <rating>P-1</rating>
        </guarantorRatingOrNRSRO>
        <guarantorRatingOrNRSRO>
          <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
          <rating>A-1+</rating>
        </guarantorRatingOrNRSRO>
      </guarantor>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0153</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>129973368.20</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>129973368.20</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0470</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>OVERSEA-CHINESE BK CO NY</nameOfIssuer>
      <titleOfIssuer>OVERSEA-CHINESE BK CO NY</titleOfIssuer>
      <CUSIPMember>69033MN60</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-09-23</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-09-23</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0183</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>74991494.25</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>74991494.25</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0271</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SKANDINAV ENSKILDA BK NY</nameOfIssuer>
      <titleOfIssuer>SKANDINAV ENSKILDA BK NY</titleOfIssuer>
      <ISINId>27145</ISINId>
      <cik>0000917311</cik>
      <investmentCategory>Non-Negotiable Time Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-01</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-01</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0156</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>130000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>130000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0470</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>Y</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SOCIETE GENERALE SA</nameOfIssuer>
      <titleOfIssuer>SOCIETE GENERALE SA</titleOfIssuer>
      <LEIID/>
      <ISINId>754</ISINId>
      <cik>0001238163</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMC ENTMT HLDGS INC SUB GLBL PIK 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-06-15</date>
          </maturityDate>
          <couponOrYield>10.000</couponOrYield>
          <principalAmountToTheNearestCent>181151.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>125748.98</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMC ENTMT HLDGS INC SR SEC GLBL 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-02-15</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>293000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>259373.36</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALLEN MEDIA LLC / ALLEN MEDIA SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-02-15</date>
          </maturityDate>
          <couponOrYield>10.500</couponOrYield>
          <principalAmountToTheNearestCent>3030000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1710056.25</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ALLY FINL INC FR 1.2%121525-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-12-15</date>
          </maturityDate>
          <couponOrYield>1.200</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1820.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-11-01</date>
          </maturityDate>
          <couponOrYield>9.000</couponOrYield>
          <principalAmountToTheNearestCent>10000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>12827.70</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANCOLOMBIA S A SUB NT 5.125%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-09-11</date>
          </maturityDate>
          <couponOrYield>5.125</couponOrYield>
          <principalAmountToTheNearestCent>159000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>160580.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BARCLAYS BANK PLC FR 2.95%062723-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-06-27</date>
          </maturityDate>
          <couponOrYield>2.950</couponOrYield>
          <principalAmountToTheNearestCent>1000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>999.47</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BAUSCH HEALTH COS INC SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-01-30</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>1809000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1012014.89</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BAUSCH HEALTH COS INC SR GLBL 144A 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-01-30</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>317000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>173359.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BNP PARIBAS FR 3.375%010925-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-01-09</date>
          </maturityDate>
          <couponOrYield>3.375</couponOrYield>
          <principalAmountToTheNearestCent>2705000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2679089.48</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CABLEVISION SYS CORP SR NT 5.875%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-09-15</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>1794000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1815770.93</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CARVANA CO 4.875 01SEP29 144A-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-09-01</date>
          </maturityDate>
          <couponOrYield>4.875</couponOrYield>
          <principalAmountToTheNearestCent>352000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>207192.33</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EQT CORP CR SEN SR GLBL30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-02-01</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>258000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>284239.02</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ENCOMPASS HEALTH CORP SR GLBL NT 31-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-04-01</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>233000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>193106.67</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FERRELLGAS ESCROW LLC / FG OPE SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-04-01</date>
          </maturityDate>
          <couponOrYield>5.875</couponOrYield>
          <principalAmountToTheNearestCent>4250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3552508.29</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIRST QUANTUM MINERALS LTD SR GLBL 144A 25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-04-01</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>655000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>632757.29</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIRSTENERGY CORP CR SEN SR GLBL27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-07-15</date>
          </maturityDate>
          <couponOrYield>4.400</couponOrYield>
          <principalAmountToTheNearestCent>850000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>811891.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FREEPORT MCMORAN INC SR GLBL NT 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-08-01</date>
          </maturityDate>
          <couponOrYield>4.375</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>239131.90</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GENERAL ELECTRIC CO PERP JR SB GLBL-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2099-12-31</date>
          </maturityDate>
          <couponOrYield>5.158</couponOrYield>
          <principalAmountToTheNearestCent>1000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>880.89</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HALCYON LN A 4.78629 22OCT25 144A F-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-10-22</date>
          </maturityDate>
          <couponOrYield>4.786</couponOrYield>
          <principalAmountToTheNearestCent>7249744.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6681463.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HAWAIIAN BRAND INTELLECTUAL PP SR SEC GLBL 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-01-20</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>807.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>729.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LAREDO PETROLEUM INC SR GLBL 144A 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-07-31</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>619000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>592563.54</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>M &amp; T BK CORP PERP SUB GLBL -1-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>3.500</couponOrYield>
          <principalAmountToTheNearestCent>34000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>26051.46</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MOLINA HEALTHCARE INC SR GLBL 144A 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-11-15</date>
          </maturityDate>
          <couponOrYield>3.875</couponOrYield>
          <principalAmountToTheNearestCent>926000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>783742.09</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>NRG ENERGY INC SR GLBL NT 27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-01-15</date>
          </maturityDate>
          <couponOrYield>6.625</couponOrYield>
          <principalAmountToTheNearestCent>670000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>676944.27</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OWENS &amp; MINOR INC SR GLBL 144A 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-04-01</date>
          </maturityDate>
          <couponOrYield>6.625</couponOrYield>
          <principalAmountToTheNearestCent>500000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>464578.26</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PNMAC GMSR I 5.17566 25MAY27 144A F-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-05-25</date>
          </maturityDate>
          <couponOrYield>5.175</couponOrYield>
          <principalAmountToTheNearestCent>147956.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>146056.36</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ROYAL CARIBBEAN GROUP SR SEC GLBL 23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-06-01</date>
          </maturityDate>
          <couponOrYield>10.875</couponOrYield>
          <principalAmountToTheNearestCent>2818000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2973310.54</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SECURITY NATL 6.6 25OCT36 144A FRN-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-10-25</date>
          </maturityDate>
          <couponOrYield>6.599</couponOrYield>
          <principalAmountToTheNearestCent>250057.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>176877.43</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TEGNA INC SR GLBL NT 5%29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-09-15</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>25000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>24114.58</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>VIKING CRUISES LT 13.0 15MAY25 144A-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-05-15</date>
          </maturityDate>
          <couponOrYield>13.000</couponOrYield>
          <principalAmountToTheNearestCent>222000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>231002.10</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WESTERN DIGITAL CORP. SR GLBL NT 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-02-01</date>
          </maturityDate>
          <couponOrYield>2.850</couponOrYield>
          <principalAmountToTheNearestCent>252000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>207110.18</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-10-06</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>167800.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>166959.65</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-12-01</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>100.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>99.03</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-11-25</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>100.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>99.11</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ODEBRECHT OFFSHORE DRILLING FR 6.72%120122-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-12-01</date>
          </maturityDate>
          <couponOrYield>6.719</couponOrYield>
          <principalAmountToTheNearestCent>31496.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2848.13</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TURKIYE GARANTI BANKASI A S SR GLBL REGS 22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-09-13</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>201620.83</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-05</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0167</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>25000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>25000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0090</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SOCIETE GENERALE SA</nameOfIssuer>
      <titleOfIssuer>SOCIETE GENERALE SA</titleOfIssuer>
      <LEIID/>
      <ISINId>754</ISINId>
      <cik>0001238163</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>AADVANTAGE LOYALTY IP LTD/ AME SR SEC GLBL 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-04-20</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>85401.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>74194.72</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ASCENT RES UTICA HLDGS LLC / A 144A NT 9%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-11-01</date>
          </maturityDate>
          <couponOrYield>9.000</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2565.54</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BARCLAYS BANK PLC FR 2.95%062723-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-06-27</date>
          </maturityDate>
          <couponOrYield>2.950</couponOrYield>
          <principalAmountToTheNearestCent>154000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>153919.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CWABS INC 2.25357 25JUN36 FRN-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-04-25</date>
          </maturityDate>
          <couponOrYield>2.253</couponOrYield>
          <principalAmountToTheNearestCent>12661000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>8987829.52</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DAIMLER TRUCKS FIN NORTH AMER GLBL FLT 144A 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-12-13</date>
          </maturityDate>
          <couponOrYield>2.237</couponOrYield>
          <principalAmountToTheNearestCent>250000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>247189.19</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FMG RESOURCES AUGUST 2006 PTY SR 144A NT 32-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2032-04-15</date>
          </maturityDate>
          <couponOrYield>6.125</couponOrYield>
          <principalAmountToTheNearestCent>17000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>15650.72</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FIFTH THIRD BANCORP ALT TIER I PERP-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2499-01-01</date>
          </maturityDate>
          <couponOrYield>4.500</couponOrYield>
          <principalAmountToTheNearestCent>196000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>182517.16</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GRUPO TELEVISA S A B SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-01-30</date>
          </maturityDate>
          <couponOrYield>4.625</couponOrYield>
          <principalAmountToTheNearestCent>1414000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1435182.89</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>INTESA SANPAOLO S P A FR 4.198%060132-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2032-06-01</date>
          </maturityDate>
          <couponOrYield>4.198</couponOrYield>
          <principalAmountToTheNearestCent>200000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>150702.34</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LD HLDGS GROUP LLC 6.5 01NOV25 144A-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-11-01</date>
          </maturityDate>
          <couponOrYield>6.500</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1426.40</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LIBERTY MUT INS CO SUB 144A NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-10-15</date>
          </maturityDate>
          <couponOrYield>7.875</couponOrYield>
          <principalAmountToTheNearestCent>6000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6787.95</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>MGM RESORTS INTL 5.75 15JUN25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>55000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>52381.77</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MAGNETITE XV 6.04429 18JAN28 144A F-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-01-18</date>
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          <couponOrYield>6.044</couponOrYield>
          <principalAmountToTheNearestCent>2427976.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2276923.05</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MCAFEE CORP SR 144A NT 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-02-15</date>
          </maturityDate>
          <couponOrYield>7.375</couponOrYield>
          <principalAmountToTheNearestCent>603000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>510889.65</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OPG TR 2021-P 4.67 15OCT36 144A FRN-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-10-15</date>
          </maturityDate>
          <couponOrYield>4.669</couponOrYield>
          <principalAmountToTheNearestCent>443233.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>405754.91</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PNMAC GMSR I 5.17566 25MAY27 144A F-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-05-25</date>
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          <couponOrYield>5.175</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>98716.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PENINSULA PAC ENTM 8.5 15NOV27 144A-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-11-15</date>
          </maturityDate>
          <couponOrYield>8.500</couponOrYield>
          <principalAmountToTheNearestCent>279000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>295777.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>PT INDONESIA ASAHAN ALUMINIUM SR GLBL 144A 50-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2050-05-15</date>
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          <couponOrYield>5.799</couponOrYield>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>RELIANCE INDS LTD SR GLBL 144A 45-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2045-02-10</date>
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          <couponOrYield>4.875</couponOrYield>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>RASC TRUST 2005-EMX5 A-3 20351225 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-12-25</date>
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          <couponOrYield>2.283</couponOrYield>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>ROYAL CARIBBEAN GROUP SR GLBL 144A 23-Corporate Debt Securities</nameOfCollateralIssuer>
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          <maturityDate>
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          <couponOrYield>9.125</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
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          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
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        <collateralIssuers>
          <nameOfCollateralIssuer>SPECTRA ENERGY PARTNERS LP SR GLBL NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
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          <couponOrYield>3.375</couponOrYield>
          <principalAmountToTheNearestCent>264000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>252632.48</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STRUCTURED ASSET SEC 2007-MLN1 A4 20370125 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2037-01-25</date>
          </maturityDate>
          <couponOrYield>1.863</couponOrYield>
          <principalAmountToTheNearestCent>18911798.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>13205282.05</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WAMU MTG PASS-T 2.52357 25OCT45 FRN-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2045-10-25</date>
          </maturityDate>
          <couponOrYield>2.523</couponOrYield>
          <principalAmountToTheNearestCent>120921.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>59682.73</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WP CAREY INC SR GLBL NT 29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-07-15</date>
          </maturityDate>
          <couponOrYield>3.850</couponOrYield>
          <principalAmountToTheNearestCent>6000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>5672.67</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CREDIT SUISSE GRP FDG GUERNSEY SR GLBL REGS 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-04-17</date>
          </maturityDate>
          <couponOrYield>4.549</couponOrYield>
          <principalAmountToTheNearestCent>257000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>253764.37</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ODEBRECHT OFFSHORE DRILLING FR 6.72%120122-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-12-01</date>
          </maturityDate>
          <couponOrYield>6.719</couponOrYield>
          <principalAmountToTheNearestCent>31023566.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2805412.95</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-05</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0158</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>40000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>40000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0145</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SOCIETE GENERALE SA</nameOfIssuer>
      <titleOfIssuer>SOCIETE GENERALE SA</titleOfIssuer>
      <LEIID/>
      <ISINId>754</ISINId>
      <cik>0001238163</cik>
      <investmentCategory>Other Repurchase Agreement, if any collateral falls outside Treasury, Government Agency and cash</investmentCategory>
      <fundAcqstnUndrlyngSecurityFlag>Y</fundAcqstnUndrlyngSecurityFlag>
      <repurchaseAgreement>
        <repurchaseAgreementOpenFlag>N</repurchaseAgreementOpenFlag>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-10-06</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>141000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>140293.87</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>United States Treasury-U.S. Treasuries (including strips)</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-10-13</date>
          </maturityDate>
          <couponOrYield>0.000</couponOrYield>
          <principalAmountToTheNearestCent>100.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>99.42</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>THE ADT CORPORATION GLBL NT 4.125%23-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-06-15</date>
          </maturityDate>
          <couponOrYield>4.125</couponOrYield>
          <principalAmountToTheNearestCent>302000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>298137.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMC ENTMT HLDGS INC SUB GLBL PIK 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-06-15</date>
          </maturityDate>
          <couponOrYield>10.000</couponOrYield>
          <principalAmountToTheNearestCent>756715.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>525286.32</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AT+T INC 1.65 01FEB28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-02-01</date>
          </maturityDate>
          <couponOrYield>1.649</couponOrYield>
          <principalAmountToTheNearestCent>932000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>806878.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMERICA MOVIL SAB DE CV SR GLBL NT 49-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2049-04-22</date>
          </maturityDate>
          <couponOrYield>4.375</couponOrYield>
          <principalAmountToTheNearestCent>488000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>450860.21</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMERICAN AIRLS 2013-1A 4.0 15JAN27-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-01-15</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>6346000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2703614.49</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMER AIRLINES PT TR 2013-2 A 20240715 4.95000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-07-15</date>
          </maturityDate>
          <couponOrYield>4.950</couponOrYield>
          <principalAmountToTheNearestCent>2654000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>457832.81</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>AMERICAN TOWER CORP SR NT 4%25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-06-01</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1972.04</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BK OF AMERICA CORP FR 2.456%102225-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-10-22</date>
          </maturityDate>
          <couponOrYield>2.455</couponOrYield>
          <principalAmountToTheNearestCent>1444000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1382845.31</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BANK AMER CORP 1.197 24OCT26 FRN-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-10-24</date>
          </maturityDate>
          <couponOrYield>1.197</couponOrYield>
          <principalAmountToTheNearestCent>1132000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1012228.17</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BARCLAYS PLC SR GLBL COCO 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-05-16</date>
          </maturityDate>
          <couponOrYield>2.791</couponOrYield>
          <principalAmountToTheNearestCent>353000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>354125.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BARCLAYS BANK PLC FR 2.95%062723-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2023-06-27</date>
          </maturityDate>
          <couponOrYield>2.950</couponOrYield>
          <principalAmountToTheNearestCent>982000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>981486.63</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BAYVIEW FINL SE 3.65771 28FEB41 FRN-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2041-02-28</date>
          </maturityDate>
          <couponOrYield>3.657</couponOrYield>
          <principalAmountToTheNearestCent>3321083.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3254861.28</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BERRY GLOBAL INC SR SEC GLBL NT26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-01-15</date>
          </maturityDate>
          <couponOrYield>1.570</couponOrYield>
          <principalAmountToTheNearestCent>55000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>49366.67</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BNP PARIBAS FR 3.375%010925-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-01-09</date>
          </maturityDate>
          <couponOrYield>3.375</couponOrYield>
          <principalAmountToTheNearestCent>1518000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1503459.45</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>BNP PARIBAS FR 3.052%011331-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2031-01-13</date>
          </maturityDate>
          <couponOrYield>3.052</couponOrYield>
          <principalAmountToTheNearestCent>3878000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3402355.11</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CWABS INC 2006-23 M-1 20351225 FLT-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-12-25</date>
          </maturityDate>
          <couponOrYield>1.873</couponOrYield>
          <principalAmountToTheNearestCent>28857163.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>20726072.08</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CALUMET SPECIALTY PRODUCTS PAR SR SEC GLBL 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-07-15</date>
          </maturityDate>
          <couponOrYield>9.250</couponOrYield>
          <principalAmountToTheNearestCent>2724000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2942589.64</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CENOVUS ENERGY INC GLBL NT 5.4%47-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2047-06-15</date>
          </maturityDate>
          <couponOrYield>5.400</couponOrYield>
          <principalAmountToTheNearestCent>124000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>119162.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHARTER COMMUNICATIONS OPER SR SEC GLBL NT61-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2061-12-01</date>
          </maturityDate>
          <couponOrYield>4.400</couponOrYield>
          <principalAmountToTheNearestCent>2804000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2028398.02</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CHARTER COMMUNICATIONS 3.95 30JUN62-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2062-06-30</date>
          </maturityDate>
          <couponOrYield>3.950</couponOrYield>
          <principalAmountToTheNearestCent>408000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>270756.95</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COLUMBIA / HCA HEALTHC 7.69 15JUN25-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-06-15</date>
          </maturityDate>
          <couponOrYield>7.690</couponOrYield>
          <principalAmountToTheNearestCent>1000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1054.80</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>COMMSCOPE HLDG CO INC 8.25%27-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-03-01</date>
          </maturityDate>
          <couponOrYield>8.250</couponOrYield>
          <principalAmountToTheNearestCent>3000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2474.61</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>CREDIT AGRICOLE S A FR 3.25%011430-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-01-14</date>
          </maturityDate>
          <couponOrYield>3.250</couponOrYield>
          <principalAmountToTheNearestCent>5191000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4499642.43</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DNA ALPHA LTD 2013-1 A 20250530 5.25000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-05-30</date>
          </maturityDate>
          <couponOrYield>5.250</couponOrYield>
          <principalAmountToTheNearestCent>9316000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1159325.55</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>DISH DBS C 5.75 01DEC28 144A-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-12-01</date>
          </maturityDate>
          <couponOrYield>5.750</couponOrYield>
          <principalAmountToTheNearestCent>3000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2273.58</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EQT CORP CR SEN SR GLBL30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-02-01</date>
          </maturityDate>
          <couponOrYield>7.500</couponOrYield>
          <principalAmountToTheNearestCent>483000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>532121.90</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>EL PASO ENERGY CORP ME 7.75 15JAN32-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2032-01-15</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>2799000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3356619.11</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FMC GMSR ISSUER T 6.19 25APR27 144A-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-04-25</date>
          </maturityDate>
          <couponOrYield>6.190</couponOrYield>
          <principalAmountToTheNearestCent>100000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>96746.97</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>FREEDOM MORTGAGE CORPORATION SR 144A NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-05-01</date>
          </maturityDate>
          <couponOrYield>7.625</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1598.39</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>GLENCORE FDG LLC SR 144A NT 51-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2051-09-23</date>
          </maturityDate>
          <couponOrYield>3.375</couponOrYield>
          <principalAmountToTheNearestCent>204000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>142121.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>SERVICE PPTYS TR SR GLBL NT 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-03-15</date>
          </maturityDate>
          <couponOrYield>4.650</couponOrYield>
          <principalAmountToTheNearestCent>1000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>886.13</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HOSPITALITY PPTYS TR 4.95 01OCT29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-10-01</date>
          </maturityDate>
          <couponOrYield>4.950</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1411.95</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>HYDRO-QUEBEC 8.5 01DEC29-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2029-12-01</date>
          </maturityDate>
          <couponOrYield>8.500</couponOrYield>
          <principalAmountToTheNearestCent>5000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6508.28</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ILLUMINATE BUYER LLC / ILLUMIN SR GLBL 144A 28-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-07-01</date>
          </maturityDate>
          <couponOrYield>9.000</couponOrYield>
          <principalAmountToTheNearestCent>5000000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4373750.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>JPMORGAN CHASE &amp; CO VR 083013-022924-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-02-29</date>
          </maturityDate>
          <couponOrYield>9.288</couponOrYield>
          <principalAmountToTheNearestCent>50000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>51721.15</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>LIBERTY MUT INS CO SUB 144A NT 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-10-15</date>
          </maturityDate>
          <couponOrYield>7.875</couponOrYield>
          <principalAmountToTheNearestCent>580000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>656169.22</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>M D C HLDGS INC CR SEN SR GLBL61-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2061-08-06</date>
          </maturityDate>
          <couponOrYield>3.966</couponOrYield>
          <principalAmountToTheNearestCent>6000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3546.26</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>MORGAN STANLEY FR 2.511%102032-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2032-10-20</date>
          </maturityDate>
          <couponOrYield>2.511</couponOrYield>
          <principalAmountToTheNearestCent>1000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>827.74</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OPG TR 2021-P 4.67 15OCT36 144A FRN-Private Label Collateralized Mortgage Obligations</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2036-10-15</date>
          </maturityDate>
          <couponOrYield>4.669</couponOrYield>
          <principalAmountToTheNearestCent>948126.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>867956.09</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OCTAGON INVT 6.81271 20OCT30 144A F-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-10-21</date>
          </maturityDate>
          <couponOrYield>6.812</couponOrYield>
          <principalAmountToTheNearestCent>3947658.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3526625.18</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>OLIN CORP SR NT 5.5%22-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-08-15</date>
          </maturityDate>
          <couponOrYield>5.500</couponOrYield>
          <principalAmountToTheNearestCent>40000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>40725.00</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>PNMAC GMSR I 5.17566 25MAY27 144A F-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-05-25</date>
          </maturityDate>
          <couponOrYield>5.175</couponOrYield>
          <principalAmountToTheNearestCent>200864.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>198285.07</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>RESIDENTIAL ASS 3.27357 25AUG35 FRN-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2035-09-25</date>
          </maturityDate>
          <couponOrYield>3.273</couponOrYield>
          <principalAmountToTheNearestCent>3764045.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>3324117.71</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STANFORD HEALTH CARE SR GLBL -2020 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-08-15</date>
          </maturityDate>
          <couponOrYield>3.310</couponOrYield>
          <principalAmountToTheNearestCent>9000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>8387.75</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>TRANSOCEAN PROTEUS LIMITED SR SEC GLBL 24-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2024-12-01</date>
          </maturityDate>
          <couponOrYield>6.250</couponOrYield>
          <principalAmountToTheNearestCent>6398000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>2728709.41</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>US AIRWAYS PT TRUST 2011-1 A 20250422 7.12500-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2025-04-22</date>
          </maturityDate>
          <couponOrYield>7.125</couponOrYield>
          <principalAmountToTheNearestCent>17000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>6025.72</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>US AIRWAYS PT TRUST 2013-1 A 20270515 3.95000-Asset-Backed Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2027-05-15</date>
          </maturityDate>
          <couponOrYield>3.950</couponOrYield>
          <principalAmountToTheNearestCent>9211000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>4002776.07</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>UNICREDIT S.P.A FR 3.127%060332-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2032-06-03</date>
          </maturityDate>
          <couponOrYield>3.126</couponOrYield>
          <principalAmountToTheNearestCent>2036000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1594870.56</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>WINDSTREAM ESCROW 7.75 15AUG28 144A-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2028-08-15</date>
          </maturityDate>
          <couponOrYield>7.750</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1703.64</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ZIPRECRUITER INC SR GLBL 144A 30-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2030-01-15</date>
          </maturityDate>
          <couponOrYield>5.000</couponOrYield>
          <principalAmountToTheNearestCent>2000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1741.66</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>ODEBRECHT OFFSHORE DRILLING FR 6.72%120122-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2022-12-01</date>
          </maturityDate>
          <couponOrYield>6.719</couponOrYield>
          <principalAmountToTheNearestCent>16.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>1.44</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
        <collateralIssuers>
          <nameOfCollateralIssuer>STILLWATER MNG CO SR GLBL REGS 26-Corporate Debt Securities</nameOfCollateralIssuer>
          <LEIID/>
          <maturityDate>
            <date>2026-11-16</date>
          </maturityDate>
          <couponOrYield>4.000</couponOrYield>
          <principalAmountToTheNearestCent>851000.00</principalAmountToTheNearestCent>
          <valueOfCollateralToTheNearestCent>724531.94</valueOfCollateralToTheNearestCent>
          <ctgryInvestmentsRprsntsCollateral>Corporate Debt Securities</ctgryInvestmentsRprsntsCollateral>
        </collateralIssuers>
      </repurchaseAgreement>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-06</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-06</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-06</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0167</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>70000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>70000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0253</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI BANK NY</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI BANK NY</titleOfIssuer>
      <CUSIPMember>86565FNM0</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-12-15</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-12-15</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0202</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49994865.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49994865.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0181</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI BANK NY</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI BANK NY</titleOfIssuer>
      <CUSIPMember>86565FJM5</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-10-11</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-10-11</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0187</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>25000686.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>25000686.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0090</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI TRUST NY</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI TRUST NY</titleOfIssuer>
      <CUSIPMember>86564MGC6</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-08-12</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-08-12</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0184</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>75009565.50</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>75009565.50</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0271</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SUMITOMO MITSUI TRUST NY</nameOfIssuer>
      <titleOfIssuer>SUMITOMO MITSUI TRUST NY</titleOfIssuer>
      <CUSIPMember>86564MMP0</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-05</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-05</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-05</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0155</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>50000027.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>50000027.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0181</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SVENSKA HANDELSBANKEN NY</nameOfIssuer>
      <titleOfIssuer>SVENSKA HANDELSBANKEN NY</titleOfIssuer>
      <CUSIPMember>86959RVQ0</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-07-07</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-07-07</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0172</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>49998242.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>49998242.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0181</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>Y</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>SWEDBANK AB</nameOfIssuer>
      <titleOfIssuer>SWEDBANK AB</titleOfIssuer>
      <CUSIPMember>87019YAB7</CUSIPMember>
      <investmentCategory>Financial Company Commercial Paper</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2022-10-13</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2022-10-13</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0186</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>130024666.20</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>130024666.20</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0470</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <scheduleOfPortfolioSecuritiesInfo>
      <nameOfIssuer>TD SECURITIES USA LLC</nameOfIssuer>
      <titleOfIssuer>TD SECURITIES USA LLC</titleOfIssuer>
      <CUSIPMember>89114WUW3</CUSIPMember>
      <investmentCategory>Certificate of Deposit</investmentCategory>
      <securityEligibilityFlag>Y</securityEligibilityFlag>
      <NRSRO>
        <nameOfNRSRO>FITCH'S RATING</nameOfNRSRO>
        <rating>F1+</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>MOODY'S RATING</nameOfNRSRO>
        <rating>P-1</rating>
      </NRSRO>
      <NRSRO>
        <nameOfNRSRO>S&amp;P RATING</nameOfNRSRO>
        <rating>A-1+</rating>
      </NRSRO>
      <investmentMaturityDateWAM>2022-07-01</investmentMaturityDateWAM>
      <investmentMaturityDateWAL>2023-01-17</investmentMaturityDateWAL>
      <finalLegalInvestmentMaturityDate>2023-01-17</finalLegalInvestmentMaturityDate>
      <securityDemandFeatureFlag>N</securityDemandFeatureFlag>
      <securityGuaranteeFlag>N</securityGuaranteeFlag>
      <securityEnhancementsFlag>N</securityEnhancementsFlag>
      <yieldOfTheSecurityAsOfReportingDate>0.0191</yieldOfTheSecurityAsOfReportingDate>
      <includingValueOfAnySponsorSupport>80000000.00</includingValueOfAnySponsorSupport>
      <excludingValueOfAnySponsorSupport>80000000.00</excludingValueOfAnySponsorSupport>
      <percentageOfMoneyMarketFundNetAssets>0.0289</percentageOfMoneyMarketFundNetAssets>
      <securityCategorizedAtLevel3Flag>N</securityCategorizedAtLevel3Flag>
      <dailyLiquidAssetSecurityFlag>N</dailyLiquidAssetSecurityFlag>
      <weeklyLiquidAssetSecurityFlag>N</weeklyLiquidAssetSecurityFlag>
      <illiquidSecurityFlag>N</illiquidSecurityFlag>
      <explanatoryNotes>- N/A -</explanatoryNotes>
    </scheduleOfPortfolioSecuritiesInfo>
    <signature>
      <registrant>General Money Market Fund, Inc.</registrant>
      <signatureDate>2022-07-06</signatureDate>
      <signature>/S/Robert Svagna</signature>
      <nameOfSigningOfficer>Robert Svagna</nameOfSigningOfficer>
      <titleOfSigningOfficer>Treasury Manager</titleOfSigningOfficer>
    </signature>
  </formData>
</edgarSubmission>
